| Form N-CEN Filer Information | UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-CEN ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES | OMB APPROVAL |
| OMB Number: 3235-0729 Estimated average burden hours per response: 19.04 |
N-CEN: Filer Information
| Filer CIK | 0001100663 |
| Filer CCC | ******** |
| Filer Investment Company Type | Form N-1A Filer (Mutual Fund) |
| Is this a LIVE or TEST Filing? |  LIVE  TEST |
| Is this an electronic copy of an official filing submitted in paper format? |  |
| Would you like a Return Copy? | |
Submission Contact Information | |
| Name | |
| Phone | |
| E-Mail Address |
Notification Information |
| Notify via Filing Website only? | |
N-CEN:Series/Class (Contract) Information
| Series ID | S000048624 |
| Class ID | C000153272 |
| Series ID | S000036830 |
| Class ID | C000112640 |
| Series ID | S000019124 |
| Class ID | C000052896 |
| Series ID | S000040205 |
| Class ID | C000124961 |
| Series ID | S000047644 |
| Class ID | C000149539 |
| Series ID | S000021461 |
| Class ID | C000061364 |
| Series ID | S000023585 |
| Class ID | C000069397 |
| Series ID | S000049025 |
| Class ID | C000154548 |
| Series ID | S000021460 |
| Class ID | C000061363 |
| Series ID | S000047504 |
| Class ID | C000149148 |
| Series ID | S000040316 |
| Class ID | C000125223 |
| Series ID | S000019898 |
| Class ID | C000055846 |
| Series ID | S000068732 |
| Class ID | C000219702 |
| Series ID | S000040204 |
| Class ID | C000124960 |
| Series ID | S000048311 |
| Class ID | C000152570 |
| Series ID | S000065015 |
| Class ID | C000210493 |
| Series ID | S000049792 |
| Class ID | C000157303 |
| Series ID | S000065599 |
| Class ID | C000212225 |
| Series ID | S000018145 |
| Class ID | C000050168 |
| Series ID | S000047503 |
| Class ID | C000149147 |
| Series ID | S000065416 |
| Class ID | C000211556 |
| Series ID | S000062201 |
| Class ID | C000201209 |
| Series ID | S000048623 |
| Class ID | C000153271 |
| Series ID | S000004438 |
| Class ID | C000012201 |
| Series ID | S000027327 |
| Class ID | C000082529 |
| Series ID | S000023587 |
| Class ID | C000069399 |
| Series ID | S000056604 |
| Class ID | C000179059 |
| Series ID | S000043040 |
| Class ID | C000133231 |
| Series ID | S000052533 |
| Class ID | C000164987 |
| Series ID | S000049024 |
| Class ID | C000154547 |
| Series ID | S000068729 |
| Class ID | C000219699 |
| Series ID | S000023588 |
| Class ID | C000069400 |
| Series ID | S000068730 |
| Class ID | C000219700 |
| Series ID | S000038931 |
| Class ID | C000119716 |
| Series ID | S000041444 |
| Class ID | C000128677 |
| Series ID | S000031838 |
| Class ID | C000099141 |
| Series ID | S000068731 |
| Class ID | C000219701 |
| Series ID | S000004437 |
| Class ID | C000012200 |
| Series ID | S000049572 |
| Class ID | C000156613 |
| Series ID | S000049795 |
| Class ID | C000157306 |
| Series ID | S000004351 |
| Class ID | C000012081 |
| Series ID | S000047435 |
| Class ID | C000148919 |
| Series ID | S000067234 |
| Class ID | C000216288 |
| Series ID | S000054723 |
| Class ID | C000171896 |
| Series ID | S000004364 |
| Class ID | C000012094 |
| Series ID | S000045102 |
| Class ID | C000140337 |
| Series ID | S000022496 |
| Class ID | C000065072 |
| Series ID | S000031837 |
| Class ID | C000099140 |
| Series ID | S000063520 |
| Class ID | C000205801 |
| Series ID | S000048622 |
| Class ID | C000153270 |
| Series ID | S000045103 |
| Class ID | C000140338 |
| Series ID | S000049573 |
| Class ID | C000156614 |
| Series ID | S000045089 |
| Class ID | C000140236 |
| Series ID | S000045088 |
| Class ID | C000140146 |
| Series ID | S000038930 |
| Class ID | C000119715 |
| Series ID | S000023586 |
| Class ID | C000069398 |
N-CEN:Part A: General Information
Item A.1. Reporting period covered.
| a. Report for period ending: | 2020-07-31 |
| b. Does this report cover a period of less than 12 months? | Yes No |
N-CEN:Part B: Information About the Registrant
Item B.1. Background information.
| a. Full name of Registrant | iShares Trust |
| b. Investment Company Act file number ( e.g., 811-) | 811-09729 |
| c. CIK | 0001100663 |
| d. LEI | 5493000860OXIC4B5K91 |
Item B.2. Address and telephone number of Registrant.
| a. Street 1 | 400 Howard Street |
| Street 2 | |
| b. City | San Francisco |
| c. State, if applicable | CALIFORNIA |
| d. Foreign country, if applicable | UNITED STATES OF AMERICA |
| e. Zip code and zip code extension, or foreign postal code | 94105 |
| f. Telephone number (including country code if foreign) | 800-474-2737 |
| g. Public Website, if any | www.blackrock.com |
Item B.3. Location of books and records.
| Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section. |
| Location books Record: 1 | |
| a. Name of person (e.g., a custodian of records) | BlackRock Fund Advisors |
| b. Street 1 | 400 Howard Street |
| Street 2 | |
| c. City | San Francisco |
| d. State, if applicable | CALIFORNIA |
| e. Foreign country, if applicable | UNITED STATES OF AMERICA |
| f. Zip code and zip code extension, or foreign postal code | 94105 |
| g. Telephone number (including country code if foreign) | 415-670-2000 |
| h. Briefly describe the books and records kept at this location: | Records related to its functions as advisor |
| Location books Record: 2 | |
| a. Name of person (e.g., a custodian of records) | State Street Bank and Trust Company |
| b. Street 1 | 1 Lincoln Street |
| Street 2 | |
| c. City | Boston |
| d. State, if applicable | MASSACHUSETTS |
| e. Foreign country, if applicable | UNITED STATES OF AMERICA |
| f. Zip code and zip code extension, or foreign postal code | 02111 |
| g. Telephone number (including country code if foreign) | 617-786-3000 |
| h. Briefly describe the books and records kept at this location: | Records related to its functions as administrator, accounting agent, transfer agent and custodian |
| Location books Record: 3 | |
| a. Name of person (e.g., a custodian of records) | BlackRock Investments, LLC |
| b. Street 1 | 40 East 52nd St |
| Street 2 | |
| c. City | New York |
| d. State, if applicable | NEW YORK |
| e. Foreign country, if applicable | UNITED STATES OF AMERICA |
| f. Zip code and zip code extension, or foreign postal code | 10022 |
| g. Telephone number (including country code if foreign) | 609-282-3046 |
| h. Briefly describe the books and records kept at this location: | Records related to its functions as distributor |
Item B.4. Initial of final filings.
| Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form. |
| a. Is this the first filing on this form by the Registrant? | Yes No |
| b. Is this the last filing on this form by the Registrant? | Yes No |
Item B.5. Family of investment companies.
| Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically. |
| Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar. |
| a. Is the Registrant part of a family of investment companies? | Yes No |
| i. Full name of family of investment companies | BlackRock-advised Funds |
Item B.6. Organization.
| Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act). |
| Indicate the classification of the Registrant by checking the applicable item below. |
| i. Total number of Series of the Registrant | 302 | |
| ii. If a Series of the Registrant with a fiscal year end covered by the report was terminated during the reporting period, provide the following information: | ||
| Terminated Organization Record: 1 | ||
| i. Name of the Series | iShares Edge MSCI Min Vol Asia ex Japan ETF | |
| ii. Series identification number | S000045087 | |
| iii. Date of termination (month/year) | 08/2019 | |
Item B.7. Securities Act registration.
| Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? | Yes No |
Item B.8. Directors.
| Provide the information requested below about each person serving as director of the Registrant (management investment companies only): |
| Director Record: 1 | |
| a. Full Name | Cecilia H. Herbert |
| b. CRD number, if any | 000000000 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-23362 |
| File Number Record: 2 | |
| File Number Record: | 811-22649 |
| File Number Record: 3 | |
| File Number Record: | 811-09102 |
| Director Record: 2 | |
| a. Full Name | Richard L. Fagnani |
| b. CRD number, if any | 000000000 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22649 |
| File Number Record: 2 | |
| File Number Record: | 811-09102 |
| Director Record: 3 | |
| a. Full Name | Salim Ramji |
| b. CRD number, if any | 004797124 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22649 |
| File Number Record: 2 | |
| File Number Record: | 811-09102 |
| Director Record: 4 | |
| a. Full Name | Jane D. Carlin |
| b. CRD number, if any | 001279982 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22649 |
| File Number Record: 2 | |
| File Number Record: | 811-09102 |
| Director Record: 5 | |
| a. Full Name | Robert S. Kapito |
| b. CRD number, if any | 000000000 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-09102 |
| File Number Record: 2 | |
| File Number Record: | 811-22649 |
| Director Record: 6 | |
| a. Full Name | John E. Martinez |
| b. CRD number, if any | 000000000 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-09102 |
| File Number Record: 2 | |
| File Number Record: | 811-22649 |
| Director Record: 7 | |
| a. Full Name | Drew E. Lawton |
| b. CRD number, if any | 001173631 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-09102 |
| File Number Record: 2 | |
| File Number Record: | 811-22649 |
| Director Record: 8 | |
| a. Full Name | Madhav V. Rajan |
| b. CRD number, if any | 000000000 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22649 |
| File Number Record: 2 | |
| File Number Record: | 811-09102 |
| Director Record: 9 | |
| a. Full Name | John E. Kerrigan |
| b. CRD number, if any | 000000000 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-09102 |
| File Number Record: 2 | |
| File Number Record: | 811-22649 |
Item B.9. Chief compliance officer.
| Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1): |
| Chief compliance officer Record: 1 | |
| a. Full Name | Charles Park |
| b. CRD Number, if any | 000000000 |
| c. Street Address 1 | 55 East 52nd Street |
| Street Address 2 | |
| d. City | New York |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Zip code and zip code extension, or foreign postal code | 10055 |
| h. Telephone number (including country code if foreign) | XXXXXX |
| i. Has the chief compliance officer changed since the last filing? | Yes No |
| If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide: |
| CCO employer Record: 1 | |
| i. Name of the person | N/A |
| ii. Person's IRS Employer Identification Number | N/A |
Item B.10. Matters for security holder vote.
| Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters. |
| Were any matters submitted by the Registrant for its security holders' vote during the reporting period? | Yes No |
Item B.11. Legal proceeding.
| Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities. |
| a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? | Yes No |
| If yes, include the attachment required by Item G.1.a.i. |
| i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: |
| Legal proceeding series info Record: 1 | |
| 1. Series name | iShares MSCI All Country Asia ex Japan ETF |
| 2. Series identification number | S000022496 |
| Legal proceeding series info Record: 2 | |
| 1. Series name | iShares Currency Hedged MSCI EAFE Small-Cap ETF |
| 2. Series identification number | S000049795 |
| Legal proceeding series info Record: 3 | |
| 1. Series name | iShares Edge MSCI Multifactor Intl ETF |
| 2. Series identification number | S000049024 |
| Legal proceeding series info Record: 4 | |
| 1. Series name | iShares Core Growth Allocation ETF |
| 2. Series identification number | S000023587 |
| Legal proceeding series info Record: 5 | |
| 1. Series name | iShares Edge MSCI Min Vol USA Small-Cap ETF |
| 2. Series identification number | S000054723 |
| Legal proceeding series info Record: 6 | |
| 1. Series name | iShares Edge MSCI Intl Size Factor ETF |
| 2. Series identification number | S000049572 |
| Legal proceeding series info Record: 7 | |
| 1. Series name | iShares Edge MSCI Min Vol Asia ex Japan ETF |
| 2. Series identification number | S000045087 |
| Legal proceeding series info Record: 8 | |
| 1. Series name | iShares Edge MSCI Multifactor USA Small-Cap ETF |
| 2. Series identification number | S000048624 |
| Legal proceeding series info Record: 9 | |
| 1. Series name | iShares Edge MSCI USA Momentum Factor ETF |
| 2. Series identification number | S000040316 |
| Legal proceeding series info Record: 10 | |
| 1. Series name | iShares MSCI EAFE Value ETF |
| 2. Series identification number | S000004438 |
| Legal proceeding series info Record: 11 | |
| 1. Series name | iShares Edge MSCI Min Vol Europe ETF |
| 2. Series identification number | S000045088 |
| Legal proceeding series info Record: 12 | |
| 1. Series name | iShares Robotics and Artificial Intelligence Multisector ETF |
| 2. Series identification number | S000062201 |
| Legal proceeding series info Record: 13 | |
| 1. Series name | iShares ESG Aware Growth Allocation ETF |
| 2. Series identification number | S000068731 |
| Legal proceeding series info Record: 14 | |
| 1. Series name | iShares ESG Aware Aggressive Allocation ETF |
| 2. Series identification number | S000068732 |
| Legal proceeding series info Record: 15 | |
| 1. Series name | iShares Currency Hedged MSCI EAFE ETF |
| 2. Series identification number | S000043040 |
| Legal proceeding series info Record: 16 | |
| 1. Series name | iShares Edge MSCI Multifactor Intl Small-Cap ETF |
| 2. Series identification number | S000049025 |
| Legal proceeding series info Record: 17 | |
| 1. Series name | iShares MSCI Kokusai ETF |
| 2. Series identification number | S000019898 |
| Legal proceeding series info Record: 18 | |
| 1. Series name | iShares MSCI EAFE Growth ETF |
| 2. Series identification number | S000004437 |
| Legal proceeding series info Record: 19 | |
| 1. Series name | iShares MSCI China A ETF |
| 2. Series identification number | S000047435 |
| Legal proceeding series info Record: 20 | |
| 1. Series name | iShares Core MSCI EAFE ETF |
| 2. Series identification number | S000038930 |
| Legal proceeding series info Record: 21 | |
| 1. Series name | iShares China Large-Cap ETF |
| 2. Series identification number | S000004364 |
| Legal proceeding series info Record: 22 | |
| 1. Series name | iShares Core Aggressive Allocation ETF |
| 2. Series identification number | S000023588 |
| Legal proceeding series info Record: 23 | |
| 1. Series name | iShares Edge MSCI Min Vol USA ETF |
| 2. Series identification number | S000031838 |
| Legal proceeding series info Record: 24 | |
| 1. Series name | iShares Core MSCI Total International Stock ETF |
| 2. Series identification number | S000038931 |
| Legal proceeding series info Record: 25 | |
| 1. Series name | iShares Core MSCI Europe ETF |
| 2. Series identification number | S000045102 |
| Legal proceeding series info Record: 26 | |
| 1. Series name | iShares Edge MSCI Intl Momentum Factor ETF |
| 2. Series identification number | S000047503 |
| Legal proceeding series info Record: 27 | |
| 1. Series name | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| 2. Series identification number | S000065416 |
| Legal proceeding series info Record: 28 | |
| 1. Series name | iShares Core MSCI Pacific ETF |
| 2. Series identification number | S000045103 |
| Legal proceeding series info Record: 29 | |
| 1. Series name | iShares MSCI ACWI ex U.S. ETF |
| 2. Series identification number | S000021460 |
| Legal proceeding series info Record: 30 | |
| 1. Series name | iShares Edge MSCI USA Quality Factor ETF |
| 2. Series identification number | S000041444 |
| Legal proceeding series info Record: 31 | |
| 1. Series name | iShares Cybersecurity and Tech ETF |
| 2. Series identification number | S000065015 |
| Legal proceeding series info Record: 32 | |
| 1. Series name | iShares Adaptive Currency Hedged MSCI EAFE ETF |
