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AUGUST 31, 2022 |
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2022 Semi-Annual Report (Unaudited) |
iShares Trust
· iShares Agency Bond ETF | AGZ | NYSE Arca
· iShares Government/Credit Bond ETF | GBF | NYSE Arca
· iShares Intermediate Government/Credit Bond ETF | GVI | Cboe BZX
· iShares MBS ETF | MBB | NASDAQ
Dear Shareholder,
The 12-month reporting period as of August 31, 2022 saw the emergence of significant challenges that disrupted the economic recovery and strong financial markets of 2021. The U.S. economy shrank in the first half of 2022, ending the run of robust growth that followed the reopening of global economies and the development of COVID-19 vaccines. Changes in consumer spending patterns and a tight labor market led to elevated inflation, which reached a 40-year high. Moreover, while the foremost effect of Russia’s invasion of Ukraine has been a severe humanitarian crisis, the ongoing war continued to present challenges for both investors and policymakers.
Equity prices fell as interest rates rose, particularly weighing on relatively high-valuation growth stocks and economically sensitive small-capitalization stocks. While both large- and small-capitalization U.S. stocks fell, declines for small-capitalization U.S. stocks were steeper. Both emerging market stocks and international equities from developed markets fell significantly, pressured by rising interest rates and a strengthening U.S. dollar.
The 10-year U.S. Treasury yield (which is inversely related to bond prices) rose notably during the reporting period as investors reacted to higher inflation and attempted to anticipate its impact on future interest rate changes. The corporate bond market also faced inflationary headwinds, and increasing uncertainty led to higher corporate bond spreads (the difference in yield between U.S. Treasuries and similarly-dated corporate bonds).
The U.S. Federal Reserve (the “Fed”), acknowledging that inflation is growing faster than expected, raised interest rates four times while indicating that additional rate hikes were likely. Furthermore, the Fed wound down its bond-buying programs and began to reduce its balance sheet. As investors attempted to assess the Fed’s future trajectory, the Fed’s statements late in the reporting period led markets to believe that additional tightening is likely in the near term.
The horrific war in Ukraine has significantly clouded the outlook for the global economy, leading to major volatility in energy and metals markets. Sanctions on Russia, Europe’s top energy supplier, and general wartime disruption have magnified supply problems for key commodities. We believe elevated energy prices will continue to exacerbate inflationary pressure while also constraining economic growth. Combating inflation without stifling a recovery, while buffering against ongoing supply and price shocks, will be an especially challenging environment for setting effective monetary policy. Despite the likelihood of more rate increases on the horizon, we believe the Fed will ultimately err on the side of protecting employment, even at the expense of higher inflation. In the meantime, however, we are likely to see a period of slowing growth paired with relatively high inflation.
In this environment, while we favor an overweight to equities in the long-term, the market’s concerns over excessive rate hikes from central banks moderate our outlook. Furthermore, the energy shock and a deteriorating economic backdrop in China and Europe are likely to challenge corporate earnings, so we are underweight equities overall in the near term. We take the opposite view on credit, where higher spreads provide near-term opportunities, while the likelihood of higher inflation leads us to take an underweight stance on credit in the long term. We believe that investment-grade corporates, U.K. gilts, local-currency emerging market debt, and inflation-protected bonds (particularly in Europe) offer strong opportunities for a six- to twelve-month horizon.
Overall, our view is that investors need to think globally, extend their scope across a broad array of asset classes, and be nimble as market conditions change. We encourage you to talk with your financial advisor and visit iShares.com for further insight about investing in today’s markets.
Rob Kapito
President, BlackRock, Inc.
Rob Kapito
President, BlackRock, Inc.
Total Returns as of August 31, 2022 | ||||||||
6-Month | 12-Month | |||||||
U.S.
large cap equities |
(8.84)% | (11.23)% | ||||||
U.S.
small cap equities |
(9.31) | (17.88) | ||||||
International
equities |
(13.97) | (19.80) | ||||||
Emerging
market equities |
(13.30) | (21.80) | ||||||
3-month
Treasury bills |
0.36 | 0.39 | ||||||
U.S.
Treasury securities |
(9.71) | (13.27) | ||||||
U.S.
investment grade bonds |
(7.76) | (11.52) | ||||||
Tax-exempt
municipal bonds |
(5.72) | (8.63) | ||||||
U.S.
high yield bonds |
(7.78) | (10.61) | ||||||
Past performance is not an indication of future results. Index performance is shown for illustrative purposes only. You cannot invest directly in an index. |
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2 |
T H I S P A G E I S N O T P A R T O F Y O U R F U N D R E P O R T |
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Semi-Annual Report: |
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Financial Statements |
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143 |
Fund Summary as of August 31, 2022 | iShares® Agency Bond ETF |
Investment Objective
The iShares Agency Bond ETF (the “Fund”) seeks to track the investment results of an index composed of agency securities that are publicly issued by U.S. government agencies, and corporate and non-U.S. debt guaranteed by the U.S. government, as represented by the Bloomberg U.S. Agency Bond Index (the “Index”) (formerly the Bloomberg Barclays U.S. Agency Bond Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.
Performance
Average Annual Total Returns | Cumulative Total Returns | |||||||||||||||||||||||||||||||
6 Months | 1 Year | 5 Years | 10 Years | 1 Year | 5 Years | 10 Years | ||||||||||||||||||||||||||
Fund NAV |
(4.56 | )% | (7.26 | )% | 0.90 | % | 1.14 | % | (7.26 | )% | 4.58 | % | 12.04 | % | ||||||||||||||||||
Fund Market |
(4.58 | ) | (7.30 | ) | 0.89 | 1.15 | (7.30 | ) | 4.51 | 12.14 | ||||||||||||||||||||||
Index |
(4.74 | ) | (7.60 | ) | 0.76 | 1.11 | (7.60 | ) | 3.87 | 11.65 |
Past performance is not an indication of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Annualized Expense Ratio |
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$ 1,000.00 | $ 954.40 | $ 0.99 | $ 1,000.00 | $ 1,024.20 | $ 1.02 | 0.20 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period shown). Other fees, such as brokerage commissions and other fees to financial intermediaries, may be paid which are not reflected in the tables and examples above. See “Disclosure of Expenses” for more information. |
Portfolio Information
PORTFOLIO COMPOSITION
|
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Percent of | ||||
Investment Type | Total Investments | (a) | ||
U.S. Government & Agency Obligations |
82.9 | % | ||
Foreign Government Obligations |
14.2 | |||
Corporate Bonds & Notes |
2.9 |
MATURITY ALLOCATION
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Percent of | ||||
Maturity | Total Investments | (a) | ||
0-1 Year |
8.5 | % | ||
1-5 Years |
70.2 | |||
5-10 Years |
15.5 | |||
10-15 Years |
1.4 | |||
15-20 Years |
4.0 | |||
More than 20 Years |
0.4 |
(a) |
Excludes money market funds. |
4 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Fund Summary as of August 31, 2022 | iShares® Government/Credit Bond ETF |
Investment Objective
The iShares Government/Credit Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds, as represented by the Bloomberg U.S. Government/Credit Bond Index (the “Index”) (formerly the Bloomberg Barclays U.S. Government/Credit Bond Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.
Performance
Average Annual Total Returns | Cumulative Total Returns | |||||||||||||||||||||||||||||||
6 Months | 1 Year | 5 Years | 10 Years | 1 Year | 5 Years | 10 Years | ||||||||||||||||||||||||||
Fund NAV |
(8.27 | )% | (12.44 | )% | 0.46 | % | 1.25 | % | (12.44 | )% | 2.33 | % | 13.20 | % | ||||||||||||||||||
Fund Market |
(8.42 | ) | (12.47 | ) | 0.43 | 1.22 | (12.47 | ) | 2.15 | 12.88 | ||||||||||||||||||||||
Index |
(8.20 | ) | (12.28 | ) | 0.67 | 1.45 | (12.28 | ) | 3.40 | 15.48 |
Past performance is not an indication of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||
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Beginning Account Value |
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Ending Account Value |
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Expenses Paid During the Period |
(a) |
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Annualized Expense Ratio |
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$ 1,000.00 | $ 917.30 | $ 0.97 | $ 1,000.00 | $ 1,024.20 | $ 1.02 | 0.20 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period shown). Other fees, such as brokerage commissions and other fees to financial intermediaries, may be paid which are not reflected in the tables and examples above. See “Disclosure of Expenses” for more information. |
Portfolio Information
CREDIT QUALITY ALLOCATION |
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Percent of | ||||
Moody’s Credit Rating* |
Total Investments | (a) | ||
Aaa |
62.3 | % | ||
Aa |
2.9 | |||
A |
14.1 | |||
Baa |
19.0 | |||
Ba |
0.7 | |||
Not Rated |
1.0 |
PORTFOLIO COMPOSITION |
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Percent of | ||||
Investment Type | Total Investments | (a) | ||
U.S. Government & Agency Obligations |
59.2 | % | ||
Corporate Bonds & Notes |
35.7 | |||
Foreign Government Obligations |
4.0 | |||
Municipal Debt Obligations |
1.1 |
* |
Credit quality ratings shown reflect the ratings assigned by Moody’s Investors Service (“Moody’s”), a widely used independent, nationally recognized statistical rating organization. Moody’s credit ratings are opinions of the credit quality of individual obligations or of an issuer’s general creditworthiness. Investment grade ratings are credit ratings of Baa or higher. Below investment grade ratings are credit ratings of Ba or lower. Unrated investments do not necessarily indicate low credit quality. Credit quality ratings are subject to change. |
(a) |
Excludes money market funds. |
F U N D S U M M A R Y |
5 |
Fund Summary as of August 31, 2022 | iShares® Intermediate Government/Credit Bond ETF |
Investment Objective
The iShares Intermediate Government/Credit Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds with remaining maturities between one and ten years, as represented by the Bloomberg U.S. Intermediate Government/Credit Bond Index (the “Index”) (formerly the Bloomberg Barclays U.S. Intermediate Government/Credit Bond Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.
Performance
Average Annual Total Returns | Cumulative Total Returns | |||||||||||||||||||||||||||||||
6 Months | 1 Year | 5 Years | 10 Years | 1 Year | 5 Years | 10 Years | ||||||||||||||||||||||||||
Fund NAV |
(5.20 | )% | (8.34 | )% | 0.66 | % | 1.11 | % | (8.34 | )% | 3.35 | % | 11.65 | % | ||||||||||||||||||
Fund Market |
(5.16 | ) | (8.37 | ) | 0.65 | 1.08 | (8.37 | ) | 3.28 | 11.37 | ||||||||||||||||||||||
Index |
(5.14 | ) | (8.20 | ) | 0.84 | 1.29 | (8.20 | ) | 4.26 | 13.73 |
Past performance is not an indication of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Annualized Expense Ratio |
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$ 1,000.00 | $ 948.00 | $ 0.98 | $ 1,000.00 | $ 1,024.20 | $ 1.02 | 0.20 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period shown). Other fees, such as brokerage commissions and other fees to financial intermediaries, may be paid which are not reflected in the tables and examples above. See “Disclosure of Expenses” for more information. |
Portfolio Information
CREDIT QUALITY ALLOCATION
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Moody’s Credit Rating* |
Percent of Total Investments(a) | |
Aaa |
66.3% | |
Aa |
2.1 | |
A |
14.4 | |
Baa |
15.5 | |
Ba |
0.3 | |
Not Rated |
1.4 |
PORTFOLIO COMPOSITION
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Investment Type |
Percent of Total Investments(a) | |
U.S. Government & Agency Obligations |
64.3% | |
Corporate Bonds & Notes |
31.6 | |
Foreign Government Obligations |
3.9 | |
Municipal Debt Obligations |
0.2 |
* |
Credit quality ratings shown reflect the ratings assigned by Moody’s Investors Service (“Moody’s”), a widely used independent, nationally recognized statistical rating organization. Moody’s credit ratings are opinions of the credit quality of individual obligations or of an issuer’s general creditworthiness. Investment grade ratings are credit ratings of Baa or higher. Below investment grade ratings are credit ratings of Ba or lower. Unrated investments do not necessarily indicate low credit quality. Credit quality ratings are subject to change. |
(a) |
Excludes money market funds. |
6 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Fund Summary as of August 31, 2022 | iShares® MBS ETF |
Investment Objective
The iShares MBS ETF (the “Fund”) seeks to track the investment results of an index composed of investment-grade mortgage-backed pass-through securities issued and/or guaranteed by U.S. government agencies, as represented by the Bloomberg U.S. MBS Index (the “Index”) (formerly the Bloomberg Barclays U.S. MBS Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.
Performance
Average Annual Total Returns | Cumulative Total Returns | |||||||||||||||||||||||||||||||
6 Months | 1 Year | 5 Years | 10 Years | 1 Year | 5 Years | 10 Years | ||||||||||||||||||||||||||
Fund NAV |
(6.71 | )% | (9.82 | )% | (0.01 | )% | 0.89 | % | (9.82 | )% | (0.06 | )% | 9.30 | % | ||||||||||||||||||
Fund Market |
(6.66 | ) | (9.92 | ) | (0.05 | ) | 0.87 | (9.92 | ) | (0.26 | ) | 9.06 | ||||||||||||||||||||
Index |
(6.80 | ) | (9.73 | ) | 0.06 | 1.05 | (9.73 | ) | 0.32 | 11.04 |
Past performance is not an indication of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Beginning Account Value (03/01/22) |
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Ending Account Value (08/31/22) |
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Expenses Paid During the Period |
(a) |
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Annualized Expense Ratio |
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$ 1,000.00 | $ 932.90 | $ 0.15 | $ 1,000.00 | $ 1,025.10 | $ 0.15 | 0.03 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period shown). Other fees, such as brokerage commissions and other fees to financial intermediaries, may be paid which are not reflected in the tables and examples above. See “Disclosure of Expenses” for more information. |
Portfolio Information
ISSUER ALLOCATION
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Issuer | Percentage of Total Investments(a) | |
Uniform Mortgage-Backed Securities |
70.7% | |
Government National Mortgage Association |
22.3 | |
Federal Home Loan Mortgage Corp. |
6.5 | |
Federal National Mortgage Association |
0.5 |
MATURITY ALLOCATION
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Maturity |
Percent of Total Investments(a) | |
1-5 Years |
0.2% | |
5-10 Years |
3.5 | |
10-15 Years |
10.9 | |
15-20 Years |
2.7 | |
20-25 Years |
16.2 | |
25-30 Years |
58.1 | |
30-35 Years |
8.4 |
(a) |
Excludes money market funds. |
F U N D S U M M A R Y |
7 |
Past performance is not an indication of future results. Financial markets have experienced extreme volatility and trading in many instruments has been disrupted. These circumstances may continue for an extended period of time and may continue to affect adversely the value and liquidity of each Fund’s investments. As a result, current performance may be lower or higher than the performance data quoted. Performance data current to the most recent month-end is available at iShares.com. Performance results assume reinvestment of all dividends and capital gain distributions and do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. The investment return and principal value of shares will vary with changes in market conditions. Shares may be worth more or less than their original cost when they are redeemed or sold in the market. Performance for certain funds may reflect a waiver of a portion of investment advisory fees. Without such a waiver, performance would have been lower.
Net asset value or “NAV” is the value of one share of a fund as calculated in accordance with the standard formula for valuing mutual fund shares. Beginning August 10, 2020, the price used to calculate market return (“Market Price”) is the closing price. Prior to August 10, 2020, Market Price was determined using the midpoint between the highest bid and the lowest ask on the primary stock exchange on which shares of a fund are listed for trading, as of the time that such fund’s NAV is calculated. Market and NAV returns assume that dividends and capital gain distributions have been reinvested at Market Price and NAV, respectively.
An index is a statistical composite that tracks a specified financial market or sector. Unlike a fund, an index does not actually hold a portfolio of securities and therefore does not incur the expenses incurred by a fund. These expenses negatively impact fund performance. Also, market returns do not include brokerage commissions that may be payable on secondary market transactions. If brokerage commissions were included, market returns would be lower.
Shareholders of each Fund may incur the following charges: (1) transactional expenses, including brokerage commissions on purchases and sales of fund shares and (2) ongoing expenses, including management fees and other fund expenses. The expense examples shown (which are based on a hypothetical investment of $1,000 invested at the beginning of the period and held through the end of the period) are intended to assist shareholders both in calculating expenses based on an investment in each Fund and in comparing these expenses with similar costs of investing in other funds.
The expense examples provide information about actual account values and actual expenses. Annualized expense ratios reflect contractual and voluntary fee waivers, if any. In order to estimate the expenses a shareholder paid during the period covered by this report, shareholders can divide their account value by $1,000 and then multiply the result by the number under the heading entitled “Expenses Paid During the Period.”
The expense examples also provide information about hypothetical account values and hypothetical expenses based on a fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses. In order to assist shareholders in comparing the ongoing expenses of investing in the Funds and other funds, compare the 5% hypothetical examples with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
The expenses shown in the expense examples are intended to highlight shareholders’ ongoing costs only and do not reflect any transactional expenses, such as brokerage commissions and other fees paid on purchases and sales of fund shares. Therefore, the hypothetical examples are useful in comparing ongoing expenses only and will not help shareholders determine the relative total expenses of owning different funds. If these transactional expenses were included, shareholder expenses would have been higher.
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2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) August 31, 2022 |
iShares® Agency Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
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Corporate Bonds & Notes |
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Diversified Financial Services — 2.8% | ||||||||
Private Export Funding Corp. |
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Series KK, 3.55%, 01/15/24 |
$ | 6,080 | $ | 6,058,781 | ||||
Series PP, 1.40%, 07/15/28 |
13,100 | 11,427,523 | ||||||
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17,486,304 | ||||||||
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Total
Corporate Bonds & Notes — 2.8% |
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17,486,304 | ||||||
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Foreign Government Obligations(a) |
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Israel — 14.1% | ||||||||
Israel Government AID Bond |
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5.13%, 11/01/24 |
1,110 | 1,143,678 | ||||||
5.50%, 09/18/23 |
24,953 | 25,429,602 | ||||||
5.50%, 12/04/23 |
58,136 | 59,386,505 | ||||||
5.50%, 04/26/24 |
550 | 565,230 | ||||||
5.50%, 09/18/33 |
368 | 427,818 | ||||||
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86,952,833 | ||||||||
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Total
Foreign Government Obligations — 14.1% |
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86,952,833 | ||||||
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U.S. Government & Agency Obligations |
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Mortgage-Backed Securities — 6.9% | ||||||||
Federal Home Loan Mortgage Corp., Series 1, 0.00%, 11/15/38(b) |
10,223 | 5,687,975 | ||||||
Federal National Mortgage Association |
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2.88%, 09/12/23 |
9 | 8,942 | ||||||
6.63%, 11/15/30 |
26,965 | 33,000,845 | ||||||
7.25%, 05/15/30 |
2,786 | 3,495,316 | ||||||
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42,193,078 | ||||||||
U.S. Government Agency Obligations — 69.7% | ||||||||
Federal Farm Credit Banks Funding Corp. |
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0.13%, 03/09/23 |
65 | 63,882 | ||||||
0.32%, 08/10/23 (Call 09/08/22) |
17,998 | 17,438,802 | ||||||
1.10%, 03/03/27 (Call 09/08/22) |
6,000 | 5,335,800 | ||||||
1.13%, 01/06/25 |
10,350 | 9,796,482 | ||||||
1.15%, 08/12/30 (Call 09/08/22) |
15,100 | 12,261,049 | ||||||
2.47%, 07/18/35 |
1,000 | 845,040 | ||||||
Federal Home Loan Banks |
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0.63%, 11/27/24 (Call 09/28/22) |
3,855 | 3,600,609 | ||||||
0.90%, 02/26/27 (Call 11/26/22) |
460 | 407,247 | ||||||
0.96%, 03/05/26 (Call 10/05/22) |
45,000 | 40,919,400 | ||||||
1.00%, 07/27/26 (Call 09/27/22) |
15,000 | 13,522,500 | ||||||
1.10%, 08/20/26 (Call 09/20/22) |
10,000 | 9,068,400 | ||||||
1.88%, 03/14/24 (Call 09/14/22) |
15,000 | 14,601,000 | ||||||
2.13%, 06/09/23 |
15 | 14,830 | ||||||
2.13%, 09/14/29 |
40 | 36,467 | ||||||
2.13%, 12/14/29 |
10,000 | 9,047,300 | ||||||
2.32%, 03/28/25 (Call 09/28/22) |
15,000 | 14,457,450 | ||||||
2.38%, 03/14/25 |
9,900 | 9,623,790 | ||||||
2.75%, 06/28/24 |
11,255 | 11,108,460 | ||||||
3.13%, 06/13/25 |
21,305 | 21,017,809 | ||||||
4.44%, 05/26/32 (Call 05/26/23) |
200 | 195,968 | ||||||
5.38%, 08/15/24 |
500 | 516,185 |
Security |
Par/ Shares (000) |
Value | ||||||
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U.S. Government Agency Obligations (continued) | ||||||||
Federal Home Loan Mortgage Corp. |
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0.00%, 12/11/25(b) |
$ | 76,064 | $ | 67,547,875 | ||||
0.00%, 12/14/29(b) |
7,600 | 5,913,560 | ||||||
0.00%, 12/17/29(b) |
2,092 | 1,610,694 | ||||||
6.75%, 03/15/31 |
10,500 | 13,002,570 | ||||||
Federal National Mortgage Association |
||||||||
0.30%, 08/03/23 (Call 11/03/22) |
35,649 | 34,605,197 | ||||||
0.50%, 06/17/25 |
18 | 16,548 | ||||||
0.88%, 12/18/26 (Call 09/18/22) |
23,962 | 21,192,232 | ||||||
Federal National Mortgage Association Principal STRIPS, 0.00%, 01/15/30(b) |
910 | 704,103 | ||||||
Resolution Funding Corp. Interest STRIPS, 0.00%, 01/15/30(b) |
100 | 76,171 | ||||||
Resolution Funding Corp. Principal STRIPS, 0.00%, 01/15/30(b) |
5,000 | 3,835,000 | ||||||
Tennessee Valley Authority |
||||||||
1.50%, 09/15/31 |
50 | 41,479 | ||||||
2.88%, 09/15/24 |
4,510 | 4,447,582 | ||||||
4.25%, 09/15/65 |
35 | 35,527 | ||||||
4.88%, 01/15/48 |
83 | 89,989 | ||||||
5.25%, 09/15/39 |
15,825 | 17,909,469 | ||||||
5.50%, 06/15/38 |
482 | 557,910 | ||||||
5.88%, 04/01/36 |
5,916 | 7,043,176 | ||||||
7.13%, 05/01/30 |
47 | 58,000 | ||||||
Series E, 6.75%, 11/01/25 |
52,205 | 57,041,271 | ||||||
|
|
|||||||
429,606,823 | ||||||||
U.S. Government Obligations — 5.6% | ||||||||
U.S. Treasury Note/Bond |
||||||||
2.00%, 08/15/51 |
2,000 | 1,503,125 | ||||||
2.75%, 07/31/27 |
2,000 | 1,946,250 | ||||||
3.00%, 07/31/24 |
30,500 | 30,235,508 | ||||||
3.00%, 08/15/52 |
1,000 | 948,125 | ||||||
|
|
|||||||
34,633,008 | ||||||||
|
|
|||||||
Total
U.S. Government & Agency Obligations — 82.2% |
|
506,432,909 | ||||||
|
|
|||||||
Total
Long-Term Investments — 99.1% |
|
610,872,046 | ||||||
|
|
|||||||
Short-Term Securities |
| |||||||
Money Market Funds — 0.1% | ||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 2.07%(c)(d) |
280 | 280,000 | ||||||
|
|
|||||||
Total
Short-Term Securities — 0.1% |
|
280,000 | ||||||
|
|
|||||||
Total
Investments in Securities — 99.2% |
|
611,152,046 | ||||||
Other Assets Less Liabilities — 0.8% |
|
5,203,221 | ||||||
|
|
|||||||
Net Assets — 100.0% |
|
$ | 616,355,267 | |||||
|
|
(a) |
U.S. dollar denominated security issued by foreign domiciled entity. |
(b) |
Zero-coupon bond. |
(c) |
Affiliate of the Fund. |
(d) |
Annualized 7-day yield as of period end. |
S C H E D U L E O F I N V E S T M E N T S |
9 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Agency Bond ETF |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the six months ended August 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
||||||||||||||||||||||||||||||||||||
Affiliated Issuer |
Value at 02/28/22 |
Purchases at Cost |
Proceeds from Sale |
Net Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value at 08/31/22 |
Shares Held at 08/31/22 (000) |
Income |
Capital Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
$ | 12,750,000 | $ | — | $ | (12,470,000 | )(a) | $ | — | $ | — | $ | 280,000 | 280 | $ | 16,310 | (b) | $ | — | |||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Represents net amount purchased (sold). |
(b) |
All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
|
||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
||||||||||||||||
Investments |
||||||||||||||||
Assets |
||||||||||||||||
Corporate Bonds & Notes |
$ | — | $ | 17,486,304 | $ | — | $ | 17,486,304 | ||||||||
Foreign Government Obligations |
— | 86,952,833 | — | 86,952,833 | ||||||||||||
U.S. Government & Agency Obligations |
— | 506,432,909 | — | 506,432,909 | ||||||||||||
Money Market Funds |
280,000 | — | — | 280,000 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 280,000 | $ | 610,872,046 | $ | — | $ | 611,152,046 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
10 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Corporate Bonds & Notes | ||||||||
Advertising — 0.1% | ||||||||
Interpublic Group of Companies Inc. (The), 4.65%, 10/01/28 (Call 07/01/28) |
$ | 50 | $ | 48,628 | ||||
Omnicom Group Inc., 2.60%, 08/01/31 (Call 05/01/31) |
35 | 29,228 | ||||||
WPP Finance 2010, 3.75%, 09/19/24 |
54 | 53,158 | ||||||
|
|
|||||||
131,014 | ||||||||
Aerospace & Defense — 0.5% | ||||||||
Boeing Co. (The) |
||||||||
2.20%, 02/04/26 (Call 02/04/23) |
5 | 4,577 | ||||||
2.25%, 06/15/26 (Call 03/15/26) |
45 | 40,943 | ||||||
3.10%, 05/01/26 (Call 03/01/26) |
35 | 33,080 | ||||||
3.20%, 03/01/29 (Call 12/01/28) |
20 | 17,730 | ||||||
5.04%, 05/01/27 (Call 03/01/27) |
50 | 49,849 | ||||||
5.71%, 05/01/40 (Call 11/01/39) |
75 | 71,755 | ||||||
5.81%, 05/01/50 (Call 11/01/49) |
75 | 71,939 | ||||||
5.93%, 05/01/60 (Call 11/01/59) |
26 | 24,826 | ||||||
6.88%, 03/15/39 |
30 | 32,122 | ||||||
General Dynamics Corp. |
||||||||
3.25%, 04/01/25 (Call 03/01/25) |
5 | 4,925 | ||||||
3.63%, 04/01/30 (Call 01/01/30) |
35 | 33,781 | ||||||
4.25%, 04/01/40 (Call 10/01/39) |
15 | 14,450 | ||||||
L3Harris Technologies Inc., 4.40%, 06/15/28 (Call 03/15/28) |
60 | 58,978 | ||||||
Lockheed Martin Corp. |
||||||||
3.80%, 03/01/45 (Call 09/01/44) |
60 | 52,943 | ||||||
4.09%, 09/15/52 (Call 03/15/52) |
40 | 37,190 | ||||||
4.70%, 05/15/46 (Call 11/15/45) |
15 | 15,144 | ||||||
Northrop Grumman Corp. |
||||||||
3.85%, 04/15/45 (Call 10/15/44) |
25 | 21,273 | ||||||
4.03%, 10/15/47 (Call 04/15/47) |
5 | 4,412 | ||||||
5.25%, 05/01/50 (Call 11/01/49) |
35 | 36,807 | ||||||
Raytheon Technologies Corp. |
||||||||
2.82%, 09/01/51 (Call 03/01/51) |
25 | 17,373 | ||||||
3.13%, 05/04/27 (Call 02/04/27) |
100 | 95,481 | ||||||
3.75%, 11/01/46 (Call 05/01/46) |
50 | 41,627 | ||||||
4.50%, 06/01/42 |
20 | 18,950 | ||||||
4.63%, 11/16/48 (Call 05/16/48) |
50 | 47,740 | ||||||
|
|
|||||||
847,895 | ||||||||
Agriculture — 0.5% | ||||||||
Altria Group Inc. |
||||||||
2.45%, 02/04/32 (Call 11/04/31) |
35 | 26,448 | ||||||
3.40%, 05/06/30 (Call 02/06/30) |
60 | 51,929 | ||||||
3.88%, 09/16/46 (Call 03/16/46) |
50 | 34,370 | ||||||
4.45%, 05/06/50 (Call 11/06/49) |
10 | 7,334 | ||||||
4.80%, 02/14/29 (Call 11/14/28)(a) |
50 | 48,409 | ||||||
5.80%, 02/14/39 (Call 08/14/38) |
25 | 23,192 | ||||||
5.95%, 02/14/49 (Call 08/14/48) |
10 | 8,975 | ||||||
Archer-Daniels-Midland Co. |
||||||||
2.90%, 03/01/32 (Call 12/01/31) |
25 | 22,605 | ||||||
3.25%, 03/27/30 (Call 12/27/29) |
10 | 9,407 | ||||||
4.50%, 03/15/49 (Call 09/15/48) |
10 | 10,067 | ||||||
5.38%, 09/15/35 |
34 | 36,901 | ||||||
BAT Capital Corp. |
||||||||
2.26%, 03/25/28 (Call 01/25/28) |
45 | 37,828 | ||||||
2.79%, 09/06/24 (Call 08/06/24) |
72 | 69,733 | ||||||
3.22%, 08/15/24 (Call 06/15/24) |
57 | 55,678 | ||||||
3.98%, 09/25/50 (Call 03/25/50) |
35 | 23,679 | ||||||
4.54%, 08/15/47 (Call 02/15/47) |
35 | 25,574 | ||||||
4.74%, 03/16/32 (Call 12/16/31) |
15 | 13,500 | ||||||
4.91%, 04/02/30 (Call 01/02/30) |
45 | 42,384 |
Security |
Par (000) |
Value | ||||||
Agriculture (continued) | ||||||||
5.28%, 04/02/50 (Call 10/02/49) |
$ | 35 | $ | 28,017 | ||||
BAT International Finance PLC, 1.67%, 03/25/26 (Call 02/25/26)(a) |
45 | 40,102 | ||||||
Bunge Ltd. Finance Corp. |
||||||||
1.63%, 08/17/25 (Call 07/17/25) |
10 | 9,283 | ||||||
2.75%, 05/14/31 (Call 02/14/31) |
35 | 29,337 | ||||||
Philip Morris International Inc. |
||||||||
2.10%, 05/01/30 (Call 02/01/30) |
25 | 20,133 | ||||||
2.88%, 05/01/24 (Call 04/01/24) |
25 | 24,608 | ||||||
3.88%, 08/21/42 |
25 | 18,966 | ||||||
4.25%, 11/10/44 |
31 | 24,513 | ||||||
4.88%, 11/15/43 |
25 | 21,661 | ||||||
Reynolds American Inc., 6.15%, 09/15/43 |
5 | 4,551 | ||||||
|
|
|||||||
769,184 | ||||||||
Airlines — 0.1% | ||||||||
American Airlines Pass Through Trust |
||||||||
Series 2016-3, Class AA, 3.00%, 04/15/30 |
19 | 16,795 | ||||||
Series A, Class A, 2.88%, 01/11/36 |
25 | 20,912 | ||||||
JetBlue Pass Through Trust |
||||||||
Series 1A, Class A, 4.00%, 05/15/34 |
13 | 12,341 | ||||||
Series 2019-1, Class AA, 2.75%, 11/15/33 |
22 | 18,965 | ||||||
Southwest Airlines Co., 5.25%, 05/04/25 (Call 04/04/25) |
5 | 5,130 | ||||||
United
Airlines Pass Through Trust, Series 2020-1, |
40 | 37,596 | ||||||
|
|
|||||||
111,739 | ||||||||
Apparel — 0.1% | ||||||||
NIKE Inc. |
||||||||
2.38%, 11/01/26 (Call 08/01/26) |
50 | 47,401 | ||||||
2.85%, 03/27/30 (Call 12/27/29) |
10 | 9,178 | ||||||
3.38%, 03/27/50 (Call 09/27/49) |
10 | 8,350 | ||||||
3.63%, 05/01/43 (Call 11/01/42) |
25 | 22,033 | ||||||
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) |
25 | 24,869 | ||||||
VF Corp. |
||||||||
2.40%, 04/23/25 (Call 03/23/25) |
10 | 9,543 | ||||||
2.95%, 04/23/30 (Call 01/23/30) |
10 | 8,694 | ||||||
|
|
|||||||
130,068 | ||||||||
Auto Manufacturers — 0.4% | ||||||||
American Honda Finance Corp. |
||||||||
1.80%, 01/13/31 |
10 | 8,219 | ||||||
2.00%, 03/24/28 |
10 | 8,882 | ||||||
Cummins Inc., 1.50%, 09/01/30 (Call 06/01/30) |
25 | 20,376 | ||||||
General Motors Co. |
||||||||
4.20%, 10/01/27 (Call 07/01/27)(a) |
45 | 43,232 | ||||||
5.40%, 10/15/29 (Call 08/15/29) |
10 | 9,754 | ||||||
5.40%, 04/01/48 (Call 10/01/47) |
25 | 21,999 | ||||||
5.60%, 10/15/32 (Call 07/15/32) |
10 | 9,586 | ||||||
5.95%, 04/01/49 (Call 10/01/48) |
25 | 23,218 | ||||||
6.60%, 04/01/36 (Call 10/01/35) |
25 | 25,292 | ||||||
6.80%, 10/01/27 (Call 08/01/27) |
45 | 47,754 | ||||||
General Motors Financial Co. Inc. |
||||||||
1.50%, 06/10/26 (Call 05/10/26) |
40 | 35,141 | ||||||
2.35%, 01/08/31 (Call 10/08/30) |
30 | 23,252 | ||||||
2.70%, 06/10/31 (Call 03/10/31) |
30 | 23,750 | ||||||
2.75%, 06/20/25 (Call 05/20/25) |
50 | 47,298 | ||||||
4.00%, 10/06/26 (Call 07/06/26)(a) |
60 | 57,725 | ||||||
4.35%, 04/09/25 (Call 02/09/25) |
25 | 24,701 | ||||||
PACCAR Financial Corp., 1.10%, 05/11/26 |
10 | 9,050 | ||||||
Toyota Motor Credit Corp. |
||||||||
1.65%, 01/10/31 |
25 | 20,391 | ||||||
3.05%, 01/11/28 |
100 | 95,434 |
S C H E D U L E O F I N V E S T M E N T S |
11 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Auto Manufacturers (continued) | ||||||||
3.65%, 08/18/25 |
$ | 10 | $ | 9,904 | ||||
3.95%, 06/30/25 |
10 | 9,990 | ||||||
4.45%, 06/29/29 |
10 | 10,065 | ||||||
|
|
|||||||
585,013 | ||||||||
Auto Parts & Equipment — 0.1% | ||||||||
Aptiv PLC |
||||||||
3.10%, 12/01/51 (Call 06/01/51) |
25 | 15,612 | ||||||
4.40%, 10/01/46 (Call 04/01/46) |
15 | 11,781 | ||||||
BorgWarner Inc. |
||||||||
2.65%, 07/01/27 (Call 05/01/27) |
25 | 22,756 | ||||||
3.38%, 03/15/25 (Call 12/15/24) |
50 | 49,051 | ||||||
Lear Corp. |
||||||||
3.55%, 01/15/52 (Call 07/15/51) |
15 | 9,780 | ||||||
4.25%, 05/15/29 (Call 02/15/29) |
15 | 13,755 | ||||||
Magna International Inc., 2.45%, 06/15/30 (Call 03/15/30) |
10 | 8,541 | ||||||
|
|
|||||||
131,276 | ||||||||
Banks — 8.1% | ||||||||
Bank of America Corp. |
||||||||
0.81%, 10/24/24
(Call 10/24/23), |
110 | 105,575 | ||||||
2.30%, 07/21/32
(Call 07/21/31), |
50 | 39,942 | ||||||
2.46%, 10/22/25
(Call 10/22/24), |
60 | 57,275 | ||||||
2.48%, 09/21/36 (Call 09/21/31)(b) |
50 | 38,676 | ||||||
2.50%, 02/13/31
(Call 02/13/30), |
90 | 75,554 | ||||||
2.57%, 10/20/32
(Call 10/20/31), |
30 | 24,586 | ||||||
2.68%, 06/19/41
(Call 06/19/40), |
85 | 60,990 | ||||||
2.69%, 04/22/32
(Call 04/22/31), |
65 | 53,998 | ||||||
2.97%, 02/04/33
(Call 02/04/32), |
60 | 50,630 | ||||||
3.09%, 10/01/25
(Call 10/01/24), |
95 | 92,049 | ||||||
3.19%, 07/23/30
(Call 07/23/29), |
75 | 66,752 | ||||||
3.25%, 10/21/27 (Call 10/21/26)(a) |
100 | 94,371 | ||||||
3.31%, 04/22/42
(Call 04/22/41), |
50 | 39,135 | ||||||
3.38%, 04/02/26
(Call 04/02/25), |
70 | 67,614 | ||||||
3.42%, 12/20/28
(Call 12/20/27), |
110 | 102,083 | ||||||
3.46%, 03/15/25
(Call 03/15/24), |
60 | 59,000 | ||||||
3.56%, 04/23/27
(Call 04/23/26), |
100 | 95,301 | ||||||
3.59%, 07/21/28
(Call 07/21/27), |
39 | 36,709 | ||||||
3.97%, 03/05/29
(Call 03/05/28), |
112 | 105,665 | ||||||
4.08%, 03/20/51
(Call 03/20/50), |
50 | 42,820 | ||||||
4.27%, 07/23/29
(Call 07/23/28), |
50 | 47,976 | ||||||
4.44%, 01/20/48
(Call 01/20/47), |
50 | 45,806 | ||||||
4.83%, 07/22/26 (Call 07/22/25)(b) |
20 | 20,030 | ||||||
4.95%, 07/22/28 (Call 07/22/27)(b) |
55 | 54,939 | ||||||
5.00%, 01/21/44 |
50 | 48,569 | ||||||
5.02%, 07/22/33 (Call 07/22/32)(b) |
10 | 9,920 | ||||||
5.88%, 02/07/42 |
65 | 70,870 | ||||||
Bank of Montreal, 3.09%, 01/10/37 (Call 01/10/32)(b) |
50 | 40,291 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
2.10%, 10/24/24 |
60 | 58,093 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
2.80%, 05/04/26 (Call 02/04/26) |
$ | 50 | $ | 48,224 | ||||
3.25%, 09/11/24 (Call 08/11/24) |
60 | 59,549 | ||||||
3.40%, 01/29/28 (Call 10/29/27) |
55 | 52,571 | ||||||
Bank of Nova Scotia (The) |
||||||||
0.65%, 07/31/24 |
75 | 70,229 | ||||||
1.30%, 06/11/25(a) |
60 | 55,479 | ||||||
2.70%, 08/03/26 |
60 | 56,509 | ||||||
3.45%, 04/11/25 |
10 | 9,781 | ||||||
4.50%, 12/16/25 |
50 | 49,856 | ||||||
BankUnited Inc., 4.88%, 11/17/25 (Call 08/17/25) |
40 | 39,881 | ||||||
Barclays PLC |
||||||||
2.67%, 03/10/32 (Call 03/10/31)(b) |
200 | 156,454 | ||||||
4.38%, 01/12/26 |
200 | 195,910 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
1.25%, 06/22/26 |
10 | 8,940 | ||||||
2.25%, 01/28/25 |
50 | 47,675 | ||||||
3.95%, 08/04/25 |
10 | 9,883 | ||||||
Citigroup Inc. |
||||||||
2.56%, 05/01/32
(Call 05/01/31), |
95 | 77,877 | ||||||
2.67%, 01/29/31
(Call 01/29/30), |
50 | 42,415 | ||||||
3.11%, 04/08/26
(Call 04/08/25), |
60 | 57,599 | ||||||
3.52%, 10/27/28
(Call 10/27/27), |
60 | 55,857 | ||||||
3.67%, 07/24/28
(Call 07/24/27), |
100 | 93,801 | ||||||
3.70%, 01/12/26 |
90 | 87,915 | ||||||
3.79%, 03/17/33
(Call 03/17/32), |
60 | 53,978 | ||||||
4.28%, 04/24/48
(Call 04/24/47), |
50 | 44,887 | ||||||
4.41%, 03/31/31
(Call 03/31/30), |
50 | 47,572 | ||||||
4.45%, 09/29/27 |
85 | 82,917 | ||||||
4.65%, 07/23/48 (Call 06/23/48) |
34 | 32,016 | ||||||
4.75%, 05/18/46 |
50 | 45,026 | ||||||
4.91%, 05/24/33 (Call 05/24/32)(b) |
50 | 49,086 | ||||||
6.63%, 06/15/32 |
50 | 54,280 | ||||||
Citizens Financial Group Inc. |
||||||||
2.64%, 09/30/32 (Call 07/02/32) |
55 | 43,550 | ||||||
5.64%, 05/21/37 (Call 05/21/32)(b) |
10 | 9,762 | ||||||
Comerica Bank, 4.00%, 07/27/25 |
50 | 49,338 | ||||||
Cooperatieve Rabobank U.A., 5.25%, 05/24/41 |
50 | 54,404 | ||||||
Credit Suisse Group AG, 4.55%, 04/17/26 |
250 | 239,625 | ||||||
Deutsche Bank AG/New York NY, 2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)(b) |
190 | 183,107 | ||||||
Fifth Third Bancorp. |
||||||||
1.71%, 11/01/27
(Call 11/01/26), |
25 | 22,410 | ||||||
2.38%, 01/28/25 (Call 12/28/24) |
60 | 57,359 | ||||||
2.55%, 05/05/27 (Call 04/05/27) |
10 | 9,208 | ||||||
4.77%, 07/28/30 (Call 07/28/29)(b) |
10 | 9,953 | ||||||
8.25%, 03/01/38 |
10 | 12,906 | ||||||
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)(b) |
40 | 37,860 | ||||||
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25) |
75 | 73,381 | ||||||
Goldman Sachs Capital I, 6.35%, 02/15/34 |
50 | 52,369 | ||||||
Goldman Sachs Group Inc. (The) |
||||||||
1.99%, 01/27/32
(Call 01/27/31), |
50 | 39,480 | ||||||
2.62%, 04/22/32
(Call 04/22/31), |
50 | 41,186 | ||||||
2.91%, 07/21/42
(Call 07/21/41), |
35 | 25,519 |
12 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.10%, 02/24/33
(Call 02/24/32), |
50 | 42,550 | ||||||
3.75%, 02/25/26 (Call 11/25/25) |
60 | 58,767 | ||||||
3.80%, 03/15/30 (Call 12/15/29) |
60 | 55,580 | ||||||
3.85%, 01/26/27 (Call 01/26/26) |
$ | 60 | $ | 58,150 | ||||
4.02%, 10/31/38
(Call 10/31/37), |
65 | 56,715 | ||||||
4.22%, 05/01/29
(Call 05/01/28), |
50 | 47,793 | ||||||
4.25%, 10/21/25 |
120 | 118,630 | ||||||
4.48%, 08/23/28 |
30 | 29,312 | ||||||
4.75%, 10/21/45 (Call 04/21/45) |
50 | 46,864 | ||||||
5.15%, 05/22/45 |
25 | 23,694 | ||||||
6.25%, 02/01/41 |
65 | 72,323 | ||||||
6.75%, 10/01/37 |
25 | 27,723 | ||||||
HSBC Holdings PLC |
||||||||
3.97%, 05/22/30
(Call 05/22/29), |
200 | 180,728 | ||||||
4.58%, 06/19/29
(Call 06/19/28), |
200 | 188,756 | ||||||
4.95%, 03/31/30 |
200 | 194,712 | ||||||
Huntington Bancshares Inc./OH |
||||||||
2.63%, 08/06/24 (Call 07/06/24) |
35 | 33,997 | ||||||
4.00%, 05/15/25 (Call 04/15/25) |
60 | 59,446 | ||||||
JPMorgan Chase & Co. |
||||||||
1.05%, 06/23/27 (Call 12/23/25) |
35 | 30,106 | ||||||
1.58%, 04/22/27
(Call 04/22/26), |
70 | 62,542 | ||||||
1.76%, 11/19/31
(Call 11/19/30), |
60 | 47,177 | ||||||
2.01%, 03/13/26
(Call 03/13/25), |
60 | 56,102 | ||||||
2.08%, 04/22/26
(Call 04/22/25), |
60 | 56,143 | ||||||
2.18%, 06/01/28
(Call 06/01/27), |
60 | 53,232 | ||||||
2.52%, 04/22/31
(Call 04/22/30), |
50 | 42,299 | ||||||
2.58%, 04/22/32
(Call 04/22/31), |
75 | 62,044 | ||||||
2.96%, 05/13/31
(Call 05/13/30), |
76 | 65,514 | ||||||
2.96%, 01/25/33
(Call 01/25/32), |
50 | 42,491 | ||||||
3.11%, 04/22/41
(Call 04/22/40), |
65 | 50,155 | ||||||
3.11%, 04/22/51
(Call 04/22/50), |
50 | 36,245 | ||||||
3.16%, 04/22/42
(Call 04/22/41), |
25 | 19,379 | ||||||
3.22%, 03/01/25
(Call 03/01/24), |
65 | 63,751 | ||||||
3.33%, 04/22/52
(Call 04/22/51), |
50 | 37,744 | ||||||
3.51%, 01/23/29
(Call 01/23/28), |
50 | 46,324 | ||||||
3.88%, 09/10/24 |
60 | 59,753 | ||||||
3.90%, 01/23/49
(Call 01/23/48), |
25 | 20,875 | ||||||
3.96%, 11/15/48
(Call 11/15/47), |
50 | 41,866 | ||||||
4.26%, 02/22/48
(Call 02/22/47), |
50 | 44,042 | ||||||
4.49%, 03/24/31
(Call 03/24/30), |
75 | 72,802 | ||||||
4.59%, 04/26/33
(Call 04/26/32), |
50 | 48,318 | ||||||
5.63%, 08/16/43 |
40 | 41,778 | ||||||
8.00%, 04/29/27 |
75 | 86,216 | ||||||
KeyCorp. |
||||||||
2.25%, 04/06/27 |
10 | 8,996 | ||||||
2.55%, 10/01/29 |
10 | 8,566 | ||||||
4.10%, 04/30/28 |
50 | 48,554 | ||||||
KfW |
||||||||
0.00%, 04/18/36(a)(c) |
30 | 18,611 | ||||||
0.25%, 03/08/24 |
190 | 180,783 | ||||||
0.50%, 09/20/24 |
185 | 173,941 | ||||||
0.63%, 01/22/26 |
30 | 27,210 | ||||||
2.00%, 05/02/25 |
119 | 114,222 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
2.50%, 11/20/24 |
$ | 45 | $ | 43,996 | ||||
2.88%, 04/03/28 |
80 | 77,575 | ||||||
Korea Development Bank (The) |
||||||||
0.40%, 03/09/24(a) |
200 | 189,856 | ||||||
3.00%, 01/13/26 |
200 | 194,500 | ||||||
Landwirtschaftliche Rentenbank |
||||||||
0.88%, 03/30/26 |
80 | 72,755 | ||||||
0.88%, 09/03/30 |
85 | 70,036 | ||||||
2.00%, 01/13/25 |
10 | 9,648 | ||||||
2.38%, 06/10/25 |
25 | 24,183 | ||||||
Series 37, 2.50%, 11/15/27 |
10 | 9,519 | ||||||
Series 40, 0.50%, 05/27/25 |
5 | 4,599 | ||||||
Lloyds
Banking Group PLC, 3.57%, 11/07/28 (Call 11/07/27), |
200 | 184,878 | ||||||
Mitsubishi
UFJ Financial Group Inc., 0.95%, 07/19/25 |
300 | 279,837 | ||||||
Mizuho
Financial Group Inc., 1.23%, 05/22/27 |
200 | 174,428 | ||||||
Morgan Stanley |
||||||||
1.59%, 05/04/27
(Call 05/04/26), |
75 | 66,889 | ||||||
1.93%, 04/28/32
(Call 04/28/31), |
75 | 59,248 | ||||||
2.48%, 09/16/36
(Call 09/16/31), |
50 | 38,670 | ||||||
2.51%, 10/20/32
(Call 10/20/31), |
75 | 61,501 | ||||||
2.70%, 01/22/31
(Call 01/22/30), |
100 | 86,581 | ||||||
2.80%, 01/25/52
(Call 01/25/51), |
65 | 44,145 | ||||||
3.62%, 04/01/31
(Call 04/01/30), |
75 | 68,800 | ||||||
3.70%, 10/23/24 |
100 | 99,377 | ||||||
3.88%, 01/27/26 |
105 | 103,588 | ||||||
4.00%, 07/23/25 |
155 | 154,168 | ||||||
4.38%, 01/22/47 |
19 | 17,296 | ||||||
4.68%, 07/17/26 (Call 07/17/25)(b) |
10 | 10,010 | ||||||
5.00%, 11/24/25 |
165 | 167,609 | ||||||
5.30%, 04/20/37 (Call 04/20/32)(b) |
60 | 57,622 | ||||||
5.60%, 03/24/51
(Call 03/24/50), |
25 | 26,994 | ||||||
NatWest Group PLC |
||||||||
1.64%, 06/14/27 (Call 06/14/26)(b) |
200 | 174,812 | ||||||
4.27%, 03/22/25
(Call 03/22/24), |
200 | 197,612 | ||||||
Northern Trust Corp. |
||||||||
3.38%, 05/08/32
(Call 05/08/27), |
60 | 55,919 | ||||||
3.95%, 10/30/25 |
25 | 24,901 | ||||||
Oesterreichische Kontrollbank AG |
||||||||
0.38%, 09/17/25 |
5 | 4,534 | ||||||
0.50%, 02/02/26 |
5 | 4,500 | ||||||
1.50%, 02/12/25 |
45 | 42,784 | ||||||
2.88%, 05/23/25 |
5 | 4,903 | ||||||
PNC Financial Services Group Inc. (The) |
||||||||
2.31%, 04/23/32
(Call 04/23/31), |
40 | 33,614 | ||||||
3.45%, 04/23/29 (Call 01/23/29) |
82 | 77,626 | ||||||
Regions Financial Corp., 7.38%, 12/10/37 |
10 | 11,771 | ||||||
Royal Bank of Canada |
||||||||
0.65%, 07/29/24 |
35 | 32,864 | ||||||
1.15%, 06/10/25 |
60 | 55,310 | ||||||
2.25%, 11/01/24 |
60 | 57,721 | ||||||
2.30%, 11/03/31 |
25 | 20,828 | ||||||
3.97%, 07/26/24 |
10 | 9,977 | ||||||
4.24%, 08/03/27 |
20 | 19,720 | ||||||
Santander Holdings USA Inc. |
||||||||
3.45%, 06/02/25 (Call 05/02/25) |
60 | 57,379 | ||||||
4.50%, 07/17/25 (Call 04/17/25) |
60 | 59,407 |
S C H E D U L E O F I N V E S T M E N T S |
13 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Santander UK Group Holdings PLC, 4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)(b) |
$ | 200 | $ | 198,972 | ||||
State Street Corp. |
||||||||
2.35%, 11/01/25
(Call 11/01/24), |
10 | 9,655 | ||||||
2.65%, 05/19/26 |
85 | 81,790 | ||||||
2.90%, 03/30/26
(Call 03/30/25), |
50 | 48,077 | ||||||
3.30%, 12/16/24 |
10 | 9,914 | ||||||
3.55%, 08/18/25 |
10 | 9,912 | ||||||
Sumitomo Mitsui Financial Group Inc. |
||||||||
2.14%, 09/23/30 |
75 | 59,701 | ||||||
2.70%, 07/16/24 |
245 | 237,645 | ||||||
3.78%, 03/09/26 |
75 | 73,204 | ||||||
SVB Financial Group, 3.50%, 01/29/25(a) |
91 | 88,452 | ||||||
Toronto-Dominion Bank (The) |
||||||||
1.15%, 06/12/25 |
60 | 55,326 | ||||||
1.25%, 12/13/24 |
50 | 46,978 | ||||||
3.63%, 09/15/31 (Call 09/15/26)(b) |
25 | 23,750 | ||||||
Truist Financial Corp. |
||||||||
1.13%, 08/03/27 (Call 06/03/27) |
10 | 8,585 | ||||||
1.27%, 03/02/27
(Call 03/02/26), |
20 | 17,988 | ||||||
2.50%, 08/01/24 (Call 07/01/24) |
131 | 127,561 | ||||||
2.85%, 10/26/24 (Call 09/26/24) |
10 | 9,826 | ||||||
3.70%, 06/05/25 (Call 05/05/25) |
50 | 49,459 | ||||||
3.88%, 03/19/29 (Call 02/16/29) |
10 | 9,460 | ||||||
4.00%, 05/01/25 (Call 03/01/25) |
25 | 24,933 | ||||||
4.26%, 07/28/26 (Call 07/28/25)(b) |
10 | 9,989 | ||||||
4.92%, 07/28/33 (Call 07/28/32)(b) |
10 | 9,607 | ||||||
U.S. Bancorp. |
||||||||
1.45%, 05/12/25 (Call 04/11/25)(a) |
60 | 56,252 | ||||||
2.40%, 07/30/24 (Call 06/28/24) |
35 | 34,157 | ||||||
3.60%, 09/11/24 (Call 08/11/24) |
135 | 134,399 | ||||||
Valley
National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), |
40 | 35,757 | ||||||
Wells Fargo & Co. |
||||||||
2.19%, 04/30/26
(Call 04/30/25), |
60 | 56,152 | ||||||
2.39%, 06/02/28
(Call 06/02/27), |
60 | 53,671 | ||||||
2.88%, 10/30/30
(Call 10/30/29), |
50 | 43,844 | ||||||
3.00%, 04/22/26 |
75 | 71,333 | ||||||
3.00%, 10/23/26 |
75 | 70,764 | ||||||
3.07%, 04/30/41
(Call 04/30/40), |
85 | 65,252 | ||||||
3.53%, 03/24/28
(Call 03/24/27), |
85 | 80,269 | ||||||
3.90%, 05/01/45 |
50 | 41,863 | ||||||
4.10%, 06/03/26 |
150 | 147,286 | ||||||
4.15%, 01/24/29 (Call 10/24/28) |
50 | 48,426 | ||||||
4.48%, 04/04/31
(Call 04/04/30), |
70 | 67,359 | ||||||
4.54%, 08/15/26 |
10 | 9,930 | ||||||
4.81%, 07/25/28 (Call 07/25/27)(b) |
25 | 24,868 | ||||||
4.90%, 07/25/33 (Call 07/25/32)(b) |
10 | 9,853 | ||||||
5.01%, 04/04/51
(Call 04/04/50), |
80 | 78,989 | ||||||
5.38%, 11/02/43 |
90 | 89,723 | ||||||
Western
Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), |
45 | 39,788 | ||||||
Westpac Banking Corp. |
||||||||
2.35%, 02/19/25 |
20 | 19,235 | ||||||
3.35%, 03/08/27 |
35 | 33,773 | ||||||
4.11%, 07/24/34 (Call 07/24/29)(b) |
50 | 45,086 | ||||||
4.42%, 07/24/39 |
50 | 44,068 | ||||||
5.41%, 08/10/33 |
10 | 9,678 | ||||||
|
|
|||||||
13,383,373 |
Security |
Par (000) |
Value | ||||||
Beverages — 0.7% | ||||||||
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.65%, 02/01/26 (Call 11/01/25) |
$ | 140 | $ | 137,693 | ||||
4.90%, 02/01/46 (Call 08/01/45) |
90 | 85,459 | ||||||
Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.50%, 06/01/30 (Call 03/01/30)(a) |
50 | 47,066 | ||||||
4.44%, 10/06/48 (Call 04/06/48) |
25 | 22,266 | ||||||
4.50%, 06/01/50 (Call 12/01/49) |
25 | 22,680 | ||||||
4.60%, 04/15/48 (Call 10/15/47) |
60 | 54,563 | ||||||
4.60%, 06/01/60 (Call 12/01/59) |
35 | 31,211 | ||||||
4.75%, 04/15/58 (Call 10/15/57) |
35 | 31,969 | ||||||
5.45%, 01/23/39 (Call 07/23/38) |
25 | 25,652 | ||||||
5.55%, 01/23/49 (Call 07/23/48) |
50 | 51,963 | ||||||
5.80%, 01/23/59 (Call 07/23/58) |
25 | 26,691 | ||||||
Coca-Cola Co. (The) |
||||||||
1.00%, 03/15/28 |
50 | 43,168 | ||||||
1.38%, 03/15/31 |
50 | 40,738 | ||||||
1.65%, 06/01/30 |
75 | 63,314 | ||||||
3.00%, 03/05/51(a) |
35 | 27,427 | ||||||
Constellation Brands Inc. |
||||||||
3.60%, 02/15/28 (Call 11/15/27) |
40 | 38,004 | ||||||
4.10%, 02/15/48 (Call 08/15/47) |
25 | 20,974 | ||||||
Diageo Capital PLC, 3.88%, 04/29/43 (Call 10/29/42) |
55 | 48,746 | ||||||
Keurig Dr Pepper Inc. |
||||||||
3.35%, 03/15/51 (Call 09/15/50) |
15 | 10,935 | ||||||
3.80%, 05/01/50 (Call 11/01/49) |
25 | 19,473 | ||||||
Molson Coors Beverage Co., 4.20%, 07/15/46 (Call 01/15/46) |
40 | 32,807 | ||||||
PepsiCo Inc. |
||||||||
1.40%, 02/25/31 (Call 11/25/30) |
140 | 114,405 | ||||||
2.75%, 03/19/30 (Call 12/19/29) |
75 | 68,662 | ||||||
2.88%, 10/15/49 (Call 04/15/49) |
25 | 19,508 | ||||||
3.38%, 07/29/49 (Call 01/29/49) |
28 | 23,657 | ||||||
3.45%, 10/06/46 (Call 04/06/46) |
5 | 4,356 | ||||||
3.90%, 07/18/32 (Call 04/18/32) |
10 | 9,796 | ||||||
|
|
|||||||
1,123,183 | ||||||||
Biotechnology — 0.3% | ||||||||
Amgen Inc. |
||||||||
2.00%, 01/15/32 (Call 10/15/31) |
50 | 40,636 | ||||||
2.45%, 02/21/30 (Call 11/21/29) |
50 | 43,775 | ||||||
2.77%, 09/01/53 (Call 03/01/53)(a) |
25 | 16,606 | ||||||
3.20%, 11/02/27 (Call 08/02/27)(a) |
90 | 86,067 | ||||||
3.38%, 02/21/50 (Call 08/21/49) |
40 | 30,348 | ||||||
4.05%, 08/18/29 |
10 | 9,728 | ||||||
4.20%, 03/01/33 |
10 | 9,659 | ||||||
4.40%, 05/01/45 (Call 11/01/44) |
25 | 22,505 | ||||||
4.40%, 02/22/62 (Call 08/22/61) |
25 | 21,680 | ||||||
4.56%, 06/15/48 (Call 12/15/47) |
25 | 23,097 | ||||||
4.66%, 06/15/51 (Call 12/15/50) |
25 | 23,443 | ||||||
4.88%, 03/01/53 |
10 | 9,703 | ||||||
Biogen Inc. |
||||||||
2.25%, 05/01/30 (Call 02/01/30) |
40 | 32,767 | ||||||
3.15%, 05/01/50 (Call 11/01/49) |
30 | 20,419 | ||||||
4.05%, 09/15/25 (Call 06/15/25) |
10 | 9,954 | ||||||
Gilead Sciences Inc. |
||||||||
4.15%, 03/01/47 (Call 09/01/46) |
25 | 21,767 | ||||||
4.50%, 02/01/45 (Call 08/01/44) |
25 | 22,736 | ||||||
4.75%, 03/01/46 (Call 09/01/45) |
25 | 23,899 | ||||||
4.80%, 04/01/44 (Call 10/01/43) |
40 | 37,911 |
14 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Biotechnology (continued) | ||||||||
Regeneron Pharmaceuticals Inc. |
||||||||
1.75%, 09/15/30 (Call 06/15/30) |
$ | 10 | $ | 7,952 | ||||
2.80%, 09/15/50 (Call 03/15/50) |
10 | 6,725 | ||||||
Royalty Pharma PLC |
||||||||
2.20%, 09/02/30 (Call 06/02/30) |
65 | 52,687 | ||||||
3.35%, 09/02/51 (Call 03/02/51) |
5 | 3,346 | ||||||
|
|
|||||||
577,410 | ||||||||
Building Materials — 0.2% | ||||||||
Carrier Global Corp. |
||||||||
2.70%, 02/15/31 (Call 11/15/30) |
15 | 12,785 | ||||||
2.72%, 02/15/30 (Call 11/15/29) |
25 | 21,622 | ||||||
3.38%, 04/05/40 (Call 10/05/39) |
25 | 19,735 | ||||||
Fortune Brands Home & Security Inc., 3.25%, 09/15/29 (Call 06/15/29) |
25 | 21,822 | ||||||
Johnson Controls International PLC, 4.50%, 02/15/47 (Call 08/15/46) |
35 | 30,511 | ||||||
Martin Marietta Materials Inc. |
||||||||
2.40%, 07/15/31 (Call 04/15/31) |
15 | 12,345 | ||||||
3.45%, 06/01/27 (Call 03/01/27) |
50 | 47,511 | ||||||
3.50%, 12/15/27 (Call 09/15/27) |
50 | 47,797 | ||||||
Masco Corp., 2.00%, 02/15/31 (Call 11/15/30) |
50 | 39,899 | ||||||
Owens Corning, 4.30%, 07/15/47 (Call 01/15/47) |
15 | 12,242 | ||||||
Vulcan Materials Co. |
||||||||
3.50%, 06/01/30 (Call 03/01/30) |
30 | 27,108 | ||||||
4.50%, 06/15/47 (Call 12/15/46) |
15 | 13,282 | ||||||
|
|
|||||||
306,659 | ||||||||
Chemicals — 0.4% | ||||||||
Air Products and Chemicals Inc., 2.70%, 05/15/40 (Call 11/15/39) |
50 | 39,391 | ||||||
Celanese U.S. Holdings LLC |
||||||||
6.05%, 03/15/25 |
5 | 5,014 | ||||||
6.17%, 07/15/27 (Call 06/15/27) |
35 | 35,053 | ||||||
CF Industries Inc., 4.95%, 06/01/43 |
25 | 22,245 | ||||||
Dow Chemical Co. (The) |
||||||||
2.10%, 11/15/30 (Call 08/15/30)(a) |
50 | 40,913 | ||||||
4.38%, 11/15/42 (Call 05/15/42) |
25 | 21,886 | ||||||
5.55%, 11/30/48 (Call 05/30/48) |
25 | 25,272 | ||||||
7.38%, 11/01/29 |
10 | 11,508 | ||||||
DuPont de Nemours Inc. |
||||||||
4.49%, 11/15/25 (Call 09/15/25) |
5 | 5,040 | ||||||
5.32%, 11/15/38 (Call 05/15/38) |
40 | 39,859 | ||||||
Eastman Chemical Co., 4.65%, 10/15/44 (Call 04/15/44) |
20 | 17,462 | ||||||
Ecolab Inc. |
||||||||
2.13%, 02/01/32 (Call 11/01/31)(a) |
10 | 8,408 | ||||||
2.13%, 08/15/50 (Call 02/15/50) |
50 | 31,981 | ||||||
EI du Pont de Nemours and Co., 2.30%, 07/15/30 (Call 04/15/30) |
25 | 21,615 | ||||||
FMC Corp., 3.45%, 10/01/29 (Call 07/01/29) |
55 | 49,264 | ||||||
Huntsman International LLC, 4.50%, 05/01/29 (Call 02/01/29) |
40 | 36,835 | ||||||