| 2. Series identification number | S000052533 |
| Legal proceeding series info Record: 33 | |
| 1. Series name | iShares MSCI EAFE Small-Cap ETF |
| 2. Series identification number | S000019124 |
| Legal proceeding series info Record: 34 | |
| 1. Series name | iShares MSCI Europe Small-Cap ETF |
| 2. Series identification number | S000018145 |
| Legal proceeding series info Record: 35 | |
| 1. Series name | iShares Core MSCI International Developed Markets ETF |
| 2. Series identification number | S000056604 |
| Legal proceeding series info Record: 36 | |
| 1. Series name | iShares Edge MSCI Min Vol EAFE ETF |
| 2. Series identification number | S000031837 |
| Legal proceeding series info Record: 37 | |
| 1. Series name | iShares Core Conservative Allocation ETF |
| 2. Series identification number | S000023585 |
| Legal proceeding series info Record: 38 | |
| 1. Series name | iShares Exponential Technologies ETF |
| 2. Series identification number | S000048311 |
| Legal proceeding series info Record: 39 | |
| 1. Series name | iShares Morningstar Multi-Asset Income ETF |
| 2. Series identification number | S000036830 |
| Legal proceeding series info Record: 40 | |
| 1. Series name | iShares MSCI ACWI Low Carbon Target ETF |
| 2. Series identification number | S000047644 |
| Legal proceeding series info Record: 41 | |
| 1. Series name | iShares MSCI ACWI ETF |
| 2. Series identification number | S000021461 |
| Legal proceeding series info Record: 42 | |
| 1. Series name | iShares Edge MSCI Min Vol Japan ETF |
| 2. Series identification number | S000045089 |
| Legal proceeding series info Record: 43 | |
| 1. Series name | iShares Self-Driving EV and Tech ETF |
| 2. Series identification number | S000063520 |
| Legal proceeding series info Record: 44 | |
| 1. Series name | iShares MSCI EAFE ETF |
| 2. Series identification number | S000004351 |
| Legal proceeding series info Record: 45 | |
| 1. Series name | iShares Edge MSCI Intl Quality Factor ETF |
| 2. Series identification number | S000047504 |
| Legal proceeding series info Record: 46 | |
| 1. Series name | iShares Edge MSCI USA Value Factor ETF |
| 2. Series identification number | S000040205 |
| Legal proceeding series info Record: 47 | |
| 1. Series name | iShares U.S. Tech Breakthrough Multisector ETF |
| 2. Series identification number | S000067234 |
| Legal proceeding series info Record: 48 | |
| 1. Series name | iShares Genomics Immunology and Healthcare ETF |
| 2. Series identification number | S000065599 |
| Legal proceeding series info Record: 49 | |
| 1. Series name | iShares ESG Aware Moderate Allocation ETF |
| 2. Series identification number | S000068730 |
| Legal proceeding series info Record: 50 | |
| 1. Series name | iShares Currency Hedged MSCI ACWI ex U.S. ETF |
| 2. Series identification number | S000049792 |
| Legal proceeding series info Record: 51 | |
| 1. Series name | iShares Edge MSCI Multifactor USA ETF |
| 2. Series identification number | S000048623 |
| Legal proceeding series info Record: 52 | |
| 1. Series name | iShares Edge MSCI Multifactor Global ETF |
| 2. Series identification number | S000048622 |
| Legal proceeding series info Record: 53 | |
| 1. Series name | iShares Edge MSCI USA Size Factor ETF |
| 2. Series identification number | S000040204 |
| Legal proceeding series info Record: 54 | |
| 1. Series name | iShares MSCI Europe Financials ETF |
| 2. Series identification number | S000027327 |
| Legal proceeding series info Record: 55 | |
| 1. Series name | iShares Edge MSCI Intl Value Factor ETF |
| 2. Series identification number | S000049573 |
| Legal proceeding series info Record: 56 | |
| 1. Series name | iShares Core Moderate Allocation ETF |
| 2. Series identification number | S000023586 |
| Legal proceeding series info Record: 57 | |
| 1. Series name | iShares ESG Aware Conservative Allocation ETF |
| 2. Series identification number | S000068729 |
| b. Has any proceeding previously reported been terminated? | Yes No |
| If yes, include the attachment required by Item G.1.a.i. |
| i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: |
| Proceeding terminated series info Record: 1 | |
| 1. Series name | iShares MSCI ACWI ETF |
| 2. Series identification number | S000021461 |
| Proceeding terminated series info Record: 2 | |
| 1. Series name | iShares ESG Aware Moderate Allocation ETF |
| 2. Series identification number | S000068730 |
| Proceeding terminated series info Record: 3 | |
| 1. Series name | iShares Core Aggressive Allocation ETF |
| 2. Series identification number | S000023588 |
| Proceeding terminated series info Record: 4 | |
| 1. Series name | iShares MSCI Europe Small-Cap ETF |
| 2. Series identification number | S000018145 |
| Proceeding terminated series info Record: 5 | |
| 1. Series name | iShares Core MSCI Europe ETF |
| 2. Series identification number | S000045102 |
| Proceeding terminated series info Record: 6 | |
| 1. Series name | iShares Edge MSCI Min Vol EAFE ETF |
| 2. Series identification number | S000031837 |
| Proceeding terminated series info Record: 7 | |
| 1. Series name | iShares MSCI China A ETF |
| 2. Series identification number | S000047435 |
| Proceeding terminated series info Record: 8 | |
| 1. Series name | iShares China Large-Cap ETF |
| 2. Series identification number | S000004364 |
| Proceeding terminated series info Record: 9 | |
| 1. Series name | iShares MSCI EAFE Small-Cap ETF |
| 2. Series identification number | S000019124 |
| Proceeding terminated series info Record: 10 | |
| 1. Series name | iShares Currency Hedged MSCI EAFE ETF |
| 2. Series identification number | S000043040 |
| Proceeding terminated series info Record: 11 | |
| 1. Series name | iShares Edge MSCI Multifactor USA Small-Cap ETF |
| 2. Series identification number | S000048624 |
| Proceeding terminated series info Record: 12 | |
| 1. Series name | iShares Edge MSCI Multifactor USA ETF |
| 2. Series identification number | S000048623 |
| Proceeding terminated series info Record: 13 | |
| 1. Series name | iShares MSCI Kokusai ETF |
| 2. Series identification number | S000019898 |
| Proceeding terminated series info Record: 14 | |
| 1. Series name | iShares MSCI EAFE Growth ETF |
| 2. Series identification number | S000004437 |
| Proceeding terminated series info Record: 15 | |
| 1. Series name | iShares Currency Hedged MSCI EAFE Small-Cap ETF |
| 2. Series identification number | S000049795 |
| Proceeding terminated series info Record: 16 | |
| 1. Series name | iShares Edge MSCI Multifactor Intl ETF |
| 2. Series identification number | S000049024 |
| Proceeding terminated series info Record: 17 | |
| 1. Series name | iShares Adaptive Currency Hedged MSCI EAFE ETF |
| 2. Series identification number | S000052533 |
| Proceeding terminated series info Record: 18 | |
| 1. Series name | iShares Edge MSCI Intl Size Factor ETF |
| 2. Series identification number | S000049572 |
| Proceeding terminated series info Record: 19 | |
| 1. Series name | iShares Edge MSCI Min Vol USA ETF |
| 2. Series identification number | S000031838 |
| Proceeding terminated series info Record: 20 | |
| 1. Series name | iShares MSCI ACWI Low Carbon Target ETF |
| 2. Series identification number | S000047644 |
| Proceeding terminated series info Record: 21 | |
| 1. Series name | iShares Edge MSCI USA Value Factor ETF |
| 2. Series identification number | S000040205 |
| Proceeding terminated series info Record: 22 | |
| 1. Series name | iShares Edge MSCI Multifactor Intl Small-Cap ETF |
| 2. Series identification number | S000049025 |
| Proceeding terminated series info Record: 23 | |
| 1. Series name | iShares Edge MSCI USA Momentum Factor ETF |
| 2. Series identification number | S000040316 |
| Proceeding terminated series info Record: 24 | |
| 1. Series name | iShares Cybersecurity and Tech ETF |
| 2. Series identification number | S000065015 |
| Proceeding terminated series info Record: 25 | |
| 1. Series name | iShares Robotics and Artificial Intelligence Multisector ETF |
| 2. Series identification number | S000062201 |
| Proceeding terminated series info Record: 26 | |
| 1. Series name | iShares Core MSCI International Developed Markets ETF |
| 2. Series identification number | S000056604 |
| Proceeding terminated series info Record: 27 | |
| 1. Series name | iShares Morningstar Multi-Asset Income ETF |
| 2. Series identification number | S000036830 |
| Proceeding terminated series info Record: 28 | |
| 1. Series name | iShares Core MSCI Total International Stock ETF |
| 2. Series identification number | S000038931 |
| Proceeding terminated series info Record: 29 | |
| 1. Series name | iShares Edge MSCI Min Vol Asia ex Japan ETF |
| 2. Series identification number | S000045087 |
| Proceeding terminated series info Record: 30 | |
| 1. Series name | iShares MSCI All Country Asia ex Japan ETF |
| 2. Series identification number | S000022496 |
| Proceeding terminated series info Record: 31 | |
| 1. Series name | iShares Edge MSCI Min Vol Japan ETF |
| 2. Series identification number | S000045089 |
| Proceeding terminated series info Record: 32 | |
| 1. Series name | iShares MSCI EAFE Value ETF |
| 2. Series identification number | S000004438 |
| Proceeding terminated series info Record: 33 | |
| 1. Series name | iShares Core MSCI EAFE ETF |
| 2. Series identification number | S000038930 |
| Proceeding terminated series info Record: 34 | |
| 1. Series name | iShares Currency Hedged MSCI ACWI ex U.S. ETF |
| 2. Series identification number | S000049792 |
| Proceeding terminated series info Record: 35 | |
| 1. Series name | iShares MSCI ACWI ex U.S. ETF |
| 2. Series identification number | S000021460 |
| Proceeding terminated series info Record: 36 | |
| 1. Series name | iShares Self-Driving EV and Tech ETF |
| 2. Series identification number | S000063520 |
| Proceeding terminated series info Record: 37 | |
| 1. Series name | iShares Genomics Immunology and Healthcare ETF |
| 2. Series identification number | S000065599 |
| Proceeding terminated series info Record: 38 | |
| 1. Series name | iShares Edge MSCI Intl Quality Factor ETF |
| 2. Series identification number | S000047504 |
| Proceeding terminated series info Record: 39 | |
| 1. Series name | iShares MSCI Europe Financials ETF |
| 2. Series identification number | S000027327 |
| Proceeding terminated series info Record: 40 | |
| 1. Series name | iShares ESG Aware Aggressive Allocation ETF |
| 2. Series identification number | S000068732 |
| Proceeding terminated series info Record: 41 | |
| 1. Series name | iShares Edge MSCI USA Size Factor ETF |
| 2. Series identification number | S000040204 |
| Proceeding terminated series info Record: 42 | |
| 1. Series name | iShares Edge MSCI Min Vol Europe ETF |
| 2. Series identification number | S000045088 |
| Proceeding terminated series info Record: 43 | |
| 1. Series name | iShares Edge MSCI Multifactor Global ETF |
| 2. Series identification number | S000048622 |
| Proceeding terminated series info Record: 44 | |
| 1. Series name | iShares Edge MSCI USA Quality Factor ETF |
| 2. Series identification number | S000041444 |
| Proceeding terminated series info Record: 45 | |
| 1. Series name | iShares Exponential Technologies ETF |
| 2. Series identification number | S000048311 |
| Proceeding terminated series info Record: 46 | |
| 1. Series name | iShares Edge MSCI Min Vol USA Small-Cap ETF |
| 2. Series identification number | S000054723 |
| Proceeding terminated series info Record: 47 | |
| 1. Series name | iShares Edge MSCI Intl Momentum Factor ETF |
| 2. Series identification number | S000047503 |
| Proceeding terminated series info Record: 48 | |
| 1. Series name | iShares Core MSCI Pacific ETF |
| 2. Series identification number | S000045103 |
| Proceeding terminated series info Record: 49 | |
| 1. Series name | iShares ESG Aware Conservative Allocation ETF |
| 2. Series identification number | S000068729 |
| Proceeding terminated series info Record: 50 | |
| 1. Series name | iShares ESG Aware Growth Allocation ETF |
| 2. Series identification number | S000068731 |
| Proceeding terminated series info Record: 51 | |
| 1. Series name | iShares MSCI EAFE ETF |
| 2. Series identification number | S000004351 |
| Proceeding terminated series info Record: 52 | |
| 1. Series name | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| 2. Series identification number | S000065416 |
| Proceeding terminated series info Record: 53 | |
| 1. Series name | iShares Edge MSCI Intl Value Factor ETF |
| 2. Series identification number | S000049573 |
| Proceeding terminated series info Record: 54 | |
| 1. Series name | iShares Core Growth Allocation ETF |
| 2. Series identification number | S000023587 |
| Proceeding terminated series info Record: 55 | |
| 1. Series name | iShares Core Moderate Allocation ETF |
| 2. Series identification number | S000023586 |
| Proceeding terminated series info Record: 56 | |
| 1. Series name | iShares U.S. Tech Breakthrough Multisector ETF |
| 2. Series identification number | S000067234 |
| Proceeding terminated series info Record: 57 | |
| 1. Series name | iShares Core Conservative Allocation ETF |
| 2. Series identification number | S000023585 |
Item B.12. Fidelity bond and insurance (management investment companies only).
| a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? | Yes No |
Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).
| a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? | Yes No |
| i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? | Yes No |
Item B.14. Provision of financial support.
| Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. |
| Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? | Yes No |
Item B.15. Exemptive orders.
| a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? | Yes No |
| Release number Record: 1 | |
| i. If yes, provide below the release number for each order | IC-32268 |
| Release number Record: 2 | |
| i. If yes, provide below the release number for each order | IC-26175 |
| Release number Record: 3 | |
| i. If yes, provide below the release number for each order | IC-27661 |
| Release number Record: 4 | |
| i. If yes, provide below the release number for each order | IC-29172 |
| Release number Record: 5 | |
| i. If yes, provide below the release number for each order | IC-26626 |
| Release number Record: 6 | |
| i. If yes, provide below the release number for each order | IC-24452 |
| Release number Record: 7 | |
| i. If yes, provide below the release number for each order | IC-24451 |
| Release number Record: 8 | |
| i. If yes, provide below the release number for each order | IC-25878 |
| Release number Record: 9 | |
| i. If yes, provide below the release number for each order | IC-26606 |
| Release number Record: 10 | |
| i. If yes, provide below the release number for each order | IC-27417 |
| Release number Record: 11 | |
| i. If yes, provide below the release number for each order | IC-25111 |
| Release number Record: 12 | |
| i. If yes, provide below the release number for each order | IC-25622 |
Item B.16. Principal underwriters.
| a. Provide the information requested below about each principal underwriter: |
| Principal underwriter Record: 1 | |
| i. Full name | BlackRock Investments, LLC |
| ii. SEC file number (e.g., 8-) | 8-48436 |
| iii. CRD number | 000038642 |
| iv. LEI, if any | 54930061FBHCKXL2G714 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? | Yes No |
| b. Have any principal underwriters been hired or terminated during the reporting period? | Yes No |
Item B.17. Independent public accountant.
| Provide the following information about eachthe independent public accountant: |
| Public accountant Record: 1 | |
| a. Full Name | PricewaterhouseCoopers LLP |
| b. PCAOB Number | 238 |
| c. LEI, if any | 5493002GVO7EO8RNNS37 |
| d. State, if applicable | PENNSYLVANIA |
| e. Foreign country, if applicable | UNITED STATES OF AMERICA |
| f. Has the independent public accountant changed since the last filing? | Yes No |
Item B.18. Report on internal control (management investment companies only).