Linde Inc./CT |
||||||||
2.65%, 02/05/25 (Call 11/05/24) |
5 | 4,866 | ||||||
3.20%, 01/30/26 (Call 10/30/25) |
50 | 49,020 | ||||||
LYB International Finance BV, 5.25%, 07/15/43 |
20 | 18,672 | ||||||
LYB International Finance III LLC, 3.63%, 04/01/51 (Call 10/01/50) |
60 | 44,510 | ||||||
Nutrien Ltd. |
||||||||
3.95%, 05/13/50 (Call 11/13/49) |
50 | 42,619 | ||||||
5.88%, 12/01/36 |
10 | 10,688 | ||||||
Sherwin-Williams Co. (The), 3.80%, 08/15/49 (Call 02/15/49) |
50 | 39,825 |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) | ||||||||
Westlake Corp., 5.00%, 08/15/46 (Call 02/15/46) |
$ | 25 | $ | 23,364 | ||||
|
|
|||||||
645,310 | ||||||||
Commercial Services — 0.5% | ||||||||
Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25) |
44 | 43,575 | ||||||
Emory University, Series 2020, 2.97%, 09/01/50 (Call 03/01/50) |
15 | 11,593 | ||||||
Equifax Inc. |
||||||||
2.60%, 12/01/24 (Call 11/01/24) |
50 | 48,318 | ||||||
2.60%, 12/15/25 (Call 11/15/25) |
25 | 23,416 | ||||||
Ford Foundation (The), Series 2020, 2.82%, 06/01/70 (Call 12/01/69) |
15 | 10,107 | ||||||
George Washington University (The), 4.87%, 09/15/45 |
15 | 15,032 | ||||||
Georgetown University (The) |
||||||||
Series 20A, 2.94%, 04/01/50 |
25 | 17,815 | ||||||
Series B, 4.32%, 04/01/49 (Call 10/01/48) |
5 | 4,522 | ||||||
Global Payments Inc. |
||||||||
2.15%, 01/15/27 (Call 12/15/26) |
35 | 31,043 | ||||||
2.65%, 02/15/25 (Call 01/15/25) |
75 | 71,420 | ||||||
2.90%, 05/15/30 (Call 02/15/30) |
25 | 20,979 | ||||||
5.30%, 08/15/29 |
10 | 9,895 | ||||||
GXO Logistics Inc., 2.65%, 07/15/31 (Call 04/15/31) |
25 | 19,121 | ||||||
Johns Hopkins University, Series A, 2.81%, 01/01/60 (Call 07/01/59) |
15 | 10,608 | ||||||
Leland Stanford Junior University (The) |
||||||||
1.29%, 06/01/27 (Call 04/01/27) |
30 | 26,633 | ||||||
2.41%, 06/01/50 (Call 12/01/49) |
15 | 10,613 | ||||||
Massachusetts Institute of Technology, 5.60%, 07/01/2111 |
15 | 17,541 | ||||||
Moody’s Corp. |
||||||||
2.00%, 08/19/31 (Call 05/19/31) |
50 | 40,350 | ||||||
3.25%, 05/20/50 (Call 11/20/49) |
20 | 14,905 | ||||||
Northwestern University, 4.64%, 12/01/44 |
10 | 10,209 | ||||||
PayPal Holdings Inc. |
||||||||
1.65%, 06/01/25 (Call 05/01/25) |
110 | 103,623 | ||||||
5.05%, 06/01/52 (Call 12/01/51)(a) |
10 | 9,801 | ||||||
5.25%, 06/01/62 (Call 12/01/61) |
10 | 9,900 | ||||||
President and Fellows of Harvard College, 3.15%, 07/15/46 (Call 01/15/46) |
50 | 42,135 | ||||||
Quanta Services Inc., 3.05%, 10/01/41 (Call 04/01/41) |
15 | 10,445 | ||||||
S&P Global Inc. |
||||||||
2.90%, 03/01/32 (Call 12/01/31)(d) |
50 | 44,382 | ||||||
3.70%, 03/01/52 (Call 09/01/51)(d) |
25 | 21,509 | ||||||
Thomas Jefferson University, 3.85%, 11/01/57 (Call 05/01/57) |
5 | 4,102 | ||||||
Trustees of Boston College, 3.13%, 07/01/52 |
15 | 11,126 | ||||||
Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48) |
5 | 4,638 | ||||||
Trustees of Princeton University (The) |
||||||||
5.70%, 03/01/39 |
15 | 17,164 | ||||||
Series 2020, 2.52%, 07/01/50 (Call 01/01/50) |
5 | 3,726 | ||||||
United Rentals North America Inc., 3.88%, 11/15/27 (Call 11/15/22) |
10 | 9,264 | ||||||
University of Chicago (The) |
||||||||
4.00%, 10/01/53 (Call 04/01/53) |
20 | 18,519 | ||||||
Series C, 2.55%, 04/01/50 (Call 10/01/49) |
5 | 3,639 | ||||||
University of Notre Dame du Lac |
||||||||
Series 2015, 3.44%, 02/15/45 |
5 | 4,359 | ||||||
Series 2017, 3.39%, 02/15/48 (Call 08/15/47) |
30 | 25,978 | ||||||
University of Southern California, Series A, 3.23%, 10/01/2120 (Call 04/01/2120) |
20 | 12,951 | ||||||
Verisk Analytics Inc., 4.13%, 03/15/29 (Call 12/15/28) |
50 | 47,811 | ||||||
Washington University (The), 3.52%, 04/15/54 (Call 10/15/53) |
5 | 4,297 |
S C H E D U L E O F I N V E S T M E N T S |
15 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Commercial Services (continued) | ||||||||
William Marsh Rice University |
||||||||
3.57%, 05/15/45 |
$ | 20 | $ | 17,753 | ||||
3.77%, 05/15/55 |
5 | 4,487 | ||||||
Yale University, Series 2020, 2.40%, 04/15/50 (Call 10/15/49) |
15 | 10,737 | ||||||
|
|
|||||||
900,041 | ||||||||
Computers — 0.8% | ||||||||
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30) |
25 | 20,796 | ||||||
Apple Inc. |
||||||||
1.65%, 05/11/30 (Call 02/11/30) |
65 | 55,184 | ||||||
1.65%, 02/08/31 (Call 11/08/30) |
43 | 35,754 | ||||||
2.45%, 08/04/26 (Call 05/04/26) |
140 | 133,153 | ||||||
2.65%, 05/11/50 (Call 11/11/49) |
50 | 36,577 | ||||||
2.65%, 02/08/51 (Call 08/08/50) |
25 | 18,279 | ||||||
2.80%, 02/08/61 (Call 08/08/60) |
25 | 17,572 | ||||||
2.95%, 09/11/49 (Call 03/11/49) |
30 | 23,366 | ||||||
3.20%, 05/11/27 (Call 02/11/27) |
60 | 58,515 | ||||||
3.25%, 08/08/29 |
20 | 19,122 | ||||||
3.35%, 02/09/27 (Call 11/09/26) |
60 | 59,023 | ||||||
3.35%, 08/08/32 |
20 | 18,909 | ||||||
3.75%, 11/13/47 (Call 05/13/47) |
25 | 22,439 | ||||||
3.85%, 05/04/43 |
50 | 45,892 | ||||||
3.85%, 08/04/46 (Call 02/04/46) |
54 | 49,138 | ||||||
4.38%, 05/13/45 |
40 | 39,253 | ||||||
4.65%, 02/23/46 (Call 08/23/45) |
30 | 30,709 | ||||||
CGI Inc. |
||||||||
1.45%, 09/14/26 (Call 08/14/26) |
15 | 13,216 | ||||||
2.30%, 09/14/31 (Call 06/14/31) |
10 | 7,918 | ||||||
Dell International LLC/EMC Corp. |
||||||||
3.45%, 12/15/51 (Call 06/15/51)(d) |
40 | 26,099 | ||||||
5.85%, 07/15/25 (Call 06/15/25) |
50 | 51,769 | ||||||
6.02%, 06/15/26 (Call 03/15/26)(a) |
25 | 25,975 | ||||||
6.10%, 07/15/27 (Call 05/15/27) |
10 | 10,530 | ||||||
6.20%, 07/15/30 (Call 04/15/30) |
35 | 36,394 | ||||||
8.10%, 07/15/36 (Call 01/15/36) |
15 | 17,426 | ||||||
Fortinet Inc., 2.20%, 03/15/31 (Call 12/15/30) |
20 | 15,837 | ||||||
Hewlett Packard Enterprise Co., 6.20%, 10/15/35 (Call 04/15/35) |
10 | 10,642 | ||||||
HP Inc. |
||||||||
2.65%, 06/17/31 (Call 03/17/31) |
20 | 15,893 | ||||||
3.00%, 06/17/27 (Call 04/17/27)(a) |
35 | 32,406 | ||||||
4.75%, 01/15/28 (Call 12/15/27) |
10 | 9,848 | ||||||
5.50%, 01/15/33 (Call 10/15/32) |
10 | 9,617 | ||||||
6.00%, 09/15/41(a) |
25 | 24,271 | ||||||
International Business Machines Corp. |
||||||||
2.85%, 05/15/40 (Call 11/15/39) |
125 | 95,406 | ||||||
3.30%, 05/15/26 |
100 | 96,964 | ||||||
Kyndryl Holdings Inc., 2.70%, 10/15/28 (Call 08/15/28)(d) |
25 | 19,326 | ||||||
Leidos Inc., 3.63%, 05/15/25 (Call 04/15/25) |
50 | 48,847 | ||||||
NetApp Inc., 3.30%, 09/29/24 (Call 07/29/24) |
40 | 39,278 | ||||||
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) |
25 | 20,539 | ||||||
Western Digital Corp. |
||||||||
2.85%, 02/01/29 (Call 12/01/28) |
10 | 8,154 | ||||||
4.75%, 02/15/26 (Call 11/15/25) |
40 | 38,534 | ||||||
|
|
|||||||
1,358,570 | ||||||||
Cosmetics & Personal Care — 0.2% | ||||||||
Colgate-Palmolive Co. |
||||||||
3.25%, 03/15/24 |
15 | 14,925 | ||||||
3.70%, 08/01/47 (Call 02/01/47)(a) |
25 | 22,379 | ||||||
Estee Lauder Companies Inc. (The), 3.13%, 12/01/49 (Call 06/01/49) |
50 | 39,408 |
Security |
Par (000) |
Value | ||||||
Cosmetics & Personal Care (continued) | ||||||||
Procter & Gamble Co. (The) |
||||||||
0.55%, 10/29/25 |
$ | 10 | $ | 9,087 | ||||
1.00%, 04/23/26 |
10 | 9,159 | ||||||
2.45%, 11/03/26 |
10 | 9,571 | ||||||
2.80%, 03/25/27 |
25 | 24,051 | ||||||
3.60%, 03/25/50 |
25 | 22,985 | ||||||
5.55%, 03/05/37 |
30 | 34,194 | ||||||
Unilever Capital Corp., 5.90%, 11/15/32 |
56 | 63,440 | ||||||
|
|
|||||||
249,199 | ||||||||
Distribution & Wholesale — 0.0% | ||||||||
WW Grainger Inc., 4.60%, 06/15/45 (Call 12/15/44) |
45 | 43,507 | ||||||
|
|
|||||||
Diversified Financial Services — 1.4% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.30%, 01/30/32 (Call 10/30/31) |
150 | 120,646 | ||||||
Affiliated Managers Group Inc., 3.50%, 08/01/25 |
10 | 9,809 | ||||||
Air Lease Corp. |
||||||||
1.88%, 08/15/26 (Call 07/15/26) |
20 | 17,477 | ||||||
2.88%, 01/15/26 (Call 12/15/25) |
60 | 55,345 | ||||||
3.00%, 02/01/30 (Call 11/01/29) |
25 | 20,986 | ||||||
3.63%, 12/01/27 (Call 09/01/27) |
33 | 30,005 | ||||||
4.63%, 10/01/28 (Call 07/01/28) |
10 | 9,421 | ||||||
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26) |
10 | 9,212 | ||||||
Ally Financial Inc. |
||||||||
4.75%, 06/09/27 (Call 05/09/27) |
100 | 97,539 | ||||||
5.13%, 09/30/24 |
15 | 15,214 | ||||||
5.80%, 05/01/25 (Call 04/01/25) |
10 | 10,237 | ||||||
8.00%, 11/01/31 |
50 | 55,204 | ||||||
American Express Co. |
||||||||
1.65%, 11/04/26 (Call 10/04/26)(a) |
25 | 22,596 | ||||||
2.50%, 07/30/24 (Call 06/30/24) |
35 | 34,051 | ||||||
3.00%, 10/30/24 (Call 09/29/24) |
60 | 58,805 | ||||||
3.13%, 05/20/26 (Call 04/20/26) |
10 | 9,652 | ||||||
3.30%, 05/03/27 (Call 04/03/27) |
10 | 9,569 | ||||||
3.95%, 08/01/25 (Call 07/01/25) |
25 | 24,739 | ||||||
4.05%, 05/03/29 (Call 03/03/29) |
10 | 9,703 | ||||||
4.05%, 12/03/42 |
10 | 9,086 | ||||||
4.42%, 08/03/33 (Call 08/03/32)(b) |
30 | 28,962 | ||||||
Ameriprise Financial Inc. |
||||||||
2.88%, 09/15/26 (Call 06/15/26) |
50 | 47,572 | ||||||
3.70%, 10/15/24 |
5 | 4,961 | ||||||
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)(a) |
25 | 21,909 | ||||||
Blackstone Private Credit Fund |
||||||||
2.35%, 11/22/24 |
10 | 9,284 | ||||||
2.63%, 12/15/26 |
10 | 8,446 | ||||||
3.25%, 03/15/27 |
15 | 12,871 | ||||||
Brookfield Finance Inc. |
||||||||
2.72%, 04/15/31 (Call 01/15/31) |
50 | 42,196 | ||||||
4.35%, 04/15/30 (Call 01/15/30) |
25 | 23,606 | ||||||
Capital One Financial Corp. |
||||||||
3.20%, 02/05/25 (Call 01/05/25) |
10 | 9,750 | ||||||
3.30%, 10/30/24 (Call 09/30/24) |
10 | 9,809 | ||||||
3.75%, 07/28/26 (Call 06/28/26) |
63 | 60,641 | ||||||
4.20%, 10/29/25 (Call 09/29/25) |
60 | 59,251 | ||||||
4.93%, 05/10/28
(Call 05/10/27), |
50 | 49,408 | ||||||
4.99%, 07/24/26 (Call 07/24/25)(b) |
20 | 19,987 | ||||||
5.25%, 07/26/30 (Call 07/26/29)(b) |
10 | 9,863 | ||||||
5.27%, 05/10/33 (Call 05/10/32)(b) |
50 | 48,818 |
16 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
Cboe Global Markets Inc. |
||||||||
3.00%, 03/16/32 (Call 12/16/31) |
$ | 15 | $ | 13,289 | ||||
3.65%, 01/12/27 (Call 10/12/26) |
25 | 24,429 | ||||||
Charles Schwab Corp. (The) |
||||||||
0.90%, 03/11/26 (Call 02/11/26) |
90 | 80,985 | ||||||
1.15%, 05/13/26 (Call 04/13/26) |
20 | 18,035 | ||||||
1.65%, 03/11/31 (Call 12/11/30) |
10 | 8,073 | ||||||
2.00%, 03/20/28 (Call 01/20/28) |
10 | 8,991 | ||||||
2.30%, 05/13/31 (Call 02/13/31) |
10 | 8,515 | ||||||
2.45%, 03/03/27 (Call 02/03/27) |
10 | 9,332 | ||||||
2.90%, 03/03/32 (Call 12/03/31) |
20 | 17,648 | ||||||
3.63%, 04/01/25 (Call 01/01/25) |
15 | 14,804 | ||||||
3.85%, 05/21/25 (Call 03/21/25) |
15 | 15,024 | ||||||
4.00%, 02/01/29 (Call 11/01/28) |
10 | 9,836 | ||||||
4.20%, 03/24/25 (Call 02/24/25) |
5 | 5,023 | ||||||
CI Financial Corp., 4.10%, 06/15/51 (Call 12/15/50) |
15 | 9,815 | ||||||
CME Group Inc. |
||||||||
2.65%, 03/15/32 (Call 12/15/31) |
20 | 17,607 | ||||||
3.00%, 03/15/25 (Call 12/15/24) |
20 | 19,614 | ||||||
Discover Financial Services |
||||||||
3.75%, 03/04/25 (Call 12/04/24) |
37 | 36,071 | ||||||
3.95%, 11/06/24 (Call 08/06/24) |
58 | 57,394 | ||||||
4.10%, 02/09/27 (Call 11/09/26) |
45 | 43,332 | ||||||
Franklin Resources Inc. |
||||||||
1.60%, 10/30/30 (Call 07/30/30) |
20 | 15,890 | ||||||
2.95%, 08/12/51 (Call 02/12/51) |
15 | 10,392 | ||||||
Intercontinental Exchange Inc. |
||||||||
1.85%, 09/15/32 (Call 06/15/32) |
50 | 39,451 | ||||||
2.10%, 06/15/30 (Call 03/15/30) |
25 | 21,112 | ||||||
3.00%, 06/15/50 (Call 12/15/49) |
60 | 43,755 | ||||||
4.95%, 06/15/52 (Call 12/15/51) |
25 | 24,582 | ||||||
Invesco Finance PLC, 5.38%, 11/30/43 |
10 | 9,853 | ||||||
Jefferies Group LLC, 6.25%, 01/15/36 |
20 | 20,182 | ||||||
Jefferies Group LLC/Jefferies Group Capital Finance Inc. |
||||||||
2.63%, 10/15/31 (Call 07/15/31) |
10 | 7,761 | ||||||
4.15%, 01/23/30 |
10 | 9,009 | ||||||
Lazard Group LLC |
||||||||
3.63%, 03/01/27 (Call 12/01/26) |
20 | 18,899 | ||||||
4.38%, 03/11/29 (Call 12/11/28) |
10 | 9,598 | ||||||
Legg Mason Inc., 5.63%, 01/15/44 |
10 | 10,323 | ||||||
Mastercard Inc. |
||||||||
3.85%, 03/26/50 (Call 09/26/49) |
27 | 24,408 | ||||||
3.95%, 02/26/48 (Call 08/26/47) |
40 | 36,727 | ||||||
Morgan Stanley Domestic Holdings Inc., 4.50%, 06/20/28 (Call 03/20/28) |
25 | 24,752 | ||||||
Nasdaq Inc., 3.85%, 06/30/26 (Call 03/30/26) |
40 | 39,391 | ||||||
ORIX Corp., 3.25%, 12/04/24 |
60 | 58,699 | ||||||
Radian Group Inc. |
||||||||
4.50%, 10/01/24 (Call 07/01/24) |
5 | 4,807 | ||||||
4.88%, 03/15/27 (Call 09/15/26) |
10 | 9,319 | ||||||
6.63%, 03/15/25 (Call 09/15/24) |
5 | 5,009 | ||||||
Raymond James Financial Inc., 4.65%, 04/01/30 (Call 01/01/30) |
45 | 44,191 | ||||||
Stifel Financial Corp., 4.00%, 05/15/30 (Call 02/15/30) |
35 | 31,723 | ||||||
Synchrony Financial |
||||||||
3.70%, 08/04/26 (Call 05/04/26) |
25 | 23,421 | ||||||
4.25%, 08/15/24 (Call 05/15/24) |
35 | 34,591 | ||||||
4.50%, 07/23/25 (Call 04/23/25) |
60 | 58,662 | ||||||
5.15%, 03/19/29 (Call 12/19/28) |
20 | 19,035 |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
Visa Inc. |
||||||||
1.10%, 02/15/31 (Call 11/15/30) |
$ | 25 | $ | 19,981 | ||||
2.05%, 04/15/30 (Call 01/15/30) |
10 | 8,768 | ||||||
4.15%, 12/14/35 (Call 06/14/35) |
25 | 24,778 | ||||||
4.30%, 12/14/45 (Call 06/14/45) |
50 | 48,253 | ||||||
Western Union Co. (The), 1.35%, 03/15/26 (Call 02/15/26) |
35 | 30,992 | ||||||
|
|
|||||||
2,302,761 | ||||||||
Electric — 2.6% | ||||||||
AEP Texas Inc. |
||||||||
3.45%, 05/15/51 (Call 11/15/50) |
25 | 19,303 | ||||||
3.95%, 06/01/28 (Call 03/01/28) |
75 | 72,257 | ||||||
Series H, 3.45%, 01/15/50 (Call 07/15/49) |
50 | 37,977 | ||||||
Series I, 2.10%, 07/01/30 (Call 04/01/30) |
50 | 41,309 | ||||||
AES Corp. (The), 1.38%, 01/15/26 (Call 12/15/25) |
50 | 44,414 | ||||||
Alabama Power Co. |
||||||||
3.05%, 03/15/32 (Call 12/15/31)(a) |
50 | 45,568 | ||||||
6.00%, 03/01/39 |
5 | 5,487 | ||||||
Ameren Corp., 2.50%, 09/15/24 (Call 08/15/24) |
100 | 96,415 | ||||||
Ameren Illinois Co. |
||||||||
2.90%, 06/15/51 (Call 12/15/50) |
25 | 18,150 | ||||||
3.25%, 03/15/50 (Call 09/15/49) |
20 | 15,480 | ||||||
American Electric Power Co. Inc. |
||||||||
3.25%, 03/01/50 (Call 09/01/49) |
30 | 21,361 | ||||||
3.88%, 02/15/62 (Call 11/15/26)(b) |
10 | 8,511 | ||||||
Appalachian Power Co., 4.50%, 08/01/32 (Call 05/01/32) |
10 | 9,639 | ||||||
Arizona Public Service Co., 3.35%, 05/15/50 (Call 11/15/49) |
15 | 10,748 | ||||||
Avangrid Inc., 3.80%, 06/01/29 (Call 03/01/29) |
25 | 23,367 | ||||||
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47) |
15 | 13,652 | ||||||
Baltimore Gas & Electric Co. |
||||||||
2.25%, 06/15/31 (Call 03/15/31) |
60 | 50,887 | ||||||
3.75%, 08/15/47 (Call 02/15/47) |
25 | 21,204 | ||||||
Berkshire Hathaway Energy Co. |
||||||||
2.85%, 05/15/51 (Call 11/15/50) |
10 | 7,128 | ||||||
4.45%, 01/15/49 (Call 07/15/48) |
25 | 23,238 | ||||||
4.60%, 05/01/53 (Call 11/01/52)(d) |
10 | 9,547 | ||||||
6.13%, 04/01/36 |
50 | 54,958 | ||||||
Black Hills Corp. |
||||||||
2.50%, 06/15/30 (Call 03/15/30) |
10 | 8,280 | ||||||
3.05%, 10/15/29 (Call 07/15/29) |
10 | 8,733 | ||||||
CenterPoint Energy Houston Electric LLC, Series Z, 2.40%, 09/01/26 (Call 06/01/26) |
10 | 9,349 | ||||||
CenterPoint Energy Inc. |
||||||||
2.95%, 03/01/30 (Call 12/01/29) |
41 | 36,505 | ||||||
3.70%, 09/01/49 (Call 03/01/49) |
15 | 11,896 | ||||||
CMS Energy Corp. |
||||||||
3.75%, 12/01/50 (Call 09/01/30)(b) |
5 | 4,049 | ||||||
4.75%, 06/01/50 (Call 03/01/30)(b) |
10 | 9,208 | ||||||
Commonwealth Edison Co. |
||||||||
4.00%, 03/01/49 (Call 09/01/48) |
25 | 22,209 | ||||||
4.70%, 01/15/44 (Call 07/15/43) |
35 | 34,006 | ||||||
Series 123, 3.75%, 08/15/47 (Call 02/15/47) |
25 | 21,431 | ||||||
Connecticut Light & Power Co. (The), Series A, 4.15%, 06/01/45 (Call 12/01/44) |
15 | 13,512 | ||||||
Consolidated Edison Co. of New York Inc. |
||||||||
2.40%, 06/15/31 (Call 03/15/31)(a) |
25 | 21,364 | ||||||
4.45%, 03/15/44 (Call 09/15/43) |
45 | 41,715 | ||||||
4.50%, 05/15/58 (Call 11/15/57) |
15 | 13,491 | ||||||
Series 05-A, 5.30%, 03/01/35 |
25 | 25,541 | ||||||
Series 2017, 3.88%, 06/15/47 (Call 12/15/46) |
25 | 20,932 | ||||||
Series 20B, 3.95%, 04/01/50 (Call 10/01/49) |
25 | 21,619 |
S C H E D U L E O F I N V E S T M E N T S |
17 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
Constellation Energy Generation LLC |
||||||||
3.25%, 06/01/25 (Call 05/01/25) |
$ | 10 | $ | 9,703 | ||||
5.60%, 06/15/42 (Call 12/15/41) |
17 | 16,834 | ||||||
Consumers Energy Co. |
||||||||
3.10%, 08/15/50 (Call 02/15/50) |
25 | 19,209 | ||||||
3.50%, 08/01/51 (Call 02/01/51) |
25 | 20,705 | ||||||
Dominion Energy Inc., Series A, 1.45%, 04/15/26 (Call 03/15/26) |
50 | 45,476 | ||||||
Dominion Energy South Carolina Inc., 6.05%, 01/15/38 |
30 | 33,179 | ||||||
DTE Electric Co. |
||||||||
2.95%, 03/01/50 (Call 09/01/49) |
25 | 19,000 | ||||||
3.75%, 08/15/47 (Call 02/15/47) |
25 | 21,631 | ||||||
DTE Energy Co. |
||||||||
4.22%, 11/01/24 |
10 | 9,962 | ||||||
Series C, 3.40%, 06/15/29 (Call 03/15/29)(a) |
30 | 27,461 | ||||||
Series F, 1.05%, 06/01/25 (Call 05/01/25) |
60 | 54,983 | ||||||
Duke Energy Carolinas LLC |
||||||||
2.45%, 02/01/30 (Call 11/01/29) |
60 | 53,141 | ||||||
3.55%, 03/15/52 (Call 09/15/51) |
25 | 20,570 | ||||||
Duke Energy Corp. |
||||||||
3.30%, 06/15/41 (Call 12/15/40) |
50 | 38,542 | ||||||
3.75%, 09/01/46 (Call 03/01/46) |
50 | 39,247 | ||||||
4.30%, 03/15/28 |
10 | 9,800 | ||||||
4.50%, 08/15/32 |
10 | 9,639 | ||||||
5.00%, 08/15/52 |
10 | 9,503 | ||||||
Duke Energy Florida LLC |
||||||||
3.20%, 01/15/27 (Call 10/15/26) |
50 | 48,314 | ||||||
3.80%, 07/15/28 (Call 04/15/28) |
69 | 67,544 | ||||||
6.35%, 09/15/37 |
65 | 73,256 | ||||||
Duke Energy Progress LLC |
||||||||
3.45%, 03/15/29 (Call 12/15/28) |
60 | 57,160 | ||||||
4.15%, 12/01/44 (Call 06/01/44) |
68 | 60,413 | ||||||
Edison International, 4.13%, 03/15/28 (Call 12/15/27) |
25 | 23,516 | ||||||
Emera U.S. Finance LP, 4.75%, 06/15/46 (Call 12/15/45) |
25 | 21,953 | ||||||
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) |
25 | 24,546 | ||||||
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28) |
20 | 19,648 | ||||||
Entergy Arkansas LLC, 3.35%, 06/15/52 (Call 12/15/51) |
5 | 3,874 | ||||||
Entergy Corp. |
||||||||
0.90%, 09/15/25 (Call 08/15/25) |
50 | 44,913 | ||||||
1.90%, 06/15/28 (Call 04/15/28)(a) |
50 | 43,137 | ||||||
2.40%, 06/15/31 (Call 03/05/31) |
30 | 24,372 | ||||||
2.95%, 09/01/26 (Call 06/01/26) |
50 | 47,040 | ||||||
3.75%, 06/15/50 (Call 12/15/49) |
15 | 11,811 | ||||||
Entergy Louisiana LLC |
||||||||
3.25%, 04/01/28 (Call 01/01/28) |
25 | 23,363 | ||||||
4.95%, 01/15/45 (Call 01/15/25) |
50 | 47,681 | ||||||
Evergy Kansas Central Inc., 3.25%, 09/01/49 (Call 03/01/49) |
35 | 26,947 | ||||||
Evergy Metro Inc., Series 2020, 2.25%, 06/01/30 (Call 03/01/30) |
14 | 11,956 | ||||||
Eversource Energy |
||||||||
2.55%, 03/15/31 (Call 12/15/30) |
25 | 21,217 | ||||||
2.90%, 03/01/27 (Call 02/01/27) |
10 | 9,383 | ||||||
3.38%, 03/01/32 (Call 12/01/31) |
10 | 8,997 | ||||||
3.45%, 01/15/50 (Call 07/15/49) |
15 | 11,757 | ||||||
Series M, 3.30%, 01/15/28 (Call 10/15/27) |
35 | 32,987 | ||||||
Exelon Corp. |
||||||||
3.40%, 04/15/26 (Call 01/15/26) |
50 | 48,436 | ||||||
4.05%, 04/15/30 (Call 01/15/30) |
50 | 48,052 | ||||||
4.70%, 04/15/50 (Call 10/15/49) |
25 | 23,341 |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
Florida Power & Light Co. |
||||||||
4.13%, 02/01/42 (Call 08/01/41) |
$ | 50 | $ | 46,374 | ||||
5.25%, 02/01/41 (Call 08/01/40) |
50 | 52,326 | ||||||
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) |
10 | 9,362 | ||||||
Georgia Power Co., Series A, 3.25%, 03/15/51 (Call 09/15/50) |
55 | 40,716 | ||||||
Iberdrola International BV |
||||||||
5.81%, 03/15/25 |
15 | 15,631 | ||||||
6.75%, 07/15/36 |
10 | 11,167 | ||||||
Interstate Power & Light Co., 3.10%, 11/30/51 (Call 05/30/51) |
10 | 7,205 | ||||||
ITC Holdings Corp., 3.35%, 11/15/27 (Call 08/15/27) |
50 | 47,367 | ||||||
Louisville Gas & Electric Co., Series 25, 3.30%, 10/01/25 (Call 07/01/25) |
5 | 4,881 | ||||||
MidAmerican Energy Co., 6.75%, 12/30/31 |
35 | 40,749 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
3.05%, 04/25/27 (Call 01/25/27) |
25 | 23,929 | ||||||
3.70%, 03/15/29 (Call 12/15/28) |
40 | 38,029 | ||||||
4.30%, 03/15/49 (Call 09/15/48) |
15 | 13,632 | ||||||
Nevada Power Co., Series CC, 3.70%, 05/01/29 (Call 02/01/29) |
50 | 47,952 | ||||||
NextEra Energy Capital Holdings Inc. |
||||||||
1.88%, 01/15/27 (Call 12/15/26) |
10 | 8,974 | ||||||
1.90%, 06/15/28 (Call 04/15/28) |
50 | 43,297 | ||||||
3.50%, 04/01/29 (Call 01/01/29) |
50 | 46,786 | ||||||
4.20%, 06/20/24 |
10 | 10,009 | ||||||
4.26%, 09/01/24 |
10 | 10,010 | ||||||
4.45%, 06/20/25 |
10 | 10,050 | ||||||
4.63%, 07/15/27 (Call 06/15/27) |
20 | 20,094 | ||||||
Northern States Power Co./MN |
||||||||
2.90%, 03/01/50 (Call 09/01/49) |
35 | 26,367 | ||||||
3.60%, 09/15/47 (Call 03/15/47) |
35 | 29,388 | ||||||
NSTAR Electric Co., 1.95%, 08/15/31 (Call 05/15/31) |
30 | 25,016 | ||||||
Oglethorpe Power Corp. |
||||||||
4.50%, 04/01/47 (Call 10/01/46)(d) |
10 | 8,629 | ||||||
5.25%, 09/01/50 |
22 | 20,449 | ||||||
5.38%, 11/01/40 |
5 | 4,812 | ||||||
Oklahoma Gas & Electric Co., 4.15%, 04/01/47 (Call 10/01/46) |
15 | 13,247 | ||||||
Oncor Electric Delivery Co. LLC |
||||||||
3.80%, 09/30/47 (Call 03/30/47) |
25 | 21,840 | ||||||
4.55%, 12/01/41 (Call 06/01/41) |
19 | 18,364 | ||||||
4.60%, 06/01/52 (Call 12/01/51)(d) |
15 | 14,773 | ||||||
5.75%, 03/15/29 (Call 12/15/28) |
50 | 53,802 | ||||||
Pacific Gas and Electric Co. |
||||||||
2.50%, 02/01/31 (Call 11/01/30) |
50 | 38,237 | ||||||
3.50%, 08/01/50 (Call 02/01/50) |
50 | 33,211 | ||||||
4.50%, 07/01/40 (Call 01/01/40) |
50 | 39,104 | ||||||
4.55%, 07/01/30 (Call 01/01/30) |
60 | 53,405 | ||||||
4.95%, 07/01/50 (Call 01/01/50) |
50 | 40,004 | ||||||
PacifiCorp |
||||||||
2.90%, 06/15/52 (Call 12/15/51) |
10 | 7,209 | ||||||
6.00%, 01/15/39 |
50 | 54,361 | ||||||
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25) |
70 | 63,792 | ||||||
PPL Electric Utilities Corp., 4.15%, 06/15/48 (Call 12/15/47) |
50 | 45,307 | ||||||
Public Service Co. of Colorado |
||||||||
4.05%, 09/15/49 (Call 03/15/49) |
25 | 22,236 | ||||||
Series 17, 6.25%, 09/01/37 |
25 | 28,799 | ||||||
Public Service Electric & Gas Co., 4.05%, 05/01/48 (Call 11/01/47) |
50 | 44,997 | ||||||
Public Service Enterprise Group Inc., 0.80%, 08/15/25 (Call 07/15/25) |
60 | 54,172 | ||||||
Puget Energy Inc., 4.10%, 06/15/30 (Call 03/15/30) |
40 | 37,005 | ||||||
Puget Sound Energy Inc., 3.25%, 09/15/49 (Call 03/15/49) |
31 | 23,344 |
18 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
San Diego Gas & Electric Co. |
||||||||
Series TTT, 4.10%, 06/15/49 (Call 12/15/48) |
$ | 25 | $ | 22,132 | ||||
Series WWW, 2.95%, 08/15/51 (Call 02/15/51) |
25 | 18,500 | ||||||
Sempra Energy |
||||||||
4.00%, 02/01/48 (Call 08/01/47) |
35 | 29,219 | ||||||
4.13%, 04/01/52 (Call 01/01/27)(b) |
25 | 21,153 | ||||||
Southern California Edison Co. |
||||||||
3.65%, 02/01/50 (Call 08/01/49) |
50 | 38,312 | ||||||
4.00%, 04/01/47 (Call 10/01/46) |
25 | 20,155 | ||||||
4.65%, 10/01/43 (Call 04/01/43) |
50 | 45,089 | ||||||
Southern Co. (The) |
||||||||
4.25%, 07/01/36 (Call 01/01/36) |
10 | 9,168 | ||||||
4.40%, 07/01/46 (Call 01/01/46) |
56 | 49,377 | ||||||
Southern Power Co., 5.15%, 09/15/41 |
25 | 23,960 | ||||||
Tucson Electric Power Co., 4.00%, 06/15/50 (Call 12/15/49) |
20 | 16,548 | ||||||
Virginia Electric & Power Co. |
||||||||
2.45%, 12/15/50 (Call 06/15/50) |
50 | 33,600 | ||||||
4.00%, 01/15/43 (Call 07/15/42) |
50 | 44,287 | ||||||
8.88%, 11/15/38 |
15 | 20,955 | ||||||
Series A, 3.15%, 01/15/26 (Call 10/15/25) |
50 | 48,531 | ||||||
Series C, 4.00%, 11/15/46 (Call 05/15/46) |
50 | 43,944 | ||||||
Wisconsin Power and Light Co., 3.00%, 07/01/29 (Call 04/01/29) |
50 | 45,566 | ||||||
Wisconsin Public Service Corp., 3.30%, 09/01/49 (Call 03/01/49) |
30 | 23,529 | ||||||
Xcel Energy Inc., 3.40%, 06/01/30 (Call 12/01/29) |
65 | 59,611 | ||||||
|
|
|||||||
4,302,685 | ||||||||
Electrical Components & Equipment — 0.0% | ||||||||
Emerson Electric Co., 2.00%, 12/21/28 (Call 10/21/28) |
20 | 17,780 | ||||||
|
|
|||||||
Electronics — 0.3% | ||||||||
Agilent Technologies Inc., 2.30%, 03/12/31 (Call 12/12/30) |
35 | 28,800 | ||||||
Avnet Inc., 5.50%, 06/01/32 (Call 03/01/32) |
10 | 9,533 | ||||||
Flex Ltd. |
||||||||
3.75%, 02/01/26 (Call 01/01/26) |
5 | 4,766 | ||||||
4.88%, 06/15/29 (Call 03/15/29) |
25 | 23,615 | ||||||
4.88%, 05/12/30 (Call 02/12/30) |
15 | 14,160 | ||||||
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26) |
50 | 47,843 | ||||||
Honeywell International Inc. |
||||||||
1.10%, 03/01/27 (Call 02/01/27) |
10 | 8,923 | ||||||
3.81%, 11/21/47 (Call 05/21/47) |
50 | 45,093 | ||||||
Hubbell Inc. |
||||||||
2.30%, 03/15/31 (Call 12/15/30) |
25 | 20,904 | ||||||
3.35%, 03/01/26 (Call 12/01/25) |
15 | 14,535 | ||||||
Keysight Technologies Inc. |
||||||||
3.00%, 10/30/29 (Call 07/30/29) |
30 | 26,300 | ||||||
4.60%, 04/06/27 (Call 01/06/27) |
25 | 25,083 | ||||||
Legrand France SA, 8.50%, 02/15/25 |
5 | 5,506 | ||||||
TD SYNNEX Corp. |
||||||||
1.75%, 08/09/26 (Call 07/09/26) |
40 | 35,002 | ||||||
2.38%, 08/09/28 (Call 06/09/28) |
25 | 20,974 | ||||||
Trimble Inc., 4.75%, 12/01/24 (Call 09/01/24) |
40 | 40,164 | ||||||
Vontier Corp. |
||||||||
1.80%, 04/01/26 (Call 03/01/26) |
25 | 21,870 | ||||||
2.40%, 04/01/28 (Call 02/01/28) |
10 | 8,129 | ||||||
2.95%, 04/01/31 (Call 01/01/31) |
15 | 11,534 | ||||||
|
|
|||||||
412,734 | ||||||||
Entertainment — 0.1% | ||||||||
Magallanes Inc. |
||||||||
3.64%, 03/15/25(d) |
30 | 28,976 |
Security |
Par (000) |
Value | ||||||
Entertainment (continued) | ||||||||
3.76%, 03/15/27 (Call 02/15/27)(d) |
$ | 40 | $ | 37,362 | ||||
4.28%, 03/15/32 (Call 12/15/31)(d) |
65 | 56,463 | ||||||
5.05%, 03/15/42 (Call 09/15/41)(d) |
15 | 12,258 | ||||||
5.14%, 03/15/52 (Call 09/15/51)(d) |
50 | 40,254 | ||||||
5.39%, 03/15/62 (Call 09/15/61)(d) |
50 | 40,208 | ||||||
|
|
|||||||
215,521 | ||||||||
Environmental Control — 0.1% | ||||||||
Nature Conservancy (The), Series A, 3.96%, 03/01/52 (Call 09/01/51) |
5 | 4,465 | ||||||
Republic Services Inc. |
||||||||
1.45%, 02/15/31 (Call 11/15/30)(a) |
40 | 31,476 | ||||||
3.05%, 03/01/50 (Call 09/01/49) |
15 | 11,205 | ||||||
Waste Connections Inc. |
||||||||
3.20%, 06/01/32 (Call 03/01/32) |
50 | 44,503 | ||||||
4.25%, 12/01/28 (Call 09/01/28) |
10 | 9,827 | ||||||
Waste Management Inc., 2.50%, 11/15/50 (Call 05/15/50) |
20 | 13,446 | ||||||
|
|
|||||||
114,922 | ||||||||
Food — 0.6% | ||||||||
Ahold Finance USA LLC, 6.88%, 05/01/29 |
25 | 27,344 | ||||||
Campbell Soup Co. |
||||||||
3.13%, 04/24/50 (Call 10/24/49) |
25 | 17,704 | ||||||
4.15%, 03/15/28 (Call 12/15/27) |
25 | 24,551 | ||||||
Conagra Brands Inc., 5.40%, 11/01/48 (Call 05/01/48) |
25 | 23,718 | ||||||
Flowers Foods Inc., 2.40%, 03/15/31 (Call 12/15/30) |
10 | 8,300 | ||||||
General Mills Inc., 3.00%, 02/01/51 (Call 08/01/50) |
25 | 18,179 | ||||||
Hershey Co. (The), 3.13%, 11/15/49 (Call 05/15/49) |
25 | 19,820 | ||||||
Hormel Foods Corp., 0.65%, 06/03/24 (Call 10/03/22) |
250 | 237,472 | ||||||
JM Smucker Co. (The) |
||||||||
2.13%, 03/15/32 (Call 12/15/31)(a) |
25 | 20,031 | ||||||
3.50%, 03/15/25 |
27 | 26,640 | ||||||
4.25%, 03/15/35 |
25 | 23,026 | ||||||
Kellogg Co. |
||||||||
2.10%, 06/01/30 (Call 03/01/30) |
10 | 8,297 | ||||||
3.25%, 04/01/26 |
10 | 9,703 | ||||||
4.30%, 05/15/28 (Call 02/15/28) |
65 | 64,258 | ||||||
Kraft Heinz Foods Co. |
||||||||
4.38%, 06/01/46 (Call 12/01/45) |
40 | 33,944 | ||||||
4.88%, 10/01/49 (Call 04/01/49) |
25 | 22,670 | ||||||
5.00%, 06/04/42 |
25 | 23,315 | ||||||
5.20%, 07/15/45 (Call 01/15/45) |
50 | 46,992 | ||||||
Kroger Co. (The) |
||||||||
2.65%, 10/15/26 (Call 07/15/26) |
25 | 23,609 | ||||||
4.45%, 02/01/47 (Call 08/01/46) |
25 | 22,671 | ||||||
5.15%, 08/01/43 (Call 02/01/43) |
25 | 24,524 | ||||||
McCormick & Co. Inc./MD |
||||||||
0.90%, 02/15/26 (Call 01/15/26) |
10 | 8,912 | ||||||
3.15%, 08/15/24 (Call 06/15/24) |
10 | 9,841 | ||||||
Mondelez International Inc. |
||||||||
1.50%, 05/04/25 (Call 04/04/25) |
10 | 9,358 | ||||||
2.63%, 09/04/50 (Call 03/04/50) |
10 | 6,718 | ||||||
Sysco Corp. |
||||||||
2.40%, 02/15/30 (Call 11/15/29) |
10 | 8,602 | ||||||
3.30%, 07/15/26 (Call 04/15/26) |
60 | 58,049 | ||||||
5.95%, 04/01/30 (Call 01/01/30) |
10 | 10,646 | ||||||
6.60%, 04/01/40 (Call 10/01/39) |
35 | 39,976 | ||||||
Tyson Foods Inc. |
||||||||
4.00%, 03/01/26 (Call 01/01/26) |
10 | 9,885 | ||||||
5.10%, 09/28/48 (Call 03/28/48) |
25 | 24,681 | ||||||
|
|
|||||||
913,436 |
S C H E D U L E O F I N V E S T M E N T S |
19 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Forest Products & Paper — 0.1% | ||||||||
International Paper Co. |
||||||||
4.40%, 08/15/47 (Call 02/15/47) |
$ | 25 | $ | 21,921 | ||||
5.00%, 09/15/35 (Call 03/15/35)(a) |
35 | 34,915 | ||||||
Suzano Austria GmbH, 2.50%, 09/15/28 (Call 07/15/28) |
90 | 75,958 | ||||||
|
|
|||||||
132,794 | ||||||||
Gas — 0.2% | ||||||||
Atmos Energy Corp., 4.13%, 03/15/49 (Call 09/15/48) |
59 | 52,928 | ||||||
CenterPoint Energy Resources Corp. |
||||||||
1.75%, 10/01/30 (Call 07/01/30) |
25 | 20,409 | ||||||
4.10%, 09/01/47 (Call 03/01/47) |
15 | 13,324 | ||||||
4.40%, 07/01/32 (Call 04/01/32) |
10 | 9,973 | ||||||
Eastern Energy Gas Holdings LLC, Series A, 2.50%, 11/15/24 (Call 10/15/24) |
25 | 24,061 | ||||||
NiSource Inc. |
||||||||
0.95%, 08/15/25 (Call 07/15/25) |
70 | 63,686 | ||||||
1.70%, 02/15/31 (Call 11/15/30) |
25 | 19,648 | ||||||
3.95%, 03/30/48 (Call 09/30/47) |
25 | 20,560 | ||||||
4.38%, 05/15/47 (Call 11/15/46) |
5 | 4,411 | ||||||
ONE Gas Inc. |
||||||||
2.00%, 05/15/30 (Call 02/15/30) |
10 | 8,267 | ||||||
4.66%, 02/01/44 (Call 08/01/43) |
15 | 13,746 | ||||||
Southern California Gas Co., Series XX, 2.55%, 02/01/30 (Call 11/01/29) |
25 | 22,282 | ||||||
Southern Co. Gas Capital Corp., 5.88%, 03/15/41 (Call 09/15/40) |
25 | 25,970 | ||||||
Southwest Gas Corp., 2.20%, 06/15/30 (Call 03/15/30) |
25 | 19,740 | ||||||
Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50) |
15 | 11,104 | ||||||
Washington Gas Light Co., Series K, 3.80%, 09/15/46 (Call 03/15/46) |
10 | 8,359 | ||||||
|
|
|||||||
338,468 | ||||||||
Hand & Machine Tools — 0.1% | ||||||||
Snap-on Inc., 3.10%, 05/01/50 (Call 11/01/49) |
15 | 11,827 | ||||||
Stanley Black & Decker Inc. |
||||||||
2.30%, 03/15/30 (Call 12/15/29) |
30 | 25,655 | ||||||
4.25%, 11/15/28 (Call 08/15/28) |
50 | 49,488 | ||||||
|
|
|||||||
86,970 | ||||||||
Health Care - Products — 0.4% | ||||||||
Abbott Laboratories |
||||||||
4.75%, 11/30/36 (Call 05/30/36) |
25 | 26,323 | ||||||
4.90%, 11/30/46 (Call 05/30/46) |
25 | 26,338 | ||||||
5.30%, 05/27/40 |
25 | 27,005 | ||||||
Baxter International Inc. |
||||||||
1.92%, 02/01/27 (Call 01/01/27) |
50 | 44,936 | ||||||
2.60%, 08/15/26 (Call 05/15/26) |
25 | 23,352 | ||||||
3.13%, 12/01/51 (Call 06/01/51) |
25 | 17,517 | ||||||
Boston Scientific Corp. |
||||||||
1.90%, 06/01/25 (Call 05/01/25) |
33 | 31,090 | ||||||
2.65%, 06/01/30 (Call 03/01/30)(a) |
35 | 30,566 | ||||||
4.70%, 03/01/49 (Call 09/01/48) |
17 | 16,174 | ||||||
Danaher Corp., 4.38%, 09/15/45 (Call 03/15/45) |
15 | 13,776 | ||||||
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30) |
25 | 20,600 | ||||||
DH Europe Finance II Sarl, 3.40%, 11/15/49 (Call 05/15/49) |
40 | 32,287 | ||||||
Koninklijke Philips NV, 5.00%, 03/15/42 |
25 | 23,482 | ||||||
Medtronic Inc. |
||||||||
4.38%, 03/15/35 |
25 | 24,806 | ||||||
4.63%, 03/15/45 |
25 | 25,068 | ||||||
PerkinElmer Inc., 3.30%, 09/15/29 (Call 06/15/29) |
10 | 8,926 | ||||||
Stryker Corp. |
||||||||
3.38%, 05/15/24 (Call 02/15/24) |
31 | 30,704 | ||||||
3.38%, 11/01/25 (Call 08/01/25) |
40 | 38,983 |
Security |
Par (000) |
Value | ||||||
Health Care - Products (continued) | ||||||||
4.38%, 05/15/44 (Call 11/15/43) |
$ | 35 | $ | 31,523 | ||||
Thermo Fisher Scientific Inc. |
||||||||
2.60%, 10/01/29 (Call 07/01/29) |
62 | 56,625 | ||||||
4.10%, 08/15/47 (Call 02/15/47) |
25 | 23,318 | ||||||
Zimmer Biomet Holdings Inc., 3.05%, 01/15/26 (Call 12/15/25) |
50 | 47,851 | ||||||
|
|
|||||||
621,250 | ||||||||
Health Care - Services — 0.9% | ||||||||
Adventist Health System/West, 2.95%, 03/01/29 (Call 12/01/28) |
25 | 22,506 | ||||||
Advocate Health & Hospitals Corp., 4.27%, 08/15/48 (Call 02/15/48) |
30 | 27,710 | ||||||
Aetna Inc. |
||||||||
4.50%, 05/15/42 (Call 11/15/41) |
10 | 8,921 | ||||||
4.75%, 03/15/44 (Call 09/15/43) |
25 | 22,823 | ||||||
Ascension Health |
||||||||
4.85%, 11/15/53 |
5 | 5,204 | ||||||
Series B, 3.11%, 11/15/39 (Call 05/15/39) |
25 | 20,519 | ||||||
Banner Health, 2.91%, 01/01/51 (Call 07/01/50) |
25 | 18,184 | ||||||
Children’s Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44 |
15 | 14,173 | ||||||
Children’s Hospital of Philadelphia (The), Series 2020, 2.70%, 07/01/50 (Call 01/01/50) |
20 | 13,974 | ||||||
CommonSpirit Health, 3.35%, 10/01/29 (Call 04/01/29) |
40 | 35,743 | ||||||
Dignity Health, 5.27%, 11/01/64 |
15 | 14,012 | ||||||
Elevance Health Inc. |
||||||||
3.13%, 05/15/50 (Call 11/15/49) |
25 | 18,711 | ||||||
3.35%, 12/01/24 (Call 10/01/24) |
5 | 4,918 | ||||||
3.60%, 03/15/51 (Call 09/15/50) |
25 | 20,108 | ||||||
3.65%, 12/01/27 (Call 09/01/27) |
50 | 48,456 | ||||||
4.38%, 12/01/47 (Call 06/01/47) |
25 | 23,090 | ||||||
4.55%, 03/01/48 (Call 09/01/47) |
25 | 23,410 | ||||||
Hackensack Meridian Health Inc. |
||||||||
4.21%, 07/01/48 (Call 01/01/48) |
25 | 23,013 | ||||||
4.50%, 07/01/57 (Call 01/01/57) |
5 | 4,868 | ||||||
HCA Inc. |
||||||||
3.50%, 07/15/51 (Call 01/15/51) |
35 | 23,960 | ||||||
4.38%, 03/15/42 (Call 09/15/41)(d) |
40 | 32,742 | ||||||
5.13%, 06/15/39 (Call 12/15/38) |
40 | 36,045 | ||||||
5.25%, 06/15/49 (Call 12/15/48) |
40 | 35,752 | ||||||
Humana Inc. |
||||||||
1.35%, 02/03/27 (Call 01/03/27) |
10 | 8,738 | ||||||
2.15%, 02/03/32 (Call 11/03/31)(a) |
10 | 8,109 | ||||||
3.13%, 08/15/29 (Call 05/15/29)(a) |
15 | 13,632 | ||||||
3.95%, 08/15/49 (Call 02/15/49) |
25 | 21,105 | ||||||
Kaiser Foundation Hospitals |
||||||||
4.88%, 04/01/42 |
25 | 25,356 | ||||||
Series 2021, 2.81%, 06/01/41 (Call 12/01/40) |
32 | 24,432 | ||||||
Series 2021, 3.00%, 06/01/51 (Call 12/01/50) |
25 | 18,603 | ||||||
Laboratory Corp. of America Holdings |
||||||||
1.55%, 06/01/26 (Call 05/01/26) |
60 | 54,049 | ||||||
3.25%, 09/01/24 (Call 07/01/24) |
50 | 49,119 | ||||||
Mass General Brigham Inc., Series 2017, 3.77%, 07/01/48 (Call 01/01/48) |
25 | 21,581 | ||||||
Mayo Clinic, Series 2016, 4.13%, 11/15/52 |
25 | 23,304 | ||||||
MidMichigan Health, Series 2020, 3.41%, 06/01/50 (Call 12/01/49) |
15 | 11,426 | ||||||
Mount Sinai Hospitals Group Inc., Series 2017, 3.98%, 07/01/48 |
15 | 13,423 | ||||||
Northwell Healthcare Inc. |
||||||||
3.81%, 11/01/49 (Call 11/01/48) |
5 | 4,146 | ||||||
3.98%, 11/01/46 (Call 11/01/45) |
10 | 8,426 |
20 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Health Care - Services (continued) | ||||||||
Novant Health Inc., 3.32%, 11/01/61 (Call 05/01/61) |
$ | 15 | $ | 11,129 | ||||
OhioHealth Corp., 2.83%, 11/15/41 (Call 05/15/41) |
10 | 7,525 | ||||||
Orlando Health Obligated Group, 3.33%, 10/01/50 (Call 04/01/50) |
25 | 19,835 | ||||||
Piedmont Healthcare Inc. |
||||||||
2.04%, 01/01/32 (Call 07/01/31) |
15 | 12,098 | ||||||
Series 2042, 2.72%, 01/01/42 (Call 07/01/41) |
25 | 18,340 | ||||||
Providence St Joseph Health Obligated Group |
||||||||
Series 21A, 2.70%, 10/01/51 (Call 04/01/51) |
10 | 6,622 | ||||||
Series I, 3.74%, 10/01/47 |
10 | 8,434 | ||||||
Quest Diagnostics Inc. |
||||||||
2.80%, 06/30/31 (Call 03/30/31) |
10 | 8,542 | ||||||
2.95%, 06/30/30 (Call 03/30/30) |
35 | 30,863 | ||||||
3.45%, 06/01/26 (Call 03/01/26) |
35 | 34,119 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
25 | 25,020 | ||||||
Stanford Health Care, Series 2018, 3.80%, 11/15/48 (Call 05/15/48) |
5 | 4,472 | ||||||
Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28)(a) |
25 | 23,952 | ||||||
UMass Memorial Health Care Obligated Group, 5.36%, 07/01/52 (Call 01/01/52) |
5 | 4,940 | ||||||
UnitedHealth Group Inc. |
||||||||
1.15%, 05/15/26 (Call 04/15/26) |
5 | 4,541 | ||||||
2.30%, 05/15/31 (Call 02/15/31) |
50 | 42,923 | ||||||
2.90%, 05/15/50 (Call 11/15/49) |
25 | 18,282 | ||||||
3.25%, 05/15/51 (Call 11/15/50) |
50 | 39,171 | ||||||
3.50%, 02/15/24(a) |
185 | 184,574 | ||||||
3.50%, 08/15/39 (Call 02/15/39) |
30 | 25,778 | ||||||
3.70%, 08/15/49 (Call 02/15/49) |
50 | 42,541 | ||||||
3.88%, 08/15/59 (Call 02/15/59) |
25 | 21,304 | ||||||
4.38%, 03/15/42 (Call 09/15/41) |
30 | 28,418 | ||||||
4.75%, 07/15/45 |
39 | 38,585 | ||||||
5.95%, 02/15/41 (Call 08/15/40) |
25 | 28,032 | ||||||
Universal Health Services Inc., 2.65%, 10/15/30 (Call 07/15/30)(d) |
25 | 19,671 | ||||||
Willis-Knighton Medical Center, Series 2018, 4.81%, 09/01/48 (Call 03/01/48) |
5 | 4,862 | ||||||
Yale-New Haven Health Services Corp., Series 2020, 2.50%, 07/01/50 (Call 07/01/49) |
10 | 6,706 | ||||||
|
|
|||||||
1,525,570 | ||||||||
Holding Companies - Diversified — 0.2% | ||||||||
Ares Capital Corp. |
||||||||
3.25%, 07/15/25 (Call 06/15/25) |
10 | 9,380 | ||||||
4.20%, 06/10/24 (Call 05/10/24) |
45 | 44,601 | ||||||
4.25%, 03/01/25 (Call 01/01/25) |
10 | 9,728 | ||||||
Bain Capital Specialty Finance Inc., 2.55%, 10/13/26 (Call 09/13/26) |
15 | 12,709 | ||||||
Blackstone Secured Lending Fund |
||||||||
2.13%, 02/15/27 (Call 01/15/27) |
10 | 8,293 | ||||||
2.85%, 09/30/28 (Call 07/30/28) |
20 | 15,904 | ||||||
3.63%, 01/15/26 (Call 12/15/25) |
20 | 18,749 | ||||||
FS KKR Capital Corp. |
||||||||
2.63%, 01/15/27 (Call 12/15/26) |
20 | 16,953 | ||||||
3.25%, 07/15/27 (Call 06/15/27) |
10 | 8,638 | ||||||
4.13%, 02/01/25 (Call 01/01/25) |
10 | 9,668 | ||||||
Goldman Sachs BDC Inc., 3.75%, 02/10/25 (Call 01/10/25)(a) |
65 | 63,576 | ||||||
Golub Capital BDC Inc., 2.05%, 02/15/27 (Call 01/15/27) |
20 | 16,648 | ||||||
Oaktree Specialty Lending Corp., 3.50%, 02/25/25 (Call 01/25/25) |
25 | 24,076 | ||||||
Owl Rock Capital Corp. |
||||||||
3.40%, 07/15/26 (Call 06/15/26) |
25 | 22,374 | ||||||
3.75%, 07/22/25 (Call 06/22/25) |
10 | 9,395 |
Security |
Par (000) |
Value | ||||||
Holding Companies - Diversified (continued) | ||||||||
4.25%, 01/15/26 (Call 12/15/25) |
$ | 25 | $ | 23,558 | ||||
Prospect Capital Corp., 3.44%, 10/15/28 (Call 08/15/28) |
10 | 7,682 | ||||||
Sixth Street Specialty Lending Inc. |
||||||||
2.50%, 08/01/26 (Call 07/01/26) |
10 | 8,738 | ||||||
3.88%, 11/01/24 (Call 10/01/24) |
25 | 24,184 | ||||||
|
|
|||||||
354,854 | ||||||||
Home Builders — 0.1% | ||||||||
DR Horton Inc. |
||||||||
1.40%, 10/15/27 (Call 08/15/27) |
10 | 8,382 | ||||||
2.60%, 10/15/25 (Call 09/15/25) |
25 | 23,493 | ||||||
Lennar Corp. |
||||||||
4.75%, 05/30/25 (Call 02/28/25) |
50 | 50,303 | ||||||
5.88%, 11/15/24 (Call 05/15/24) |
50 | 51,200 | ||||||
MDC Holdings Inc. |
||||||||
2.50%, 01/15/31 (Call 07/15/30) |
5 | 3,593 | ||||||
3.85%, 01/15/30 (Call 07/15/29) |
5 | 4,075 | ||||||
3.97%, 08/06/61 (Call 02/06/61) |
15 | 8,691 | ||||||
PulteGroup Inc., 5.00%, 01/15/27 (Call 10/15/26) |
60 | 60,147 | ||||||
Toll Brothers Finance Corp. |
||||||||
4.88%, 11/15/25 (Call 08/15/25)(a) |
10 | 9,904 | ||||||
4.88%, 03/15/27 (Call 12/15/26) |
20 | 19,246 | ||||||
|
|
|||||||
239,034 | ||||||||
Home Furnishings — 0.1% | ||||||||
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25) |
5 | 4,958 | ||||||
Leggett & Platt Inc., 3.50%, 11/15/27 (Call 08/15/27) |
55 | 51,158 | ||||||
Whirlpool Corp. |
||||||||
4.60%, 05/15/50 (Call 11/15/49) |
20 | 16,644 | ||||||
4.75%, 02/26/29 (Call 11/26/28)(a) |
10 | 9,842 | ||||||
|
|
|||||||
82,602 | ||||||||
Household Products & Wares — 0.0% | ||||||||
Clorox Co. (The), 1.80%, 05/15/30 (Call 02/15/30) |
10 | 8,165 | ||||||
Kimberly-Clark Corp. |
||||||||
1.05%, 09/15/27 (Call 07/15/27) |
10 | 8,748 | ||||||
2.88%, 02/07/50 (Call 08/07/49)(a) |
25 | 18,645 | ||||||
3.10%, 03/26/30 (Call 12/26/29) |
10 | 9,304 | ||||||
3.20%, 04/25/29 (Call 01/25/29) |
25 | 23,575 | ||||||
|
|
|||||||
68,437 | ||||||||
Insurance — 1.1% | ||||||||
Aflac Inc. |
||||||||
3.60%, 04/01/30 (Call 01/01/30) |
50 | 47,576 | ||||||
3.63%, 11/15/24 |
25 | 24,895 | ||||||
Allstate Corp. (The) |
||||||||
4.20%, 12/15/46 (Call 06/15/46) |
25 | 22,627 | ||||||
4.50%, 06/15/43 |
25 | 23,305 | ||||||
American International Group Inc. |
||||||||
4.75%, 04/01/48 (Call 10/01/47) |
25 | 23,653 | ||||||
4.80%, 07/10/45 (Call 01/10/45) |
20 | 18,653 | ||||||
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)(b) |
10 | 9,405 | ||||||
Aon Corp., 3.75%, 05/02/29 (Call 02/02/29) |
59 | 55,954 | ||||||
Aon Corp./Aon Global Holdings PLC |
||||||||
2.05%, 08/23/31 (Call 05/23/31) |
50 | 40,465 | ||||||
2.90%, 08/23/51 (Call 02/23/51) |
10 | 6,934 | ||||||
Arch Capital Group Ltd., 3.64%, 06/30/50 (Call 12/30/49) |
25 | 19,391 | ||||||
Arthur J Gallagher & Co., 3.50%, 05/20/51 (Call 11/20/50) |
10 | 7,611 | ||||||
Assurant Inc., 3.70%, 02/22/30 (Call 11/22/29) |
25 | 22,127 | ||||||
Assured Guaranty U.S. Holdings Inc., 3.15%, 06/15/31 (Call 03/15/31) |
10 | 8,614 |
S C H E D U L E O F I N V E S T M E N T S |
21 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Insurance (continued) | ||||||||
Athene Holding Ltd., 4.13%, 01/12/28 (Call 10/12/27) |
$ | 69 | $ | 64,835 | ||||
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27) |
10 | 9,623 | ||||||
Berkshire Hathaway Finance Corp. |
||||||||
2.50%, 01/15/51 (Call 07/15/50) |
60 | 41,079 | ||||||
2.85%, 10/15/50 (Call 04/15/50) |
25 | 18,241 | ||||||
4.20%, 08/15/48 (Call 02/15/48) |
25 | 23,234 | ||||||
4.25%, 01/15/49 (Call 07/15/48) |
25 | 23,470 | ||||||
4.40%, 05/15/42 |
5 | 4,795 | ||||||
Berkshire Hathaway Inc. |
||||||||
3.13%, 03/15/26 (Call 12/15/25) |
25 | 24,473 | ||||||
4.50%, 02/11/43 |
5 | 4,855 | ||||||
Brighthouse Financial Inc., 5.63%, 05/15/30 (Call 02/15/30) |
40 | 39,610 | ||||||
Brown & Brown Inc. |
||||||||
2.38%, 03/15/31 (Call 12/15/30) |
15 | 11,897 | ||||||
4.20%, 09/15/24 (Call 06/15/24) |
20 | 19,877 | ||||||
4.50%, 03/15/29 (Call 12/15/28) |
10 | 9,724 | ||||||
Chubb INA Holdings Inc. |
||||||||
3.05%, 12/15/61 (Call 06/15/61) |
25 | 17,652 | ||||||
3.15%, 03/15/25 |
5 | 4,929 | ||||||
3.35%, 05/03/26 (Call 02/03/26) |
47 | 45,989 | ||||||
4.35%, 11/03/45 (Call 05/03/45) |
25 | 23,486 | ||||||
CNA Financial Corp. |
||||||||
3.90%, 05/01/29 (Call 02/01/29) |
25 | 23,439 | ||||||
4.50%, 03/01/26 (Call 12/01/25) |
25 | 25,054 | ||||||
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) |
15 | 14,495 | ||||||
Corebridge Financial Inc. |
||||||||
3.90%, 04/05/32 (Call 01/05/32)(d) |
10 | 8,989 | ||||||
4.35%, 04/05/42 (Call 10/05/41)(d) |
10 | 8,473 | ||||||
4.40%, 04/05/52 (Call 10/05/51)(d) |
10 | 8,222 | ||||||
Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29) |
10 | 9,378 | ||||||
Equitable Holdings Inc., 5.00%, 04/20/48 (Call 10/20/47) |
25 | 23,402 | ||||||
Everest Reinsurance Holdings Inc., 3.13%, 10/15/52 (Call 04/15/52) |
15 | 10,415 | ||||||
Fairfax Financial Holdings Ltd. |
||||||||
4.63%, 04/29/30 (Call 01/29/30) |
10 | 9,418 | ||||||
4.85%, 04/17/28 (Call 01/17/28) |
30 | 29,384 | ||||||
Fidelity National Financial Inc. |
||||||||
2.45%, 03/15/31 (Call 12/15/30) |
10 | 7,928 | ||||||
4.50%, 08/15/28 (Call 05/15/28) |
10 | 9,738 | ||||||
First American Financial Corp., 2.40%, 08/15/31 (Call 05/15/31) |
10 | 7,690 | ||||||
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26) |
25 | 24,769 | ||||||
Hartford Financial Services Group Inc. (The), 2.90%, 09/15/51 (Call 03/15/51) |
25 | 17,162 | ||||||
Jackson
Financial Inc., 3.13%, 11/23/31 |
10 | 7,993 | ||||||
Lincoln National Corp., 3.80%, 03/01/28 (Call 12/01/27) |
100 | 95,670 | ||||||
Manulife Financial Corp., 4.15%, 03/04/26 |
41 | 40,636 | ||||||
Markel Corp. |
||||||||
3.35%, 09/17/29 (Call 06/17/29) |
40 | 36,242 | ||||||
3.45%, 05/07/52 (Call 11/07/51) |
5 | 3,696 | ||||||
3.50%, 11/01/27 (Call 08/01/27) |
10 | 9,449 | ||||||
Marsh & McLennan Companies Inc. |
||||||||
2.25%, 11/15/30 (Call 08/15/30) |
10 | 8,487 | ||||||
4.38%, 03/15/29 (Call 12/15/28) |
25 | 24,843 | ||||||
4.90%, 03/15/49 (Call 09/15/48) |
25 | 24,982 | ||||||
MetLife Inc. |
||||||||
4.05%, 03/01/45 |
50 | 44,046 | ||||||
4.88%, 11/13/43 |
55 | 54,201 | ||||||
Old Republic International Corp., 4.88%, 10/01/24 (Call 09/01/24) |
28 | 28,215 |
Security | Par (000) |
Value |
||||||
Insurance (continued) | ||||||||
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29) |
$ | 25 | $ | 23,395 | ||||
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)(a) |
20 | 16,705 | ||||||
Principal Financial Group Inc. |
||||||||
3.70%, 05/15/29 (Call 02/15/29) |
10 | 9,418 | ||||||
4.35%, 05/15/43 |
20 | 17,756 | ||||||
Progressive Corp. (The) |
||||||||
4.20%, 03/15/48 (Call 09/15/47) |
15 | 13,757 | ||||||
6.25%, 12/01/32 |
25 | 28,517 | ||||||
Prudential Financial Inc. |
||||||||
3.70%, 03/13/51 (Call 09/13/50) |
50 | 41,469 | ||||||
3.88%, 03/27/28 (Call 12/27/27) |
50 | 49,077 | ||||||
3.94%, 12/07/49 (Call 06/07/49) |
25 | 21,680 | ||||||
5.13%, 03/01/52 (Call 11/28/31)(b) |
50 | 46,704 | ||||||
Prudential PLC, 3.13%, 04/14/30 |
25 | 22,271 | ||||||
Reinsurance Group of America Inc., 3.95%, 09/15/26 (Call 06/15/26) |
50 | 49,124 | ||||||
RenaissanceRe Finance Inc. |
||||||||
3.45%, 07/01/27 (Call 04/01/27) |
15 | 14,166 | ||||||
3.70%, 04/01/25 (Call 01/01/25) |
5 | 4,891 | ||||||
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31) |
20 | 16,404 | ||||||
Swiss Re America Holding Corp., 7.00%, 02/15/26 |
15 | 16,238 | ||||||
Travelers Companies Inc. (The) |
||||||||
2.55%, 04/27/50 (Call 10/27/49) |
30 | 20,897 | ||||||
3.05%, 06/08/51 (Call 12/08/50) |
25 | 19,068 | ||||||
4.60%, 08/01/43 |
25 | 23,663 | ||||||
Unum Group, 4.50%, 12/15/49 (Call 06/15/49) |
15 | 11,636 | ||||||
Voya Financial Inc., 4.80%, 06/15/46 |
15 | 13,317 | ||||||
W R Berkley Corp., 4.00%, 05/12/50 (Call 11/12/49) |
25 | 20,704 | ||||||
Willis North America Inc., 2.95%, 09/15/29 (Call 06/15/29) |
25 | 21,564 | ||||||
|
|
|||||||
1,857,816 | ||||||||
Internet — 0.5% | ||||||||
Alibaba Group Holding Ltd., 3.40%, 12/06/27 (Call 09/06/27)(a) |
200 | 188,870 | ||||||
Alphabet Inc. |
||||||||
1.90%, 08/15/40 (Call 02/15/40) |
50 | 35,345 | ||||||
2.25%, 08/15/60 (Call 02/15/60) |
25 | 15,988 | ||||||
Amazon.com Inc. |
||||||||
0.80%, 06/03/25 (Call 05/03/25) |
145 | 134,118 | ||||||
2.50%, 06/03/50 (Call 12/03/49) |
25 | 17,420 | ||||||
2.70%, 06/03/60 (Call 12/03/59) |
35 | 23,409 | ||||||
3.10%, 05/12/51 (Call 11/12/50) |
50 | 39,137 | ||||||
3.15%, 08/22/27 (Call 05/22/27) |
88 | 85,033 | ||||||
3.80%, 12/05/24 (Call 09/05/24) |
5 | 5,025 | ||||||
3.88%, 08/22/37 (Call 02/22/37) |
55 | 51,593 | ||||||
3.95%, 04/13/52 (Call 10/13/51) |
40 | 36,363 | ||||||
4.25%, 08/22/57 (Call 02/22/57) |
25 | 23,612 | ||||||
4.80%, 12/05/34 (Call 06/05/34) |
40 | 42,109 | ||||||
4.95%, 12/05/44 (Call 06/05/44) |
25 | 26,096 | ||||||
Booking Holdings Inc. |
||||||||
3.60%, 06/01/26 (Call 03/01/26) |
10 | 9,848 | ||||||
3.65%, 03/15/25 (Call 12/15/24) |
10 | 9,930 | ||||||
4.63%, 04/13/30 (Call 01/13/30) |
25 | 25,114 | ||||||
eBay Inc. |
||||||||
1.90%, 03/11/25 (Call 02/11/25) |
25 | 23,598 | ||||||
4.00%, 07/15/42 (Call 01/15/42) |
25 | 20,723 | ||||||
Expedia Group Inc. |
||||||||
3.25%, 02/15/30 (Call 11/15/29) |
25 | 21,635 | ||||||
4.63%, 08/01/27 (Call 05/01/27) |
10 | 9,753 | ||||||
VeriSign Inc., 4.75%, 07/15/27 (Call 10/03/22) |
25 | 24,708 | ||||||
|
|
|||||||
869,427 |
22 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Iron & Steel — 0.1% | ||||||||
ArcelorMittal SA, 4.55%, 03/11/26 |
$ | 25 | $ | 24,531 | ||||
Nucor Corp., 2.98%, 12/15/55 (Call 06/15/55) |
23 | 15,358 | ||||||
Steel Dynamics Inc. |
||||||||
3.25%, 01/15/31 (Call 10/15/30) |
25 | 21,600 | ||||||
5.00%, 12/15/26 (Call 10/03/22) |
55 | 54,617 | ||||||
Vale Overseas Ltd. |
||||||||
3.75%, 07/08/30 (Call 04/08/30) |
27 | 23,433 | ||||||
6.25%, 08/10/26 |
30 | 31,454 | ||||||
6.88%, 11/10/39 |
10 | 10,354 | ||||||
|
|
|||||||
181,347 | ||||||||
Leisure Time — 0.0% | ||||||||
Brunswick Corp., 2.40%, 08/18/31 (Call 05/18/31) |
10 | 7,407 | ||||||
|
|
|||||||
Lodging — 0.1% | ||||||||
Choice Hotels International Inc., 3.70%, 01/15/31 (Call 10/15/30) |
10 | 8,722 | ||||||
Hyatt Hotels Corp. |
||||||||
1.80%, 10/01/24 (Call 10/03/22) |
5 | 4,745 | ||||||
5.63%, 04/23/25 (Call 03/23/25) |
45 | 45,467 | ||||||
6.00%, 04/23/30 (Call 01/23/30)(a) |
10 | 10,188 | ||||||
Marriott International Inc./MD |
||||||||
Series GG, 3.50%, 10/15/32 (Call 07/15/32) |
20 | 17,150 | ||||||
Series R, 3.13%, 06/15/26 (Call 03/15/26) |
25 | 23,719 | ||||||
Series X, 4.00%, 04/15/28 (Call 01/15/28) |
35 | 33,236 | ||||||
|
|
|||||||
143,227 | ||||||||
Machinery — 0.3% | ||||||||
Caterpillar Financial Services Corp., 1.10%, 09/14/27 |
20 | 17,511 | ||||||
Caterpillar Inc. |
||||||||
3.25%, 09/19/49 (Call 03/19/49) |
50 | 41,180 | ||||||
6.05%, 08/15/36 |
28 | 32,166 | ||||||
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) |
50 | 47,357 | ||||||
Crane Holdings Co., 4.20%, 03/15/48 (Call 09/15/47) |
25 | 19,839 | ||||||
Deere & Co., 3.90%, 06/09/42 (Call 12/09/41) |
25 | 23,473 | ||||||
Dover Corp., 3.15%, 11/15/25 (Call 08/15/25) |
25 | 24,189 | ||||||
Flowserve Corp., 2.80%, 01/15/32 (Call 10/15/31) |
35 | 27,206 | ||||||
John Deere Capital Corp. |
||||||||
0.45%, 06/07/24 |
10 | 9,473 | ||||||
0.70%, 01/15/26 |
5 | 4,520 | ||||||
1.50%, 03/06/28 |
85 | 74,773 | ||||||
1.75%, 03/09/27 |
10 | 9,128 | ||||||
2.25%, 09/14/26 |
10 | 9,467 | ||||||
2.80%, 07/18/29 |
10 | 9,259 | ||||||
3.45%, 03/07/29 |
50 | 48,412 | ||||||
Otis Worldwide Corp., 2.57%, 02/15/30 (Call 11/15/29) |
60 | 51,698 | ||||||
Westinghouse Air Brake Technologies Corp. |
||||||||
3.20%, 06/15/25 (Call 05/15/25) |
5 | 4,769 | ||||||
3.45%, 11/15/26 (Call 08/15/26)(a) |
45 | 42,241 | ||||||
4.95%, 09/15/28 (Call 06/15/28) |
10 | 9,721 | ||||||
Xylem Inc./NY, 1.95%, 01/30/28 (Call 11/30/27) |
50 | 43,999 | ||||||
|
|
|||||||
550,381 | ||||||||
Manufacturing — 0.3% | ||||||||
3M Co. |
||||||||
2.38%, 08/26/29 (Call 05/26/29) |
30 | 25,782 | ||||||
3.00%, 08/07/25 |
50 | 48,740 | ||||||
3.63%, 10/15/47 (Call 04/15/47) |
10 | 8,002 | ||||||
4.00%, 09/14/48 (Call 03/14/48) |
50 | 42,174 | ||||||
Illinois Tool Works Inc., 2.65%, 11/15/26 (Call 08/15/26) |
70 | 67,164 | ||||||
Parker-Hannifin Corp. |
||||||||
3.25%, 03/01/27 (Call 12/01/26) |
58 | 55,598 | ||||||
3.65%, 06/15/24 |
10 | 9,909 |
Security |
Par (000) |
Value | ||||||
Manufacturing (continued) | ||||||||
4.00%, 06/14/49 (Call 12/14/48) |
$ | 5 | $ | 4,240 | ||||
4.20%, 11/21/34 (Call 05/21/34) |
55 | 51,198 | ||||||
Pentair Finance Sarl |
||||||||
4.50%, 07/01/29 (Call 04/01/29) |
30 | 28,043 | ||||||
5.90%, 07/15/32 (Call 04/15/32) |
10 | 9,965 | ||||||
Textron Inc. |
||||||||
2.45%, 03/15/31 (Call 12/15/30)(a) |
32 | 26,074 | ||||||
4.00%, 03/15/26 (Call 12/15/25) |
35 | 34,273 | ||||||
Trane Technologies Global Holding Co. Ltd., 5.75%, 06/15/43 |
15 | 15,220 | ||||||
Trane Technologies Luxembourg Finance SA, 3.80%, 03/21/29 (Call 12/21/28) |
25 | 23,550 | ||||||
|
|
|||||||
449,932 | ||||||||
Media — 1.1% | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital |
||||||||
2.25%, 01/15/29 (Call 11/15/28) |
10 | 8,199 | ||||||
2.80%, 04/01/31 (Call 01/01/31) |
10 | 8,103 | ||||||
3.50%, 06/01/41 (Call 12/01/40) |
50 | 34,677 | ||||||
3.70%, 04/01/51 (Call 10/01/50) |
50 | 33,292 | ||||||
3.75%, 02/15/28 (Call 11/15/27) |
40 | 37,006 | ||||||
3.90%, 06/01/52 (Call 12/01/51) |
50 | 33,915 | ||||||
4.20%, 03/15/28 (Call 12/15/27) |
25 | 23,578 | ||||||
4.40%, 12/01/61 (Call 06/01/61) |
25 | 17,703 | ||||||
4.50%, 02/01/24 (Call 01/01/24) |
100 | 99,898 | ||||||
4.80%, 03/01/50 (Call 09/01/49) |
45 | 35,353 | ||||||
4.91%, 07/23/25 (Call 04/23/25) |
70 | 69,837 | ||||||
5.05%, 03/30/29 (Call 12/30/28) |