| Instruction. Small business investment companies are not required to respond to this item. |
| For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? | Yes No |
Item B.19. Audit opinion.
| For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? | Yes No |
Item B.20. Change in valuation methods.
| Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category. |
| Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? | Yes No |
Item B.21. Change in accounting principles and practices.
| Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? | Yes No |
Item B.22. Net asset value error corrections (open-end management investment companies only).
| a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? | Yes No |
Item B.23. Rule 19a-1 notice (management investment companies only).
| During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? | Yes No |
| Payment dividend series info Record: 1 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI Europe Financials ETF |
| ii. Series identification number | S000027327 |
| Payment dividend series info Record: 2 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares ESG Aware Conservative Allocation ETF |
| ii. Series identification number | S000068729 |
| Payment dividend series info Record: 3 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Currency Hedged MSCI ACWI ex U.S. ETF |
| ii. Series identification number | S000049792 |
| Payment dividend series info Record: 4 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| ii. Series identification number | S000065416 |
| Payment dividend series info Record: 5 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares ESG Aware Moderate Allocation ETF |
| ii. Series identification number | S000068730 |
| Payment dividend series info Record: 6 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI ACWI ETF |
| ii. Series identification number | S000021461 |
| Payment dividend series info Record: 7 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares ESG Aware Aggressive Allocation ETF |
| ii. Series identification number | S000068732 |
| Payment dividend series info Record: 8 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Multifactor Global ETF |
| ii. Series identification number | S000048622 |
| Payment dividend series info Record: 9 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core MSCI EAFE ETF |
| ii. Series identification number | S000038930 |
| Payment dividend series info Record: 10 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Multifactor Intl Small-Cap ETF |
| ii. Series identification number | S000049025 |
| Payment dividend series info Record: 11 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Multifactor USA Small-Cap ETF |
| ii. Series identification number | S000048624 |
| Payment dividend series info Record: 12 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Multifactor Intl ETF |
| ii. Series identification number | S000049024 |
| Payment dividend series info Record: 13 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI EAFE Small-Cap ETF |
| ii. Series identification number | S000019124 |
| Payment dividend series info Record: 14 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Min Vol USA ETF |
| ii. Series identification number | S000031838 |
| Payment dividend series info Record: 15 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Adaptive Currency Hedged MSCI EAFE ETF |
| ii. Series identification number | S000052533 |
| Payment dividend series info Record: 16 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Robotics and Artificial Intelligence Multisector ETF |
| ii. Series identification number | S000062201 |
| Payment dividend series info Record: 17 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI All Country Asia ex Japan ETF |
| ii. Series identification number | S000022496 |
| Payment dividend series info Record: 18 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI USA Size Factor ETF |
| ii. Series identification number | S000040204 |
| Payment dividend series info Record: 19 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Cybersecurity and Tech ETF |
| ii. Series identification number | S000065015 |
| Payment dividend series info Record: 20 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core Conservative Allocation ETF |
| ii. Series identification number | S000023585 |
| Payment dividend series info Record: 21 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Morningstar Multi-Asset Income ETF |
| ii. Series identification number | S000036830 |
| Payment dividend series info Record: 22 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core Growth Allocation ETF |
| ii. Series identification number | S000023587 |
| Payment dividend series info Record: 23 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI Europe Small-Cap ETF |
| ii. Series identification number | S000018145 |
| Payment dividend series info Record: 24 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI EAFE ETF |
| ii. Series identification number | S000004351 |
| Payment dividend series info Record: 25 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Min Vol Europe ETF |
| ii. Series identification number | S000045088 |
| Payment dividend series info Record: 26 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI ACWI ex U.S. ETF |
| ii. Series identification number | S000021460 |
| Payment dividend series info Record: 27 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core MSCI Europe ETF |
| ii. Series identification number | S000045102 |
| Payment dividend series info Record: 28 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI USA Quality Factor ETF |
| ii. Series identification number | S000041444 |
| Payment dividend series info Record: 29 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Intl Momentum Factor ETF |
| ii. Series identification number | S000047503 |
| Payment dividend series info Record: 30 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Min Vol EAFE ETF |
| ii. Series identification number | S000031837 |
| Payment dividend series info Record: 31 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI ACWI Low Carbon Target ETF |
| ii. Series identification number | S000047644 |
| Payment dividend series info Record: 32 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Currency Hedged MSCI EAFE Small-Cap ETF |
| ii. Series identification number | S000049795 |
| Payment dividend series info Record: 33 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core MSCI Pacific ETF |
| ii. Series identification number | S000045103 |
| Payment dividend series info Record: 34 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Exponential Technologies ETF |
| ii. Series identification number | S000048311 |
| Payment dividend series info Record: 35 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Currency Hedged MSCI EAFE ETF |
| ii. Series identification number | S000043040 |
| Payment dividend series info Record: 36 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Min Vol USA Small-Cap ETF |
| ii. Series identification number | S000054723 |
| Payment dividend series info Record: 37 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Min Vol Japan ETF |
| ii. Series identification number | S000045089 |
| Payment dividend series info Record: 38 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core Moderate Allocation ETF |
| ii. Series identification number | S000023586 |
| Payment dividend series info Record: 39 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Intl Value Factor ETF |
| ii. Series identification number | S000049573 |
| Payment dividend series info Record: 40 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares ESG Aware Growth Allocation ETF |
| ii. Series identification number | S000068731 |
| Payment dividend series info Record: 41 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core MSCI Total International Stock ETF |
| ii. Series identification number | S000038931 |
| Payment dividend series info Record: 42 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Multifactor USA ETF |
| ii. Series identification number | S000048623 |
| Payment dividend series info Record: 43 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI Intl Size Factor ETF |
| ii. Series identification number | S000049572 |
| Payment dividend series info Record: 44 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core Aggressive Allocation ETF |
| ii. Series identification number | S000023588 |
| Payment dividend series info Record: 45 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Self-Driving EV and Tech ETF |
| ii. Series identification number | S000063520 |
| Payment dividend series info Record: 46 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI USA Momentum Factor ETF |
| ii. Series identification number | S000040316 |
| Payment dividend series info Record: 47 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI Kokusai ETF |
| ii. Series identification number | S000019898 |
| Payment dividend series info Record: 48 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Edge MSCI USA Value Factor ETF |
| ii. Series identification number | S000040205 |
| Payment dividend series info Record: 49 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares Core MSCI International Developed Markets ETF |
| ii. Series identification number | S000056604 |
| Payment dividend series info Record: 50 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | iShares MSCI EAFE Value ETF |
| ii. Series identification number | S000004438 |
N-CEN:Part C: Additional Questions for Management Investment Companies
General Instruction.Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below. |
| Management Investment Record: 1 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI EAFE Growth ETF |
| b. Series identication number, if any | S000004437 |
| c. LEI | 549300TM3QJ7458P4314 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI EAFE Growth ETF |
| ii. Class identification number, if any | C000012200 |
| iii. Ticker symbol, if any | EFG |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i.  Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 36834839.00000000 |
| g. Provide the net income from securities lending activities | 760386.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Bofa Securities, Inc. |
| ii. LEI, if any | 549300HN4UKV1E2R3U73 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 22398.99000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 19355.74000000 |
| Brokers Record: 3 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 19454.46000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 22016.46000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 66132.70000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43195.27000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 14243.89000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 49010.69000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 73625.76000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 15037.84000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 397736.36000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26.24000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1498470065.21000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1551290326.20000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 59027920.06000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 409981595.12000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 64882141.55000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 62786023.40000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 141917.68000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3648046340.34000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5141991753.15000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 2 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Intl Momentum Factor ETF |
| b. Series identication number, if any | S000047503 |
| c. LEI | 549300O0CUUN2T6OVF98 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Intl Momentum Factor ETF |
| ii. Class identification number, if any | C000149147 |
| iii. Ticker symbol, if any | IMTM |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 237171.00000000 |
| g. Provide the net income from securities lending activities | 22446.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | TD Securities (USA) LLC |
| ii. SEC file number | 8-36747 |
| iii. CRD number | 000018476 |
| iv. LEI, if any | SUVUFHICNZMP2WKHG940 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6488.30000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7144.65000000 |
| Brokers Record: 3 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5330.46000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16526.19000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7160.81000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4974.59000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 23490.91000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5815.31000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5677.01000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 12532.78000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 127867.99000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21012351.05000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9419263.87000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 44076331.34000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17561199.55000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57145659.26000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 122896896.38000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9.68000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 272111711.13000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 243168651.98000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 3 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI USA Size Factor ETF |
| b. Series identication number, if any | S000040204 |
| c. LEI | 5493007FX38U4LSCPO86 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI USA Size Factor ETF |
| ii. Class identification number, if any | C000124960 |
| iii. Ticker symbol, if any | SIZE |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 34804179.00000000 |
| g. Provide the net income from securities lending activities | 249571.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 11521.27000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2948.68000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3402.18000000 |
| Brokers Record: 4 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 768.17000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 147.66000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 247.95000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 32579.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 226.83000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6276.64000000 |
| Brokers Record: 10 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 140.74000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 58356.17000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 88001000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 151.63000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2795975957.63000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 234.32000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2883977343.58000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 807955233.57000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 4 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares China Large-Cap ETF |
| b. Series identication number, if any | S000004364 |
| c. LEI | 5493001YVWPO25CNKN94 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares China Large-Cap ETF |
| ii. Class identification number, if any | C000012094 |
| iii. Ticker symbol, if any | FXI |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund
Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 96303503.00000000 |
| g. Provide the net income from securities lending activities | 1457479.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | UBS Securities LLC |
| ii. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 61663.41000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 45805.92000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 62024.88000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50626.11000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 30725.59000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9651.99000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 46292.90000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9058.58000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 104060.38000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 27407.43000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 453380.64000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 711915177.30000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 358594030.96000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 905829460.87000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 445352619.70000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 162149958.68000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2583841247.51000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4107690695.15000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 5 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Intl Size Factor ETF |
| b. Series identication number, if any | S000049572 |
| c. LEI | 549300VZXW6L50HMRY89 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Intl Size Factor ETF |
| ii. Class identification number, if any | C000156613 |
| iii. Ticker symbol, if any | ISZE |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 100659.00000000 |
| g. Provide the net income from securities lending activities | 7783.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 164.55000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 373.31000000 |
| Brokers Record: 3 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 91.12000000 |
| Brokers Record: 4 | |
| i. Full name of broker | RBC Capital Markets, LLC |
| ii. SEC file number | 8-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 187.30000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 101.88000000 |
| Brokers Record: 6 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 347.94000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 109.84000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 145.98000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 122.81000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 99.57000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2280.94000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10764837.65000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Redburn (USA) LLC |
| ii. SEC file number | 8-67320 |
| iii. CRD number | 000140564 |
| iv. LEI, if any | 213800TYRTQILMQQLV79 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45.28000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 36.56000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14116297.80000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 934157.98000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 0.92000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25.11000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 25862548.05000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 12024716.26000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 6 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core MSCI Total International Stock ETF |
| b. Series identication number, if any | S000038931 |
| c. LEI | 5493000KJHTQW5I5L936 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core MSCI Total International Stock ETF |
| ii. Class identification number, if any | C000119716 |
| iii. Ticker symbol, if any | IXUS |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 238266214.00000000 |
| g. Provide the net income from securities lending activities | 8500713.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | UBS Securities LLC |
| ii. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Joint Stock Company Commercial Bank Citibank |
| ii. LEI, if any | CHSQDSVI1UI96Y2SW097 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | RUSSIAN FEDERATION |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | HSBC Bank Middle East Limited |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED ARAB EMIRATES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KUWAIT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | QATAR |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | HSBC Saudi Arabia |
| ii. LEI, if any | 558600MV09XWUB38H245 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SAUDI ARABIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | Citibank Maghreb S.A |
| ii. LEI, if any | 5493003FVWLMBFTISI11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MOROCCO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 49 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 87420.57000000 |
| Brokers Record: 2 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 100328.29000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 391836.54000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 131650.22000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 84157.02000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 47392.31000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 177657.22000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 29099.51000000 |
| Brokers Record: 9 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 62616.96000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 184472.73000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1454814.45000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45.94000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 358633998.48000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 180282.90000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2778412275.20000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2432661056.49000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9.37000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | TPCG Financial Services Agente de Valores S.A. |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 254900NWUJKO9QOWUU48 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | URUGUAY |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 664823.57000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 475757.90000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 803858227.82000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14.47000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6401002618.52000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 17252061098.56000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 7 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Min Vol EAFE ETF |
| b. Series identication number, if any | S000031837 |
| c. LEI | 549300N5K4JSWEZ74544 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Min Vol EAFE ETF |
| ii. Class identification number, if any | C000099140 |
| iii. Ticker symbol, if any | EFAV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 59777160.00000000 |
| g. Provide the net income from securities lending activities | 533459.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Bofa Securities, Inc. |
| ii. LEI, if any | 549300HN4UKV1E2R3U73 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 120595.50000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 269491.35000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 41213.33000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 101828.87000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 70507.59000000 |
| Brokers Record: 6 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50888.19000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 64710.95000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 71581.44000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 63378.02000000 |
| Brokers Record: 10 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 36184.52000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1000014.29000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BNP Paribas Securities Corp. |
| ii. SEC file number | 8-32682 |
| iii. CRD number | 000015794 |
| iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18583034.19000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16.85000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Jane Street Capital, LLC |
| ii. SEC file number | 8-52275 |
| iii. CRD number | 000103782 |
| iv. LEI, if any | 549300ZM16HMPEPNV857 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 133965.16000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1293561588.00000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40.64000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16399630.18000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 921865946.60000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 713980872.38000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 325485109.42000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 544895805.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3858969753.60000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 11617744616.38000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 8 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI ACWI ETF |
| b. Series identication number, if any | S000021461 |
| c. LEI | 549300KZ2WFTI4GQ7M77 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI ACWI ETF |
| ii. Class identification number, if any | C000061364 |
| iii. Ticker symbol, if any | ACWI |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 174060533.00000000 |
| g. Provide the net income from securities lending activities | 1885974.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Citibank, National Association (Mumbai, Maharashtra, IN, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KUWAIT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | QATAR |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Joint Stock Company Commercial Bank Citibank |
| ii. LEI, if any | CHSQDSVI1UI96Y2SW097 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | RUSSIAN FEDERATION |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | HSBC Bank Middle East Limited |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED ARAB EMIRATES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | HSBC Saudi Arabia |
| ii. LEI, if any | 558600MV09XWUB38H245 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SAUDI ARABIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 49 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 50 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 98453.74000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 174660.25000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 115745.34000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 30529.57000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 57981.99000000 |
| Brokers Record: 6 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 32595.07000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 38157.52000000 |
| Brokers Record: 8 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 57310.56000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Exane, Inc. |
| ii. SEC file number | 8-49569 |
| iii. CRD number | 000041784 |
| iv. LEI, if any | 6SDWK6FV8H98XAGSYS75 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 29787.19000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 165152.24000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 936279.04000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 390716062.77000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2842816939.78000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 292432688.69000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1084619505.34000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 36800.96000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7.95000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26.30000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5.84000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 321152565.98000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1866277049.36000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6799510673.61000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 10802679313.22000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 9 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core Moderate Allocation ETF |
| b. Series identication number, if any | S000023586 |
| c. LEI | 5493003SBBO7QJXQ6O89 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core Moderate Allocation ETF |
| ii. Class identification number, if any | C000069398 |
| iii. Ticker symbol, if any | AOM |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 16225374.00000000 |
| g. Provide the net income from securities lending activities | 125259.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 537.25000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6633.78000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4742.31000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 449.84000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 496.32000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2244.65000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 30.65000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 15134.80000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 641979911.67000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12017342.85000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 83372000.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 737369254.52000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1183697782.93000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 10 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares ESG Aware Conservative Allocation ETF |
| b. Series identication number, if any | S000068729 |
| c. LEI | 549300CKKZBB0LNYMB91 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares ESG Aware Conservative Allocation ETF |
| ii. Class identification number, if any | C000219699 |
| iii. Ticker symbol, if any | EAOK |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1277601.12000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2509332.46000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3786933.58000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3214972.03000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 11 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Exponential Technologies ETF |
| b. Series identication number, if any | S000048311 |
| c. LEI | 5493001QZSH136RMZK19 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Exponential Technologies ETF |
| ii. Class identification number, if any | C000152570 |
| iii. Ticker symbol, if any | XT |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 74499503.00000000 |
| g. Provide the net income from securities lending activities | 721051.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KUWAIT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Citibank Maghreb S.A |
| ii. LEI, if any | 5493003FVWLMBFTISI11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MOROCCO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Citibank, National Association (Mumbai, Maharashtra, IN, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | HSBC Saudi Arabia |
| ii. LEI, if any | 558600MV09XWUB38H245 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SAUDI ARABIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7282.87000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 63974.44000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7054.49000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8004.13000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 20937.59000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 81992.44000000 |
| Brokers Record: 7 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7680.63000000 |
| Brokers Record: 8 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 18725.15000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 18007.01000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 23653.31000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 272133.47000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 261010832.57000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 189849000.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 84749551.92000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 180375565.60000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 408454136.72000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1124439086.81000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2465350126.15000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
Yes No 4950000.00000000
6
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 12 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares ESG Aware Growth Allocation ETF |
| b. Series identication number, if any | S000068731 |
| c. LEI | 549300BCV0RZ1QMUBU92 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares ESG Aware Growth Allocation ETF |
| ii. Class identification number, if any | C000219701 |
| iii. Ticker symbol, if any | EAOR |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2.34000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2.34000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2519866.48000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1283922.85000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3803789.33000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3261477.51000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 13 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Multifactor Intl ETF |
| b. Series identication number, if any | S000049024 |
| c. LEI | 549300TGSNNEEUASUI58 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Multifactor Intl ETF |
| ii. Class identification number, if any | C000154547 |
| iii. Ticker symbol, if any | INTF |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2104939.00000000 |
| g. Provide the net income from securities lending activities | 40233.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8331.25000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31612.48000000 |
| Brokers Record: 3 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8014.24000000 |
| Brokers Record: 4 | |
| i. Full name of broker | TD Securities (USA) LLC |
| ii. SEC file number | 8-36747 |
| iii. CRD number | 000018476 |
| iv. LEI, if any | SUVUFHICNZMP2WKHG940 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5729.58000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9358.86000000 |
| Brokers Record: 6 | |
| i. Full name of broker | RBC Capital Markets, LLC |
| ii. SEC file number | 8-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 10971.90000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 12884.12000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6708.17000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 12708.94000000 |
| Brokers Record: 10 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7160.42000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 140694.10000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12179762.14000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 321140839.04000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 67519547.49000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 106768118.92000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Redburn (USA) LLC |
| ii. SEC file number | 8-67320 |
| iii. CRD number | 000140564 |
| iv. LEI, if any | 213800TYRTQILMQQLV79 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18.11000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10766883.60000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 85037878.81000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16150325.39000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 619563373.50000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1004867189.25000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 14 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Min Vol USA Small-Cap ETF |
| b. Series identication number, if any | S000054723 |
| c. LEI | 549300NDL6ECXAL5SM49 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Min Vol USA Small-Cap ETF |
| ii. Class identification number, if any | C000171896 |
| iii. Ticker symbol, if any | SMMV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 11992624.00000000 |
| g. Provide the net income from securities lending activities | 116572.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 10801.51000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9667.74000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1597.75000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2687.83000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 22124.91000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50499.54000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31418.13000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 426.31000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3728.03000000 |
| Brokers Record: 10 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1859.01000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 135793.45000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 52845286.09000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 962764803.16000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 63797000.00000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3067.80000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 853.93000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 318.80000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1080615994.78000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 487351252.55000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 15 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI USA Momentum Factor ETF |
| b. Series identication number, if any | S000040316 |
| c. LEI | 5493002ZOOZ0SN3YYI81 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI USA Momentum Factor ETF |
| ii. Class identification number, if any | C000125223 |
| iii. Ticker symbol, if any | MTUM |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 154939430.00000000 |
| g. Provide the net income from securities lending activities | 1081561.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 803190.50000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 142292.31000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3093.13000000 |
| Brokers Record: 4 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2270.40000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 485465.40000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 33293.45000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 460847.15000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6657.60000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 432360.28000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 161124.23000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2532357.29000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 898443700.20000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11029364083.67000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 911113971.41000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12838921755.28000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 9648230806.80000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 16 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI Kokusai ETF |
| b. Series identication number, if any | S000019898 |
| c. LEI | 549300ENIYLBLVKXV984 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI Kokusai ETF |
| ii. Class identification number, if any | C000055846 |
| iii. Ticker symbol, if any | TOK |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2045880.00000000 |
| g. Provide the net income from securities lending activities | 22607.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) |
| ii. LEI, if any | 00000000000000000000 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 103.49000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 174.13000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 125.98000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 204.08000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 297.30000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Exane, Inc. |
| ii. SEC file number | 8-49569 |
| iii. CRD number | 000041784 |
| iv. LEI, if any | 6SDWK6FV8H98XAGSYS75 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 57.79000000 |
| Brokers Record: 7 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 91.80000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 91.03000000 |
| Brokers Record: 9 | |
| i. Full name of broker | TD Securities (USA) LLC |
| ii. SEC file number | 8-36747 |
| iii. CRD number | 000018476 |
| iv. LEI, if any | SUVUFHICNZMP2WKHG940 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 46.45000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 181.94000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1672.23000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 34.43000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Redburn (USA) LLC |
| ii. SEC file number | 8-67320 |
| iii. CRD number | 000140564 |
| iv. LEI, if any | 213800TYRTQILMQQLV79 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 82.09000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25.90000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12678414.40000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14016000.00000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7993743.57000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3180571.29000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23848672.47000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26.83000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 61717570.98000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 143915218.28000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 17 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI USA Value Factor ETF |
| b. Series identication number, if any | S000040205 |
| c. LEI | 549300QCMVXVCAPD3O82 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI USA Value Factor ETF |
| ii. Class identification number, if any | C000124961 |
| iii. Ticker symbol, if any | VLUE |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 53529557.00000000 |
| g. Provide the net income from securities lending activities | 767328.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 20937.28000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1727.84000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2618.02000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 62248.17000000 |
| Brokers Record: 5 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6590.95000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 333296.17000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 14911.97000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1649.63000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5770.03000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 35305.07000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 487899.34000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4937098875.23000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 652915292.80000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 5590014168.03000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4256714043.25000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 18 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| b. Series identication number, if any | S000065416 |
| c. LEI | 549300EGGYBQPHDGP709 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| ii. Class identification number, if any | C000211556 |
| iii. Ticker symbol, if any | MIDF |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 56196.00000000 |
| g. Provide the net income from securities lending activities | 839.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 72.78000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6.90000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 12.34000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 40.97000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3.62000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1.54000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2.04000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 93.69000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 30.78000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 142.35000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 408.71000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1159.30000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1667.30000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 157434.36000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 616.07000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1622.13000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 977.17000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2033.87000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 165510.20000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2593464.55000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 19 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Adaptive Currency Hedged MSCI EAFE ETF |
| b. Series identication number, if any | S000052533 |
| c. LEI | 54930013F0ZGQ25OZO57 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Adaptive Currency Hedged MSCI EAFE ETF |
| ii. Class identification number, if any | C000164987 |
| iii. Ticker symbol, if any | DEFA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | 354.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 0.67000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 13.29000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 22.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6.20000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2.11000000 |
| Brokers Record: 6 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 0.22000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6.66000000 |
| Brokers Record: 8 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 23.27000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 23.72000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 0.72000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 98.86000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 404000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5030981.31000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 5434981.31000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7525634.61000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 20 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares ESG Aware Moderate Allocation ETF |
| b. Series identication number, if any | S000068730 |
| c. LEI | 549300U4XL6EWNDTWQ36 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares ESG Aware Moderate Allocation ETF |
| ii. Class identification number, if any | C000219700 |
| iii. Ticker symbol, if any | EAOM |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1274788.20000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2512884.62000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3787672.82000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3230751.85000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 21 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core MSCI Europe ETF |
| b. Series identication number, if any | S000045102 |
| c. LEI | 549300XU2KDV0C5LCG21 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core MSCI Europe ETF |
| ii. Class identification number, if any | C000140337 |
| iii. Ticker symbol, if any | IEUR |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 35047003.00000000 |
| g. Provide the net income from securities lending activities | 1046943.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | J.P. Morgan Securities LLC |
| ii. LEI, if any | ZBUT11V806EZRVTWT807 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2075.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7277.73000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4452.09000000 |
| Brokers Record: 4 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7498.65000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2294.09000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2754.94000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Winterflood Securities Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 8BRUP6V1DX3PIG2R0745 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Gross commissions paid by the Fund for the reporting period | 1335.83000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6846.61000000 |
| Brokers Record: 9 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2060.75000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 11477.11000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 53456.96000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 211628928.95000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 133434890.80000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 761854567.79000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 291908500.12000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 0.04000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 218503723.92000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1622506084.19000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3479373364.26000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 22 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core MSCI International Developed Markets ETF |
| b. Series identication number, if any | S000056604 |
| c. LEI | 549300LRJOM3FVVFKB50 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core MSCI International Developed Markets ETF |
| ii. Class identification number, if any | C000179059 |
| iii. Ticker symbol, if any | IDEV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 17640628.00000000 |
| g. Provide the net income from securities lending activities | 650945.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Credit Suisse Securities (USA) LLC |
| ii. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8806.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 10304.85000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16642.64000000 |
| Brokers Record: 4 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9936.50000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 37692.45000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 7442.03000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 11756.97000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16865.27000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CIBC World Markets Corp. |
| ii. SEC file number | 8-18333 |
| iii. CRD number | 000000630 |
| iv. LEI, if any | 549300445CON3DBMU275 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 13886.59000000 |
| Brokers Record: 10 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6710.83000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 170251.55000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 155600179.11000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 50867.32000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 422071.99000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 272209917.72000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 150545470.26000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 152421167.19000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1139432274.41000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1873739661.89000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2066193474.12000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 23 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| b. Series identication number, if any | S000062201 |
| c. LEI | 549300VS8IGDTLP20U91 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Robotics and Artificial Intelligence Multisector ETF |
| ii. Class identification number, if any | C000201209 |
| iii. Ticker symbol, if any | IRBO |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7686546.00000000 |
| g. Provide the net income from securities lending activities | 77811.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4719.24000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 397.16000000 |
| Brokers Record: 3 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3423.81000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 456.67000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1700.91000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 312.82000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 363.69000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 728.26000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1249.21000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1172.36000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 15150.50000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5064342.56000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31339030.55000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10980367.44000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14734101.48000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57707377.33000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 119825219.36000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 80342301.25000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 24 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Min Vol USA ETF |
| b. Series identication number, if any | S000031838 |
| c. LEI | 54930006KUZN6GLGL496 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Min Vol USA ETF |
| ii. Class identification number, if any | C000099141 |
| iii. Ticker symbol, if any | USMV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 226230436.00000000 |
| g. Provide the net income from securities lending activities | 1803832.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Credit Suisse Securities (USA) LLC |
| ii. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 25039.14000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4244.10000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 517624.26000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 28805.35000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31936.92000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 368762.99000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 138891.40000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 198654.36000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 56616.18000000 |
| Brokers Record: 10 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 518246.98000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1893878.48000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18890055148.24000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2935182923.40000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1941401581.68000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 23766639653.32000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 34631829656.10000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 25 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core Growth Allocation ETF |
| b. Series identication number, if any | S000023587 |
| c. LEI | 549300ZG5FYWPWUAQ063 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core Growth Allocation ETF |
| ii. Class identification number, if any | C000069399 |
| iii. Ticker symbol, if any | AOR |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 21350201.00000000 |
| g. Provide the net income from securities lending activities | 231451.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2112.22000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3299.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 161.31000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6251.48000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 435.20000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 203.62000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 12462.83000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 68877194.97000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 631030781.79000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 79784000.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 779691976.76000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1379149239.98000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 26 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI ACWI ex U.S. ETF |
| b. Series identication number, if any | S000021460 |
| c. LEI | 5493000IN0VJK5DV3698 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI ACWI ex U.S. ETF |
| ii. Class identification number, if any | C000061363 |
| iii. Ticker symbol, if any | ACWX |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 44742114.00000000 |
| g. Provide the net income from securities lending activities | 992528.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) |
| ii. LEI, if any | 00000000000000000000 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Citibank, National Association (Mumbai, Maharashtra, IN, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | HSBC Bank Middle East Limited |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED ARAB EMIRATES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KUWAIT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | HSBC Saudi Arabia |
| ii. LEI, if any | 558600MV09XWUB38H245 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SAUDI ARABIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | QATAR |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | Joint Stock Company Commercial Bank Citibank |
| ii. LEI, if any | CHSQDSVI1UI96Y2SW097 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | RUSSIAN FEDERATION |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 49 | |
| i. Full name | Bofa Securities, Inc. |
| ii. LEI, if any | 549300HN4UKV1E2R3U73 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 50 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 51 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43055.23000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 128476.78000000 |
| Brokers Record: 3 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 24296.47000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 41405.94000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 27811.87000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31544.95000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9965.82000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16989.63000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Exane, Inc. |
| ii. SEC file number | 8-49569 |
| iii. CRD number | 000041784 |
| iv. LEI, if any | 6SDWK6FV8H98XAGSYS75 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 10595.87000000 |
| Brokers Record: 10 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 91743.08000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 481434.94000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 96729869.08000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17.34000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 41559.87000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 506890250.64000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57569928.59000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7.95000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42.76000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 255883985.98000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 900319915.87000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1819206269.83000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3528544602.14000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 27 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Intl Quality Factor ETF |
| b. Series identication number, if any | S000047504 |
| c. LEI | 549300NCBUPWCYENVS18 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Intl Quality Factor ETF |
| ii. Class identification number, if any | C000149148 |
| iii. Ticker symbol, if any | IQLT |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3154067.00000000 |
| g. Provide the net income from securities lending activities | 166507.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6363.78000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 17924.29000000 |
| Brokers Record: 3 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6025.98000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8104.74000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 11624.23000000 |
| Brokers Record: 6 | |
| i. Full name of broker | RBC Capital Markets, LLC |
| ii. SEC file number | 8-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4617.81000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 28690.83000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4525.99000000 |
| Brokers Record: 9 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5785.57000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8789.43000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 125911.54000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 342435143.24000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 62647630.01000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 136356322.65000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 162853475.02000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 154201555.11000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 108065212.38000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 967584553.99000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1143659399.03000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 28 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core MSCI EAFE ETF |
| b. Series identication number, if any | S000038930 |
| c. LEI | 5493009FT582MI7Y3I36 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core MSCI EAFE ETF |
| ii. Class identification number, if any | C000119715 |
| iii. Ticker symbol, if any | IEFA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund
Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 698347863.00000000 |
| g. Provide the net income from securities lending activities | 19726209.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | UBS Securities LLC |
| ii. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43919.93000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50086.08000000 |
| Brokers Record: 3 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 45513.23000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 169457.42000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 42564.58000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50550.17000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 101963.50000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 60351.94000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 67790.91000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 33952.93000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 902953.68000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3349277.90000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 0.76000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | First Equity Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 213800JR7T2ZUXPX8G49 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 445574.48000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7570526705.53000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2244874465.10000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20.32000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2596271414.65000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1070922.88000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4166575822.40000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 16696018950.42000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 66609470187.42000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 29 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Morningstar Multi-Asset Income ETF |