10 | 9,600 | ||||||
5.25%, 04/01/53 (Call 10/01/52) |
5 | 4,189 | ||||||
5.38%, 05/01/47 (Call 11/01/46) |
45 | 38,352 | ||||||
6.38%, 10/23/35 (Call 04/23/35) |
5 | 4,982 | ||||||
6.48%, 10/23/45 (Call 04/23/45) |
40 | 38,092 | ||||||
Comcast Corp. |
||||||||
1.95%, 01/15/31 (Call 10/15/30) |
25 | 20,705 | ||||||
2.65%, 02/01/30 (Call 11/01/29) |
50 | 44,285 | ||||||
2.94%, 11/01/56 (Call 05/01/56) |
75 | 51,172 | ||||||
2.99%, 11/01/63 (Call 05/01/63) |
106 | 71,002 | ||||||
3.15%, 03/01/26 (Call 12/01/25) |
25 | 24,308 | ||||||
3.25%, 11/01/39 (Call 05/01/39) |
50 | 40,709 | ||||||
3.38%, 08/15/25 (Call 05/15/25) |
25 | 24,587 | ||||||
3.40%, 04/01/30 (Call 01/01/30) |
25 | 23,319 | ||||||
3.40%, 07/15/46 (Call 01/15/46) |
25 | 19,553 | ||||||
3.75%, 04/01/40 (Call 10/01/39) |
25 | 21,672 | ||||||
3.90%, 03/01/38 (Call 09/01/37) |
50 | 45,021 | ||||||
4.20%, 08/15/34 (Call 02/15/34) |
50 | 47,766 | ||||||
4.25%, 10/15/30 (Call 07/15/30) |
25 | 24,680 | ||||||
4.65%, 07/15/42 |
25 | 23,530 | ||||||
4.70%, 10/15/48 (Call 04/15/48) |
25 | 23,956 | ||||||
4.75%, 03/01/44 |
25 | 23,849 | ||||||
Discovery Communications LLC |
||||||||
3.45%, 03/15/25 (Call 12/15/24) |
5 | 4,838 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
84 | 81,947 | ||||||
4.65%, 05/15/50 (Call 11/15/49) |
25 | 18,977 | ||||||
5.20%, 09/20/47 (Call 03/20/47) |
50 | 40,773 | ||||||
Fox Corp. |
||||||||
4.71%, 01/25/29 (Call 10/25/28) |
50 | 49,490 | ||||||
5.58%, 01/25/49 (Call 07/25/48) |
50 | 48,785 | ||||||
Grupo Televisa SAB, 6.63%, 01/15/40 |
25 | 26,864 | ||||||
Meta Platforms Inc. |
||||||||
3.50%, 08/15/27 |
20 | 19,374 | ||||||
3.85%, 08/15/32 |
20 | 18,807 |
S C H E D U L E O F I N V E S T M E N T S |
23 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Media (continued) | ||||||||
4.45%, 08/15/52 |
$ | 20 | $ | 18,200 | ||||
Paramount Global |
||||||||
2.90%, 01/15/27 (Call 10/15/26) |
25 | 23,203 | ||||||
4.20%, 05/19/32 (Call 02/19/32) |
35 | 30,795 | ||||||
4.38%, 03/15/43 |
25 | 18,737 | ||||||
4.95%, 05/19/50 (Call 11/19/49) |
20 | 16,286 | ||||||
5.85%, 09/01/43 (Call 03/01/43) |
25 | 22,605 | ||||||
Thomson Reuters Corp., 5.50%, 08/15/35 |
29 | 29,184 | ||||||
Time Warner Cable LLC |
||||||||
4.50%, 09/15/42 (Call 03/15/42) |
30 | 22,720 | ||||||
5.88%, 11/15/40 (Call 05/15/40) |
15 | 13,481 | ||||||
6.55%, 05/01/37 |
35 | 34,419 | ||||||
6.75%, 06/15/39 |
30 | 29,249 | ||||||
TWDC Enterprises 18 Corp., Series E, 4.13%, 12/01/41 |
22 | 20,053 | ||||||
Walt Disney Co. (The) |
||||||||
2.20%, 01/13/28 |
50 | 45,497 | ||||||
2.75%, 09/01/49 (Call 03/01/49) |
50 | 35,910 | ||||||
3.60%, 01/13/51 (Call 07/13/50) |
50 | 41,891 | ||||||
3.70%, 10/15/25 (Call 07/15/25) |
50 | 49,615 | ||||||
3.80%, 05/13/60 (Call 11/13/59) |
50 | 42,009 | ||||||
|
|
|||||||
1,830,599 | ||||||||
Mining — 0.3% | ||||||||
Barrick Gold Corp., 5.25%, 04/01/42 |
40 | 38,983 | ||||||
BHP Billiton Finance USA Ltd. |
||||||||
4.13%, 02/24/42 |
30 | 27,489 | ||||||
5.00%, 09/30/43 |
40 | 40,560 | ||||||
Freeport-McMoRan Inc. |
||||||||
4.13%, 03/01/28 (Call 03/01/23) |
10 | 9,358 | ||||||
4.38%, 08/01/28 (Call 08/01/23) |
10 | 9,428 | ||||||
4.55%, 11/14/24 (Call 08/14/24) |
5 | 5,033 | ||||||
4.63%, 08/01/30 (Call 08/01/25) |
10 | 9,245 | ||||||
5.40%, 11/14/34 (Call 05/14/34) |
5 | 4,732 | ||||||
5.45%, 03/15/43 (Call 09/15/42) |
50 | 44,892 | ||||||
Newmont Corp., 2.25%, 10/01/30 (Call 07/01/30) |
80 | 65,744 | ||||||
Rio Tinto Alcan Inc. |
||||||||
5.75%, 06/01/35 |
5 | 5,412 | ||||||
6.13%, 12/15/33 |
55 | 62,488 | ||||||
7.25%, 03/15/31 |
30 | 35,527 | ||||||
Southern Copper Corp., 6.75%, 04/16/40 |
45 | 50,632 | ||||||
Teck Resources Ltd., 6.25%, 07/15/41 (Call 01/15/41)(a) |
30 | 29,363 | ||||||
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31) |
30 | 23,460 | ||||||
|
|
|||||||
462,346 | ||||||||
Office & Business Equipment — 0.1% | ||||||||
CDW LLC/CDW Finance Corp. |
||||||||
3.25%, 02/15/29 (Call 08/15/23) |
10 | 8,697 | ||||||
3.57%, 12/01/31 (Call 09/01/31) |
25 | 21,042 | ||||||
4.13%, 05/01/25 (Call 10/03/22) |
5 | 4,928 | ||||||
4.25%, 04/01/28 (Call 10/03/22) |
10 | 9,242 | ||||||
5.50%, 12/01/24 (Call 06/01/24) |
75 | 76,717 | ||||||
|
|
|||||||
120,626 | ||||||||
Oil & Gas — 1.2% | ||||||||
BP Capital Markets America Inc. |
||||||||
2.77%, 11/10/50 (Call 05/10/50) |
50 | 35,092 | ||||||
2.94%, 06/04/51 (Call 12/04/50) |
50 | 36,070 | ||||||
3.00%, 02/24/50 (Call 08/24/49) |
10 | 7,313 | ||||||
3.02%, 01/16/27 (Call 10/16/26) |
10 | 9,568 | ||||||
3.06%, 06/17/41 (Call 12/17/40) |
50 | 39,278 | ||||||
3.12%, 05/04/26 (Call 02/04/26) |
10 | 9,679 | ||||||
3.94%, 09/21/28 (Call 06/21/28) |
10 | 9,780 |
Security |
Par (000) |
Value | ||||||
Oil & Gas (continued) | ||||||||
Canadian Natural Resources Ltd. |
||||||||
2.95%, 07/15/30 (Call 04/15/30) |
$ | 9 | $ | 7,848 | ||||
3.80%, 04/15/24 (Call 01/15/24) |
25 | 24,744 | ||||||
3.90%, 02/01/25 (Call 11/01/24) |
25 | 24,623 | ||||||
4.95%, 06/01/47 (Call 12/01/46)(a) |
25 | 23,633 | ||||||
5.85%, 02/01/35 |
15 | 14,844 | ||||||
Cenovus Energy Inc. |
||||||||
5.25%, 06/15/37 (Call 12/15/36) |
25 | 23,982 | ||||||
5.40%, 06/15/47 (Call 12/15/46) |
30 | 29,206 | ||||||
Chevron Corp., 3.08%, 05/11/50 (Call 11/11/49)(a) |
35 | 27,829 | ||||||
Chevron USA Inc., 3.25%, 10/15/29 (Call 07/15/29) |
4 | 3,750 | ||||||
ConocoPhillips, 5.90%, 10/15/32 |
50 | 55,299 | ||||||
ConocoPhillips Co. |
||||||||
2.40%, 03/07/25 (Call 03/07/23) |
5 | 4,833 | ||||||
3.76%, 03/15/42 (Call 09/15/41)(d) |
25 | 21,971 | ||||||
4.03%, 03/15/62 (Call 09/15/61)(d) |
25 | 21,313 | ||||||
Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43) |
15 | 11,724 | ||||||
Coterra Energy Inc. |
||||||||
3.90%, 05/15/27 (Call 02/15/27)(d) |
10 | 9,547 | ||||||
4.38%, 03/15/29 (Call 12/15/28)(d) |
35 | 33,811 | ||||||
Devon Energy Corp. |
||||||||
4.50%, 01/15/30 (Call 01/15/25) |
75 | 71,659 | ||||||
5.00%, 06/15/45 (Call 12/15/44) |
5 | 4,614 | ||||||
5.25%, 10/15/27 (Call 10/15/22) |
25 | 25,028 | ||||||
5.88%, 06/15/28 (Call 06/15/23) |
25 | 25,472 | ||||||
Diamondback Energy Inc. |
||||||||
3.25%, 12/01/26 (Call 10/01/26) |
25 | 23,989 | ||||||
3.50%, 12/01/29 (Call 09/01/29) |
25 | 22,724 | ||||||
4.40%, 03/24/51 (Call 09/24/50) |
15 | 12,773 | ||||||
EOG Resources Inc. |
||||||||
4.38%, 04/15/30 (Call 01/15/30) |
10 | 10,027 | ||||||
4.95%, 04/15/50 (Call 10/15/49) |
10 | 10,329 | ||||||
EQT Corp. |
||||||||
3.90%, 10/01/27 (Call 07/01/27) |
20 | 18,953 | ||||||
5.00%, 01/15/29 (Call 07/15/28) |
10 | 9,793 | ||||||
6.13%, 02/01/25 (Call 01/01/25) |
30 | 30,827 | ||||||
7.00%, 02/01/30 (Call 11/01/29) |
5 | 5,354 | ||||||
Equinor ASA |
||||||||
1.75%, 01/22/26 (Call 12/22/25) |
75 | 69,626 | ||||||
2.38%, 05/22/30 (Call 02/22/30) |
10 | 8,780 | ||||||
3.13%, 04/06/30 (Call 01/06/30) |
75 | 69,480 | ||||||
3.25%, 11/10/24 |
30 | 29,717 | ||||||
3.25%, 11/18/49 (Call 05/18/49) |
20 | 15,997 | ||||||
Exxon Mobil Corp. |
||||||||
2.02%, 08/16/24 (Call 07/16/24) |
5 | 4,848 | ||||||
2.28%, 08/16/26 (Call 06/16/26) |
10 | 9,445 | ||||||
2.44%, 08/16/29 (Call 05/16/29)(a) |
40 | 36,078 | ||||||
2.99%, 03/19/25 (Call 02/19/25) |
5 | 4,892 | ||||||
3.10%, 08/16/49 (Call 02/16/49) |
25 | 19,549 | ||||||
3.45%, 04/15/51 (Call 10/15/50) |
26 | 21,492 | ||||||
3.48%, 03/19/30 (Call 12/19/29) |
50 | 47,897 | ||||||
4.11%, 03/01/46 (Call 09/01/45) |
40 | 36,849 | ||||||
4.33%, 03/19/50 (Call 09/19/49) |
25 | 23,838 | ||||||
Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31) |
15 | 12,684 | ||||||
Hess Corp. |
||||||||
3.50%, 07/15/24 (Call 04/15/24) |
45 | 44,276 | ||||||
7.13%, 03/15/33 |
15 | 16,663 | ||||||
7.30%, 08/15/31 |
25 | 27,916 |
24 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Oil & Gas (continued) | ||||||||
HF Sinclair Corp. |
||||||||
4.50%, 10/01/30 (Call 07/01/30)(d) |
$ | 10 | $ | 8,984 | ||||
5.88%, 04/01/26 (Call 01/01/26)(d) |
10 | 10,053 | ||||||
Marathon
Oil Corp., 4.40%, 07/15/27 |
30 | 29,177 | ||||||
Marathon Petroleum Corp. |
||||||||
4.70%, 05/01/25 (Call 04/01/25) |
65 | 65,424 | ||||||
6.50%, 03/01/41 (Call 09/01/40) |
25 | 26,835 | ||||||
Ovintiv Inc., 6.50%, 02/01/38 |
25 | 25,534 | ||||||
Phillips 66 |
||||||||
1.30%, 02/15/26 (Call 01/15/26) |
20 | 18,097 | ||||||
2.15%, 12/15/30 (Call 09/15/30) |
31 | 25,434 | ||||||
3.30%, 03/15/52 (Call 09/15/51) |
25 | 18,617 | ||||||
3.85%, 04/09/25 (Call 03/09/25) |
55 | 54,524 | ||||||
5.88%, 05/01/42 |
25 | 26,650 | ||||||
Shell International Finance BV |
||||||||
3.13%, 11/07/49 (Call 05/07/49) |
50 | 38,778 | ||||||
3.75%, 09/12/46 |
50 | 42,981 | ||||||
3.88%, 11/13/28 (Call 08/13/28) |
63 | 61,771 | ||||||
4.13%, 05/11/35 |
50 | 47,597 | ||||||
4.55%, 08/12/43 |
50 | 48,072 | ||||||
Suncor Energy Inc. |
||||||||
4.00%, 11/15/47 (Call 05/15/47)(a) |
25 | 20,905 | ||||||
6.50%, 06/15/38 |
25 | 26,931 | ||||||
TotalEnergies Capital International SA |
||||||||
2.43%, 01/10/25 (Call 10/10/24) |
5 | 4,842 | ||||||
3.13%, 05/29/50 (Call 11/29/49) |
55 | 42,650 | ||||||
3.75%, 04/10/24(a) |
10 | 10,020 | ||||||
TotalEnergies Capital SA, 3.88%, 10/11/28 |
10 | 9,806 | ||||||
Valero Energy Corp. |
||||||||
2.15%, 09/15/27 (Call 07/15/27) |
25 | 22,270 | ||||||
3.65%, 12/01/51 (Call 06/01/51) |
50 | 38,108 | ||||||
|
|
|||||||
1,981,366 | ||||||||
Oil & Gas Services — 0.1% | ||||||||
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |
||||||||
2.06%, 12/15/26 (Call 11/15/26) |
35 | 31,875 | ||||||
4.08%, 12/15/47 (Call 06/15/47) |
25 | 20,792 | ||||||
Halliburton Co. |
||||||||
2.92%, 03/01/30 (Call 12/01/29)(a) |
85 | 75,245 | ||||||
5.00%, 11/15/45 (Call 05/15/45) |
30 | 27,322 | ||||||
NOV Inc., 3.60%, 12/01/29 (Call 09/01/29) |
10 | 8,836 | ||||||
|
|
|||||||
164,070 | ||||||||
Packaging & Containers — 0.1% | ||||||||
Amcor Flexibles North America Inc., 2.69%, 05/25/31 (Call 02/25/31) |
25 | 20,525 | ||||||
AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31) |
15 | 13,063 | ||||||
Berry Global Inc. |
||||||||
1.57%, 01/15/26 (Call 12/15/25) |
60 | 53,511 | ||||||
1.65%, 01/15/27 (Call 12/15/26) |
10 | 8,611 | ||||||
Sonoco Products Co. |
||||||||
2.25%, 02/01/27 (Call 01/01/27) |
45 | 40,904 | ||||||
2.85%, 02/01/32 (Call 11/01/31) |
25 | 20,880 | ||||||
WRKCo Inc. |
||||||||
3.00%, 09/15/24 (Call 07/15/24) |
5 | 4,867 | ||||||
4.90%, 03/15/29 (Call 12/15/28) |
50 | 49,966 | ||||||
|
|
|||||||
212,327 | ||||||||
Pharmaceuticals — 1.9% | ||||||||
AbbVie Inc. |
||||||||
3.20%, 05/14/26 (Call 02/14/26) |
30 | 28,704 | ||||||
3.20%, 11/21/29 (Call 08/21/29) |
25 | 22,854 | ||||||
3.60%, 05/14/25 (Call 02/14/25) |
65 | 63,870 |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) | ||||||||
3.85%, 06/15/24 (Call 03/15/24) |
$ | 105 | $ | 104,485 | ||||
4.05%, 11/21/39 (Call 05/21/39) |
50 | 44,094 | ||||||
4.25%, 11/21/49 (Call 05/21/49) |
50 | 43,989 | ||||||
4.40%, 11/06/42 |
50 | 45,196 | ||||||
4.45%, 05/14/46 (Call 11/14/45) |
25 | 22,673 | ||||||
4.55%, 03/15/35 (Call 09/15/34) |
25 | 23,979 | ||||||
4.70%, 05/14/45 (Call 11/14/44) |
25 | 23,374 | ||||||
4.75%, 03/15/45 (Call 09/15/44) |
25 | 23,344 | ||||||
4.88%, 11/14/48 (Call 05/14/48) |
25 | 24,122 | ||||||
AmerisourceBergen Corp. |
||||||||
2.70%, 03/15/31 (Call 12/15/30) |
45 | 38,242 | ||||||
3.25%, 03/01/25 (Call 12/01/24) |
15 | 14,642 | ||||||
Astrazeneca Finance LLC, 0.70%, 05/28/24 (Call 10/03/22) |
68 | 64,459 | ||||||
AstraZeneca PLC |
||||||||
1.38%, 08/06/30 (Call 05/06/30) |
25 | 20,494 | ||||||
4.38%, 11/16/45 |
25 | 24,094 | ||||||
4.38%, 08/17/48 (Call 02/17/48) |
25 | 24,192 | ||||||
6.45%, 09/15/37 |
35 | 41,222 | ||||||
Becton Dickinson and Co. |
||||||||
1.96%, 02/11/31 (Call 11/11/30) |
60 | 48,965 | ||||||
3.70%, 06/06/27 (Call 03/06/27) |
10 | 9,701 | ||||||
3.79%, 05/20/50 (Call 11/20/49) |
5 | 4,144 | ||||||
Bristol-Myers Squibb Co. |
||||||||
2.55%, 11/13/50 (Call 05/13/50) |
50 | 34,422 | ||||||
3.45%, 11/15/27 (Call 08/15/27) |
10 | 9,772 | ||||||
3.70%, 03/15/52 (Call 09/15/51) |
25 | 21,190 | ||||||
3.90%, 02/20/28 (Call 11/20/27) |
50 | 49,665 | ||||||
4.25%, 10/26/49 (Call 04/26/49) |
70 | 64,816 | ||||||
Cardinal Health Inc., 4.90%, 09/15/45 (Call 03/15/45) |
25 | 22,610 | ||||||
Cigna Corp. |
||||||||
2.38%, 03/15/31 (Call 12/15/30) |
40 | 33,654 | ||||||
3.40%, 03/15/50 (Call 09/15/49) |
50 | 37,630 | ||||||
4.38%, 10/15/28 (Call 07/15/28) |
40 | 39,418 | ||||||
4.80%, 07/15/46 (Call 01/16/46) |
50 | 46,649 | ||||||
CVS Health Corp. |
||||||||
1.30%, 08/21/27 (Call 06/21/27) |
50 | 43,299 | ||||||
2.70%, 08/21/40 (Call 02/21/40) |
35 | 25,118 | ||||||
2.88%, 06/01/26 (Call 03/01/26) |
50 | 47,751 | ||||||
3.00%, 08/15/26 (Call 06/15/26) |
25 | 23,964 | ||||||
3.75%, 04/01/30 (Call 01/01/30) |
25 | 23,456 | ||||||
3.88%, 07/20/25 (Call 04/20/25) |
50 | 49,644 | ||||||
4.10%, 03/25/25 (Call 01/25/25) |
50 | 50,083 | ||||||
4.13%, 04/01/40 (Call 10/01/39) |
25 | 21,833 | ||||||
4.30%, 03/25/28 (Call 12/25/27) |
40 | 39,560 | ||||||
4.78%, 03/25/38 (Call 09/25/37) |
50 | 47,874 | ||||||
5.05%, 03/25/48 (Call 09/25/47) |
65 | 62,564 | ||||||
5.13%, 07/20/45 (Call 01/20/45) |
25 | 23,934 | ||||||
6.25%, 06/01/27 |
25 | 27,021 | ||||||
Eli Lilly & Co., 4.15%, 03/15/59 (Call 09/15/58) |
25 | 23,704 | ||||||
GlaxoSmithKline Capital Inc. |
||||||||
3.63%, 05/15/25 |
10 | 9,952 | ||||||
6.38%, 05/15/38 |
50 | 58,661 | ||||||
GlaxoSmithKline Capital PLC, 3.00%, 06/01/24 (Call 05/01/24) |
60 | 59,377 | ||||||
Johnson & Johnson |
||||||||
1.30%, 09/01/30 (Call 06/01/30)(a) |
25 | 20,986 | ||||||
2.45%, 03/01/26 (Call 12/01/25) |
50 | 48,062 | ||||||
2.45%, 09/01/60 (Call 03/01/60) |
10 | 6,667 | ||||||
2.90%, 01/15/28 (Call 10/15/27) |
65 | 62,323 | ||||||
3.55%, 03/01/36 (Call 09/01/35) |
50 | 46,571 | ||||||
3.70%, 03/01/46 (Call 09/01/45) |
50 | 44,662 |
S C H E D U L E O F I N V E S T M E N T S |
25 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) | ||||||||
5.95%, 08/15/37 |
$ | 15 | $ | 17,528 | ||||
McKesson Corp. |
||||||||
1.30%, 08/15/26 (Call 07/15/26) |
50 | 44,540 | ||||||
3.80%, 03/15/24 (Call 12/15/23) |
73 | 72,890 | ||||||
Mead Johnson Nutrition Co., 4.60%, 06/01/44 (Call 12/01/43) |
15 | 14,470 | ||||||
Merck & Co. Inc. |
||||||||
0.75%, 02/24/26 (Call 01/24/26) |
25 | 22,614 | ||||||
1.45%, 06/24/30 (Call 03/24/30) |
25 | 20,642 | ||||||
2.35%, 06/24/40 (Call 12/24/39) |
25 | 18,443 | ||||||
2.45%, 06/24/50 (Call 12/24/49) |
35 | 24,234 | ||||||
3.40%, 03/07/29 (Call 12/07/28) |
50 | 48,169 | ||||||
3.70%, 02/10/45 (Call 08/10/44) |
25 | 21,647 | ||||||
4.00%, 03/07/49 (Call 09/07/48) |
25 | 22,664 | ||||||
Merck Sharp & Dohme Corp., 5.95%, 12/01/28 |
50 | 54,516 | ||||||
Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47) |
25 | 19,339 | ||||||
Novartis Capital Corp. |
||||||||
3.00%, 11/20/25 (Call 08/20/25) |
50 | 49,007 | ||||||
3.40%, 05/06/24 |
45 | 44,777 | ||||||
4.00%, 11/20/45 (Call 05/20/45) |
33 | 30,505 | ||||||
4.40%, 05/06/44 |
25 | 24,608 | ||||||
Pfizer Inc. |
||||||||
1.75%, 08/18/31 (Call 05/18/31) |
50 | 41,511 | ||||||
2.55%, 05/28/40 (Call 11/28/39) |
25 | 19,208 | ||||||
2.63%, 04/01/30 (Call 01/01/30) |
75 | 67,816 | ||||||
2.70%, 05/28/50 (Call 11/28/49) |
40 | 29,812 | ||||||
3.60%, 09/15/28 (Call 06/15/28) |
40 | 39,674 | ||||||
4.00%, 03/15/49 (Call 09/15/48) |
25 | 23,478 | ||||||
4.13%, 12/15/46 |
40 | 37,977 | ||||||
7.20%, 03/15/39 |
25 | 32,106 | ||||||
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) |
131 | 125,186 | ||||||
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26) |
50 | 46,997 | ||||||
Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49) |
40 | 25,872 | ||||||
Zoetis Inc. |
||||||||
3.00%, 09/12/27 (Call 06/12/27) |
70 | 66,246 | ||||||
3.00%, 05/15/50 (Call 11/15/49) |
25 | 18,426 | ||||||
|
|
|||||||
3,112,633 | ||||||||
Pipelines — 1.2% | ||||||||
Boardwalk Pipelines LP, 4.95%, 12/15/24 (Call 09/15/24) |
111 | 111,830 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
3.70%, 11/15/29 (Call 05/18/29) |
25 | 23,015 | ||||||
5.13%, 06/30/27 (Call 01/01/27) |
25 | 24,975 | ||||||
5.88%, 03/31/25 (Call 10/02/24) |
50 | 51,012 | ||||||
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44) |
10 | 10,225 | ||||||
Enbridge Inc. |
||||||||
1.60%, 10/04/26 (Call 09/04/26) |
35 | 31,103 | ||||||
2.50%, 02/14/25 |
10 | 9,583 | ||||||
3.50%, 06/10/24 (Call 03/10/24) |
50 | 49,374 | ||||||
Energy Transfer LP |
||||||||
2.90%, 05/15/25 (Call 04/15/25) |
5 | 4,742 | ||||||
3.75%, 05/15/30 (Call 02/15/30) |
25 | 22,530 | ||||||
4.05%, 03/15/25 (Call 12/15/24) |
5 | 4,910 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
25 | 24,827 | ||||||
4.40%, 03/15/27 (Call 12/15/26) |
10 | 9,687 | ||||||
4.50%, 04/15/24 (Call 03/15/24) |
35 | 34,923 | ||||||
4.75%, 01/15/26 (Call 10/15/25) |
5 | 4,963 | ||||||
4.95%, 05/15/28 (Call 02/15/28) |
50 | 48,815 | ||||||
5.00%, 05/15/50 (Call 11/15/49) |
25 | 21,456 | ||||||
5.15%, 03/15/45 (Call 09/15/44) |
25 | 21,708 | ||||||
5.25%, 04/15/29 (Call 01/15/29) |
25 | 24,675 |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) | ||||||||
5.40%, 10/01/47 (Call 04/01/47) |
$ | 30 | $ | 26,699 | ||||
5.50%, 06/01/27 (Call 03/01/27) |
50 | 50,601 | ||||||
6.00%, 06/15/48 (Call 12/15/47) |
25 | 23,813 | ||||||
6.25%, 04/15/49 (Call 10/15/48) |
25 | 24,535 | ||||||
Enterprise Products Operating LLC |
||||||||
2.80%, 01/31/30 (Call 10/31/29) |
50 | 44,023 | ||||||
3.30%, 02/15/53 (Call 08/15/52) |
5 | 3,701 | ||||||
3.70%, 02/15/26 (Call 11/15/25) |
50 | 49,362 | ||||||
3.95%, 01/31/60 (Call 07/31/59) |
25 | 19,508 | ||||||
4.25%, 02/15/48 (Call 08/15/47) |
25 | 21,407 | ||||||
4.80%, 02/01/49 (Call 08/01/48) |
50 | 46,005 | ||||||
4.85%, 03/15/44 (Call 09/15/43) |
25 | 23,279 | ||||||
4.90%, 05/15/46 (Call 11/15/45) |
25 | 23,329 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
5.00%, 03/01/43 (Call 09/01/42) |
20 | 17,907 | ||||||
6.95%, 01/15/38 |
35 | 37,879 | ||||||
Kinder Morgan Inc. |
||||||||
3.60%, 02/15/51 (Call 08/15/50) |
25 | 18,615 | ||||||
4.80%, 02/01/33 (Call 11/01/32) |
20 | 19,297 | ||||||
5.05%, 02/15/46 (Call 08/15/45) |
25 | 22,709 | ||||||
5.45%, 08/01/52 (Call 02/01/52) |
10 | 9,715 | ||||||
5.55%, 06/01/45 (Call 12/01/44) |
35 | 34,026 | ||||||
Magellan Midstream Partners LP |
||||||||
3.25%, 06/01/30 (Call 03/01/30) |
10 | 8,873 | ||||||
4.20%, 10/03/47 (Call 04/03/47) |
25 | 20,363 | ||||||
MPLX LP |
||||||||
4.50%, 04/15/38 (Call 10/15/37) |
40 | 35,373 | ||||||
4.70%, 04/15/48 (Call 10/15/47) |
25 | 21,359 | ||||||
4.80%, 02/15/29 (Call 11/15/28) |
35 | 34,244 | ||||||
4.88%, 12/01/24 (Call 09/01/24) |
25 | 25,174 | ||||||
4.90%, 04/15/58 (Call 10/15/57) |
5 | 4,183 | ||||||
4.95%, 09/01/32 |
10 | 9,689 | ||||||
5.50%, 02/15/49 (Call 08/15/48) |
25 | 23,802 | ||||||
ONEOK Inc. |
||||||||
2.75%, 09/01/24 (Call 08/01/24) |
5 | 4,835 | ||||||
3.10%, 03/15/30 (Call 12/15/29) |
25 | 21,589 | ||||||
5.20%, 07/15/48 (Call 01/15/48) |
25 | 22,458 | ||||||
ONEOK Partners LP, 6.13%, 02/01/41 (Call 08/01/40) |
25 | 24,153 | ||||||
Plains All American Pipeline LP/PAA Finance Corp. |
||||||||
3.60%, 11/01/24 (Call 08/01/24) |
10 | 9,777 | ||||||
4.65%, 10/15/25 (Call 07/15/25) |
5 | 4,951 | ||||||
4.90%, 02/15/45 (Call 08/15/44) |
5 | 4,064 | ||||||
6.65%, 01/15/37 |
40 | 40,115 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
4.20%, 03/15/28 (Call 09/15/27) |
40 | 38,154 | ||||||
5.00%, 03/15/27 (Call 09/15/26) |
40 | 39,877 | ||||||
5.63%, 03/01/25 (Call 12/01/24) |
25 | 25,473 | ||||||
5.88%, 06/30/26 (Call 12/31/25) |
35 | 36,008 | ||||||
Spectra Energy Partners LP |
||||||||
4.50%, 03/15/45 (Call 09/15/44) |
5 | 4,360 | ||||||
5.95%, 09/25/43 (Call 03/25/43) |
50 | 51,654 | ||||||
Targa Resources Corp. |
||||||||
5.20%, 07/01/27 (Call 06/01/27) |
10 | 9,992 | ||||||
6.25%, 07/01/52 (Call 01/01/52) |
15 | 15,291 | ||||||
Targa Resources Partners LP/Targa Resources Partners Finance Corp. |
||||||||
4.00%, 01/15/32 (Call 07/15/26) |
35 | 30,803 | ||||||
5.00%, 01/15/28 (Call 01/15/23) |
10 | 9,740 |
26 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Pipelines (continued) | ||||||||
TC PipeLines LP |
||||||||
3.90%, 05/25/27 (Call 02/25/27) |
$ | 25 | $ | 24,265 | ||||
4.38%, 03/13/25 (Call 12/13/24) |
15 | 14,961 | ||||||
TransCanada PipeLines Ltd. |
||||||||
4.10%, 04/15/30 (Call 01/15/30) |
60 | 57,016 | ||||||
4.25%, 05/15/28 (Call 02/15/28) |
50 | 48,783 | ||||||
4.88%, 05/15/48 (Call 11/15/47) |
5 | 4,791 | ||||||
5.00%, 10/16/43 (Call 04/16/43) |
25 | 23,719 | ||||||
6.20%, 10/15/37 |
25 | 26,844 | ||||||
Transcontinental Gas Pipe Line Co. LLC |
||||||||
3.25%, 05/15/30 (Call 02/15/30) |
25 | 22,324 | ||||||
4.00%, 03/15/28 (Call 12/15/27) |
30 | 28,830 | ||||||
7.85%, 02/01/26 (Call 11/01/25) |
5 | 5,465 | ||||||
Williams Companies Inc. (The) |
||||||||
2.60%, 03/15/31 (Call 12/15/30) |
35 | 29,230 | ||||||
3.90%, 01/15/25 (Call 10/15/24) |
75 | 74,055 | ||||||
5.10%, 09/15/45 (Call 03/15/45) |
35 | 32,759 | ||||||
6.30%, 04/15/40 |
25 | 26,655 | ||||||
Williams Cos. Inc., 4.65%, 08/15/32 |
10 | 9,644 | ||||||
|
|
|||||||
2,056,458 | ||||||||
Real Estate — 0.0% | ||||||||
CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25) |
50 | 50,316 | ||||||
Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31) |
15 | 11,518 | ||||||
|
|
|||||||
61,834 | ||||||||
Real Estate Investment Trusts — 1.4% | ||||||||
Agree LP, 2.00%, 06/15/28 (Call 04/15/28) |
25 | 21,073 | ||||||
Alexandria Real Estate Equities Inc. |
||||||||
2.00%, 05/18/32 (Call 02/18/32) |
20 | 15,773 | ||||||
3.00%, 05/18/51 (Call 11/18/50) |
45 | 30,396 | ||||||
American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30) |
10 | 8,369 | ||||||
American Homes 4 Rent LP, 2.38%, 07/15/31 (Call 04/15/31) |
25 | 19,996 | ||||||
American Tower Corp. |
||||||||
1.30%, 09/15/25 (Call 08/15/25) |
10 | 9,077 | ||||||
1.50%, 01/31/28 (Call 11/30/27) |
45 | 37,759 | ||||||
1.60%, 04/15/26 (Call 03/15/26) |
10 | 8,967 | ||||||
2.75%, 01/15/27 (Call 11/15/26) |
10 | 9,163 | ||||||
2.95%, 01/15/51 (Call 07/15/50) |
10 | 6,733 | ||||||
3.10%, 06/15/50 (Call 12/15/49) |
50 | 34,792 | ||||||
3.38%, 10/15/26 (Call 07/15/26) |
10 | 9,449 | ||||||
3.55%, 07/15/27 (Call 04/15/27) |
40 | 37,785 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
10 | 9,837 | ||||||
AvalonBay Communities Inc., 3.90%, 10/15/46 (Call 04/15/46) |
25 | 21,306 | ||||||
Boston Properties LP |
||||||||
3.20%, 01/15/25 (Call 10/15/24) |
5 | 4,875 | ||||||
3.25%, 01/30/31 (Call 10/30/30) |
50 | 43,036 | ||||||
3.40%, 06/21/29 (Call 03/21/29) |
15 | 13,420 | ||||||
Brandywine Operating Partnership LP |
||||||||
3.95%, 11/15/27 (Call 08/15/27) |
30 | 27,678 | ||||||
4.10%, 10/01/24 (Call 07/01/24) |
5 | 4,910 | ||||||
Brixmor Operating Partnership LP |
||||||||
3.90%, 03/15/27 (Call 12/15/26) |
10 | 9,447 | ||||||
4.05%, 07/01/30 (Call 04/01/30) |
25 | 22,244 | ||||||
Camden Property Trust, 3.35%, 11/01/49 (Call 05/01/49) |
15 | 11,641 | ||||||
Corporate Office Properties LP |
||||||||
2.00%, 01/15/29 (Call 11/15/28) |
15 | 11,859 | ||||||
2.75%, 04/15/31 (Call 01/15/31) |
15 | 11,799 | ||||||
2.90%, 12/01/33 (Call 09/01/33) |
5 | 3,731 | ||||||
Crown Castle Inc. |
||||||||
1.05%, 07/15/26 (Call 06/15/26) |
20 | 17,533 | ||||||
2.10%, 04/01/31 (Call 01/01/31) |
25 | 19,907 |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
2.90%, 04/01/41 (Call 10/01/40) |
$ | 10 | $ | 7,215 | ||||
3.25%, 01/15/51 (Call 07/15/50) |
25 | 17,772 | ||||||
Crown Castle International Corp. |
||||||||
1.35%, 07/15/25 (Call 06/15/25) |
90 | 82,536 | ||||||
3.10%, 11/15/29 (Call 08/15/29) |
50 | 44,178 | ||||||
CubeSmart LP, 4.38%, 02/15/29 (Call 11/15/28) |
20 | 19,249 | ||||||
Digital Realty Trust LP, 3.70%, 08/15/27 (Call 05/15/27) |
35 | 33,414 | ||||||
Duke Realty LP, 1.75%, 07/01/30 (Call 04/01/30) |
50 | 40,845 | ||||||
Equinix Inc. |
||||||||
1.80%, 07/15/27 (Call 05/15/27) |
25 | 21,863 | ||||||
2.63%, 11/18/24 (Call 10/18/24) |
60 | 57,811 | ||||||
2.95%, 09/15/51 (Call 03/15/51) |
25 | 16,873 | ||||||
3.20%, 11/18/29 (Call 08/18/29)(a) |
35 | 31,345 | ||||||
ERP Operating LP |
||||||||
2.50%, 02/15/30 (Call 11/15/29) |
50 | 43,519 | ||||||
3.50%, 03/01/28 (Call 12/01/27)(a) |
25 | 23,559 | ||||||
Essex Portfolio LP, 2.65%, 09/01/50 (Call 03/01/50) |
15 | 9,230 | ||||||
Extra Space Storage LP, 2.55%, 06/01/31 (Call 03/01/31) |
25 | 20,426 | ||||||
GLP Capital LP/GLP Financing II Inc. |
||||||||
3.35%, 09/01/24 (Call 08/01/24) |
5 | 4,758 | ||||||
4.00%, 01/15/30 (Call 10/15/29) |
10 | 8,765 | ||||||
4.00%, 01/15/31 (Call 10/15/30) |
20 | 17,411 | ||||||
5.30%, 01/15/29 (Call 10/15/28) |
10 | 9,690 | ||||||
5.38%, 04/15/26 (Call 01/15/26) |
35 | 34,467 | ||||||
5.75%, 06/01/28 (Call 03/03/28) |
10 | 9,916 | ||||||
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) |
24 | 20,637 | ||||||
Healthpeak Properties Inc., 3.25%, 07/15/26 (Call 05/15/26) |
55 | 52,803 | ||||||
Highwoods Realty LP |
||||||||
3.05%, 02/15/30 (Call 11/15/29) |
10 | 8,523 | ||||||
3.88%, 03/01/27 (Call 12/01/26) |
10 | 9,523 | ||||||
Hudson Pacific Properties LP |
||||||||
3.25%, 01/15/30 (Call 10/15/29) |
10 | 8,460 | ||||||
4.65%, 04/01/29 (Call 01/01/29) |
25 | 23,494 | ||||||
Invitation Homes Operating Partnership LP, 2.00%, 08/15/31 (Call 05/15/31) |
20 | 15,159 | ||||||
Kimco Realty Corp., 3.70%, 10/01/49 (Call 04/01/49) |
26 | 19,963 | ||||||
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26) |
35 | 33,285 | ||||||
Life Storage LP, 3.88%, 12/15/27 (Call 09/15/27) |
20 | 18,885 | ||||||
LXP Industrial Trust, 2.70%, 09/15/30 (Call 06/15/30) |
15 | 12,124 | ||||||
Mid-America Apartments LP |
||||||||
1.70%, 02/15/31 (Call 11/15/30) |
20 | 15,919 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
25 | 23,845 | ||||||
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30) |
15 | 11,359 | ||||||
National Retail Properties Inc. |
||||||||
3.60%, 12/15/26 (Call 09/15/26) |
57 | 54,237 | ||||||