| b. Series identication number, if any | S000036830 |
| c. LEI | 549300VZVQQ25D0BOQ74 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Morningstar Multi-Asset Income ETF |
| ii. Class identification number, if any | C000112640 |
| iii. Ticker symbol, if any | IYLD |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 106660363.00000000 |
| g. Provide the net income from securities lending activities | 705820.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 385.11000000 |
| Brokers Record: 2 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 671.89000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2231.41000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 62561.01000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4738.52000000 |
| Brokers Record: 6 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 827.10000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 642.40000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 449.33000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 812.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Citadel Securities LLC |
| ii. SEC file number | 8-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable | ILLINOIS |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 327.52000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 73987.56000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 74421000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 256382086.02000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 330803086.02000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 348763535.40000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 30 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares U.S. Tech Breakthrough Multisector ETF |
| b. Series identication number, if any | S000067234 |
| c. LEI | 549300WK7RCZ8KBIB253 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares U.S. Tech Breakthrough Multisector ETF |
| ii. Class identification number, if any | C000216288 |
| iii. Ticker symbol, if any | TECB |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 426600.00000000 |
| g. Provide the net income from securities lending activities | 3915.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6.35000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 26.04000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1.13000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 121.84000000 |
| Brokers Record: 5 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 505.76000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1.21000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 67.90000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 193.49000000 |
| Brokers Record: 9 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 206.06000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 248.34000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1378.33000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 117.26000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3128000.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 336696068.73000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 339830185.99000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 107899695.16000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 31 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Multifactor USA ETF |
| b. Series identication number, if any | S000048623 |
| c. LEI | 549300UJ0D3L1ZD66F49 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Multifactor USA ETF |
| ii. Class identification number, if any | C000153271 |
| iii. Ticker symbol, if any | LRGF |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 8438517.00000000 |
| g. Provide the net income from securities lending activities | 43423.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1697.41000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 21187.07000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4647.16000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5200.05000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 13761.63000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 28600.58000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4606.64000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 425.60000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 417.33000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 144.58000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 80846.31000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 68745000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 485614963.75000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 554359963.75000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 880485816.17000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 32 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Currency Hedged MSCI EAFE ETF |
| b. Series identication number, if any | S000043040 |
| c. LEI | 549300W1V5QT6T1KPB54 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Currency Hedged MSCI EAFE ETF |
| ii. Class identification number, if any | C000133231 |
| iii. Ticker symbol, if any | HEFA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | UBS Securities LLC |
| ii. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 716.18000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 286.10000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 12205.54000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1557.71000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5347.77000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 30232.41000000 |
| Brokers Record: 7 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 8814.50000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 10027.21000000 |
| Brokers Record: 9 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4052.08000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 300.19000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 73585.23000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 482573000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1236115130.26000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1718688130.26000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2711194443.77000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 33 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI China A ETF |
| b. Series identication number, if any | S000047435 |
| c. LEI | 549300XQM5ESZIVFZK57 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI China A ETF |
| ii. Class identification number, if any | C000148919 |
| iii. Ticker symbol, if any | CNYA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Morgan Stanley & Co. LLC |
| ii. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1924.86000000 |
| Brokers Record: 2 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16772.46000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 45193.51000000 |
| Brokers Record: 4 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 58528.91000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 14793.92000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 337.31000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Haitong International Securities (USA) Inc. |
| ii. SEC file number | 8-66566 |
| iii. CRD number | 000132201 |
| iv. LEI, if any | 2549006M82CC9SM1JN29 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2618.40000000 |
| Brokers Record: 8 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 38022.24000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 261.72000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 108296.30000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 286749.63000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18563.61000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7.72000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 75578851.14000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 75597422.47000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 275692586.53000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 200000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 34 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI EAFE ETF |
| b. Series identication number, if any | S000004351 |
| c. LEI | 549300O0XO3KDQV68404 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI EAFE ETF |
| ii. Class identification number, if any | C000012081 |
| iii. Ticker symbol, if any | EFA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 316580338.00000000 |
| g. Provide the net income from securities lending activities | 6368236.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | J.P. Morgan Securities LLC |
| ii. LEI, if any | ZBUT11V806EZRVTWT807 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) |
| ii. LEI, if any | 00000000000000000000 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 58784.85000000 |
| Brokers Record: 2 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43116.49000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 72943.39000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43232.56000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Exane, Inc. |
| ii. SEC file number | 8-49569 |
| iii. CRD number | 000041784 |
| iv. LEI, if any | 6SDWK6FV8H98XAGSYS75 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 82394.78000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 42768.10000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 101350.46000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 85356.90000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 48712.61000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 47619.93000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 784100.74000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 893237024.14000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Societe Generale |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | FRANCE |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 77625011.54000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 940766.95000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4781351976.61000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3462912460.18000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 790632465.38000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1389045624.20000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 151609.10000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4088219393.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 15514655578.93000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 55017314028.03000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 35 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Currency Hedged MSCI ACWI ex U.S. ETF |
| b. Series identication number, if any | S000049792 |
| c. LEI | 549300GIU2ICLREM0K76 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Currency Hedged MSCI ACWI ex U.S. ETF |
| ii. Class identification number, if any | C000157303 |
| iii. Ticker symbol, if any | HAWX |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4158281.00000000 |
| g. Provide the net income from securities lending activities | 38745.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Citibank Maghreb S.A |
| ii. LEI, if any | 5493003FVWLMBFTISI11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MOROCCO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5.34000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 135.81000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 465.60000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 58.30000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 371.09000000 |
| Brokers Record: 6 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 61.70000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 926.77000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 11.53000000 |
| Brokers Record: 9 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 339.81000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2375.95000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 19688000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18317362.86000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 38005362.86000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 73955180.07000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 36 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI EAFE Small-Cap ETF |
| b. Series identication number, if any | S000019124 |
| c. LEI | 549300MJV5OZGVS4LX86 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI EAFE Small-Cap ETF |
| ii. Class identification number, if any | C000052896 |
| iii. Ticker symbol, if any | SCZ |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 409390427.00000000 |
| g. Provide the net income from securities lending activities | 16628490.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | J.P. Morgan Securities LLC |
| ii. LEI, if any | ZBUT11V806EZRVTWT807 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Winterflood Securities Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 8BRUP6V1DX3PIG2R0745 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Gross commissions paid by the Fund for the reporting period | 31163.89000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 69984.53000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 30335.66000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 67512.62000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 37015.99000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 58536.72000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 83699.87000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 62829.20000000 |
| Brokers Record: 9 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 41235.46000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43192.10000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 647568.38000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 698659253.82000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 48029792.75000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 149.10000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 829939035.71000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 868509353.80000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 484850415.77000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 577832025.40000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | Scotia Capital (USA) Inc. |
| ii. SEC file number | 8-3716 |
| iii. CRD number | 000002739 |
| iv. LEI, if any | 549300BLWPABP1VNME36 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 847.71000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | First Equity Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 213800JR7T2ZUXPX8G49 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 805083.69000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2767263.04000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3602176281.03000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 9311429756.22000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 37 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Min Vol Japan ETF |
| b. Series identication number, if any | S000045089 |
| c. LEI | 549300QZPV76OA0OL372 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Min Vol Japan ETF |
| ii. Class identification number, if any | C000140236 |
| iii. Ticker symbol, if any | JPMV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 22054.00000000 |
| g. Provide the net income from securities lending activities | 73.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Societe Generale |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | FRANCE |
| vii. Gross commissions paid by the Fund for the reporting period | 156.41000000 |
| Brokers Record: 2 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 101.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Haitong International Securities (USA) Inc. |
| ii. SEC file number | 8-66566 |
| iii. CRD number | 000132201 |
| iv. LEI, if any | 2549006M82CC9SM1JN29 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 168.49000000 |
| Brokers Record: 4 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 115.93000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 414.22000000 |
| Brokers Record: 6 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 186.03000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 467.30000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 477.76000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43.38000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 394.79000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2561.18000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10778362.52000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3003000.86000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 13832260.62000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 28333641.01000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 38 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Multifactor USA Small-Cap ETF |
| b. Series identication number, if any | S000048624 |
| c. LEI | 549300DLCT4OPALM4X19 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Multifactor USA Small-Cap ETF |
| ii. Class identification number, if any | C000153272 |
| iii. Ticker symbol, if any | SMLF |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 16342194.00000000 |
| g. Provide the net income from securities lending activities | 137559.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3522.45000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 922.61000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31026.20000000 |
| Brokers Record: 4 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2837.98000000 |
| Brokers Record: 5 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16494.10000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9957.42000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 32641.59000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 862.42000000 |
| Brokers Record: 9 | |
| i. Full name of broker | BNY Mellon Capital Markets, LLC |
| ii. SEC file number | 8-35255 |
| iii. CRD number | 000017454 |
| iv. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 525.32000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4849.69000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 105433.18000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 355372060.40000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1420.27000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57193938.78000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 655.76000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 413305225.46000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 328441754.45000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 39 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI Europe Financials ETF |
| b. Series identication number, if any | S000027327 |
| c. LEI | 549300TJBWJWP3BXSM63 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI Europe Financials ETF |
| ii. Class identification number, if any | C000082529 |
| iii. Ticker symbol, if any | EUFN |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 938006.00000000 |
| g. Provide the net income from securities lending activities | 11648.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 975.59000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1138.21000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1473.92000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1892.41000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 818.23000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 886.89000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 602.22000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 968.56000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1390.84000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Societe Generale |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | FRANCE |
| vii. Gross commissions paid by the Fund for the reporting period | 364.17000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 12416.46000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 121490429.45000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BNP Paribas Securities Corp. |
| ii. SEC file number | 8-32682 |
| iii. CRD number | 000015794 |
| iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4169439.25000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 84948364.52000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 601595469.73000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 282036739.52000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8188491.92000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 193772510.72000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 47315706.28000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1343517151.39000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 655639459.29000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 40 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Genomics Immunology and Healthcare ETF |
| b. Series identication number, if any | S000065599 |
| c. LEI | 549300KS9JS2Z81CYC21 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Genomics Immunology and Healthcare ETF |
| ii. Class identification number, if any | C000212225 |
| iii. Ticker symbol, if any | IDNA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3718047.00000000 |
| g. Provide the net income from securities lending activities | 199826.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Deutsche Bank Societa per Azioni |
| ii. LEI, if any | 529900SS7ZWCX82U3W60 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 59.41000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2794.87000000 |
| Brokers Record: 3 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 98.40000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 308.41000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1164.06000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 144.57000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 85.59000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 940.03000000 |
| Brokers Record: 9 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 496.92000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3074.34000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 9340.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1761034.25000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4856000.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 93419690.86000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 39881976.17000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7122792.11000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 147041493.39000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 47664566.90000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 41 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Self-Driving EV and Tech ETF |
| b. Series identication number, if any | S000063520 |
| c. LEI | 5493003XH8PP9MQB5369 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Self-Driving EV and Tech ETF |
| ii. Class identification number, if any | C000205801 |
| iii. Ticker symbol, if any | IDRV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 283270.00000000 |
| g. Provide the net income from securities lending activities | 4826.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 20.68000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 361.68000000 |
| Brokers Record: 3 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 329.05000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 28.21000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 383.32000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 21.48000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 35.63000000 |
| Brokers Record: 8 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 123.32000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 480.37000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 78.11000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1902.17000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10251960.19000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1436871.40000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 11688831.59000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 28032840.93000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 42 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI EAFE Value ETF |
| b. Series identication number, if any | S000004438 |
| c. LEI | 549300AN74D4XJZB8Y40 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI EAFE Value ETF |
| ii. Class identification number, if any | C000012201 |
| iii. Ticker symbol, if any | EFV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 23986836.00000000 |
| g. Provide the net income from securities lending activities | 665272.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) |
| ii. LEI, if any | 00000000000000000000 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Bofa Securities, Inc. |
| ii. LEI, if any | 549300HN4UKV1E2R3U73 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 21330.74000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 179677.72000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 56362.52000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 40270.74000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 17269.48000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 14766.63000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 19088.34000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 19818.32000000 |
| Brokers Record: 9 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 25166.59000000 |
| Brokers Record: 10 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 13377.30000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 459658.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 562989884.51000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 66313068.01000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 69166755.66000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 179137750.23000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1380217390.27000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 175766969.93000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 547485356.80000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2986311461.27000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5317219264.71000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 43 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Multifactor Intl Small-Cap ETF |
| b. Series identication number, if any | S000049025 |
| c. LEI | 549300UA39EK10ZPCR02 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Multifactor Intl Small-Cap ETF |
| ii. Class identification number, if any | C000154548 |
| iii. Ticker symbol, if any | ISCF |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1386943.00000000 |
| g. Provide the net income from securities lending activities | 39473.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1274.68000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Winterflood Securities Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 8BRUP6V1DX3PIG2R0745 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Gross commissions paid by the Fund for the reporting period | 919.95000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1624.05000000 |
| Brokers Record: 4 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 928.37000000 |
| Brokers Record: 5 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 962.24000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1130.41000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2559.15000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2199.15000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Societe Generale |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | FRANCE |
| vii. Gross commissions paid by the Fund for the reporting period | 898.75000000 |
| Brokers Record: 10 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1016.97000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 19573.69000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20002329.51000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21162022.84000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23.15000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2229776.57000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 65289.49000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11171031.64000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42.52000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 54845511.16000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 100508590.92000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 44 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Cybersecurity and Tech ETF |
| b. Series identication number, if any | S000065015 |
| c. LEI | 5493007TVD2WSTEKN665 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Cybersecurity and Tech ETF |
| ii. Class identification number, if any | C000210493 |
| iii. Ticker symbol, if any | IHAK |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1997992.00000000 |
| g. Provide the net income from securities lending activities | 9182.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Deutsche Bank Societa per Azioni |
| ii. LEI, if any | 529900SS7ZWCX82U3W60 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 38.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 326.85000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1211.57000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 191.19000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 87.10000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Berenberg Capital Markets LLC |
| ii. SEC file number | 8-68821 |
| iii. CRD number | 000156757 |
| iv. LEI, if any | 5493007EG0CYRKKG9L11 |
| v. State, if applicable | MASSACHUSETTS |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 255.24000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 76.71000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 49.10000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 95.88000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50.49000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2448.59000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8990370.68000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2975004.63000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2816342.14000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7624339.91000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 75420492.07000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 97869371.43000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 26412252.89000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
Yes No | b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 45 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI All Country Asia ex Japan ETF |
| b. Series identication number, if any | S000022496 |
| c. LEI | 549300EQSX1KKO1KLL54 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI All Country Asia ex Japan ETF |
| ii. Class identification number, if any | C000065072 |
| iii. Ticker symbol, if any | AAXJ |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 86909352.00000000 |
| g. Provide the net income from securities lending activities | 1851219.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Citibank, National Association (Mumbai, Maharashtra, IN, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 22021.70000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 532772.73000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 21497.82000000 |
| Brokers Record: 4 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 32646.78000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 14119.03000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5690.96000000 |
| Brokers Record: 7 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 59937.99000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 50129.68000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 16033.17000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 29645.99000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 794922.02000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 720212507.31000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 69429856.80000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7.95000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 539221000.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1331312023.85000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3749921164.08000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
Yes No 8373420.33000000
21
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 46 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Intl Value Factor ETF |
| b. Series identication number, if any | S000049573 |
| c. LEI | 549300HD4TSTWEGNNR73 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Intl Value Factor ETF |
| ii. Class identification number, if any | C000156614 |
| iii. Ticker symbol, if any | IVLU |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1508316.00000000 |
| g. Provide the net income from securities lending activities | 65598.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | CIBC World Markets Corp. |
| ii. SEC file number | 8-18333 |
| iii. CRD number | 000000630 |
| iv. LEI, if any | 549300445CON3DBMU275 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 828.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2656.87000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2132.18000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1702.70000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4268.40000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2009.46000000 |
| Brokers Record: 7 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1243.92000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 894.74000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1080.58000000 |
| Brokers Record: 10 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1574.57000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 23656.69000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 39202392.35000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 123938092.52000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 24723357.17000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25.30000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42908761.96000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 98368682.07000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 329391127.24000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 380796631.31000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 47 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core Aggressive Allocation ETF |
| b. Series identication number, if any | S000023588 |
| c. LEI | 549300E2532X6GS7V091 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core Aggressive Allocation ETF |
| ii. Class identification number, if any | C000069400 |
| iii. Ticker symbol, if any | AOA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 11054233.00000000 |
| g. Provide the net income from securities lending activities | 89578.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1031.92000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1500.86000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 92.10000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3527.15000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 544.30000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 6696.33000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 233121048.40000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 54889000.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 50082793.12000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 338092841.52000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 978991069.67000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 48 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI Europe Small-Cap ETF |
| b. Series identication number, if any | S000018145 |
| c. LEI | 5493005OEWCF4INIR081 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI Europe Small-Cap ETF |
| ii. Class identification number, if any | C000050168 |
| iii. Ticker symbol, if any | IEUS |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 6629518.00000000 |
| g. Provide the net income from securities lending activities | 257813.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | AS SEB banka |
| ii. LEI, if any | 549300YW95G1VBBGGV07 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | LATVIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | AS SEB Pank |
| ii. LEI, if any | 549300ND1MQ8SNNYMJ22 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ESTONIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) |
| ii. LEI, if any | 00000000000000000000 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 297.89000000 |
| Brokers Record: 2 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 345.95000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 374.36000000 |
| Brokers Record: 4 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1025.93000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 375.20000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1234.25000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 976.66000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 555.92000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Winterflood Securities Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 8BRUP6V1DX3PIG2R0745 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Gross commissions paid by the Fund for the reporting period | 680.21000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1154.12000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8446.50000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21769532.63000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22165247.52000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7502880.34000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 56.08000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Peel Hunt LLP |
| ii. SEC file number | 8-68845 |
| iii. CRD number | 000157321 |
| iv. LEI, if any | 5493007DWN0R4YBM4C84 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12.66000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Redburn (USA) LLC |
| ii. SEC file number | 8-67320 |
| iii. CRD number | 000140564 |
| iv. LEI, if any | 213800TYRTQILMQQLV79 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14.13000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10284282.38000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 24.85000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | First Equity Limited |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 213800JR7T2ZUXPX8G49 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40756.77000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9066964.34000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 72436011.84000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 127777008.28000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 49 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core Conservative Allocation ETF |
| b. Series identication number, if any | S000023585 |
| c. LEI | 5493006RWQOSWQVI0659 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core Conservative Allocation ETF |
| ii. Class identification number, if any | C000069397 |
| iii. Ticker symbol, if any | AOK |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 8099500.00000000 |
| g. Provide the net income from securities lending activities | 93464.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 251.60000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 293.31000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 971.12000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 228.23000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1986.34000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3013.85000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 6744.45000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 434436829.37000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40230000.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4351921.90000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 479018751.27000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 614510972.45000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 50 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Currency Hedged MSCI EAFE Small-Cap ETF |
| b. Series identication number, if any | S000049795 |
| c. LEI | 5493007Q2WE714GUTO05 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Currency Hedged MSCI EAFE Small-Cap ETF |
| ii. Class identification number, if any | C000157306 |
| iii. Ticker symbol, if any | HSCZ |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2450299.00000000 |
| g. Provide the net income from securities lending activities | 3898.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 153.13000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 270.83000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 9.46000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 21.73000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 219.01000000 |
| Brokers Record: 6 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 219.95000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31.57000000 |
| Brokers Record: 8 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 43.70000000 |
| Brokers Record: 9 | |
| i. Full name of broker | BMO Capital Markets Corp. |
| ii. SEC file number | 8-34344 |
| iii. CRD number | 000016686 |
| iv. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 88.17000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 12.46000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1077.73000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10139000.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46306471.49000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 56445471.49000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 38152086.04000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 51 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares ESG Aware Aggressive Allocation ETF |
| b. Series identication number, if any | S000068732 |
| c. LEI | 549300DZKXR4YQYT4C83 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares ESG Aware Aggressive Allocation ETF |
| ii. Class identification number, if any | C000219702 |
| iii. Ticker symbol, if any | EAOA |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1.02000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1.02000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2526792.56000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1292837.33000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3819629.89000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3291194.13000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 52 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Multifactor Global ETF |
| b. Series identication number, if any | S000048622 |
| c. LEI | 549300H3ZR8M6WBK8720 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Multifactor Global ETF |
| ii. Class identification number, if any | C000153270 |
| iii. Ticker symbol, if any | ACWF |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 847551.00000000 |
| g. Provide the net income from securities lending activities | 6704.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KUWAIT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Joint Stock Company Commercial Bank Citibank |
| ii. LEI, if any | CHSQDSVI1UI96Y2SW097 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | RUSSIAN FEDERATION |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | QATAR |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Citibank, National Association (Mumbai, Maharashtra, IN, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | HSBC Saudi Arabia |
| ii. LEI, if any | 558600MV09XWUB38H245 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SAUDI ARABIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | HSBC Bank Middle East Limited |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED ARAB EMIRATES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 49 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3483.81000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2130.17000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1321.14000000 |
| Brokers Record: 4 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1238.23000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1298.89000000 |
| Brokers Record: 6 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1688.70000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1004.62000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1201.79000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1291.37000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 777.41000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17795.98000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 89737.56000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 923674.63000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11968571.26000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13.77000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1.21000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 13044793.12000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 110682320.79000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI Low Carbon Target ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
Yes No 769000.00000000
7
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 53 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Core MSCI Pacific ETF |
| b. Series identication number, if any | S000045103 |
| c. LEI | 549300Q9GRKBMCU6NO32 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Core MSCI Pacific ETF |
| ii. Class identification number, if any | C000140338 |
| iii. Ticker symbol, if any | IPAC |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3300990.00000000 |
| g. Provide the net income from securities lending activities | 152511.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Societe Generale |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
| v. State, if applicable | |
| vi. Foreign country, if applicable | FRANCE |
| vii. Gross commissions paid by the Fund for the reporting period | 1145.10000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1164.06000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Haitong International Securities (USA) Inc. |
| ii. SEC file number | 8-66566 |
| iii. CRD number | 000132201 |
| iv. LEI, if any | 2549006M82CC9SM1JN29 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 912.84000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2616.79000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2204.27000000 |
| Brokers Record: 6 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1489.05000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2819.94000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1748.59000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1290.65000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2081.82000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 18669.20000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 59445415.52000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Macquarie Capital (USA) Inc. |
| ii. SEC file number | 8-47198 |
| iii. CRD number | 000036368 |
| iv. LEI, if any | 549300670K07JRB5UQ40 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57256.58000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 92080.81000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 79694371.70000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26316147.45000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12296950.47000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21129505.96000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 200598758.56000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1001141450.49000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 54 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares MSCI ACWI Low Carbon Target ETF |
| b. Series identication number, if any | S000047644 |
| c. LEI | 54930029MR4GLRAO7563 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares MSCI ACWI Low Carbon Target ETF |
| ii. Class identification number, if any | C000149539 |
| iii. Ticker symbol, if any | CRBN |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3970101.00000000 |
| g. Provide the net income from securities lending activities | 58778.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | QATAR |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | Standard Chartered Bank (Hong Kong) Limited |
| ii. LEI, if any | X5AV1MBDXGRPX5UGMX13 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) |
| ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | JAPAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Citibank Maghreb S.A |
| ii. LEI, if any | 5493003FVWLMBFTISI11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MOROCCO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Standard Chartered Bank Malaysia Berhad |
| ii. LEI, if any | 549300JTJBG2QBI8KD48 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MALAYSIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Standard Chartered Bank (Taiwan) Limited |
| ii. LEI, if any | 549300QJEO1B92LSHZ06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | BNP Paribas Securities Services (Athens, Attica, GR, Branch) |
| ii. LEI, if any | 549300WCGB70D06XZS54 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GREECE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Citibank, National Association (Singapore, SG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SINGAPORE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PHILIPPINES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | Cititrust Colombia S A Sociedad Fiduciaria |
| ii. LEI, if any | 549300242J3IJCOSGI49 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | COLOMBIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | UniCredit Bank Hungary Zrt. |
| ii. LEI, if any | Y28RT6GGYJ696PMW8T44 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HUNGARY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | HSBC Bank Middle East Limited |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED ARAB EMIRATES |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PAKISTAN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | HSBC Saudi Arabia |
| ii. LEI, if any | 558600MV09XWUB38H245 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SAUDI ARABIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | Bank Hapoalim B.M. |
| ii. LEI, if any | B6ARUI4946ST4S7WOU88 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ISRAEL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BRAZIL |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | State Street Trust Company Canada |
| ii. LEI, if any | 549300L71XG2CTQ2V827 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | Citibank, National Association (Cairo, Cairo, EG, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | EGYPT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | Citibank, National Association (Mumbai, Maharashtra, IN, Branch) |
| ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | INDONESIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | HONG KONG |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | Itau CorpBanca |
| ii. LEI, if any | 549300DDPTTIZ06NIV06 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHILE |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | Royal Bank of Canada |
| ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
| ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CZECHIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NEW ZEALAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
| ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | THAILAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | FirstRand Bank Limited |
| ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SOUTH AFRICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
| ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | MEXICO |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | HSBC Bank (China) Company Limited |
| ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | CHINA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | HSBC Securities (USA) Inc. |
| ii. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) |
| ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRALIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | Bank Handlowy w Warszawie Spolka Akcyjna |
| ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | POLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | Joint Stock Company Commercial Bank Citibank |
| ii. LEI, if any | CHSQDSVI1UI96Y2SW097 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | RUSSIAN FEDERATION |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) |
| ii. LEI, if any | 549300F99IL9YJDWH369 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | KUWAIT |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 49 | |
| i. Full name | Citibank, Anonim Sirketi |
| ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | TURKEY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 50 | |
| i. Full name | Citibank del Peru S.A. |
| ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | PERU |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1434.87000000 |
| Brokers Record: 2 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 10180.72000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2406.24000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CLSA Americas, LLC |
| ii. SEC file number | 8-69166 |
| iii. CRD number | 000165533 |
| iv. LEI, if any | 213800M2DXATWY7JMS07 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1868.47000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4531.57000000 |
| Brokers Record: 6 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4165.46000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 2427.29000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 4639.15000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 1671.71000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3833.69000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 42411.42000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25.71000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1.75000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 33660336.64000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 54074000.00000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 153806541.88000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45215666.49000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 287081296.60000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 463520989.49000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 300000000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | State Street Bank and Trust Co. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | iShares MSCI Saudi Arabia ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Exponential Technologies ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets ex China ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares J.P. Morgan EM Local Currency Bond ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Asia 50 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI ACWI ex U.S. ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares PHLX Semiconductor ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Agriculture Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Global Impact ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Asia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Utilities ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Frontier 100 ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares International Dividend Growth ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Colombia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI UAE ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares ESG MSCI EM ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Consumer Staples ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Clean Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI ACWI ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Brazil Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Emerging Markets Dividend ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Min Vol Global ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Industrials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Min Vol Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Edge MSCI Multifactor Global ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Edge MSCI Multifactor Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Russia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares ESG MSCI EM Leaders ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI South Korea ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Core MSCI Emerging Markets ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Emerging Markets Infrastructure ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI BRIC ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares MSCI Qatar ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Taiwan ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Materials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Latin America 40 ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Malaysia ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Cybersecurity and Tech ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI All Country Asia ex Japan ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Energy ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Emerging Markets Small-Cap ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Genomics Immunology and Healthcare ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Financials ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Comm Services ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Metals & Mining Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
| Name of fund | iShares Global Timber & Forestry ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Core MSCI Total International Stock ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Global Consumer Discretionary ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares Robotics and Artificial Intelligence Multisector ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI China A ETF |
| SEC File number( e.g., 811- ) | 811-09729 |
| Name of fund | iShares MSCI Global Energy Producers ETF |
| SEC File number( e.g., 811- ) | 811-09102 |
Yes No 521000.00000000
6
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 55 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI Min Vol Europe ETF |
| b. Series identication number, if any | S000045088 |
| c. LEI | 549300NB5KC6EJLGWZ87 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI Min Vol Europe ETF |
| ii. Class identification number, if any | C000140146 |
| iii. Ticker symbol, if any | EUMV |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 40529.00000000 |
| g. Provide the net income from securities lending activities | 1972.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Deutsche Bank, Sociedad Anonima Espanola |
| ii. LEI, if any | 529900SICIK5OVMVY186 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SPAIN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | SG Americas Securities, LLC |
| ii. LEI, if any | 549300F35UE0BOM1WJ55 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | Skandinaviska Enskilda Banken AB |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWEDEN |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | Euroclear Bank |
| ii. LEI, if any | 549300OZ46BRLZ8Y6F65 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | BELGIUM |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | Credit Suisse (Schweiz) AG |
| ii. LEI, if any | 549300CWR0W0BCS9Q144 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | SWITZERLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NORWAY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | Skandinaviska Enskilda Banken A/S |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | DENMARK |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | State Street Bank and Trust Company (Edinburgh, GB, Branch) |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | Intesa Sanpaolo SpA |
| ii. LEI, if any | 2W8N8UU78PMDQKZENC08 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | ITALY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | UniCredit Bank Austria AG |
| ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | AUSTRIA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | State Street Bank International GmbH |
| ii. LEI, if any | ZMHGNT7ZPKZ3UFZ8EO46 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | GERMANY |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) |
| ii. LEI, if any | F3JS33DEI6XQ4ZBPTN86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | FINLAND |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) |
| ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | NETHERLANDS |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 163.97000000 |
| Brokers Record: 2 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 132.86000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 897.53000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 101.06000000 |
| Brokers Record: 5 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 296.85000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Instinet, LLC |
| ii. SEC file number | 8-23669 |
| iii. CRD number | 000007897 |
| iv. LEI, if any | 549300MGMN3RKMU8FT57 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 66.35000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Barclays Capital Inc. |
| ii. SEC file number | 8-41342 |
| iii. CRD number | 000019714 |
| iv. LEI, if any | AC28XWWI3WIBK2824319 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 177.34000000 |
| Brokers Record: 8 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 123.08000000 |
| Brokers Record: 9 | |
| i. Full name of broker | HSBC Securities (USA) Inc. |
| ii. SEC file number | 8-41562 |
| iii. CRD number | 000019585 |
| iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 234.60000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 80.42000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2419.59000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1231866.59000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2355117.36000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11689367.90000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6432818.68000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | Virtu Itg LLC |
| ii. SEC file number | 8-44218 |
| iii. CRD number | 000029299 |
| iv. LEI, if any | 549300S41SMIODVIT266 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25.11000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 21709195.64000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 27651189.27000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
| Management Investment Record: 56 |
Item C.1. Background information.