4.30%, 10/15/28 (Call 07/15/28) |
15 | 14,342 | ||||||
Office Properties Income Trust |
||||||||
2.65%, 06/15/26 (Call 05/15/26) |
5 | 4,026 | ||||||
4.50%, 02/01/25 (Call 11/01/24) |
40 | 37,510 | ||||||
Omega Healthcare Investors Inc., 5.25%, 01/15/26 (Call 10/15/25) |
15 | 14,881 | ||||||
Prologis LP |
||||||||
2.13%, 04/15/27 (Call 02/15/27)(a) |
25 | 23,029 | ||||||
2.13%, 10/15/50 (Call 04/15/50) |
25 | 15,867 | ||||||
3.25%, 10/01/26 (Call 07/01/26) |
50 | 48,098 | ||||||
Public Storage, 3.09%, 09/15/27 (Call 06/15/27) |
60 | 57,226 | ||||||
Realty Income Corp. |
||||||||
3.00%, 01/15/27 (Call 10/15/26) |
25 | 23,549 | ||||||
3.25%, 01/15/31 (Call 10/15/30) |
25 | 22,446 | ||||||
3.65%, 01/15/28 (Call 10/15/27) |
25 | 23,968 |
S C H E D U L E O F I N V E S T M E N T S |
27 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
4.63%, 11/01/25 (Call 09/01/25) |
$ | 25 | $ | 25,273 | ||||
Regency Centers LP, 4.65%, 03/15/49 (Call 09/15/48) |
20 | 17,808 | ||||||
Rexford Industrial Realty LP, 2.13%, 12/01/30 (Call 09/01/30) |
25 | 20,152 | ||||||
Sabra Health Care LP |
||||||||
3.20%, 12/01/31 (Call 09/01/31) |
5 | 3,972 | ||||||
3.90%, 10/15/29 (Call 07/15/29) |
5 | 4,393 | ||||||
5.13%, 08/15/26 (Call 05/15/26) |
30 | 29,071 | ||||||
Simon Property Group LP |
||||||||
1.38%, 01/15/27 (Call 10/15/26) |
35 | 30,887 | ||||||
2.65%, 07/15/30 (Call 04/15/30) |
20 | 17,217 | ||||||
3.25%, 09/13/49 (Call 03/13/49) |
50 | 36,336 | ||||||
3.50%, 09/01/25 (Call 06/01/25) |
50 | 49,325 | ||||||
Spirit Realty LP |
||||||||
2.70%, 02/15/32 (Call 11/15/31) |
15 | 11,629 | ||||||
4.00%, 07/15/29 (Call 04/15/29) |
20 | 18,146 | ||||||
Sun Communities Operating LP, 2.70%, 07/15/31 (Call 04/15/31) |
25 | 20,058 | ||||||
Tanger Properties LP, 2.75%, 09/01/31 (Call 06/01/31) |
15 | 11,387 | ||||||
UDR Inc., 3.20%, 01/15/30 (Call 10/15/29) |
40 | 35,382 | ||||||
Ventas Realty LP, 4.75%, 11/15/30 (Call 08/15/30) |
25 | 24,234 | ||||||
VICI Properties LP |
||||||||
4.38%, 05/15/25 |
5 | 4,892 | ||||||
4.75%, 02/15/28 (Call 01/15/28) |
10 | 9,610 | ||||||
4.95%, 02/15/30 (Call 12/15/29) |
10 | 9,548 | ||||||
5.13%, 05/15/32 (Call 02/15/32) |
30 | 28,588 | ||||||
Vornado Realty LP, 2.15%, 06/01/26 (Call 05/01/26)(a) |
20 | 17,611 | ||||||
Welltower Inc. |
||||||||
2.05%, 01/15/29 (Call 11/15/28) |
15 | 12,658 | ||||||
2.70%, 02/15/27 (Call 12/15/26) |
20 | 18,559 | ||||||
2.75%, 01/15/31 (Call 10/15/30) |
50 | 42,014 | ||||||
3.63%, 03/15/24 (Call 02/15/24) |
25 | 24,783 | ||||||
Weyerhaeuser Co., 4.00%, 11/15/29 (Call 08/15/29) |
50 | 47,330 | ||||||
WP Carey Inc. |
||||||||
2.25%, 04/01/33 (Call 01/01/33)(a) |
25 | 19,025 | ||||||
3.85%, 07/15/29 (Call 04/15/29) |
10 | 9,271 | ||||||
|
|
|||||||
2,249,714 | ||||||||
Retail — 1.0% | ||||||||
Advance Auto Parts Inc., 1.75%, 10/01/27 (Call 08/01/27) |
30 | 25,576 | ||||||
AutoNation Inc., 3.80%, 11/15/27 (Call 08/15/27) |
60 | 55,217 | ||||||
AutoZone Inc. |
||||||||
3.63%, 04/15/25 (Call 03/15/25) |
50 | 49,191 | ||||||
3.75%, 04/18/29 (Call 01/18/29) |
25 | 23,563 | ||||||
Best Buy Co. Inc., 1.95%, 10/01/30 (Call 07/01/30) |
20 | 16,005 | ||||||
Costco Wholesale Corp. |
||||||||
1.38%, 06/20/27 (Call 04/20/27) |
10 | 8,981 | ||||||
1.60%, 04/20/30 (Call 01/20/30) |
35 | 29,545 | ||||||
1.75%, 04/20/32 (Call 01/20/32) |
10 | 8,231 | ||||||
Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27) |
35 | 33,787 | ||||||
Dick’s Sporting Goods Inc., 3.15%, 01/15/32 (Call 10/15/31)(a) |
25 | 19,769 | ||||||
Dollar General Corp., 3.88%, 04/15/27 (Call 01/15/27) |
25 | 24,553 | ||||||
Dollar Tree Inc. |
||||||||
4.00%, 05/15/25 (Call 03/15/25) |
50 | 49,498 | ||||||
4.20%, 05/15/28 (Call 02/15/28) |
35 | 34,116 | ||||||
Home Depot Inc. (The) |
||||||||
2.50%, 04/15/27 (Call 02/15/27) |
100 | 94,393 | ||||||
2.75%, 09/15/51 (Call 03/15/51) |
25 | 17,844 | ||||||
3.25%, 04/15/32 (Call 01/15/32) |
50 | 46,230 | ||||||
3.35%, 04/15/50 (Call 10/15/49) |
10 | 7,965 | ||||||
3.63%, 04/15/52 (Call 10/15/51) |
35 | 29,339 | ||||||
3.90%, 06/15/47 (Call 12/15/46) |
25 | 22,095 |
Security |
Par (000) |
Value | ||||||
Retail (continued) | ||||||||
4.25%, 04/01/46 (Call 10/01/45) |
$ | 50 | $ | 46,303 | ||||
4.50%, 12/06/48 (Call 06/06/48) |
25 | 24,095 | ||||||
Lowe’s Companies Inc. |
||||||||
2.63%, 04/01/31 (Call 01/01/31) |
25 | 21,438 | ||||||
3.65%, 04/05/29 (Call 01/05/29) |
35 | 33,115 | ||||||
3.70%, 04/15/46 (Call 10/15/45) |
25 | 19,812 | ||||||
3.75%, 04/01/32 (Call 01/01/32) |
50 | 46,239 | ||||||
4.00%, 04/15/25 (Call 03/15/25) |
60 | 59,984 | ||||||
4.05%, 05/03/47 (Call 11/03/46) |
40 | 33,257 | ||||||
4.25%, 04/01/52 (Call 10/01/51) |
35 | 29,859 | ||||||
McDonald’s Corp. |
||||||||
2.13%, 03/01/30 (Call 12/01/29) |
50 | 42,953 | ||||||
2.63%, 09/01/29 (Call 06/01/29) |
10 | 8,991 | ||||||
3.30%, 07/01/25 (Call 06/01/25) |
10 | 9,816 | ||||||
3.50%, 07/01/27 (Call 05/01/27) |
10 | 9,701 | ||||||
3.60%, 07/01/30 (Call 04/01/30) |
10 | 9,494 | ||||||
3.63%, 09/01/49 (Call 03/01/49) |
50 | 40,545 | ||||||
3.70%, 01/30/26 (Call 10/30/25)(a) |
10 | 9,906 | ||||||
4.60%, 05/26/45 (Call 11/26/44) |
25 | 23,372 | ||||||
O’Reilly Automotive Inc. |
||||||||
3.55%, 03/15/26 (Call 12/15/25) |
65 | 63,318 | ||||||
4.20%, 04/01/30 (Call 01/01/30) |
15 | 14,423 | ||||||
Ross Stores Inc., 0.88%, 04/15/26 (Call 03/15/26) |
25 | 22,075 | ||||||
Starbucks Corp. |
||||||||
2.00%, 03/12/27 (Call 01/12/27) |
60 | 54,700 | ||||||
2.45%, 06/15/26 (Call 03/15/26) |
5 | 4,740 | ||||||
2.55%, 11/15/30 (Call 08/15/30) |
30 | 25,713 | ||||||
3.50%, 03/01/28 (Call 12/01/27) |
25 | 24,058 | ||||||
3.50%, 11/15/50 (Call 05/15/50) |
25 | 19,267 | ||||||
3.80%, 08/15/25 (Call 06/15/25) |
50 | 49,691 | ||||||
Target Corp. |
||||||||
2.65%, 09/15/30 (Call 06/15/30)(a) |
10 | 8,923 | ||||||
4.00%, 07/01/42 |
50 | 46,170 | ||||||
TJX Companies Inc. (The), 2.25%, 09/15/26 (Call 06/15/26) |
35 | 32,975 | ||||||
Walgreens Boots Alliance Inc., 4.10%, 04/15/50 (Call 10/15/49) |
25 | 19,811 | ||||||
Walmart Inc. |
||||||||
2.65%, 09/22/51 (Call 03/22/51) |
50 | 37,512 | ||||||
4.05%, 06/29/48 (Call 12/29/47)(a) |
86 | 82,201 | ||||||
|
|
|||||||
1,570,355 | ||||||||
Savings & Loans — 0.0% | ||||||||
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)(b) |
65 | 64,758 | ||||||
|
|
|||||||
Semiconductors — 0.9% | ||||||||
Advanced Micro Devices Inc., 3.92%, 06/01/32 (Call 03/01/32) |
25 | 24,176 | ||||||
Analog Devices Inc. |
||||||||
2.95%, 04/01/25 (Call 03/01/25) |
76 | 74,282 | ||||||
3.50%, 12/05/26 (Call 09/05/26) |
35 | 34,381 | ||||||
Applied Materials Inc. |
||||||||
4.35%, 04/01/47 (Call 10/01/46) |
5 | 4,822 | ||||||
5.10%, 10/01/35 (Call 04/01/35) |
50 | 52,664 | ||||||
Broadcom Inc. |
||||||||
1.95%, 02/15/28 (Call 12/15/27)(a)(d) |
65 | 55,745 | ||||||
2.45%, 02/15/31 (Call 11/15/30)(d) |
50 | 39,900 | ||||||
3.42%, 04/15/33 (Call 01/15/33)(d) |
50 | 41,237 | ||||||
3.47%, 04/15/34 (Call 01/15/34)(d) |
30 | 24,311 | ||||||
3.50%, 02/15/41 (Call 08/15/40)(d) |
50 | 37,600 | ||||||
3.75%, 02/15/51 (Call 08/15/50)(d) |
25 | 18,453 | ||||||
4.15%, 11/15/30 (Call 08/15/30) |
19 | 17,327 | ||||||
4.30%, 11/15/32 (Call 08/15/32) |
15 | 13,529 |
28 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Semiconductors (continued) | ||||||||
4.93%, 05/15/37 (Call 02/15/37)(d) |
$ | 45 | $ | 40,150 | ||||
Intel Corp. |
||||||||
2.60%, 05/19/26 (Call 02/19/26) |
25 | 23,944 | ||||||
3.05%, 08/12/51 (Call 02/12/51) |
25 | 17,962 | ||||||
3.15%, 05/11/27 (Call 02/11/27) |
60 | 57,875 | ||||||
3.70%, 07/29/25 (Call 04/29/25) |
55 | 54,748 | ||||||
3.73%, 12/08/47 (Call 06/08/47) |
50 | 40,804 | ||||||
3.75%, 08/05/27 |
10 | 9,821 | ||||||
4.00%, 08/05/29 |
10 | 9,725 | ||||||
4.10%, 05/19/46 (Call 11/19/45) |
25 | 22,100 | ||||||
4.75%, 03/25/50 (Call 09/25/49) |
25 | 23,854 | ||||||
4.80%, 10/01/41 |
25 | 24,534 | ||||||
4.90%, 07/29/45 (Call 01/29/45) |
25 | 24,473 | ||||||
4.90%, 08/05/52 |
10 | 9,753 | ||||||
KLA Corp. |
||||||||
4.10%, 03/15/29 (Call 12/15/28) |
40 | 39,768 | ||||||
4.95%, 07/15/52 (Call 01/15/52) |
20 | 20,131 | ||||||
Lam Research Corp. |
||||||||
2.88%, 06/15/50 (Call 12/15/49) |
10 | 7,344 | ||||||
4.00%, 03/15/29 (Call 12/15/28) |
65 | 63,874 | ||||||
Micron Technology Inc. |
||||||||
2.70%, 04/15/32 (Call 01/15/32) |
25 | 19,453 | ||||||
4.19%, 02/15/27 (Call 12/15/26) |
10 | 9,742 | ||||||
4.66%, 02/15/30 (Call 11/15/29) |
25 | 23,530 | ||||||
NVIDIA Corp. |
||||||||
2.85%, 04/01/30 (Call 01/01/30) |
100 | 90,352 | ||||||
3.70%, 04/01/60 (Call 10/01/59) |
5 | 4,084 | ||||||
NXP BV/NXP Funding LLC, 5.55%, 12/01/28 (Call 09/01/28) |
35 | 35,667 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc. |
||||||||
2.50%, 05/11/31 (Call 02/11/31) |
35 | 28,254 | ||||||
2.65%, 02/15/32 (Call 11/15/31) |
15 | 12,112 | ||||||
3.40%, 05/01/30 (Call 02/01/30) |
40 | 35,410 | ||||||
3.88%, 06/18/26 (Call 04/18/26) |
30 | 29,019 | ||||||
Qorvo Inc. |
||||||||
1.75%, 12/15/24 (Call 12/15/22)(d) |
5 | 4,672 | ||||||
4.38%, 10/15/29 (Call 10/15/24) |
30 | 26,705 | ||||||
QUALCOMM Inc. |
||||||||
1.65%, 05/20/32 (Call 02/20/32)(a) |
60 | 48,200 | ||||||
3.25%, 05/20/27 (Call 02/20/27) |
100 | 97,614 | ||||||
3.45%, 05/20/25 (Call 02/20/25) |
50 | 49,444 | ||||||
4.30%, 05/20/47 (Call 11/20/46) |
35 | 32,844 | ||||||
Skyworks Solutions Inc., 1.80%, 06/01/26 (Call 05/01/26) |
15 | 13,363 | ||||||
Texas Instruments Inc. |
||||||||
1.75%, 05/04/30 (Call 02/04/30) |
10 | 8,512 | ||||||
3.88%, 03/15/39 (Call 09/15/38) |
25 | 23,377 | ||||||
4.15%, 05/15/48 (Call 11/15/47) |
27 | 25,794 | ||||||
|
|
|||||||
1,547,435 | ||||||||
Shipbuilding — 0.0% | ||||||||
Huntington Ingalls Industries Inc., 3.48%, 12/01/27 (Call 09/01/27) |
25 | 23,243 | ||||||
|
|
|||||||
Software — 0.9% | ||||||||
Activision Blizzard Inc. |
||||||||
1.35%, 09/15/30 (Call 06/15/30) |
35 | 27,629 | ||||||
3.40%, 06/15/27 (Call 03/15/27) |
50 | 48,194 | ||||||
Adobe Inc. |
||||||||
2.15%, 02/01/27 (Call 12/01/26) |
35 | 32,767 | ||||||
3.25%, 02/01/25 (Call 11/01/24) |
35 | 34,648 | ||||||
Autodesk Inc., 4.38%, 06/15/25 (Call 03/15/25) |
46 | 46,289 | ||||||
Citrix Systems Inc., 3.30%, 03/01/30 (Call 12/01/29) |
35 | 34,366 |
Security |
Par (000) |
Value | ||||||
Software (continued) | ||||||||
Electronic Arts Inc. |
||||||||
1.85%, 02/15/31 (Call 11/15/30) |
$ | 35 | $ | 28,636 | ||||
4.80%, 03/01/26 (Call 12/01/25) |
25 | 25,428 | ||||||
Fidelity National Information Services Inc., 3.10%, 03/01/41 (Call 09/01/40) |
35 | 25,446 | ||||||
Fiserv Inc., 4.40%, 07/01/49 (Call 01/01/49) |
40 | 34,571 | ||||||
Intuit Inc., 0.95%, 07/15/25 (Call 06/15/25) |
25 | 23,005 | ||||||
Microsoft Corp. |
||||||||
2.40%, 08/08/26 (Call 05/08/26) |
50 | 47,775 | ||||||
2.53%, 06/01/50 (Call 12/01/49) |
50 | 36,421 | ||||||
2.68%, 06/01/60 (Call 12/01/59) |
35 | 24,898 | ||||||
2.70%, 02/12/25 (Call 11/12/24) |
25 | 24,581 | ||||||
2.92%, 03/17/52 (Call 09/17/51) |
50 | 39,439 | ||||||
3.04%, 03/17/62 (Call 09/17/61) |
25 | 19,137 | ||||||
3.13%, 11/03/25 (Call 08/03/25) |
10 | 9,838 | ||||||
3.30%, 02/06/27 (Call 11/06/26) |
40 | 39,340 | ||||||
3.45%, 08/08/36 (Call 02/08/36) |
79 | 74,396 | ||||||
3.70%, 08/08/46 (Call 02/08/46) |
75 | 69,058 | ||||||
Oracle Corp. |
||||||||
2.50%, 04/01/25 (Call 03/01/25) |
65 | 61,695 | ||||||
2.95%, 11/15/24 (Call 09/15/24) |
60 | 58,328 | ||||||
2.95%, 05/15/25 (Call 02/15/25)(a) |
50 | 47,952 | ||||||
3.60%, 04/01/40 (Call 10/01/39) |
25 | 18,209 | ||||||
3.60%, 04/01/50 (Call 10/01/49) |
35 | 23,851 | ||||||
3.65%, 03/25/41 (Call 09/25/40) |
50 | 36,559 | ||||||
3.80%, 11/15/37 (Call 05/15/37) |
50 | 38,963 | ||||||
3.85%, 04/01/60 (Call 10/01/59) |
25 | 16,596 | ||||||
3.90%, 05/15/35 (Call 11/15/34) |
25 | 20,337 | ||||||
3.95%, 03/25/51 (Call 09/25/50) |
50 | 35,961 | ||||||
4.00%, 07/15/46 (Call 01/15/46) |
30 | 21,954 | ||||||
4.00%, 11/15/47 (Call 05/15/47) |
35 | 25,401 | ||||||
4.30%, 07/08/34 (Call 01/08/34) |
50 | 43,565 | ||||||
4.38%, 05/15/55 (Call 11/15/54) |
25 | 18,737 | ||||||
6.13%, 07/08/39 |
5 | 4,942 | ||||||
6.50%, 04/15/38 |
25 | 25,694 | ||||||
Roper Technologies Inc., 2.95%, 09/15/29 (Call 06/15/29) |
50 | 44,068 | ||||||
salesforce.com Inc. |
||||||||
2.70%, 07/15/41 (Call 01/15/41) |
25 | 19,063 | ||||||
2.90%, 07/15/51 (Call 01/15/51) |
50 | 36,978 | ||||||
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) |
20 | 15,706 | ||||||
Take-Two Interactive Software Inc., 4.00%, 04/14/32 (Call 01/14/32) |
10 | 9,221 | ||||||
VMware Inc. |
||||||||
1.00%, 08/15/24 (Call 10/03/22) |
35 | 32,824 | ||||||
2.20%, 08/15/31 (Call 05/15/31) |
35 | 27,321 | ||||||
3.90%, 08/21/27 (Call 05/21/27) |
25 | 23,869 | ||||||
|
|
|||||||
1,453,656 | ||||||||
Telecommunications — 1.6% | ||||||||
America Movil SAB de CV, 6.13%, 03/30/40 |
100 | 109,605 | ||||||
AT&T Inc. |
||||||||
1.65%, 02/01/28 (Call 12/01/27) |
50 | 42,957 | ||||||
1.70%, 03/25/26 (Call 03/25/23) |
80 | 73,242 | ||||||
2.25%, 02/01/32 (Call 11/01/31) |
80 | 64,743 | ||||||
2.55%, 12/01/33 (Call 09/01/33) |
50 | 39,912 | ||||||
3.50%, 06/01/41 (Call 12/01/40) |
75 | 59,161 | ||||||
3.55%, 09/15/55 (Call 03/15/55) |
100 | 73,064 | ||||||
3.65%, 06/01/51 (Call 12/01/50) |
50 | 38,236 | ||||||
3.65%, 09/15/59 (Call 03/15/59) |
15 | 10,870 | ||||||
3.80%, 02/15/27 (Call 11/15/26) |
60 | 58,497 | ||||||
3.80%, 12/01/57 (Call 06/01/57) |
52 | 39,321 |
S C H E D U L E O F I N V E S T M E N T S |
29 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Telecommunications (continued) | ||||||||
3.85%, 06/01/60 (Call 12/01/59) |
$ | 50 | $ | 37,546 | ||||
4.30%, 02/15/30 (Call 11/15/29) |
105 | 100,977 | ||||||
4.35%, 03/01/29 (Call 12/01/28) |
25 | 24,363 | ||||||
4.35%, 06/15/45 (Call 12/15/44) |
55 | 47,084 | ||||||
4.55%, 03/09/49 (Call 09/09/48) |
50 | 44,616 | ||||||
5.25%, 03/01/37 (Call 09/01/36) |
50 | 50,121 | ||||||
6.00%, 08/15/40 (Call 05/15/40) |
5 | 5,292 | ||||||
6.30%, 01/15/38 |
15 | 16,636 | ||||||
Bell Telephone Co. of Canada or Bell Canada (The) |
||||||||
3.65%, 08/15/52 (Call 02/15/52) |
20 | 15,806 | ||||||
4.46%, 04/01/48 (Call 10/01/47) |
25 | 22,902 | ||||||
British Telecommunications PLC, 9.63%, 12/15/30 |
25 | 30,763 | ||||||
Cisco Systems Inc. |
||||||||
5.50%, 01/15/40 |
10 | 10,904 | ||||||
5.90%, 02/15/39 |
25 | 28,387 | ||||||
Corning Inc. |
||||||||
4.38%, 11/15/57 (Call 05/15/57) |
5 | 4,109 | ||||||
5.35%, 11/15/48 (Call 05/15/48) |
50 | 49,264 | ||||||
Deutsche Telekom International Finance BV, 8.75%, 06/15/30 |
60 | 73,856 | ||||||
Juniper Networks Inc. |
||||||||
1.20%, 12/10/25 (Call 11/10/25) |
25 | 22,379 | ||||||
3.75%, 08/15/29 (Call 05/15/29) |
25 | 22,718 | ||||||
Motorola Solutions Inc. |
||||||||
2.30%, 11/15/30 (Call 08/15/30) |
25 | 19,887 | ||||||
2.75%, 05/24/31 (Call 02/24/31) |
25 | 20,323 | ||||||
4.00%, 09/01/24 |
16 | 15,876 | ||||||
Orange SA, 9.00%, 03/01/31 |
20 | 25,558 | ||||||
Rogers Communications Inc. |
||||||||
2.95%, 03/15/25 (Call 03/15/23)(d) |
5 | 4,842 | ||||||
3.80%, 03/15/32 (Call 12/15/31)(d) |
25 | 22,759 | ||||||
4.50%, 03/15/42 (Call 09/15/41)(d) |
10 | 8,814 | ||||||
4.55%, 03/15/52 (Call 09/15/51)(d) |
25 | 22,010 | ||||||
5.00%, 03/15/44 (Call 09/15/43) |
50 | 45,726 | ||||||
Telefonica Emisiones SA, 4.10%, 03/08/27 |
150 | 145,519 | ||||||
TELUS Corp. |
||||||||
2.80%, 02/16/27 (Call 11/16/26) |
25 | 23,488 | ||||||
4.60%, 11/16/48 (Call 05/16/48) |
25 | 23,285 | ||||||
T-Mobile USA Inc. |
||||||||
2.25%, 02/15/26 (Call 02/15/23) |
5 | 4,593 | ||||||
2.25%, 11/15/31 (Call 08/15/31)(a) |
15 | 12,069 | ||||||
2.55%, 02/15/31 (Call 11/15/30) |
50 | 41,656 | ||||||
3.30%, 02/15/51 (Call 08/15/50) |
25 | 17,858 | ||||||
3.50%, 04/15/25 (Call 03/15/25) |
25 | 24,426 | ||||||
3.60%, 11/15/60 (Call 05/15/60) |
65 | 46,816 | ||||||
3.75%, 04/15/27 (Call 02/15/27) |
64 | 61,390 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
25 | 23,109 | ||||||
4.50%, 04/15/50 (Call 10/15/49) |
40 | 34,880 | ||||||
Verizon Communications Inc. |
||||||||
2.55%, 03/21/31 (Call 12/21/30) |
60 | 50,746 | ||||||
2.63%, 08/15/26(a) |
35 | 33,002 | ||||||
2.65%, 11/20/40 (Call 05/20/40) |
50 | 36,133 | ||||||
2.88%, 11/20/50 (Call 05/20/50) |
70 | 48,138 | ||||||
2.99%, 10/30/56 (Call 04/30/56) |
50 | 33,674 | ||||||
3.40%, 03/22/41 (Call 09/22/40) |
50 | 40,273 | ||||||
3.55%, 03/22/51 (Call 09/22/50) |
50 | 39,293 | ||||||
3.70%, 03/22/61 (Call 09/22/60) |
45 | 34,728 | ||||||
4.02%, 12/03/29 (Call 09/03/29) |
85 | 81,542 | ||||||
4.27%, 01/15/36 |
35 | 32,334 | ||||||
4.40%, 11/01/34 (Call 05/01/34) |
50 | 47,282 | ||||||
4.50%, 08/10/33 |
25 | 24,121 |
Security |
Par (000) |
Value | ||||||
Telecommunications (continued) | ||||||||
4.86%, 08/21/46 |
$ | 35 | $ | 34,193 | ||||
5.25%, 03/16/37 |
25 | 25,462 | ||||||
Vodafone Group PLC |
||||||||
4.13%, 05/30/25 |
60 | 59,787 | ||||||
4.38%, 05/30/28 |
50 | 49,410 | ||||||
4.38%, 02/19/43 |
50 | 42,797 | ||||||
5.25%, 05/30/48 |
50 | 46,728 | ||||||
|
|
|||||||
2,621,858 | ||||||||
Toys, Games & Hobbies — 0.0% | ||||||||
Hasbro Inc. |
||||||||
3.55%, 11/19/26 (Call 09/19/26) |
43 | 40,950 | ||||||
3.90%, 11/19/29 (Call 08/19/29) |
10 | 9,201 | ||||||
5.10%, 05/15/44 (Call 11/15/43) |
10 | 8,938 | ||||||
|
|
|||||||
59,089 | ||||||||
Transportation — 0.7% | ||||||||
Burlington Northern Santa Fe LLC |
||||||||
2.88%, 06/15/52 (Call 12/15/51) |
35 | 25,877 | ||||||
3.30%, 09/15/51 (Call 03/15/51) |
25 | 20,040 | ||||||
3.55%, 02/15/50 (Call 08/15/49) |
25 | 20,937 | ||||||
3.90%, 08/01/46 (Call 02/01/46) |
15 | 13,226 | ||||||
4.05%, 06/15/48 (Call 12/15/47) |
25 | 22,725 | ||||||
4.15%, 04/01/45 (Call 10/01/44) |
10 | 9,117 | ||||||
6.20%, 08/15/36 |
25 | 28,710 | ||||||
Canadian National Railway Co. |
||||||||
2.75%, 03/01/26 (Call 12/01/25) |
25 | 23,943 | ||||||
4.45%, 01/20/49 (Call 07/20/48) |
25 | 24,011 | ||||||
Canadian Pacific Railway Co. |
||||||||
1.75%, 12/02/26 (Call 11/02/26) |
10 | 9,065 | ||||||
4.00%, 06/01/28 (Call 03/01/28) |
50 | 49,028 | ||||||
6.13%, 09/15/2115 (Call 03/15/2115) |
25 | 26,284 | ||||||
CSX Corp. |
||||||||
2.50%, 05/15/51 (Call 11/15/50) |
50 | 33,120 | ||||||
2.60%, 11/01/26 (Call 08/01/26) |
35 | 33,114 | ||||||
3.25%, 06/01/27 (Call 03/01/27) |
10 | 9,630 | ||||||
3.35%, 09/15/49 (Call 03/15/49) |
25 | 19,637 | ||||||
3.80%, 11/01/46 (Call 05/01/46) |
25 | 21,281 | ||||||
4.30%, 03/01/48 (Call 09/01/47) |
45 | 41,067 | ||||||
FedEx Corp. |
||||||||
3.40%, 02/15/28 (Call 11/15/27) |
38 | 36,382 | ||||||
4.20%, 10/17/28 (Call 07/17/28)(a) |
25 | 24,556 | ||||||
4.55%, 04/01/46 (Call 10/01/45) |
45 | 40,404 | ||||||
4.75%, 11/15/45 (Call 05/15/45) |
25 | 23,173 | ||||||
4.90%, 01/15/34 |
25 | 25,178 | ||||||
FedEx Corp. Class AA Pass Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35(a) |
45 | 38,697 | ||||||
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26) |
25 | 24,546 | ||||||
Kansas City Southern, 4.20%, 11/15/69 (Call 05/15/69) |
10 | 8,227 | ||||||
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27) |
25 | 23,182 | ||||||
Norfolk Southern Corp. |
||||||||
2.90%, 06/15/26 (Call 03/15/26) |
100 | 95,497 | ||||||
3.05%, 05/15/50 (Call 11/15/49) |
25 | 18,384 | ||||||
3.16%, 05/15/55 (Call 11/15/54) |
72 | 52,107 | ||||||
4.15%, 02/28/48 (Call 08/28/47) |
5 | 4,468 | ||||||
Ryder System Inc., 4.30%, 06/15/27 (Call 05/15/27) |
10 | 9,756 | ||||||
Union Pacific Corp. |
||||||||
2.15%, 02/05/27 (Call 12/05/26) |
50 | 46,450 | ||||||
2.97%, 09/16/62 (Call 03/16/62) |
25 | 17,251 | ||||||
3.20%, 05/20/41 (Call 11/20/40) |
5 | 4,118 | ||||||
3.80%, 10/01/51 (Call 04/01/51) |
50 | 43,037 |
30 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Transportation (continued) | ||||||||
3.80%, 04/06/71 (Call 10/06/70) |
$ | 10 | $ | 8,034 | ||||
3.84%, 03/20/60 (Call 09/20/59) |
50 | 41,997 | ||||||
3.95%, 09/10/28 (Call 06/10/28) |
60 | 59,164 | ||||||
4.50%, 09/10/48 (Call 03/10/48) |
25 | 23,644 | ||||||
United Parcel Service Inc. |
||||||||
2.50%, 09/01/29 (Call 06/01/29) |
25 | 22,592 | ||||||
5.20%, 04/01/40 (Call 10/01/39) |
15 | 15,975 | ||||||
5.30%, 04/01/50 (Call 10/01/49)(a) |
25 | 27,886 | ||||||
6.20%, 01/15/38 |
25 | 29,369 | ||||||
|
|
|||||||
1,194,886 | ||||||||
Trucking & Leasing — 0.0% | ||||||||
GATX Corp. |
||||||||
3.10%, 06/01/51 (Call 12/01/50) |
15 | 9,816 | ||||||
4.55%, 11/07/28 (Call 08/07/28) |
25 | 24,150 | ||||||
|
|
|||||||
33,966 | ||||||||
Venture Capital — 0.0% | ||||||||
Hercules Capital Inc. |
||||||||
2.63%, 09/16/26 (Call 08/16/26) |
20 | 16,820 | ||||||
3.38%, 01/20/27 (Call 12/20/26) |
15 | 12,845 | ||||||
|
|
|||||||
29,665 | ||||||||
Water — 0.1% | ||||||||
American Water Capital Corp. |
||||||||
2.95%, 09/01/27 (Call 06/01/27) |
50 | 47,041 | ||||||
3.45%, 06/01/29 (Call 03/01/29) |
10 | 9,321 | ||||||
3.75%, 09/01/47 (Call 03/01/47) |
25 | 21,073 | ||||||
6.59%, 10/15/37 |
25 | 28,544 | ||||||
Essential Utilities Inc. |
||||||||
3.35%, 04/15/50 (Call 10/15/49) |
15 | 11,035 | ||||||
3.57%, 05/01/29 (Call 02/01/29) |
10 | 9,296 | ||||||
United Utilities PLC, 6.88%, 08/15/28 |
30 | 32,567 | ||||||
|
|
|||||||
158,877 | ||||||||
|
|
|||||||
Total
Corporate Bonds & Notes — 35.2% |
58,092,557 | |||||||
|
|
|||||||
Foreign Government Obligations(e) |
| |||||||
Canada — 0.5% | ||||||||
Canada Government International Bond |
||||||||
0.75%, 05/19/26 |
20 | 18,067 | ||||||
1.63%, 01/22/25 |
50 | 47,797 | ||||||
Hydro-Quebec, Series HK, 9.38%, 04/15/30 |
25 | 34,054 | ||||||
Province of Alberta Canada |
||||||||
1.00%, 05/20/25 |
45 | 41,877 | ||||||
1.30%, 07/22/30 |
65 | 54,369 | ||||||
Province of British Columbia Canada |
||||||||
0.90%, 07/20/26(a) |
45 | 40,513 | ||||||
7.25%, 09/01/36 |
50 | 68,812 | ||||||
Province of Manitoba Canada |
||||||||
2.13%, 06/22/26(a) |
70 | 65,780 | ||||||
Series GX, 2.60%, 04/16/24 |
50 | 49,184 | ||||||
Province of Ontario Canada |
||||||||
0.63%, 01/21/26 |
25 | 22,500 | ||||||
1.05%, 04/14/26 |
50 | 45,413 | ||||||
2.30%, 06/15/26 |
50 | 47,364 | ||||||
2.50%, 04/27/26 |
75 | 71,703 | ||||||
3.05%, 01/29/24 |
90 | 89,236 |
Security |
Par (000) |
Value | ||||||
Canada (continued) | ||||||||
Province of Quebec Canada |
||||||||
0.60%, 07/23/25 |
$ | 55 | $ | 50,370 | ||||
Series QX, 1.50%, 02/11/25 |
155 | 147,377 | ||||||
|
|
|||||||
894,416 | ||||||||
Chile — 0.1% | ||||||||
Chile
Government International Bond,
3.50%, 01/25/50 |
205 | 150,374 | ||||||
|
|
|||||||
Hungary — 0.1% | ||||||||
Hungary Government International Bond |
||||||||
5.38%, 03/25/24 |
100 | 100,380 | ||||||
5.75%, 11/22/23 |
100 | 101,463 | ||||||
|
|
|||||||
201,843 | ||||||||
Indonesia — 0.1% | ||||||||
Indonesia Government International Bond, 3.85%, 10/15/30(a) |
200 | 195,310 | ||||||
|
|
|||||||
Italy — 0.1% | ||||||||
Republic of Italy Government International Bond, 2.88%, 10/17/29 |
200 | 171,650 | ||||||
|
|
|||||||
Japan — 0.1% | ||||||||
Japan Bank for International Cooperation, 2.25%, 11/04/26 |
200 | 187,412 | ||||||
|
|
|||||||
Mexico — 0.3% | ||||||||
Mexico Government International Bond |
||||||||
4.15%, 03/28/27 |
200 | 198,832 | ||||||
4.50%, 01/31/50 (Call 07/31/49) |
200 | 158,938 | ||||||
4.60%, 01/23/46 |
200 | 163,324 | ||||||
|
|
|||||||
521,094 | ||||||||
Panama — 0.1% | ||||||||
Panama Government International Bond, 4.50%, 04/01/56 (Call 10/01/55) |
200 | 154,642 | ||||||
|
|
|||||||
Peru — 0.2% | ||||||||
Peruvian Government International Bond |
||||||||
2.39%, 01/23/26 (Call 12/23/25) |
100 | 93,577 | ||||||
2.84%, 06/20/30 |
50 | 43,440 | ||||||
6.55%, 03/14/37 |
50 | 54,779 | ||||||
8.75%, 11/21/33 |
61 | 78,584 | ||||||
|
|
|||||||
270,380 | ||||||||
Philippines — 0.2% | ||||||||
Philippine Government International Bond |
||||||||
2.95%, 05/05/45 |
200 | 149,198 | ||||||
3.75%, 01/14/29 |
200 | 198,446 | ||||||
|
|
|||||||
347,644 | ||||||||
Poland — 0.1% | ||||||||
Republic of Poland Government International Bond, 3.25%, 04/06/26 |
85 | 83,712 | ||||||
|
|
|||||||
South Korea — 0.1% | ||||||||
Export-Import Bank of Korea, 2.88%, 01/21/25 |
200 | 194,792 | ||||||
|
|
|||||||
Supranational — 1.8% | ||||||||
African Development Bank |
||||||||
0.88%, 03/23/26 |
75 | 68,166 | ||||||
0.88%, 07/22/26 |
100 | 90,174 | ||||||
Asian Development Bank |
||||||||
0.38%, 06/11/24 |
65 | 61,478 | ||||||
0.38%, 09/03/25 |
215 | 195,422 | ||||||
0.50%, 02/04/26 |
45 | 40,573 | ||||||
0.63%, 10/08/24 |
35 | 32,953 | ||||||
0.63%, 04/29/25 |
180 | 166,619 |
S C H E D U L E O F I N V E S T M E N T S |
31 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Supranational (continued) | ||||||||
1.00%, 04/14/26 |
$ | 5 | $ | 4,568 | ||||
1.50%, 10/18/24 |
125 | 119,819 | ||||||
1.50%, 01/20/27 |
10 | 9,198 | ||||||
1.88%, 03/15/29 |
10 | 9,098 | ||||||
1.88%, 01/24/30 |
25 | 22,476 | ||||||
2.00%, 04/24/26 |
5 | 4,735 | ||||||
2.88%, 05/06/25 |
5 | 4,907 | ||||||
Asian Infrastructure Investment Bank (The) |
||||||||
0.50%, 05/28/25 |
10 | 9,156 | ||||||
0.50%, 01/27/26 |
60 | 53,687 | ||||||
Council of Europe Development Bank |
||||||||
0.88%, 09/22/26 |
35 | 31,437 | ||||||
1.38%, 02/27/25 |
15 | 14,211 | ||||||
European Bank for Reconstruction & Development |
||||||||
0.50%, 01/28/26 |
5 | 4,505 | ||||||
1.50%, 02/13/25 |
5 | 4,756 | ||||||
European Investment Bank |
||||||||
0.38%, 12/15/25(a) |
135 | 121,690 | ||||||
0.75%, 10/26/26 |
50 | 44,739 | ||||||
1.25%, 02/14/31(a) |
40 | 34,058 | ||||||
1.63%, 10/09/29 |
50 | 44,535 | ||||||
1.63%, 05/13/31 |
20 | 17,535 | ||||||
1.88%, 02/10/25 |
5 | 4,803 | ||||||
2.25%, 06/24/24 |
205 | 200,414 | ||||||
2.50%, 10/15/24(a) |
55 | 53,867 | ||||||
3.13%, 12/14/23 |
50 | 49,738 | ||||||
Inter-American Development Bank |
||||||||
0.63%, 07/15/25 |
145 | 133,272 | ||||||
0.63%, 09/16/27 |
50 | 43,428 | ||||||
0.88%, 04/03/25 |
60 | 55,987 | ||||||
1.13%, 01/13/31 |
10 | 8,381 | ||||||
1.75%, 03/14/25 |
5 | 4,777 | ||||||
2.13%, 01/15/25 |
10 | 9,671 | ||||||
2.25%, 06/18/29 |
10 | 9,279 | ||||||
2.38%, 07/07/27(a) |
45 | 42,789 | ||||||
3.13%, 09/18/28 |