| a. Full Name of the Fund | iShares Edge MSCI USA Quality Factor ETF |
| b. Series identication number, if any | S000041444 |
| c. LEI | 5493007KMK0CQLE2O168 |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | iShares Edge MSCI USA Quality Factor ETF |
| ii. Class identification number, if any | C000128677 |
| iii. Ticker symbol, if any | QUAL |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
| a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BlackRock Institutional Trust Company, National Association |
| ii. LEI, if any | 549300RK1FB0VMTPD087 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | BlackRock, Inc. |
| 2. LEI, if any, of person providing indemnification | 549300LRIF3NWCU26A80 |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BlackRock Fund Advisors |
| ii. LEI, if any: | 549300YOOGP0Y1M95C20 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | i. Revenue sharing split ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | Rebates paid to borrowers |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 121730577.00000000 |
| g. Provide the net income from securities lending activities | 788799.00000000 |
Item C.7. Reliance on certain rules.
| Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | a. Rule 10f-3 (17 CFR 270.10f-3) b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) N/A |
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | BlackRock Fund Advisors |
| ii. SEC file number ( e.g., 801- ) | 801-22609 |
| iii.CRD number | 000105247 |
| iv. LEI, if any | 549300YOOGP0Y1M95C20 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii.SEC file number ( e.g., 84- or 85- ) | 85-05003 |
| iii. LEI, if any | 571474TGEMMWANRLN572 |
| iv. State, if applicable | MASSACHUSETTS |
| v. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | IHS Markit Ltd. |
| ii. LEI, if any, or provide and describe other identifying number | 549300HLPTRASHS0E726 |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv US Holdings Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 549300NF240HXJO7N016 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Services, Inc. |
| ii. LEI, if any, or provide and describe other identifying number | 13-3668779 |
| Description of other identifying number | Tax ID |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | Credit Suisse Securities (USA) LLC |
| ii. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| iii. State, if applicable | NEW YORK |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any | 571474TGEMMWANRLN572 |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: | 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. LEI, if any, or provide and describe other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | State Street Bank and Trust Company |
| ii. LEI, if any, or other identifying number | 571474TGEMMWANRLN572 |
| Description of other identifying number | |
| iii. State, if applicable | MASSACHUSETTS |
| iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | BlackRock Execution Services |
| b. SEC file number | 8-48719 |
| c. CRD number | 000039438 |
| d. LEI, if any | 549300HFCRQ0NT5KY652 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | BlackRock Investments, LLC |
| b. SEC file number | 8-48436 |
| c. CRD number | 000038642 |
| d. LEI, if any | 54930061FBHCKXL2G714 |
| e. State, if applicable | NEW YORK |
| f. Foreign country, if applicable | UNITED STATES OF AMERICA |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 8-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 5715.62000000 |
| Brokers Record: 2 | |
| i. Full name of broker | Wells Fargo Securities, LLC |
| ii. SEC file number | 8-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable | NORTH CAROLINA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 85377.67000000 |
| Brokers Record: 3 | |
| i. Full name of broker | Citigroup Global Markets Inc. |
| ii. SEC file number | 8-8177 |
| iii. CRD number | 000007059 |
| iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 924720.92000000 |
| Brokers Record: 4 | |
| i. Full name of broker | Jefferies LLC |
| ii. SEC file number | 8-15074 |
| iii. CRD number | 000002347 |
| iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 734.54000000 |
| Brokers Record: 5 | |
| i. Full name of broker | Credit Suisse Securities (USA) LLC |
| ii. SEC file number | 8-422 |
| iii. CRD number | 000000816 |
| iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 138882.53000000 |
| Brokers Record: 6 | |
| i. Full name of broker | Morgan Stanley & Co. LLC |
| ii. SEC file number | 8-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 38204.68000000 |
| Brokers Record: 7 | |
| i. Full name of broker | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 3984.33000000 |
| Brokers Record: 8 | |
| i. Full name of broker | UBS Securities LLC |
| ii. SEC file number | 8-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 6050.32000000 |
| Brokers Record: 9 | |
| i. Full name of broker | Cowen and Company, LLC |
| ii. SEC file number | 8-22522 |
| iii. CRD number | 000007616 |
| iv. LEI, if any | 549300WR155U7DVMIW58 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 222.72000000 |
| Brokers Record: 10 | |
| i. Full name of broker | Goldman Sachs & Co. LLC |
| ii. SEC file number | 8-129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Gross commissions paid by the Fund for the reporting period | 31807.54000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1235923.02000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | Bofa Securities, Inc. |
| ii. SEC file number | 8-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2828322238.15000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BlackRock Funds III - BlackRock Cash Funds: Treasury |
| ii. SEC file number | N/A |
| iii. CRD number | 000000000 |
| iv. LEI, if any | 5493005PQV5UQG4OSI49 |
| v. State, if applicable | CALIFORNIA |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1206285862.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | National Securities Clearing Corporation |
| ii. SEC file number | 8-164 |
| iii. CRD number | 000007569 |
| iv. LEI, if any | 549300RYC9NELN2ICA34 |
| v. State, if applicable | NEW YORK |
| vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12696982488.53000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 16731590588.68000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15295625488.45000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds
| Exchange Record: 1 |
| Fund Name | iShares Edge MSCI USA Momentum Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | MTUM |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1427734750.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1263730043.10000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 275689838.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 751780069.80000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 536225862.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 389158083.50000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1827578610.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1998056643.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 111418176.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 213013449.75000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 104133507.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 83258083.50000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 473088407.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 539776704.60000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 399673053.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 231743660.65000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 33754758.75000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 48722569.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 48874876.40000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11803910.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 65488961.50000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11909069.90000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 391912781.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 782249110.45000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.84519685 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 4.26432398 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.15480314 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.26432398 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.63880136 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 4.09432281 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.36119863 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.09432281 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 425.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 425.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 375.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 375.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 2 |
| Fund Name | iShares ESG Aware Conservative Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EAOK |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1280103.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2514371.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.20000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.80000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 3 |
| Fund Name | iShares ESG Aware Growth Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EAOR |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1286510.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2525045.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.20500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00707106 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.79500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00707106 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 4 |
| Fund Name | iShares Edge MSCI Multifactor Global ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | ACWF |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1123705.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.44000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.56000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 8000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 8000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 5 |
| Fund Name | iShares Core Aggressive Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | AOA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17926227.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 15504192.40000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 50578585.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 50848229.50000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8002142.55000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8130126.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10452652.90000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 67594670.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 36286755.20000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13368230.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5750238.35000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.26500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.24831050 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.73500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.24831050 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.33100000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.48485374 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.66900000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.48485374 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 6 |
| Fund Name | iShares Edge MSCI Multifactor Intl ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | INTF |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9887984.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16169158.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2254218.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 31190469.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 56596945.80000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13033657.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10759096.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12924011.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16141757.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 52768000.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 49729119.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 283154862.20000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 33.92400000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 48.36886938 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 66.07600000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 48.36886938 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.73400000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 2.30142152 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.26600000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.30142152 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 7 |
| Fund Name | iShares ESG Aware Moderate Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EAOM |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2517991.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1277338.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.20000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.80000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 8 |
| Fund Name | iShares China Large-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | FXI |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 164247235.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 719065829.85000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 92128671.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 821597657.55000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 183780216.15000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 163896854.55000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 147006530.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 361893098.55000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 150000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.11058823 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.09374054 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.88941176 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.09374054 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.97842105 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.24014719 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.02157894 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.24014719 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1800.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1800.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 9 |
| Fund Name | iShares Core Conservative Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | AOK |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 19242098.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 23293943.15000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41862357.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17718216.90000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3539107.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8918259.25000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 26558364.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13657151.25000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5358091.05000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5383854.30000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 125098615.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 61966382.05000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 66844948.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 21347987.20000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.24148514 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.30949438 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.75851485 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.30949438 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.70288888 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 2.83405718 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.29711111 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.83405718 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 10 |
| Fund Name | iShares Currency Hedged MSCI EAFE ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | HEFA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 59628990.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 30752083.60000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 134917108.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 286596978.25000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8862206.40000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4235872.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 29952705.50000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28882579.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 38880154.50000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16727791.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 211763620.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 383067677.65000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.13240000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.08900877 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.13240000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.08900877 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.43472222 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.70491334 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.43472222 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.70491334 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 11 |
| Fund Name | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | MIDF |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 12 |
| Fund Name | iShares MSCI ACWI ex U.S. ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | ACWX |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 136079032.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 136528060.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 964633030.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 19481682.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 89730994.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 235454540.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 38963365.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 69529359.20000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 35.49800000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 44.55031632 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 64.50200000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 44.55031632 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 7.54733333 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 2.26393294 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 92.45266666 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.26393294 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 12700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 12700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 12908.11666666 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 12908.11666666 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 13 |
| Fund Name | iShares Edge MSCI Min Vol Europe ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | EUMV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8371488.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3728904.50000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1269565.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4088990.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2579619.30000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.28666666 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.50856005 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.71333333 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.50856005 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.27250000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.68119380 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.72750000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.68119380 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2200.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2200.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2200.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2200.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 14 |
| Fund Name | iShares MSCI EAFE ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | EFA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 374476510.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 124825503.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 901887963.60000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1400369399.40000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41608501.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 794892032.40000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 77661398.40000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 165590260.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4660272471.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41608501.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 781766804.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3468709174.80000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 600000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 55.74333333 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 52.48220245 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 44.25666666 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 52.48220245 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.69925925 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.26993256 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.30074074 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.26993256 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15193.87703703 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15193.87703703 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 15 |
| Fund Name | iShares Edge MSCI Intl Value Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IVLU |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 120990173.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9684505.50000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 71204670.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 31454478.80000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 25905419.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 30079026.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10906077.50000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.46807692 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.29467530 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.53192307 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.29467530 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.66400000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.73693961 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.33600000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.73693961 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 16 |
| Fund Name | iShares MSCI Europe Small-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | IEUS |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7624253.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10527106.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 22237238.90000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5151116.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17466280.85000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.99166666 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.45945257 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.00833333 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.45945257 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.06000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.43098723 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.94000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.43098723 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 17 |
| Fund Name | iShares Edge MSCI Multifactor USA ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | LRGF |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17252055.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 25579238.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19470050.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1363179.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1416723.95000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 25425106.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4687801.50000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 35373721.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 95658311.20000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 43109518.95000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1712120.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 56692458.85000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24626085.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 122553900.25000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12795197.20000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.59970588 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.24326672 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.40029411 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.24326672 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.40935064 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.16376602 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.59064935 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.16376602 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 400.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 400.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 18 |
| Fund Name | iShares MSCI EAFE Value ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EFV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 35803524.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 35803524.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 71153009.60000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20012756.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 415530464.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 169860554.40000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1320769770.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 440063494.80000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20012756.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 79027432.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 101906796.80000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 84953094.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 100745794.40000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 82699636.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 400000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 24.38717948 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 41.96849306 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 75.61282051 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 41.96849306 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.55625000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.96758031 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.44375000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.96758031 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 13701.99282051 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 13701.99282051 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 13201.99687500 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 13201.99687500 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 19 |
| Fund Name | iShares MSCI China A ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | CNYA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 19810188.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 96397970.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2770715.10000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 32667381.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 83561250.05000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7327622.50000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1466866.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28388891.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 10.34032258 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 24.20636575 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 89.65967741 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 24.20636575 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.70500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.87383297 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.29500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.87383297 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 7150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 7150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 7150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 7150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 20 |
| Fund Name | iShares Core MSCI Total International Stock ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | IXUS |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12254953.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 521239881.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2683547351.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 487469457.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6127476.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1313286798.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 83377964.10000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6127476.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 104167102.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 67402242.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 34.39220000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 37.37943117 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 65.60780000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 37.37943117 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 12.04500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.23024794 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 87.95500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.23024794 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 16002.30480000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.01280000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 16002.30480000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.03069203 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 21 |
| Fund Name | iShares U.S. Tech Breakthrough Multisector ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | TECB |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2761749.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 103675505.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3072084.50000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2970957.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1492068.80000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 97635807.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 117187745.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10534909.55000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.69818181 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.26014681 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.30181818 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.26014681 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.90750000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.01707825 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.09250000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.01707825 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 22 |
| Fund Name | iShares Core Moderate Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | AOM |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 50010870.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 22800718.40000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7977197.65000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 55614588.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 91194595.85000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 33688459.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 46676303.35000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 208139994.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 108336014.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5784050.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13774249.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13834344.65000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.36576576 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.40211610 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.63423423 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.40211610 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.49870967 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.63700594 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.50129032 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.63700594 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 23 |
| Fund Name | iShares Core Growth Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | AOR |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 71395891.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 71705451.55000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 22570108.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 46716549.40000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14227985.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 170863033.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 97253822.75000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20802526.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 32636319.85000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 63440605.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 64921901.30000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2245909.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11550530.05000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14056063.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.27625000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.21260581 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.72375000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.21260581 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.39673469 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.19158575 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.60326530 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.19158575 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 24 |
| Fund Name | iShares Edge MSCI Intl Quality Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IQLT |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8601290.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6386566.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 141525330.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21341845.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 44397475.50000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 159385729.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 170003927.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 40694503.20000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 363124332.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2867096.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 9.47766666 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 24.46243244 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 90.52233333 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 24.46243244 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.52000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 3.52139177 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.48000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.52139177 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5300.49333333 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5300.49333333 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4800.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4800.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 25 |
| Fund Name | iShares Currency Hedged MSCI EAFE Small-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | HSCZ |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17698530.15000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5357818.05000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6167538.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4109296.20000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8513162.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3099362.70000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1377946.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.16904761 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.11944139 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.83095238 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.11944139 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.22500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.79042825 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.22500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.79042825 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 26 |
| Fund Name | iShares Currency Hedged MSCI ACWI ex U.S. ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | HAWX |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4141051.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2663424.40000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4702529.40000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3941610.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2855285.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.02857142 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.85438922 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.02857142 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.85438922 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.46000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.47078210 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.46000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.47078210 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 27 |
| Fund Name | iShares MSCI All Country Asia ex Japan ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | AAXJ |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 83838254.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 572054276.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1060685114.60000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.96357142 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.34435239 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.03642857 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.34435239 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.90769230 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.20257319 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.09230769 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.20257319 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5102.47500000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5102.47500000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4524.88307692 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4524.88307692 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 28 |
| Fund Name | iShares Edge MSCI Min Vol USA ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | USMV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1982555401.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1964129901.90000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 378833274.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 389376130.90000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 44193524.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 118697347.10000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 558987800.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 738386567.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 299031300.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1665638690.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 422205660.30000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2944177534.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1381130705.20000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1313726449.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 562743388.10000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 268023794.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 331890868.70000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 430136794.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 434106352.40000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1968685923.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1653307006.90000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 590517702.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 538091870.40000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.84834567 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.71540819 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.15165432 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.71540819 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.57500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.46249196 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.42500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.46249196 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 350.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 350.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 29 |
| Fund Name | iShares MSCI EAFE Growth ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EFG |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 61261460.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 67220230.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1579269364.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 64624642.40000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 65035215.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1582843700.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 400000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.75066666 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.46895443 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.24933333 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.46895443 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.12000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.12000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 13304.54700000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 13304.54700000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 12800.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 30 |
| Fund Name | iShares Edge MSCI Min Vol USA Small-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | SMMV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5909724.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28707567.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1699652.20000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 52090137.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 52817095.50000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 86932890.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 232736899.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1402418.25000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 410096492.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 95314910.40000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8010601.15000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1310319.25000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 37565929.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13855965.70000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.46468531 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.82080500 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.53531468 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.82080500 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.09200000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.60861904 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.90800000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.60861904 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 31 |
| Fund Name | iShares Core MSCI EAFE ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | IEFA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 927736693.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 65093281.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11216340.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 470631962.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2160662290.60000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5521839432.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2380775606.40000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13018656.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2256229843.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 29.15822222 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 45.66357028 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 70.84177777 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 45.66357028 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.71000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.19560556 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.29000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.19560556 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15502.54377777 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15502.54377777 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15022.07357142 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15022.07357142 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 32 |
| Fund Name | iShares Robotics and Artificial Intelligence Multisector ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IRBO |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16437590.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 16546432.80000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5454998.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16026185.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 63034895.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.19111111 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.52947131 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.80888888 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.52947131 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.83500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.72831998 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.16500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.72831998 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3350.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3350.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 33 |
| Fund Name | iShares Edge MSCI USA Size Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | SIZE |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7731695.85000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 48271737.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4634643.40000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 840257045.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 570548223.70000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 16215512.90000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 36933425.95000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14677312.50000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 54928783.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11551908.65000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 514886351.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 497911210.75000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4540320.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 131034287.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 54006903.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.51878787 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.31445442 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.48121212 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.31445442 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.38615384 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.11391629 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.61384615 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.11391629 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1750.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1750.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 34 |
| Fund Name | iShares ESG Aware Aggressive Allocation ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EAOA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2531858.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1295369.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.20000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.80000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 35 |
| Fund Name | iShares Cybersecurity and Tech ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IHAK |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6309161.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3101792.60000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7894523.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3064971.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 77812779.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.55741935 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.27926054 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.44258064 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.27926054 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 6.80000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 93.20000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 215.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 215.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 36 |
| Fund Name | iShares MSCI ACWI ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | ACWI |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2238651622.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 812430024.80000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 316678010.40000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 902578057.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1115241985.60000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 413517463.20000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 332763808.60000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.10277777 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.88015243 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.89722222 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.88015243 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.39941176 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.27633004 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.60058823 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.27633004 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 8841.26222222 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 8841.26222222 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 8655.36000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 8655.36000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 37 |
| Fund Name | iShares Self-Driving EV and Tech ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IDRV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5496998.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5500422.30000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.54000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.08485281 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.46000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.08485281 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.50500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 5.16895057 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.49500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.16895057 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 38 |
| Fund Name | iShares Edge MSCI Multifactor Intl Small-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | ISCF |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2280097.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21522619.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20368763.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.78571428 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.50345000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.21428571 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.50345000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 11600.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 11600.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 39 |
| Fund Name | iShares Edge MSCI USA Quality Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | QUAL |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 571565988.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 24029378.35000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 823353995.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 252647962.35000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2366415335.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 657858632.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 736002559.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 276780566.55000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 254398315.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9650849.90000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 18093579.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 30567232.50000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 639333026.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 544762802.05000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 35689758.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 79537016.10000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 451720418.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 156517767.35000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5074664416.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2516974530.20000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 102481813.05000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 62007455.10000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.43888888 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.04547499 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.56111111 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.04547499 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.38833333 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.55110173 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.61166666 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.55110173 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 450.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 400.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 400.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 40 |
| Fund Name | iShares Core MSCI Pacific ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IPAC |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13021022.70000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 27675974.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 63167934.90000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 22282531.60000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.89000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.12727922 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.11000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.12727922 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 5.67200000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.33789051 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 94.32800000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.33789051 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 41 |
| Fund Name | iShares Edge MSCI USA Value Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | VLUE |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 32850127.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7536038.90000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 88890144.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 42102004.50000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 245915738.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 26309618.10000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 64119442.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12184786.80000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 173293084.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13927554.80000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1137044653.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 124039698.90000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 146077622.85000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 130688576.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 39078023.60000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 43527994.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 51635196.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 51115218.60000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1134175379.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 346468026.55000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 452417015.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 206109611.60000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 224544779.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 164835848.15000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.49204225 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.75636545 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.50795774 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.75636545 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.54451612 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.87510688 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.45548387 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.87510688 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1750.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1750.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 42 |
| Fund Name | iShares Morningstar Multi-Asset Income ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | IYLD |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8731679.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11749269.85000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12559516.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 15601398.25000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4557505.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 21352651.80000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 95628213.95000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 86921970.35000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.49500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.38278332 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.50500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.38278332 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.14714285 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.44697656 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.85285714 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.44697656 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 43 |
| Fund Name | iShares MSCI Kokusai ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | TOK |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3317244.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13092168.25000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8274098.70000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24899636.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.28200000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.63049187 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.71800000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.63049187 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.27500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.16263455 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.72500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.16263455 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.57000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.57000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 44 |
| Fund Name | iShares Core MSCI International Developed Markets ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IDEV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 161233025.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1067700015.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 165172710.60000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7515372.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7515372.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 140493521.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14639222.70000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 163564432.95000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 150000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 14.68222222 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 30.64254578 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 85.31777777 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 30.64254578 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.62333333 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.57178084 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.37666666 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.57178084 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 18000.54500000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00472222 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 18000.54500000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00693349 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 17500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 17500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 45 |
| Fund Name | iShares Genomics Immunology and Healthcare ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IDNA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 93765986.75000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 19803453.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 20214521.40000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7147389.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1766970.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.37076923 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.11902682 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.62923076 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.11902682 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.40000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 2.14960461 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.60000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.14960461 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 850.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 850.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 46 |
| Fund Name | iShares Edge MSCI Intl Size Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | ISZE |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10923271.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8863496.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5596979.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.11500000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.94045201 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.88500000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.94045201 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.75000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.25000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15159.84000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15159.84000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 47 |
| Fund Name | iShares Edge MSCI Min Vol EAFE ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | EFAV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 577621443.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 303821718.90000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 88906520.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 47378949.10000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 428376765.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 506076053.30000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7408876.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 132880986.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 366828065.40000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 35172627.30000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 312576968.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13636768.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 9.09800000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 28.24314303 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 90.90200000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 28.24314303 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.68300000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.39659577 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.31700000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.39659577 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 3100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2600.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2600.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 48 |
| Fund Name | iShares Adaptive Currency Hedged MSCI EAFE ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
| b. Ticker. Provide the Fund's ticker symbol: | DEFA |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1457060.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3575483.40000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.06000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.06000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.07000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.93000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 150.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 49 |
| Fund Name | iShares MSCI EAFE Small-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | SCZ |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 49411057.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 464162979.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 24782485.20000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12352764.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 137463154.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 715936792.40000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 542435342.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 320089382.40000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 22910525.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 37058293.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 48689261.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 45097147.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 539493048.40000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 200000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 33.88296296 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 47.64261972 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 66.11703703 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 47.64261972 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.70055555 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.53864865 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.29944444 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.53864865 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 10000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 10000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 10000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 10000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 50 |
| Fund Name | iShares Edge MSCI Min Vol Japan ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | JPMV |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11318299.50000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.73000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.11722871 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.27000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.11722871 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2300.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 51 |
| Fund Name | iShares MSCI Europe Financials ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | EUFN |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 42818869.95000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 83113633.30000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1952002.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12658666.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 38308611.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 49032040.85000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8125978.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 52104661.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 150450803.15000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 193385665.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 93725100.80000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 267020280.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 344761401.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 12.97945945 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 30.74435855 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 87.02054054 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 30.74435855 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.17851063 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.12166409 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.82148936 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.12166409 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1700.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1768.73978723 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1768.73978723 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 52 |
| Fund Name | iShares Edge MSCI Multifactor USA Small-Cap ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | SMLF |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 117741899.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13736541.50000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 108703674.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 18236474.85000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41719061.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3060934.60000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 42392065.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4095208.80000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1774635.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13495615.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.64855263 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.60863279 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.35144736 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.60863279 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.20375000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.33264899 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.79625000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.33264899 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1550.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1550.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 53 |
| Fund Name | iShares Core MSCI Europe ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IEUR |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 215081091.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8391827.80000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13345059.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9149145.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 104727699.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 193276297.30000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23251523.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 458982711.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 321563725.60000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 148500955.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 50.97388888 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 50.44788249 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 49.02611111 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 50.44788249 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.43571428 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.27336527 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.56428571 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.27336527 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15136.04285714 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 15136.04285714 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 54 |
| Fund Name | iShares Exponential Technologies ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
| b. Ticker. Provide the Fund's ticker symbol: | XT |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17764515.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 73982399.25000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2150632.55000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 195929270.60000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 402858358.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 412962527.25000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8602530.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 67100143.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 216088426.30000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 30.79272727 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 44.44919146 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 69.20727272 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 44.44919146 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.61416666 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.04460067 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.38583333 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.04460067 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 2100.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1600.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1600.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 55 |
| Fund Name | iShares MSCI ACWI Low Carbon Target ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | CRBN |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 48822883.60000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24633937.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12336640.30000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 73581704.95000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 97128013.60000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 50000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.71818181 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.86303902 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.28181818 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.86303902 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.05333333 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 0.35921210 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.94666666 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.35921210 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 6000.90000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 6000.90000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5522.48666666 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 5522.48666666 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 56 |
| Fund Name | iShares Edge MSCI Intl Momentum Factor ETF |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
| b. Ticker. Provide the Fund's ticker symbol: | IMTM |
Item E.2. Authorized participants.
| Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Virtu Financial BD LLC |
| b. SEC file number | 8-68015 |
| c. CRD number | 000148390 |
| d. LEI, if any | 54930088MP91YZQJT494 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Stifel, Nicolaus & Company, Incorporated |
| b. SEC file number | 8-1447 |
| c. CRD number | 000000793 |
| d. LEI, if any | 5WUVMA08EYG4KEUPW589 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 8-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 8-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | CIBC World Markets Corp. |
| b. SEC file number | 8-18333 |
| c. CRD number | 000000630 |
| d. LEI, if any | 549300445CON3DBMU275 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Daiwa Capital Markets America Inc. |
| b. SEC file number | 8-12242 |
| c. CRD number | 000001576 |
| d. LEI, if any | M67H5PRC0NQKM73ZAS82 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 8-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 8-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 8-129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9661153.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 8-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Mizuho Securities USA LLC |
| b. SEC file number | 8-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | MUFG Securities Americas Inc. |
| b. SEC file number | 8-43026 |
| c. CRD number | 000019685 |
| d. LEI, if any | K5HU16E3LMSVCCJJJ255 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Natixis Securities Americas LLC |
| b. SEC file number | 8-719 |
| c. CRD number | 000001101 |
| d. LEI, if any | 549300L8G1E7ZHVEOG75 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Cowen Execution Services LLC |
| b. SEC file number | 8-46838 |
| c. CRD number | 000035693 |
| d. LEI, if any | 5493005RJDJD18OPUP27 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Citigroup Global Markets Inc. |
| b. SEC file number | 8-8177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
| b. SEC file number | 8-7221 |
| c. CRD number | 000007691 |
| d. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21667800.10000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Virtu Americas LLC |
| b. SEC file number | 8-68193 |
| c. CRD number | 000149823 |
| d. LEI, if any | 549300RA02N3BNSWBV74 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 8-201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | NATIONAL BANK OF CANADA FINANCIAL INC. |
| b. SEC file number | 8-39947 |
| c. CRD number | 000022698 |
| d. LEI, if any | 549300R6OJCZ1R8P6U58 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Itau BBA USA Securities, Inc. |
| b. SEC file number | 8-53702 |
| c. CRD number | 000118817 |
| d. LEI, if any | 5493008E85XK12EKYI22 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 8-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | State Street Global Markets, LLC |
| b. SEC file number | 8-69862 |
| c. CRD number | 000285852 |
| d. LEI, if any | 54ZMQ1M7YQYKOZC8E043 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | ING Financial Markets LLC |
| b. SEC file number | 8-43978 |
| c. CRD number | 000028872 |
| d. LEI, if any | KBVRJ5K57JZ3E2AVWX40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Credit Suisse Securities (USA) LLC |
| b. SEC file number | 8-422 |
| c. CRD number | 000000816 |
| d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 18304509.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 8-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Industrial and Commercial Bank of China Financial Services LLC |
| b. SEC file number | 8-66471 |
| c. CRD number | 000131487 |
| d. LEI, if any | 5493003O0P1GJ0O8CI80 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Scotia Capital (USA) Inc. |
| b. SEC file number | 8-3716 |
| c. CRD number | 000002739 |
| d. LEI, if any | 549300BLWPABP1VNME36 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 28 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 8-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 118400434.70000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11435350.40000000 |
| Authorized Participants Record: 29 | |
| a. Full Name | BNY Mellon Capital Markets, LLC |
| b. SEC file number | 8-35255 |
| c. CRD number | 000017454 |
| d. LEI, if any | VJW2DOOHGDT6PR0ZRO63 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 30 | |
| a. Full Name | Natwest Markets Securities Inc. |
| b. SEC file number | 8-37135 |
| c. CRD number | 000011707 |
| d. LEI, if any | ZE2ZWJ5BTIQJ8M0C6K34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 31 | |
| a. Full Name | Banca IMI Securities Corp. |
| b. SEC file number | 8-37444 |
| c. CRD number | 000019418 |
| d. LEI, if any | V48XYRSNOB3HY0J4NK61 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 32 | |
| a. Full Name | HRT Financial LLC |
| b. SEC file number | 8-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 33 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 8-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 34 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 8-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 35 | |
| a. Full Name | Jane Street Capital, LLC |
| b. SEC file number | 8-52275 |
| c. CRD number | 000103782 |
| d. LEI, if any | 549300ZM16HMPEPNV857 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 36 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 8-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 45501880.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 37 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 8-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 38 | |
| a. Full Name | BNP Paribas Prime Brokerage, Inc. |
| b. SEC file number | 8-40490 |
| c. CRD number | 000024962 |
| d. LEI, if any | 7VHWWWW4UJS7NUM3PT30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 39 | |
| a. Full Name | HSBC Securities (USA) Inc. |
| b. SEC file number | 8-41562 |
| c. CRD number | 000019585 |
| d. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 40 | |
| a. Full Name | ABN AMRO Securities (USA) LLC |
| b. SEC file number | 8-68398 |
| c. CRD number | 000151796 |
| d. LEI, if any | 549300FIFV1CB6HD9A14 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 41 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 8-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 42 | |
| a. Full Name | Deutsche Bank Securities Inc. |
| b. SEC file number | 8-17822 |
| c. CRD number | 000002525 |
| d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 43 | |
| a. Full Name | Virtu ITG LLC |
| b. SEC file number | 8-44218 |
| c. CRD number | 000029299 |
| d. LEI, if any | 549300S41SMIODVIT266 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 44 | |
| a. Full Name | Pershing LLC |
| b. SEC file number | 8-17574 |
| c. CRD number | 000007560 |
| d. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 45 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 8-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 46 | |
| a. Full Name | Timber Hill LLC |
| b. SEC file number | 8-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 47 | |
| a. Full Name | Nomura Securities International, Inc. |
| b. SEC file number | 8-15255 |
| c. CRD number | 000004297 |
| d. LEI, if any | OXTKY6Q8X53C9ILVV871 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 48 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 8-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | 100000.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.84560000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 1.79537387 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.15440000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.79537387 % |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 5.08000000 % |
| ii. The standard deviation of the percentage of that value composed of cash: | 3.88908729 % |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 94.92000000 % |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.88908729 % |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4409.54440000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4409.54440000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4400.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4400.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
N-CEN:Part G: Attachments
Item G.1a. Attachments.
| Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: | i. Legal proceedings ii. Provision of financial support iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only) iv. Change in accounting principles and practices v. Information required to be filed pursuant to exemptive orders vi. Other information required to be included as an attachment pursuant to Commission rules and regulations |
| Instructions. 1. Item G.1.a.i. Legal proceedings. (a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding. (b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination. 2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support. (b) Person providing support. (c) Brief description of relationship between the person providing support and the Registrant. (d) Date support provided. (e) Amount of support. (f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI). (g) Value of security supported on date support was initiated (if applicable). (h) Brief description of reason for support. (i) Term of support. (j) Brief description of any contractual restrictions relating to support. 3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year. The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued. Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed. The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant. 4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description. 5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant. 6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations. |
N-CEN: Signature
| Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. | ||
| Registrant | iShares Trust | |
| Date | 2020-10-13 | |
| Signature | Ann Frechette | |
| Title | Assistant Treasurer | |