70 | 68,534 | ||||||
3.25%, 07/01/24 |
5 | 4,973 | ||||||
4.38%, 01/24/44 |
50 | 53,795 | ||||||
International Bank for Reconstruction & Development |
||||||||
0.38%, 07/28/25 |
5 | 4,560 | ||||||
0.50%, 10/28/25(a) |
55 | 49,974 | ||||||
0.63%, 04/22/25 |
245 | 227,034 | ||||||
0.75%, 03/11/25 |
35 | 32,626 | ||||||
0.75%, 11/24/27 |
110 | 95,650 | ||||||
0.88%, 07/15/26 |
10 | 9,039 | ||||||
0.88%, 05/14/30(a) |
50 | 41,508 | ||||||
1.13%, 09/13/28 |
100 | 87,184 | ||||||
1.25%, 02/10/31(a) |
85 | 71,964 | ||||||
1.38%, 04/20/28 |
75 | 66,913 | ||||||
1.50%, 08/28/24 |
5 | 4,806 | ||||||
1.63%, 01/15/25 |
55 | 52,593 | ||||||
1.63%, 11/03/31 |
50 | 43,194 | ||||||
1.88%, 10/27/26 |
39 | 36,481 | ||||||
2.50%, 07/29/25 |
5 | 4,848 | ||||||
2.50%, 11/22/27 |
10 | 9,534 | ||||||
3.13%, 06/15/27 |
10 | 9,854 | ||||||
International Finance Corp. |
||||||||
0.38%, 07/16/25 |
5 | 4,566 | ||||||
0.75%, 08/27/30 |
10 | 8,152 | ||||||
1.38%, 10/16/24 |
10 | 9,564 |
Security |
Par (000) |
Value | ||||||
Supranational (continued) | ||||||||
2.13%, 04/07/26 |
$ | 65 | $ | 61,848 | ||||
|
|
|||||||
2,886,095 | ||||||||
Sweden — 0.1% | ||||||||
Svensk Exportkredit AB, 0.38%, 07/30/24 |
200 | 187,980 | ||||||
|
|
|||||||
Uruguay — 0.1% | ||||||||
Uruguay Government International Bond |
||||||||
4.13%, 11/20/45(a) |
20 | 18,986 | ||||||
4.98%, 04/20/55 |
70 | 70,392 | ||||||
|
|
|||||||
89,378 | ||||||||
|
|
|||||||
Total
Foreign Government Obligations — 4.0% |
6,536,722 | |||||||
|
|
|||||||
Municipal Debt Obligations |
||||||||
California — 0.3% | ||||||||
Bay Area Toll Authority RB BAB, Series S1, 6.92%, 04/01/40 |
75 | 91,801 | ||||||
California State University RB |
||||||||
Class B, 2.72%, 11/01/52 |
75 | 55,619 | ||||||
Class B, 2.98%, 11/01/51 (Call 05/01/51) |
25 | 19,150 | ||||||
City of San Francisco CA Public Utilities Commission Water Revenue RB BAB, 6.95%, 11/01/50 |
25 | 32,518 | ||||||
Los Angeles Community College District/CA GO BAB, 6.75%, 08/01/49 |
25 | 33,636 | ||||||
Los Angeles Department of Water & Power, RB, Series A, 5.72%, 07/01/39 |
20 | 22,576 | ||||||
Regents of the University of California Medical Center Pooled Revenue RB, 4.56%, 05/15/53 |
45 | 44,184 | ||||||
State of California GO |
||||||||
2.50%, 10/01/29 |
50 | 45,128 | ||||||
3.38%, 04/01/25 |
25 | 24,811 | ||||||
State of California GO BAB, 7.55%, 04/01/39 |
50 | 66,325 | ||||||
University of California RB |
||||||||
Series AD, 4.86%, 05/15/2112 |
25 | 23,171 | ||||||
Series BD, 3.35%, 07/01/29 |
35 | 33,193 | ||||||
Series BG, 3.07%, 05/15/51 (Call 05/15/31) |
10 | 7,321 | ||||||
|
|
|||||||
499,433 | ||||||||
Georgia — 0.0% | ||||||||
Municipal Electric Authority of Georgia RB BAB, Project M, Series 2010-A, 6.66%, 04/01/57 |
20 | 23,098 | ||||||
|
|
|||||||
Illinois — 0.1% | ||||||||
Chicago O’Hare International Airport RB, Series C, 4.47%, 01/01/49 |
50 | 48,201 | ||||||
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue RB, Series A, 6.90%, 12/01/40 |
25 | 29,220 | ||||||
State of Illinois GO, 5.10%, 06/01/33 |
50 | 49,503 | ||||||
State of Illinois GO BAB, Series 5, 7.35%, 07/01/35 |
46 | 50,651 | ||||||
|
|
|||||||
177,575 | ||||||||
Kentucky — 0.1% | ||||||||
Louisville & Jefferson County Metropolitan Sewer District RB BAB, 6.25%, 05/15/43 |
65 | 76,292 | ||||||
|
|
|||||||
Massachusetts — 0.0% | ||||||||
Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39 |
25 | 27,502 | ||||||
|
|
|||||||
Michigan — 0.0% | ||||||||
Michigan Finance Authority RB, 3.38%, 12/01/40 |
25 | 21,203 | ||||||
|
|
32 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
New Jersey — 0.1% | ||||||||
New Jersey Transportation Trust Fund Authority RB, 4.13%, 06/15/42 |
$ | 50 | $ | 43,101 | ||||
New Jersey Transportation Trust Fund Authority RB BAB |
||||||||
Series B, 6.56%, 12/15/40 |
50 | 57,224 | ||||||
Series C, 5.75%, 12/15/28 |
50 | 51,588 | ||||||
|
|
|||||||
151,913 | ||||||||
New York — 0.2% | ||||||||
Metropolitan Transportation Authority RB BAB, Series 2010-A, 6.67%, 11/15/39 |
45 | 50,567 | ||||||
New York State Dormitory Authority RB BAB, Series F, 5.63%, 03/15/39 |
15 | 16,388 | ||||||
New York State Urban Development Corp. RB BAB, 5.77%, 03/15/39 |
85 | 90,771 | ||||||
Port Authority of New York & New Jersey RB |
||||||||
3.29%, 08/01/69 |
50 | 36,602 | ||||||
Series 182, 5.31%, 08/01/46 (Call 08/01/24) |
50 | 50,685 | ||||||
|
|
|||||||
245,013 | ||||||||
Ohio — 0.1% | ||||||||
American Municipal Power Inc. RB BAB, Series B, 8.08%, 02/15/50 |
50 | 70,655 | ||||||
JobsOhio Beverage System RB, Series B, 4.53%, 01/01/35 |
25 | 25,327 | ||||||
Ohio Water Development Authority Water Pollution Control Loan Fund RB, Series B-2, 4.88%, 12/01/34 |
25 | 25,864 | ||||||
|
|
|||||||
121,846 | ||||||||
Oregon — 0.0% | ||||||||
State of Oregon GO, 5.89%, 06/01/27 |
50 | 53,009 | ||||||
|
|
|||||||
Tennessee — 0.0% | ||||||||
Metropolitan Government Nashville & Davidson County Health & Educational Facility Building RB, Series 2016B, 4.05%, 07/01/26 (Call 04/01/26) |
75 | 75,136 | ||||||
|
|
|||||||
Texas — 0.2% | ||||||||
City of San Antonio Texas Electric & Gas Systems Revenue RB BAB, 5.81%, 02/01/41 |
40 | 45,448 | ||||||
Dallas Area Rapid Transit RB BAB, 5.02%, 12/01/48(a) |
25 | 26,599 | ||||||
Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30) |
50 | 37,937 | ||||||
North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49 |
25 | 32,074 | ||||||
State of Texas GO BAB, 5.52%, 04/01/39 |
65 | 71,329 | ||||||
Texas Transportation Commission State Highway Fund RB, 4.00%, 10/01/33 |
50 | 48,994 | ||||||
|
|
|||||||
262,381 | ||||||||
Virginia — 0.0% | ||||||||
University of Virginia RB, Series C, 4.18%, 09/01/2117 (Call 03/01/2117) |
25 | 22,441 | ||||||
|
|
|||||||
Washington — 0.0% | ||||||||
State of Washington GO BAB, Series F, 5.14%, 08/01/40 |
45 | 49,055 | ||||||
|
|
|||||||
Wisconsin — 0.0% | ||||||||
State of Wisconsin RB, 3.95%, 05/01/36 (Call 05/01/27) |
25 | 23,593 | ||||||
|
|
|||||||
Total
Municipal Debt Obligations — 1.1% |
1,829,490 | |||||||
|
|
|||||||
U.S. Government & Agency Obligations |
| |||||||
Mortgage-Backed Securities — 2.3% | ||||||||
Federal National Mortgage Association |
||||||||
0.25%, 07/10/23 |
300 | 291,711 | ||||||
0.63%, 04/22/25 |
500 | 463,095 |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
0.88%, 08/05/30 |
$ | 500 | $ | 410,985 | ||||
1.63%, 01/07/25 |
985 | 943,315 | ||||||
1.75%, 07/02/24 |
250 | 242,275 | ||||||
1.88%, 09/24/26 |
475 | 446,842 | ||||||
2.38%, 01/19/23 |
100 | 99,635 | ||||||
2.63%, 09/06/24 |
330 | 324,054 | ||||||
5.63%, 07/15/37 |
286 | 343,437 | ||||||
6.25%, 05/15/29 |
50 | 58,448 | ||||||
6.63%, 11/15/30 |
100 | 122,384 | ||||||
7.25%, 05/15/30 |
35 | 43,911 | ||||||
|
|
|||||||
3,790,092 | ||||||||
U.S. Government Agency Obligations — 2.3% | ||||||||
Federal Farm Credit Banks Funding Corp. |
||||||||
0.25%, 02/26/24 |
10 | 9,533 | ||||||
1.85%, 07/26/24 |
10 | 9,666 | ||||||
Federal Home Loan Banks |
||||||||
0.38%, 09/04/25 |
10 | 9,122 | ||||||
0.50%, 04/14/25 |
10 | 9,246 | ||||||
1.50%, 08/15/24 |
30 | 28,881 | ||||||
2.13%, 06/09/23 |
20 | 19,774 | ||||||
2.50%, 12/09/22 |
20 | 19,976 | ||||||
2.50%, 02/13/24 |
40 | 39,426 | ||||||
3.13%, 09/12/25 |
10 | 9,861 | ||||||
3.25%, 06/09/28 |
90 | 88,907 | ||||||
3.25%, 11/16/28 |
990 | 984,872 | ||||||
3.38%, 09/08/23 |
25 | 24,953 | ||||||
5.50%, 07/15/36 |
35 | 41,541 | ||||||
Federal Home Loan Mortgage Corp. |
||||||||
0.25%, 06/26/23 |
70 | 68,124 | ||||||
0.25%, 09/08/23 |
800 | 773,808 | ||||||
0.32%, 11/02/23 (Call 11/02/22) |
15 | 14,442 | ||||||
6.25%, 07/15/32 |
225 | 276,322 | ||||||
Federal National Mortgage Association, 0.25%, 11/27/23 |
260 | 249,928 | ||||||
Tennessee Valley Authority |
||||||||
3.50%, 12/15/42 |
72 | 64,755 | ||||||
5.25%, 09/15/39 |
220 | 248,978 | ||||||
5.50%, 06/15/38 |
10 | 11,575 | ||||||
5.88%, 04/01/36 |
50 | 59,526 | ||||||
6.15%, 01/15/38 |
285 | 350,197 | ||||||
7.13%, 05/01/30 |
190 | 234,469 | ||||||
Series A, 2.88%, 02/01/27 |
100 | 97,480 | ||||||
|
|
|||||||
3,745,362 | ||||||||
U.S. Government Obligations — 53.8% | ||||||||
U.S. Treasury Bonds |
||||||||
2.75%, 08/15/32 |
400 | 386,000 | ||||||
3.13%, 08/31/29 |
300 | 297,141 | ||||||
U.S. Treasury Note/Bond |
||||||||
0.13%, 08/15/23 |
1,000 | 968,516 | ||||||
0.13%, 10/15/23 |
600 | 578,039 | ||||||
0.13%, 12/15/23 |
550 | 527,012 | ||||||
0.13%, 01/15/24 |
1,000 | 955,234 | ||||||
0.25%, 11/15/23 |
100 | 96,242 | ||||||
0.25%, 03/15/24 |
2,700 | 2,569,535 | ||||||
0.25%, 05/15/24 |
700 | 662,758 | ||||||
0.25%, 06/15/24 |
700 | 661,008 | ||||||
0.25%, 05/31/25 |
500 | 457,695 | ||||||
0.25%, 06/30/25 |
300 | 274,102 | ||||||
0.25%, 07/31/25 |
250 | 227,676 | ||||||
0.25%, 08/31/25 |
30 | 27,153 | ||||||
0.25%, 09/30/25 |
400 | 362,469 |
S C H E D U L E O F I N V E S T M E N T S |
33 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
U.S. Government Obligations (continued) | ||||||||
0.25%, 10/31/25 |
$ | 300 | $ | 271,031 | ||||
0.38%, 10/31/23 |
1,000 | 965,000 | ||||||
0.38%, 04/15/24 |
1,310 | 1,245,933 | ||||||
0.38%, 07/15/24 |
200 | 188,891 | ||||||
0.38%, 08/15/24 |
400 | 376,766 | ||||||
0.38%, 09/15/24 |
500 | 469,609 | ||||||
0.38%, 04/30/25 |
600 | 552,656 | ||||||
0.38%, 11/30/25 |
400 | 361,906 | ||||||
0.38%, 12/31/25 |
650 | 586,676 | ||||||
0.38%, 01/31/26 |
700 | 630,164 | ||||||
0.38%, 07/31/27 |
550 | 476,867 | ||||||
0.38%, 09/30/27 |
500 | 430,977 | ||||||
0.50%, 03/31/25 |
400 | 370,719 | ||||||
0.50%, 02/28/26 |
850 | 766,926 | ||||||
0.50%, 06/30/27 |
450 | 392,977 | ||||||
0.50%, 10/31/27 |
500 | 432,852 | ||||||
0.63%, 07/31/26 |
700 | 628,086 | ||||||
0.63%, 03/31/27 |
100 | 88,414 | ||||||
0.63%, 12/31/27 |
1,010 | 875,859 | ||||||
0.63%, 05/15/30 |
350 | 288,531 | ||||||
0.63%, 08/15/30 |
775 | 635,863 | ||||||
0.75%, 12/31/23 |
600 | 578,742 | ||||||
0.75%, 11/15/24 |
800 | 753,812 | ||||||
0.75%, 03/31/26 |
700 | 636,070 | ||||||
0.75%, 04/30/26 |
700 | 635,031 | ||||||
0.75%, 05/31/26 |
700 | 633,664 | ||||||
0.75%, 08/31/26 |
300 | 270,023 | ||||||
0.75%, 01/31/28 |
1,450 | 1,263,766 | ||||||
0.88%, 01/31/24 |
680 | 655,377 | ||||||
0.88%, 06/30/26 |
900 | 817,102 | ||||||
0.88%, 09/30/26 |
500 | 451,641 | ||||||
1.00%, 12/15/24 |
600 | 567,375 | ||||||
1.00%, 07/31/28 |
700 | 611,898 | ||||||
1.13%, 01/15/25 |
600 | 567,891 | ||||||
1.13%, 10/31/26 |
400 | 364,469 | ||||||
1.13%, 02/28/27 |
300 | 272,109 | ||||||
1.13%, 08/31/28 |
300 | 263,883 | ||||||
1.13%, 02/15/31 |
1,000 | 850,469 | ||||||
1.13%, 05/15/40 |
700 | 476,766 | ||||||
1.13%, 08/15/40 |
710 | 479,139 | ||||||
1.25%, 11/30/26 |
700 | 640,500 | ||||||
1.25%, 12/31/26 |
500 | 456,875 | ||||||
1.25%, 03/31/28 |
700 | 625,023 | ||||||
1.25%, 04/30/28 |
200 | 178,297 | ||||||
1.25%, 05/31/28 |
950 | 846,020 | ||||||
1.25%, 06/30/28 |
680 | 604,297 | ||||||
1.25%, 09/30/28 |
1,600 | 1,415,250 | ||||||
1.25%, 08/15/31 |
1,200 | 1,021,500 | ||||||
1.25%, 05/15/50 |
390 | 241,191 | ||||||
1.38%, 08/31/23 |
150 | 146,883 | ||||||
1.38%, 10/31/28 |
600 | 534,234 | ||||||
1.38%, 11/15/31 |
1,120 | 959,700 | ||||||
1.38%, 11/15/40 |
1,480 | 1,041,781 | ||||||
1.38%, 08/15/50 |
1,150 | 735,461 | ||||||
1.50%, 09/30/24 |
600 | 576,422 | ||||||
1.50%, 10/31/24 |
300 | 287,836 | ||||||
1.50%, 11/30/24 |
500 | 478,750 | ||||||
1.50%, 02/15/25 |
250 | 238,320 | ||||||
1.50%, 08/15/26 |
1,030 | 956,210 | ||||||
1.50%, 01/31/27 |
600 | 553,641 |
Security |
Par (000) |
Value | ||||||
U.S. Government Obligations (continued) | ||||||||
1.50%, 11/30/28 |
$ | 1,500 | $ | 1,344,141 | ||||
1.63%, 02/15/26 |
1,000 | 939,453 | ||||||
1.63%, 05/15/26 |
1,000 | 937,109 | ||||||
1.63%, 09/30/26 |
300 | 279,773 | ||||||
1.63%, 10/31/26 |
300 | 279,234 | ||||||
1.63%, 11/30/26 |
300 | 279,164 | ||||||
1.63%, 05/15/31 |
1,120 | 989,450 | ||||||
1.63%, 11/15/50 |
760 | 520,125 | ||||||
1.75%, 06/30/24 |
400 | 387,828 | ||||||
1.75%, 12/31/24 |
400 | 384,625 | ||||||
1.75%, 03/15/25 |
200 | 191,625 | ||||||
1.75%, 01/31/29 |
600 | 545,531 | ||||||
1.75%, 08/15/41 |
780 | 579,759 | ||||||
1.88%, 08/31/24 |
300 | 290,895 | ||||||
1.88%, 02/28/27 |
500 | 468,906 | ||||||
1.88%, 02/28/29 |
300 | 275,039 | ||||||
1.88%, 02/15/32 |
1,300 | 1,162,687 | ||||||
1.88%, 02/15/41 |
1,250 | 958,008 | ||||||
1.88%, 02/15/51 |
500 | 364,922 | ||||||
1.88%, 11/15/51 |
630 | 459,112 | ||||||
2.00%, 04/30/24 |
1,700 | 1,660,023 | ||||||
2.00%, 02/15/25 |
175 | 168,902 | ||||||
2.00%, 08/15/25 |
400 | 383,281 | ||||||
2.00%, 11/15/26 |
650 | 613,691 | ||||||
2.00%, 11/15/41 |
500 | 388,438 | ||||||
2.00%, 02/15/50 |
780 | 590,119 | ||||||
2.00%, 08/15/51 |
700 | 526,094 | ||||||
2.13%, 03/31/24 |
700 | 685,535 | ||||||
2.13%, 09/30/24 |
200 | 194,719 | ||||||
2.13%, 05/15/25 |
550 | 530,621 | ||||||
2.25%, 12/31/23 |
500 | 491,914 | ||||||
2.25%, 11/15/24 |
800 | 779,437 | ||||||
2.25%, 11/15/25 |
350 | 336,820 | ||||||
2.25%, 02/15/27 |
700 | 666,586 | ||||||
2.25%, 08/15/27 |
450 | 427,359 | ||||||
2.25%, 05/15/41 |
1,350 | 1,101,094 | ||||||
2.25%, 08/15/46 |
265 | 207,487 | ||||||
2.25%, 02/15/52 |
560 | 447,737 | ||||||
2.38%, 08/15/24 |
550 | 538,678 | ||||||
2.38%, 05/15/27 |
800 | 764,937 | ||||||
2.38%, 03/31/29 |
1,100 | 1,037,437 | ||||||
2.38%, 05/15/29 |
500 | 471,484 | ||||||
2.38%, 02/15/42 |
550 | 456,156 | ||||||
2.38%, 05/15/51 |
1,070 | 881,245 | ||||||
2.50%, 08/15/23 |
200 | 198,125 | ||||||
2.50%, 04/30/24 |
600 | 590,461 | ||||||
2.50%, 05/15/24 |
400 | 393,547 | ||||||
2.50%, 05/31/24 |
800 | 786,781 | ||||||
2.50%, 03/31/27 |
400 | 385,156 | ||||||
2.50%, 02/15/45 |
395 | 326,554 | ||||||
2.50%, 02/15/46 |
300 | 247,313 | ||||||
2.50%, 05/15/46 |
260 | 214,216 | ||||||
2.63%, 04/15/25 |
500 | 489,180 | ||||||
2.63%, 05/31/27 |
400 | 387,406 | ||||||
2.63%, 07/31/29 |
400 | 383,500 | ||||||
2.75%, 11/15/23 |
500 | 495,664 | ||||||
2.75%, 05/15/25 |
600 | 588,469 | ||||||
2.75%, 08/31/25 |
200 | 195,797 | ||||||
2.75%, 04/30/27 |
400 | 389,344 | ||||||
2.75%, 02/15/28 |
200 | 193,781 |
34 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
U.S. Government Obligations (continued) | ||||||||
2.75%, 05/31/29 |
$ | 402 | $ | 387,607 | ||||
2.75%, 08/15/42 |
190 | 166,903 | ||||||
2.75%, 11/15/42 |
100 | 87,672 | ||||||
2.75%, 08/15/47 |
400 | 347,688 | ||||||
2.75%, 11/15/47 |
220 | 191,503 | ||||||
2.88%, 09/30/23 |
500 | 496,895 | ||||||
2.88%, 11/30/23 |
250 | 248,164 | ||||||
2.88%, 05/31/25 |
500 | 491,797 | ||||||
2.88%, 06/15/25 |
400 | 393,406 | ||||||
2.88%, 11/30/25 |
200 | 196,266 | ||||||
2.88%, 08/15/28 |
500 | 486,758 | ||||||
2.88%, 04/30/29 |
300 | 291,797 | ||||||
2.88%, 05/15/32 |
1,700 | 1,657,500 | ||||||
2.88%, 08/15/45 |
200 | 176,844 | ||||||
2.88%, 11/15/46 |
150 | 132,938 | ||||||
2.88%, 05/15/49 |
400 | 363,938 | ||||||
2.88%, 05/15/52 |
570 | 525,647 | ||||||
3.00%, 07/31/24 |
500 | 495,664 | ||||||
3.00%, 07/15/25 |
400 | 394,687 | ||||||
3.00%, 11/15/44 |
200 | 180,906 | ||||||
3.00%, 05/15/45 |
200 | 180,781 | ||||||
3.00%, 11/15/45 |
140 | 126,656 | ||||||
3.00%, 02/15/47 |
200 | 181,438 | ||||||
3.00%, 05/15/47 |
400 | 363,438 | ||||||
3.00%, 02/15/48 |
300 | 274,875 | ||||||
3.00%, 08/15/48 |
500 | 460,625 | ||||||
3.00%, 02/15/49 |
150 | 139,523 | ||||||
3.00%, 08/15/52 |
200 | 189,625 | ||||||
3.13%, 11/15/28 |
800 | 789,875 | ||||||
3.13%, 02/15/43 |
220 | 204,463 | ||||||
3.13%, 08/15/44 |
300 | 277,453 | ||||||
3.13%, 05/15/48 |
100 | 94,141 | ||||||
3.25%, 06/30/29 |
250 | 249,063 | ||||||
3.25%, 05/15/42 |
600 | 574,125 | ||||||
3.38%, 11/15/48 |
320 | 317,050 | ||||||
4.38%, 02/15/38 |
100 | 114,156 |
Security |
Par/ Shares (000) |
Value | ||||||
|
||||||||
U.S. Government Obligations (continued) | ||||||||
4.75%, 02/15/37 |
$ | 60 | $ | 71,034 | ||||
5.00%, 05/15/37 |
90 | 109,139 | ||||||
6.50%, 11/15/26 |
100 | 111,820 | ||||||
6.88%, 08/15/25 |
300 | 327,375 | ||||||
|
|
|||||||
88,898,410 | ||||||||
|
|
|||||||
Total U.S. Government & Agency Obligations — 58.4% |
|
96,433,864 | ||||||
|
|
|||||||
Total
Long-Term Investments — 98.7% |
|
162,892,633 | ||||||
|
|
|||||||
Short-Term Securities |
||||||||
Money Market Funds — 2.2% | ||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 2.07%(f)(g)(h) |
3,646 | 3,646,424 | ||||||
|
|
|||||||
Total
Short-Term Securities — 2.2% |
|
3,646,424 | ||||||
|
|
|||||||
Total
Investments in Securities — 100.9% |
|
166,539,057 | ||||||
Liabilities in Excess of Other Assets — (0.9)% |
|
(1,483,203 | ) | |||||
|
|
|||||||
Net Assets — 100.0% |
$ | 165,055,854 | ||||||
|
|
(a) |
All or a portion of this security is on loan. |
(b) |
Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(c) |
Zero-coupon bond. |
(d) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(e) |
U.S. dollar denominated security issued by foreign domiciled entity. |
(f) |
Affiliate of the Fund. |
(g) |
Annualized 7-day yield as of period end. |
(h) |
All or a portion of this security was purchased with the cash collateral from loaned securities. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the six months ended August 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
||||||||||||||||||||||||||||||||||||
Affiliated Issuer |
Value at 02/28/22 |
Purchases at Cost |
Proceeds from Sale |
Net Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value at 08/31/22 |
Shares Held at 08/31/22 (000) |
Income |
Capital Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
$ | 5,994,069 | $ | — | $ | (2,347,645 | )(a) | $ | — | $ | — | $ | 3,646,424 | 3,646 | $ | 13,571 | (b) | $ | — | |||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Represents net amount purchased (sold). |
(b) |
All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.
S C H E D U L E O F I N V E S T M E N T S |
35 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Government/Credit Bond ETF |
Fair Value Hierarchy as of Period End (continued)
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
|
||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
||||||||||||||||
Investments |
||||||||||||||||
Assets |
||||||||||||||||
Corporate Bonds & Notes |
$ | — | $ | 58,092,557 | $ | — | $ | 58,092,557 | ||||||||
Foreign Government Obligations |
— | 6,536,722 | — | 6,536,722 | ||||||||||||
Municipal Debt Obligations |
— | 1,829,490 | — | 1,829,490 | ||||||||||||
U.S. Government & Agency Obligations |
— | 96,433,864 | — | 96,433,864 | ||||||||||||
Money Market Funds |
3,646,424 | — | — | 3,646,424 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 3,646,424 | $ | 162,892,633 | $ | — | $ | 166,539,057 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
36 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Corporate Bonds & Notes |
||||||||
Advertising — 0.1% | ||||||||
Interpublic Group of Companies Inc. (The) |
||||||||
2.40%, 03/01/31 (Call 12/01/30) |
$ | 100 | $ | 79,680 | ||||
4.65%, 10/01/28 (Call 07/01/28) |
165 | 160,472 | ||||||
4.75%, 03/30/30 (Call 12/30/29) |
160 | 153,709 | ||||||
Omnicom Group Inc. |
||||||||
2.45%, 04/30/30 (Call 01/30/30) |
80 | 67,121 | ||||||
2.60%, 08/01/31 (Call 05/01/31) |
185 | 154,488 | ||||||
4.20%, 06/01/30 (Call 03/01/30) |
60 | 57,047 | ||||||
Omnicom Group Inc./Omnicom Capital Inc. |
||||||||
3.60%, 04/15/26 (Call 01/15/26) |
343 | 335,279 | ||||||
3.65%, 11/01/24 (Call 08/01/24) |
295 | 291,903 | ||||||
WPP Finance 2010, 3.75%, 09/19/24 |
320 | 315,011 | ||||||
|
|
|||||||
1,614,710 | ||||||||
Aerospace & Defense — 0.5% | ||||||||
Boeing Co. (The) |
||||||||
1.43%, 02/04/24 (Call 09/12/22) |
515 | 493,803 | ||||||
2.20%, 02/04/26 (Call 02/04/23) |
955 | 874,159 | ||||||
2.25%, 06/15/26 (Call 03/15/26) |
85 | 77,337 | ||||||
2.60%, 10/30/25 (Call 07/30/25) |
70 | 65,701 | ||||||
2.70%, 02/01/27 (Call 12/01/26) |
250 | 226,728 | ||||||
2.75%, 02/01/26 (Call 01/01/26) |
100 | 93,710 | ||||||
2.80%, 03/01/24 (Call 02/01/24) |
20 | 19,539 | ||||||
2.80%, 03/01/27 (Call 12/01/26) |
125 | 113,585 | ||||||
2.85%, 10/30/24 (Call 07/30/24) |
113 | 109,187 | ||||||
2.95%, 02/01/30 (Call 11/01/29) |
165 | 141,261 | ||||||
3.10%, 05/01/26 (Call 03/01/26) |
230 | 217,380 | ||||||
3.20%, 03/01/29 (Call 12/01/28) |
288 | 255,315 | ||||||
3.25%, 03/01/28 (Call 12/01/27) |
115 | 104,808 | ||||||
3.45%, 11/01/28 (Call 08/01/28) |
115 | 104,779 | ||||||
3.63%, 02/01/31 (Call 11/01/30) |
205 | 181,907 | ||||||
4.88%, 05/01/25 (Call 04/01/25) |
614 | 616,143 | ||||||
5.04%, 05/01/27 (Call 03/01/27) |
320 | 319,034 | ||||||
5.15%, 05/01/30 (Call 02/01/30) |
828 | 814,694 | ||||||
General Dynamics Corp. |
||||||||
1.15%, 06/01/26 (Call 05/01/26) |
145 | 130,729 | ||||||
2.13%, 08/15/26 (Call 05/15/26) |
150 | 140,757 | ||||||
2.25%, 06/01/31 (Call 03/01/31) |
45 | 39,055 | ||||||
2.38%, 11/15/24 (Call 09/15/24) |
60 | 58,235 | ||||||
2.63%, 11/15/27 (Call 08/15/27) |
211 | 195,935 | ||||||
3.25%, 04/01/25 (Call 03/01/25) |
191 | 188,148 | ||||||
3.50%, 05/15/25 (Call 03/15/25) |
205 | 203,776 | ||||||
3.50%, 04/01/27 (Call 02/01/27) |
210 | 205,470 | ||||||
3.63%, 04/01/30 (Call 01/01/30) |
262 | 252,877 | ||||||
3.75%, 05/15/28 (Call 02/15/28) |
195 | 191,730 | ||||||
L3Harris Technologies Inc. |
||||||||
1.80%, 01/15/31 (Call 10/15/30) |
185 | 147,182 | ||||||
2.90%, 12/15/29 (Call 09/15/29) |
70 | 61,893 | ||||||
3.83%, 04/27/25 (Call 01/27/25) |
220 | 216,022 | ||||||
3.85%, 12/15/26 (Call 09/15/26) |
205 | 199,356 | ||||||
3.95%, 05/28/24 (Call 02/28/24) |
140 | 139,013 | ||||||
4.40%, 06/15/28 (Call 03/15/28) |
325 | 319,827 | ||||||
Lockheed Martin Corp. |
||||||||
1.85%, 06/15/30 (Call 03/15/30) |
35 | 30,127 | ||||||
3.55%, 01/15/26 (Call 10/15/25) |
259 | 256,988 | ||||||
3.90%, 06/15/32 (Call 03/15/32) |
160 | 156,926 | ||||||
Northrop Grumman Corp. |
||||||||
2.93%, 01/15/25 (Call 11/15/24) |
277 | 269,867 | ||||||
3.20%, 02/01/27 (Call 11/01/26) |
199 | 191,145 |
Security |
Par (000) |
Value | ||||||
Aerospace & Defense (continued) | ||||||||
3.25%, 01/15/28 (Call 10/15/27) |
$ | 340 | $ | 322,861 | ||||
4.40%, 05/01/30 (Call 02/01/30) |
235 | 235,080 | ||||||
Raytheon Technologies Corp. |
||||||||
1.90%, 09/01/31 (Call 06/01/31) |
135 | 109,076 | ||||||
2.25%, 07/01/30 (Call 04/01/30) |
255 | 217,824 | ||||||
2.65%, 11/01/26 (Call 08/01/26)(a) |
35 | 33,038 | ||||||
3.13%, 05/04/27 (Call 02/04/27) |
204 | 194,781 | ||||||
3.20%, 03/15/24 (Call 01/15/24) |
305 | 302,176 | ||||||
3.50%, 03/15/27 (Call 12/15/26) |
355 | 344,396 | ||||||
3.70%, 12/15/23 (Call 09/15/23) |
107 | 106,942 | ||||||
3.95%, 08/16/25 (Call 06/16/25) |
387 | 386,969 | ||||||
4.13%, 11/16/28 (Call 08/16/28) |
505 | 493,037 | ||||||
7.20%, 08/15/27(a) |
5 | 5,646 | ||||||
Teledyne Technologies Inc. |
||||||||
0.95%, 04/01/24 (Call 10/03/22) |
80 | 75,537 | ||||||
1.60%, 04/01/26 (Call 03/01/26) |
20 | 17,943 | ||||||
2.25%, 04/01/28 (Call 02/01/28) |
90 | 78,031 | ||||||
2.75%, 04/01/31 (Call 01/01/31) |
230 | 191,353 | ||||||
|
|
|||||||
11,538,818 | ||||||||
Agriculture — 0.3% | ||||||||
Altria Group Inc. |
||||||||
2.35%, 05/06/25 (Call 04/06/25) |
270 | 256,719 | ||||||
2.45%, 02/04/32 (Call 11/04/31) |
340 | 256,921 | ||||||
2.63%, 09/16/26 (Call 06/16/26)(a) |
193 | 180,227 | ||||||
3.40%, 05/06/30 (Call 02/06/30) |
90 | 77,893 | ||||||
3.80%, 02/14/24 (Call 01/14/24) |
5 | 4,971 | ||||||
4.00%, 01/31/24(a) |
135 | 134,992 | ||||||
4.40%, 02/14/26 (Call 12/14/25)(a) |
110 | 109,529 | ||||||
4.80%, 02/14/29 (Call 11/14/28) |
171 | 165,560 | ||||||
Archer-Daniels-Midland Co. |
||||||||
2.50%, 08/11/26 (Call 05/11/26) |
303 | 288,529 | ||||||
2.90%, 03/01/32 (Call 12/01/31) |
60 | 54,251 | ||||||
3.25%, 03/27/30 (Call 12/27/29) |
120 | 112,888 | ||||||
BAT Capital Corp. |
||||||||
2.26%, 03/25/28 (Call 01/25/28) |
310 | 260,592 | ||||||
2.73%, 03/25/31 (Call 12/25/30) |
310 | 248,034 | ||||||
2.79%, 09/06/24 (Call 08/06/24) |
165 | 159,804 | ||||||
3.22%, 08/15/24 (Call 06/15/24) |
568 | 554,822 | ||||||
3.22%, 09/06/26 (Call 07/06/26) |
166 | 154,709 | ||||||
3.46%, 09/06/29 (Call 06/06/29) |
160 | 137,939 | ||||||
3.56%, 08/15/27 (Call 05/15/27) |
634 | 582,747 | ||||||
4.70%, 04/02/27 (Call 02/02/27) |
70 | 68,174 | ||||||
4.74%, 03/16/32 (Call 12/16/31) |
90 | 81,000 | ||||||
4.91%, 04/02/30 (Call 01/02/30) |
165 | 155,409 | ||||||
BAT International Finance PLC |
||||||||
1.67%, 03/25/26 (Call 02/25/26) |
290 | 258,434 | ||||||
4.45%, 03/16/28 (Call 02/16/28) |
135 | 127,798 | ||||||
Bunge Ltd. Finance Corp. |
||||||||
1.63%, 08/17/25 (Call 07/17/25) |
220 | 204,230 | ||||||
2.75%, 05/14/31 (Call 02/14/31) |
180 | 150,878 | ||||||
3.25%, 08/15/26 (Call 05/15/26) |
85 | 81,699 | ||||||
3.75%, 09/25/27 (Call 06/25/27) |
157 | 152,114 | ||||||
Philip Morris International Inc. |
||||||||
0.88%, 05/01/26 (Call 04/01/26) |
80 | 71,061 | ||||||
1.50%, 05/01/25 (Call 04/01/25) |
231 | 216,618 | ||||||
1.75%, 11/01/30 (Call 08/01/30)(a) |
140 | 108,317 | ||||||
2.10%, 05/01/30 (Call 02/01/30) |
150 | 120,797 | ||||||
2.75%, 02/25/26 (Call 11/25/25) |
145 | 137,608 | ||||||
2.88%, 05/01/24 (Call 04/01/24) |
215 | 211,627 | ||||||
3.13%, 08/17/27 (Call 05/17/27) |
105 | 99,249 |
S C H E D U L E O F I N V E S T M E N T S |
37 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Agriculture (continued) | ||||||||
3.13%, 03/02/28 (Call 12/02/27)(a) |
$ | 110 | $ | 101,061 | ||||
3.25%, 11/10/24 |
123 | 121,220 | ||||||
3.38%, 08/11/25 (Call 05/11/25) |
140 | 137,750 | ||||||
3.38%, 08/15/29 (Call 05/15/29)(a) |
156 | 140,740 | ||||||
3.60%, 11/15/23(a) |
95 | 94,780 | ||||||
Reynolds American Inc. |
||||||||
4.45%, 06/12/25 (Call 03/12/25) |
474 | 469,762 | ||||||
4.85%, 09/15/23 |
225 | 226,193 | ||||||
|
|
|||||||
7,277,646 | ||||||||
Airlines — 0.1% | ||||||||
American Airlines Pass Through Trust |
||||||||
Series 2015-2, Class AA, 3.60%, 03/22/29 |
32 | 29,751 | ||||||
Series 2016-1, Class AA, 3.58%, 07/15/29 |
43 | 39,030 | ||||||
Series 2016-2, Class AA, 3.20%, 12/15/29 |
78 | 69,549 | ||||||
Series 2016-3, Class AA, 3.00%, 04/15/30 |
52 | 47,024 | ||||||
Series 2017-1, Class AA, 3.65%, 02/15/29 |
18 | 16,839 | ||||||
Series 2017-2, Class AA, 3.35%, 04/15/31 |
196 | 174,870 | ||||||
Continental Airlines Pass Through Trust, Series 2012-2, Class A, 4.00%, 04/29/26 |
75 | 71,291 | ||||||
Delta Air Lines Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25 |
5 | 4,817 | ||||||
Southwest Airlines Co. |
||||||||
2.63%, 02/10/30 (Call 11/10/29) |
165 | 138,630 | ||||||
3.00%, 11/15/26 (Call 08/15/26) |
110 | 103,650 | ||||||
3.45%, 11/16/27 (Call 08/16/27) |
30 | 28,299 | ||||||
5.13%, 06/15/27 (Call 04/15/27) |
268 | 273,483 | ||||||
5.25%, 05/04/25 (Call 04/04/25) |
20 | 20,519 | ||||||
United Airlines Pass Through Trust |
||||||||
Series 2013-1, Class A, 4.30%, 02/15/27 |
154 | 145,083 | ||||||
Series 2014-1, Class A, 4.00%, 10/11/27 |
31 | 28,528 | ||||||
Series 2014-2, Class A, 3.75%, 03/03/28 |
216 | 200,113 | ||||||
Series 2016-1, Class AA, 3.10%, 01/07/30 |
62 | 56,326 | ||||||
Series 2016-2, Class AA, 2.88%, 04/07/30 |
8 | 6,730 | ||||||
Series 2018-1, Class AA, 3.50%, 09/01/31 |
29 | 26,060 | ||||||
Series 2019, Class AA, 4.15%, 02/25/33 |
35 | 31,991 | ||||||
Series 2020-1, Class A, 5.88%, 04/15/29 |
495 | 491,675 | ||||||
|
|
|||||||
2,004,258 | ||||||||
Apparel — 0.1% | ||||||||
NIKE Inc. |
||||||||
2.38%, 11/01/26 (Call 08/01/26) |
310 | 293,889 | ||||||
2.40%, 03/27/25 (Call 02/27/25) |
53 | 51,316 | ||||||
2.75%, 03/27/27 (Call 01/27/27) |
313 | 299,288 | ||||||
2.85%, 03/27/30 (Call 12/27/29) |
384 | 352,431 | ||||||
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) |
180 | 179,059 | ||||||
Ralph Lauren Corp. |
||||||||
2.95%, 06/15/30 (Call 03/15/30) |
45 | 40,090 | ||||||
3.75%, 09/15/25 (Call 07/15/25) |
95 | 94,123 | ||||||
Tapestry Inc. |
||||||||
3.05%, 03/15/32 (Call 12/15/31) |
10 | 7,973 | ||||||
4.13%, 07/15/27 (Call 04/15/27) |
72 | 68,837 | ||||||
VF Corp. |
||||||||
2.40%, 04/23/25 (Call 03/23/25) |
50 | 47,713 | ||||||
2.80%, 04/23/27 (Call 02/23/27)(a) |
205 | 191,605 | ||||||
2.95%, 04/23/30 (Call 01/23/30) |
125 | 108,675 | ||||||
|
|
|||||||
1,734,999 | ||||||||
Auto Manufacturers — 0.6% | ||||||||
American Honda Finance Corp. |
||||||||
0.55%, 07/12/24 |
240 | 226,032 | ||||||
1.00%, 09/10/25(a) |
30 | 27,423 | ||||||
1.20%, 07/08/25 |
80 | 74,115 |
Security |
Par (000) |
Value | ||||||
Auto Manufacturers (continued) | ||||||||
1.30%, 09/09/26 |
$ | 170 | $ | 153,158 | ||||
1.50%, 01/13/25 |
105 | 99,376 | ||||||
1.80%, 01/13/31 |
25 | 20,547 | ||||||
2.00%, 03/24/28 |
80 | 71,058 | ||||||
2.15%, 09/10/24 |
38 | 36,749 | ||||||
2.25%, 01/12/29 |
110 | 96,721 | ||||||
2.30%, 09/09/26 |
225 | 209,948 | ||||||
2.35%, 01/08/27 |
210 | 194,748 | ||||||
2.40%, 06/27/24 |
106 | 103,391 | ||||||
2.90%, 02/16/24 |
157 | 154,959 | ||||||
3.50%, 02/15/28(a) |
180 | 173,288 | ||||||
3.55%, 01/12/24 |
210 | 209,303 | ||||||
3.63%, 10/10/23 |
32 | 31,948 | ||||||
Cummins Inc. |
||||||||
1.50%, 09/01/30 (Call 06/01/30) |
180 | 146,705 | ||||||
3.65%, 10/01/23 (Call 07/01/23) |
95 | 94,981 | ||||||
General Motors Co. |
||||||||
4.20%, 10/01/27 (Call 07/01/27)(a) |
125 | 120,089 | ||||||
4.88%, 10/02/23 |
45 | 45,218 | ||||||
5.00%, 10/01/28 (Call 07/01/28)(a) |
247 | 239,726 | ||||||
5.40%, 10/02/23 |
89 | 89,896 | ||||||
5.40%, 10/15/29 (Call 08/15/29) |
65 | 63,400 | ||||||
5.60%, 10/15/32 (Call 07/15/32) |
100 | 95,856 | ||||||
6.13%, 10/01/25 (Call 09/01/25) |
393 | 404,727 | ||||||
6.80%, 10/01/27 (Call 08/01/27) |
95 | 100,813 | ||||||
General Motors Financial Co. Inc. |
||||||||
1.05%, 03/08/24 |
25 | 23,744 | ||||||
1.20%, 10/15/24 |
95 | 88,809 | ||||||
1.25%, 01/08/26 (Call 12/08/25) |
95 | 83,850 | ||||||
1.50%, 06/10/26 (Call 05/10/26) |
115 | 101,031 | ||||||
2.35%, 02/26/27 (Call 01/26/27) |
100 | 88,791 | ||||||
2.35%, 01/08/31 (Call 10/08/30) |
191 | 148,035 | ||||||
2.40%, 04/10/28 (Call 02/10/28) |
165 | 139,719 | ||||||
2.40%, 10/15/28 (Call 08/15/28) |
190 | 158,198 | ||||||
2.70%, 08/20/27 (Call 06/20/27) |
35 | 31,112 | ||||||
2.70%, 06/10/31 (Call 03/10/31) |
140 | 110,835 | ||||||
2.75%, 06/20/25 (Call 05/20/25) |
420 | 397,307 | ||||||
2.90%, 02/26/25 (Call 01/26/25) |
378 | 361,723 | ||||||
3.10%, 01/12/32 (Call 10/12/31)(a) |
230 | 186,022 | ||||||
3.50%, 11/07/24 (Call 09/07/24) |
335 | 328,223 | ||||||
3.60%, 06/21/30 (Call 03/21/30) |
281 | 242,989 | ||||||
3.85%, 01/05/28 (Call 10/05/27) |
115 | 105,655 | ||||||
3.95%, 04/13/24 (Call 02/13/24) |
287 | 284,850 | ||||||
4.00%, 01/15/25 (Call 10/15/24) |
281 | 277,209 | ||||||
4.00%, 10/06/26 (Call 07/06/26)(a) |
205 | 197,226 | ||||||
4.30%, 07/13/25 (Call 04/13/25) |
15 | 14,775 | ||||||
4.30%, 04/06/29 (Call 02/06/29) |
200 | 184,626 | ||||||
4.35%, 04/09/25 (Call 02/09/25) |
310 | 306,299 | ||||||
4.35%, 01/17/27 (Call 10/17/26) |
327 | 315,663 | ||||||
5.00%, 04/09/27 (Call 03/09/27) |
400 | 394,364 | ||||||
5.10%, 01/17/24 (Call 12/17/23) |
379 | 382,369 | ||||||
5.25%, 03/01/26 (Call 12/01/25) |
302 | 303,619 | ||||||
5.65%, 01/17/29 (Call 10/17/28) |
50 | 49,789 | ||||||
Honda Motor Co. Ltd., 2.97%, 03/10/32 (Call 12/10/31) |
180 | 161,901 | ||||||
Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 |
300 | 379,233 | ||||||
PACCAR Financial Corp. |
||||||||
0.35%, 02/02/24 |
90 | 85,803 | ||||||
1.10%, 05/11/26 |
65 | 58,825 | ||||||
1.80%, 02/06/25 |
65 | 61,950 |
38 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Auto Manufacturers (continued) | ||||||||
2.00%, 02/04/27 |
$ | 250 | $ | 231,072 | ||||
2.15%, 08/15/24 |
10 | 9,686 | ||||||
2.85%, 04/07/25 |
65 | 63,287 | ||||||
3.15%, 06/13/24(a) |
40 | 39,616 | ||||||
3.55%, 08/11/25 |
60 | 59,452 | ||||||
Toyota Motor Corp. |
||||||||
0.68%, 03/25/24 (Call 02/25/24) |
245 | 233,750 | ||||||
1.34%, 03/25/26 (Call 02/25/26) |
320 | 292,957 | ||||||
2.36%, 07/02/24 |
200 | 195,182 | ||||||
2.36%, 03/25/31 (Call 12/25/30) |
215 | 188,170 | ||||||
2.76%, 07/02/29 |
70 | 64,140 | ||||||
3.67%, 07/20/28 |
50 | 49,065 | ||||||
Toyota Motor Credit Corp. |
||||||||
0.45%, 01/11/24 |
40 | 38,299 | ||||||
0.50%, 06/18/24 |
5 | 4,724 | ||||||
0.63%, 09/13/24 |
305 | 286,483 | ||||||
0.80%, 10/16/25 |
20 | 18,192 | ||||||
0.80%, 01/09/26 |
10 | 9,044 | ||||||
1.13%, 06/18/26 |
300 | 271,245 | ||||||
1.15%, 08/13/27(a) |
10 | 8,709 | ||||||
1.45%, 01/13/25 |
140 | 132,338 | ||||||
1.65%, 01/10/31 |
100 | 81,565 | ||||||
1.80%, 02/13/25 |
200 | 190,228 | ||||||
1.90%, 01/13/27 |
100 | 91,923 | ||||||
1.90%, 04/06/28 |
200 | 177,916 | ||||||
1.90%, 09/12/31 |
205 | 169,644 | ||||||
2.00%, 10/07/24 |
142 | 136,943 | ||||||
2.15%, 02/13/30 |
25 | 21,683 | ||||||
2.25%, 10/18/23 |
25 | 24,628 | ||||||
2.40%, 01/13/32 |
5 | 4,281 | ||||||
2.90%, 04/17/24 |
215 | 212,280 | ||||||
3.00%, 04/01/25 |
287 | 280,540 | ||||||
3.05%, 03/22/27 |
320 | 306,886 | ||||||
3.05%, 01/11/28 |
175 | 167,010 | ||||||
3.20%, 01/11/27 |
265 | 256,491 | ||||||
3.35%, 01/08/24 |
220 | 219,102 | ||||||
3.38%, 04/01/30 |
280 | 264,295 | ||||||
3.40%, 04/14/25 |
205 | 202,444 | ||||||
3.45%, 09/20/23 |
212 | 211,468 | ||||||
3.65%, 08/18/25 |
125 | 123,804 | ||||||
3.65%, 01/08/29 |
10 | 9,683 | ||||||
3.95%, 06/30/25 |
125 | 124,870 | ||||||
4.45%, 06/29/29 |
150 | 150,981 | ||||||
|
|
|||||||
14,962,795 | ||||||||
Auto Parts & Equipment — 0.1% | ||||||||
Aptiv PLC, 4.35%, 03/15/29 (Call 12/15/28) |
55 | 51,576 | ||||||
Aptiv PLC/Aptiv Corp., 3.25%, 03/01/32 (Call 12/01/31) |
150 | 126,498 | ||||||
BorgWarner Inc. |
||||||||
2.65%, 07/01/27 (Call 05/01/27) |
253 | 230,288 | ||||||
3.38%, 03/15/25 (Call 12/15/24) |
235 | 230,542 | ||||||
Lear Corp. |
||||||||
2.60%, 01/15/32 (Call 10/15/31) |
160 | 124,075 | ||||||
3.50%, 05/30/30 (Call 02/28/30) |
45 | 39,145 | ||||||
3.80%, 09/15/27 (Call 06/15/27) |
108 | 101,836 | ||||||
4.25%, 05/15/29 (Call 02/15/29) |
70 | 64,191 | ||||||
Magna International Inc. |
||||||||
2.45%, 06/15/30 (Call 03/15/30)(a) |
30 | 25,622 | ||||||
3.63%, 06/15/24 (Call 03/15/24)(a) |
93 | 92,262 | ||||||
4.15%, 10/01/25 (Call 07/01/25) |
273 | 271,886 | ||||||
|
|
|||||||
1,357,921 |
Security |
Par (000) |
Value | ||||||
Banks — 9.4% | ||||||||
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25 |
$ | 60 | $ | 59,407 | ||||
Banco Bilbao Vizcaya Argentaria SA |
||||||||
0.88%, 09/18/23 |
10 | 9,656 | ||||||
1.13%, 09/18/25 |
385 | 348,891 | ||||||
Banco Santander SA |
||||||||
1.72%, 09/14/27 (Call 09/14/26)(b) |
225 | 194,150 | ||||||
1.85%, 03/25/26 |
200 | 177,992 | ||||||
2.71%, 06/27/24 |
400 | 388,112 | ||||||
2.75%, 05/28/25 |
235 | 221,187 | ||||||
2.75%, 12/03/30 |
300 | 232,002 | ||||||
2.96%, 03/25/31 |
220 | 179,551 | ||||||
3.23%, 11/22/32 (Call 11/22/31)(b) |
200 | 152,502 | ||||||
3.31%, 06/27/29 |
200 | 180,524 | ||||||
3.49%, 05/28/30 |
265 | 227,783 | ||||||
3.80%, 02/23/28 |
215 | 196,848 | ||||||
3.89%, 05/24/24 |
210 | 208,049 | ||||||
4.18%, 03/24/28 (Call 03/24/27)(b) |
210 | 197,614 | ||||||
4.25%, 04/11/27 |
200 | 192,324 | ||||||
4.38%, 04/12/28 |
250 | 235,865 | ||||||
5.18%, 11/19/25 |
410 | 405,933 | ||||||
Bank of America Corp. |
||||||||
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)(b) |
555 | 532,672 | ||||||
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)(a)(b) |
265 | 246,079 | ||||||
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)(b) |
618 | 552,690 | ||||||
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)(b) |
165 | 149,911 | ||||||
1.53%, 12/06/25 (Call 12/06/24), (SOFR + 0.650%)(b) |
400 | 373,204 | ||||||
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)(b) |
1,045 | 927,437 | ||||||
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)(b) |
90 | 86,527 | ||||||
1.90%, 07/23/31 (Call 07/23/30), (SOFR + 1.530%)(b) |
575 | 454,365 | ||||||
1.92%, 10/24/31 (Call 10/24/30), (SOFR + 1.370%)(b) |
460 | 364,233 | ||||||
2.02%, 02/13/26
(Call 02/13/25), |
110 | 102,878 | ||||||
2.09%, 06/14/29 (Call 06/14/28), (SOFR + 1.060%)(b) |
585 | 497,724 | ||||||
2.30%, 07/21/32 (Call 07/21/31), (SOFR + 1.220%)(b) |
600 | 479,298 | ||||||
2.46%, 10/22/25 (Call 10/22/24), |
||||||||
(3 mo. LIBOR US + 0.870%)(b) |
403 | 384,700 | ||||||
2.48%, 09/21/36 (Call 09/21/31)(b) |
500 | 386,755 | ||||||
2.50%, 02/13/31
(Call 02/13/30), |
725 | 608,630 | ||||||
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)(b) |
305 | 276,498 | ||||||
2.57%, 10/20/32 (Call 10/20/31), (SOFR + 1.210%)(b) |
420 | 344,203 | ||||||
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)(b) |
400 | 337,664 | ||||||
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.320%)(b) |
750 | 623,055 | ||||||
2.88%, 10/22/30
(Call 10/22/29), |
488 | 423,999 | ||||||
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)(b) |
705 | 594,907 | ||||||
3.09%, 10/01/25
(Call 10/01/24), |
311 | 301,340 | ||||||
3.19%, 07/23/30
(Call 07/23/29), |
615 | 547,368 | ||||||
3.25%, 10/21/27 (Call 10/21/26) |
546 | 515,266 | ||||||
3.37%, 01/23/26
(Call 01/23/25), |
350 | 338,586 | ||||||
3.38%, 04/02/26 (Call 04/02/25), (SOFR + 1.330%)(b) |
565 | 545,745 | ||||||
3.42%, 12/20/28
(Call 12/20/27), |
1,088 | 1,009,697 | ||||||
3.46%, 03/15/25
(Call 03/15/24), |
414 | 407,103 | ||||||
3.50%, 04/19/26 |
519 | 505,911 |
S C H E D U L E O F I N V E S T M E N T S |
39 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.56%, 04/23/27
(Call 04/23/26), |
$ | 613 | $ | 584,195 | ||||
3.59%, 07/21/28
(Call 07/21/27), |
495 | 465,924 | ||||||
3.71%, 04/24/28
(Call 04/24/27), |
485 | 460,629 | ||||||
3.82%, 01/20/28
(Call 01/20/27), |
410 | 392,345 | ||||||
3.84%, 04/25/25
(Call 04/25/24), |
320 | 316,781 | ||||||
3.85%, 03/08/37 (Call 03/08/32)(b) |
485 | 419,486 | ||||||
3.88%, 08/01/25 |
370 | 369,234 | ||||||
3.97%, 03/05/29
(Call 03/05/28), |
471 | 444,360 | ||||||
3.97%, 02/07/30
(Call 02/07/29), |
662 | 620,287 | ||||||
4.00%, 04/01/24 |
560 | 561,075 | ||||||
4.00%, 01/22/25 |
511 | 506,743 | ||||||
4.13%, 01/22/24 |
585 | 587,352 | ||||||
4.20%, 08/26/24 |
676 | 675,513 | ||||||
4.25%, 10/22/26 |
478 | 470,787 | ||||||
4.27%, 07/23/29
(Call 07/23/28), |
680 | 652,480 | ||||||
4.38%, 04/27/28
(Call 04/27/27), |
275 | 268,356 | ||||||
4.45%, 03/03/26 |
502 | 499,972 | ||||||
4.57%, 04/27/33
(Call 04/27/32), |
735 | 702,961 | ||||||
4.83%, 07/22/26 (Call 07/22/25)(b) |
480 | 480,725 | ||||||
4.95%, 07/22/28 (Call 07/22/27)(b) |
510 | 509,439 | ||||||
5.02%, 07/22/33 (Call 07/22/32)(b) |
540 | 535,680 | ||||||
Series L, 3.95%, 04/21/25 |
660 | 653,004 | ||||||
Series L, 4.18%, 11/25/27 (Call 11/25/26) |
397 | 387,460 | ||||||
Series N,
1.66%, 03/11/27 (Call 03/11/26), |
580 | 518,456 | ||||||
Series N,
2.65%, 03/11/32 (Call 03/11/31), |
455 | 377,764 | ||||||
Bank of Montreal |
||||||||
0.40%, 09/15/23 |
90 | 86,869 | ||||||
0.45%, 12/08/23 |
515 | 493,839 | ||||||
0.63%, 07/09/24 |
100 | 94,071 | ||||||
0.95%, 01/22/27
(Call 01/22/26), |
210 | 187,165 | ||||||
1.25%, 09/15/26 |
185 | 164,965 | ||||||
1.50%, 01/10/25 |
250 | 235,255 | ||||||
1.85%, 05/01/25 |
340 | 320,440 | ||||||
2.15%, 03/08/24 |
160 | 155,894 | ||||||
2.50%, 06/28/24 |
238 | 232,121 | ||||||
2.65%, 03/08/27(a) |
190 | 176,761 | ||||||
3.09%, 01/10/37 (Call 01/10/32)(b) |
225 | 181,307 | ||||||
3.70%, 06/07/25 |
200 | 197,358 | ||||||
3.80%, 12/15/32 (Call 12/15/27)(b) |
165 | 150,614 | ||||||
4.34%, 10/05/28 (Call 10/05/23)(b) |
265 | 263,974 | ||||||
Series E, 3.30%, 02/05/24 |
240 | 237,830 | ||||||
Bank of New York Mellon Corp. |
||||||||
3.43%, 06/13/25 (Call 06/13/24)(b) |
80 | 79,032 | ||||||
3.99%, 06/13/28 (Call 06/13/27)(b) |
70 | 68,555 | ||||||
4.29%, 06/13/33 (Call 06/13/32)(b) |
70 | 68,239 | ||||||
4.41%, 07/24/26 (Call 07/24/25)(a)(b) |
50 | 50,233 | ||||||
4.60%, 07/26/30 (Call 07/26/29)(b) |
25 | 24,999 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
0.35%, 12/07/23 (Call 11/07/23) |
45 | 43,189 | ||||||
0.50%, 04/26/24 (Call 03/26/24) |
45 | 42,739 | ||||||
0.75%, 01/28/26 (Call 12/28/25)(a) |
55 | 49,624 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
1.05%, 10/15/26 (Call 09/15/26) |
$ | 150 | $ | 133,407 | ||||
1.60%, 04/24/25 (Call 03/24/25) |
164 | 154,429 | ||||||
1.65%, 07/14/28 (Call 05/14/28)(a) |
135 | 116,725 | ||||||
1.65%, 01/28/31 (Call 10/28/30) |
130 | 105,057 | ||||||
1.80%, 07/28/31 (Call 04/28/31) |
135 | 108,794 | ||||||
2.05%, 01/26/27 (Call 12/26/26)(a) |
100 | 91,947 | ||||||
2.10%, 10/24/24 |
340 | 329,195 | ||||||
2.45%, 08/17/26 (Call 05/17/26) |
83 | 78,116 | ||||||
2.50%, 01/26/32 (Call 10/26/31) |
130 | 110,005 | ||||||
2.80%, 05/04/26 (Call 02/04/26) |
237 | 228,582 | ||||||
3.00%, 10/30/28 (Call 07/30/28) |
135 | 123,617 | ||||||
3.25%, 09/11/24 (Call 08/11/24) |
230 | 228,270 | ||||||
3.25%, 05/16/27 (Call 02/16/27) |
135 | 130,665 | ||||||
3.30%, 08/23/29 (Call 05/23/29) |
154 | 143,443 | ||||||
3.35%, 04/25/25 (Call 03/25/25) |
185 | 182,404 | ||||||
3.40%, 05/15/24 (Call 04/15/24) |
215 | 213,880 | ||||||
3.40%, 01/29/28 (Call 10/29/27) |
201 | 192,122 | ||||||
3.44%, 02/07/28
(Call 02/07/27), |
96 | 92,161 | ||||||
3.85%, 04/28/28 |
120 | 117,770 | ||||||
3.85%, 04/26/29 (Call 02/26/29) |
60 | 57,621 | ||||||
3.95%, 11/18/25 (Call 10/18/25) |
102 | 101,840 | ||||||
Series 12, 3.65%, 02/04/24 (Call 01/05/24) |
249 | 248,978 | ||||||
Series G, 3.00%, 02/24/25 (Call 01/24/25)(a) |
125 | 122,590 | ||||||
Series J, 0.85%, 10/25/24 (Call 09/25/24) |
200 | 187,706 | ||||||
Series J, 1.90%, 01/25/29 (Call 11/25/28) |
155 | 133,221 | ||||||
Bank of Nova Scotia (The) |
||||||||
0.55%, 09/15/23 |
138 | 133,325 | ||||||
0.65%, 07/31/24 |
60 | 56,183 | ||||||
0.70%, 04/15/24 |
260 | 246,537 | ||||||
1.05%, 03/02/26 |
110 | 98,663 | ||||||
1.30%, 06/11/25(a) |
160 | 147,944 | ||||||
1.30%, 09/15/26 |
90 | 79,887 | ||||||
1.35%, 06/24/26 |
150 | 134,589 | ||||||
1.45%, 01/10/25 |
140 | 131,559 | ||||||
1.95%, 02/02/27 |
130 | 117,026 | ||||||
2.15%, 08/01/31 |
35 | 28,660 | ||||||
2.20%, 02/03/25 |
235 | 223,931 | ||||||
2.44%, 03/11/24 |
175 | 171,043 | ||||||
2.45%, 02/02/32 |
10 | 8,316 | ||||||
2.70%, 08/03/26 |
390 | 367,310 | ||||||
3.40%, 02/11/24 |
50 | 49,606 | ||||||
3.45%, 04/11/25 |
230 | 224,954 | ||||||
4.50%, 12/16/25 |
459 | 457,683 | ||||||
4.59%, 05/04/37 (Call 02/04/32)(b) |
235 | 212,226 | ||||||
Bank
OZK, 2.75%, 10/01/31 (Call 10/01/26), |
35 | 31,336 | ||||||
BankUnited Inc. |
||||||||
4.88%, 11/17/25 (Call 08/17/25) |
100 | 99,703 | ||||||
5.13%, 06/11/30 (Call 03/11/30) |
85 | 82,084 | ||||||
Barclays PLC |
||||||||
1.01%, 12/10/24 (Call 12/10/23)(b) |
230 | 218,065 | ||||||
2.28%, 11/24/27 (Call 11/24/26)(b) |
210 | 184,464 | ||||||
2.65%, 06/24/31
(Call 06/24/30), |
275 | 218,974 | ||||||
2.67%, 03/10/32 (Call 03/10/31)(b) |
200 | 156,454 | ||||||
2.85%, 05/07/26
(Call 05/07/25), |
225 | 210,643 | ||||||
2.89%, 11/24/32 (Call 11/24/31)(b) |
225 | 176,261 | ||||||
3.56%, 09/23/35 (Call 09/23/30)(b) |
200 | 161,222 | ||||||
3.65%, 03/16/25 |
305 | 296,307 |
40 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.93%, 05/07/25
(Call 05/07/24), |
$ | 295 | $ | 288,501 | ||||
4.34%, 01/10/28 (Call 01/10/27) |
325 | 307,889 | ||||||
4.38%, 09/11/24 |
315 | 311,362 | ||||||
4.38%, 01/12/26 |
575 | 563,241 | ||||||
4.84%, 05/09/28 (Call 05/07/27) |
500 | 473,370 | ||||||
4.97%, 05/16/29
(Call 05/16/28), |
355 | 339,153 | ||||||
5.09%, 06/20/30
(Call 06/20/29), |
355 | 331,698 | ||||||
5.20%, 05/12/26 |
325 | 321,815 | ||||||
5.50%, 08/09/28 |
300 | 295,137 | ||||||
5.75%, 08/09/33 |
200 | 195,884 | ||||||
BNP Paribas SA, 4.25%, 10/15/24 |
200 | 199,322 | ||||||
BPCE SA |
||||||||
3.38%, 12/02/26 |
250 | 238,102 | ||||||
4.00%, 04/15/24 |
265 | 263,643 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
0.50%, 12/14/23 |
420 | 402,494 | ||||||
1.00%, 10/18/24 |
195 | 182,393 | ||||||
1.25%, 06/22/26 |
235 | 210,090 | ||||||
2.25%, 01/28/25 |
455 | 433,842 | ||||||
3.10%, 04/02/24 |
205 | 202,142 | ||||||
3.45%, 04/07/27 |
30 | 28,769 | ||||||
3.50%, 09/13/23 |
564 | 562,381 | ||||||
3.95%, 08/04/25 |
120 | 118,600 | ||||||
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23) |
90 | 89,888 | ||||||
Citigroup Inc. |
||||||||
0.78%, 10/30/24
(Call 10/30/23), |
75 | 71,921 | ||||||
0.98%, 05/01/25
(Call 05/01/24), |
295 | 277,825 | ||||||
1.12%, 01/28/27
(Call 01/28/26), |
490 | 432,141 | ||||||
1.28%, 11/03/25
(Call 11/03/24), |
10 | 9,305 | ||||||
1.46%, 06/09/27
(Call 06/09/26), |
590 | 520,386 | ||||||
2.01%, 01/25/26
(Call 01/25/25), |
195 | 183,249 | ||||||
2.52%, 11/03/32
(Call 11/03/31), |
335 | 270,003 | ||||||
2.56%, 05/01/32
(Call 05/01/31), |
485 | 397,584 | ||||||
2.57%, 06/03/31
(Call 06/03/30), |
671 | 560,949 | ||||||
2.67%, 01/29/31
(Call 01/29/30), |
670 | 568,354 | ||||||
2.98%, 11/05/30
(Call 11/05/29), |
375 | 326,587 | ||||||
3.06%, 01/25/33
(Call 01/25/32), |
575 | 487,146 | ||||||
3.07%, 02/24/28
(Call 02/24/27), |
150 | 138,881 | ||||||
3.11%, 04/08/26
(Call 04/08/25), |
758 | 727,665 | ||||||
3.20%, 10/21/26 (Call 07/21/26) |
555 | 528,543 | ||||||
3.29%, 03/17/26
(Call 03/17/25), |
150 | 144,701 | ||||||
3.30%, 04/27/25 |
484 | 472,500 | ||||||
3.35%, 04/24/25
(Call 04/24/24), |
566 | 554,606 | ||||||
3.40%, 05/01/26 |
508 | 490,713 | ||||||
3.52%, 10/27/28
(Call 10/27/27), |
430 | 400,308 | ||||||
3.67%, 07/24/28
(Call 07/24/27), |
566 | 530,914 | ||||||
3.70%, 01/12/26 |
513 | 501,114 | ||||||
3.75%, 06/16/24 |
152 | 151,881 | ||||||
3.79%, 03/17/33
(Call 03/17/32), |
540 | 485,806 | ||||||
3.88%, 10/25/23 |
206 | 206,791 | ||||||
3.88%, 03/26/25 |
295 | 291,342 | ||||||
3.89%, 01/10/28
(Call 01/10/27), |
620 | 594,524 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.98%, 03/20/30
(Call 03/20/29), |
$ | 645 | $ | 602,649 | ||||
4.08%, 04/23/29
(Call 04/23/28), |
336 | 319,667 | ||||||
4.13%, 07/25/28 |
480 | 457,733 | ||||||
4.14%, 05/24/25
(Call 05/24/24), |
255 | 253,284 | ||||||
4.30%, 11/20/26 |
352 | 347,572 | ||||||
4.40%, 06/10/25 |
606 | 603,618 | ||||||
4.41%, 03/31/31
(Call 03/31/30), |
675 | 642,229 | ||||||
4.45%, 09/29/27 |
812 | 792,106 | ||||||
4.60%, 03/09/26 |
390 | 389,497 | ||||||
4.66%, 05/24/28
(Call 05/24/27), |
125 | 123,459 | ||||||
4.91%, 05/24/33 (Call 05/24/32)(b) |
490 | 481,048 | ||||||
5.50%, 09/13/25 |
304 | 311,956 | ||||||
6.63%, 01/15/28(a) |
40 | 43,488 | ||||||
Citizens Bank N.A./Providence RI |
||||||||
2.25%, 04/28/25 (Call 03/28/25) |
25 | 23,670 | ||||||
3.75%, 02/18/26 (Call 11/18/25) |
260 | 254,618 | ||||||
Citizens Financial Group Inc. |
||||||||
2.50%, 02/06/30 (Call 11/06/29) |
102 | 85,607 | ||||||
2.85%, 07/27/26 (Call 04/27/26) |
165 | 156,262 | ||||||
3.25%, 04/30/30 (Call 01/30/30) |
110 | 96,578 | ||||||
4.30%, 12/03/25 (Call 11/03/25) |
30 | 29,652 | ||||||
5.64%, 05/21/37 (Call 05/21/32)(b) |
70 | 68,332 | ||||||
Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) |
100 | 96,653 | ||||||
Cooperatieve Rabobank U.A. |
||||||||
3.75%, 07/21/26 |
415 | 395,931 | ||||||
4.38%, 08/04/25 |
10 | 9,841 | ||||||
Cooperatieve Rabobank U.A./NY, 1.38%, 01/10/25 |
250 | 234,532 | ||||||
Credit Agricole Corporate & Investment Bank SA, 0.78%, 06/28/24 (Call 09/28/22) |
50 | 47,070 | ||||||
Credit Suisse AG, 5.00%, 07/09/27 |
500 | 485,605 | ||||||
Credit Suisse AG/New York NY |
||||||||
0.50%, 02/02/24 |
60 | 56,506 | ||||||
1.25%, 08/07/26 |
20 | 17,255 | ||||||
2.95%, 04/09/25 |
370 | 351,104 | ||||||
3.63%, 09/09/24 |
710 | 693,045 | ||||||
3.70%, 02/21/25 |
40 | 38,702 | ||||||
Credit Suisse Group AG |
||||||||
3.75%, 03/26/25 |
510 | 487,840 | ||||||
4.55%, 04/17/26 |
495 | 474,457 | ||||||
Deutsche Bank AG, 4.10%, 01/13/26(a) |
231 | 225,306 | ||||||
Deutsche Bank AG/London, 3.70%, 05/30/24 |
260 | 256,292 | ||||||
Deutsche Bank AG/New York NY |
||||||||
0.90%, 05/28/24 |
150 | 141,000 | ||||||
1.45%, 04/01/25
(Call 04/01/24), |
90 | 83,928 | ||||||
2.13%, 11/24/26
(Call 11/24/25), |
405 | 356,781 | ||||||
2.22%, 09/18/24
(Call 09/18/23), |
165 | 159,014 | ||||||
2.31%, 11/16/27
(Call 11/16/26), |
490 | 416,544 | ||||||
2.55%, 01/07/28
(Call 01/07/27), |
195 | 165,994 | ||||||
3.04%, 05/28/32
(Call 05/28/31), |
185 | 144,054 | ||||||
3.55%, 09/18/31
(Call 09/18/30), |
295 | 242,189 | ||||||
3.70%, 05/30/24 |
265 | 260,601 | ||||||
3.96%, 11/26/25
(Call 11/26/24), |
350 | 335,307 | ||||||
4.10%, 01/13/26(a) |
35 | 34,061 | ||||||
Discover Bank |
||||||||
2.45%, 09/12/24 (Call 08/12/24) |
40 | 38,445 | ||||||
2.70%, 02/06/30 (Call 11/06/29) |
250 | 208,338 | ||||||
3.45%, 07/27/26 (Call 04/27/26) |
250 | 236,875 | ||||||
4.25%, 03/13/26 |
20 | 19,537 |
S C H E D U L E O F I N V E S T M E N T S |
41 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.65%, 09/13/28 (Call 06/13/28) |
$ | 15 | $ | 14,425 | ||||
4.68%, 08/09/28 (Call 08/09/23)(b) |
355 | 343,750 | ||||||
Fifth Third Bancorp. |
||||||||
1.71%, 11/01/27
(Call 11/01/26), |
10 | 8,964 | ||||||
2.38%, 01/28/25 (Call 12/28/24) |
50 | 47,799 | ||||||
2.55%, 05/05/27 (Call 04/05/27) |
170 | 156,539 | ||||||
3.65%, 01/25/24 (Call 12/25/23) |
445 | 442,241 | ||||||
3.95%, 03/14/28 (Call 02/14/28) |
115 | 111,627 | ||||||
4.06%, 04/25/28 (Call 04/25/27)(b) |
70 | 68,248 | ||||||
4.30%, 01/16/24 (Call 12/16/23) |
304 | 304,334 | ||||||
4.34%, 04/25/33 (Call 04/25/32)(b) |
70 | 66,446 | ||||||
4.77%, 07/28/30 (Call 07/28/29)(b) |
110 | 109,481 | ||||||
Fifth Third Bank NA |
||||||||
2.25%, 02/01/27 (Call 01/01/27) |
255 | 234,824 | ||||||
3.85%, 03/15/26 (Call 02/15/26) |
40 | 38,912 | ||||||
3.95%, 07/28/25 (Call 06/28/25)(a) |
200 | 199,374 | ||||||
First
Citizens BancShares Inc./NC, 3.38%, 03/15/30 |
100 | 94,649 | ||||||
First
Horizon Bank, 5.75%, 05/01/30 |
5 | 5,074 | ||||||
First
Horizon Corp., 4.00%, 05/26/25 |
70 | 68,489 | ||||||
First-Citizens Bank & Trust Co. |
||||||||
2.97%, 09/27/25
(Call 09/27/24), |
250 | 238,687 | ||||||
6.13%, 03/09/28 |
70 | 71,800 | ||||||
Goldman Sachs Group Inc. (The) |
||||||||
0.66%, 09/10/24
(Call 09/10/23), |
65 | 62,284 | ||||||
0.93%, 10/21/24
(Call 10/21/23), |
205 | 196,353 | ||||||
1.09%, 12/09/26
(Call 12/09/25), |
85 | 75,366 | ||||||
1.43%, 03/09/27
(Call 03/09/26), |
580 | 515,904 | ||||||
1.54%, 09/10/27
(Call 09/10/26), |
645 | 566,046 | ||||||
1.76%, 01/24/25
(Call 01/24/24), |
410 | 393,842 | ||||||
1.95%, 10/21/27
(Call 10/21/26), |
840 | 745,248 | ||||||
1.99%, 01/27/32
(Call 01/27/31), |
567 | 447,703 | ||||||
2.38%, 07/21/32
(Call 07/21/31), |
655 | 528,605 | ||||||
2.60%, 02/07/30 (Call 11/07/29) |
349 | 298,807 | ||||||
2.62%, 04/22/32
(Call 04/22/31), |
620 | 510,706 | ||||||
2.64%, 02/24/28
(Call 02/24/27), |
185 | 167,825 | ||||||
2.65%, 10/21/32
(Call 10/21/31), |
540 | 443,912 | ||||||
3.00%, 03/15/24 |
200 | 196,708 | ||||||
3.10%, 02/24/33
(Call 02/24/32), |
775 | 659,517 | ||||||
3.27%, 09/29/25
(Call 09/29/24), |
632 | 615,631 | ||||||
3.50%, 01/23/25 (Call 10/23/24) |
513 | 502,981 | ||||||
3.50%, 04/01/25 (Call 03/01/25) |
662 | 647,357 | ||||||
3.50%, 11/16/26 (Call 11/16/25) |
590 | 566,654 | ||||||
3.62%, 03/15/28
(Call 03/15/27), |
535 | 506,062 | ||||||
3.63%, 02/20/24 (Call 01/20/24) |
440 | 437,122 | ||||||
3.69%, 06/05/28
(Call 06/05/27), |
520 | 491,249 | ||||||
3.75%, 05/22/25 (Call 02/22/25) |
516 | 507,032 | ||||||
3.75%, 02/25/26 (Call 11/25/25) |
257 | 251,719 | ||||||
3.80%, 03/15/30 (Call 12/15/29) |
608 | 563,209 | ||||||
3.81%, 04/23/29
(Call 04/23/28), |
652 | 611,817 | ||||||
3.85%, 07/08/24 (Call 04/08/24) |
478 | 476,222 | ||||||
3.85%, 01/26/27 (Call 01/26/26) |
683 | 661,936 | ||||||
4.00%, 03/03/24 |
494 | 493,738 | ||||||
4.22%, 05/01/29
(Call 05/01/28), |
697 | 666,234 | ||||||
4.25%, 10/21/25 |
571 | 564,479 | ||||||
4.39%, 06/15/27 (Call 06/15/26)(b) |
465 | 456,504 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.48%, 08/23/28 |
$ | 330 | $ | 322,426 | ||||
5.95%, 01/15/27 |
25 | 26,058 | ||||||
HSBC Holdings PLC |
||||||||
0.73%, 08/17/24
(Call 08/17/23), |
45 | 43,184 | ||||||
1.16%, 11/22/24
(Call 11/22/23), |
210 | 200,546 | ||||||
1.59%, 05/24/27
(Call 05/24/26), |
385 | 335,454 | ||||||
1.65%, 04/18/26
(Call 04/18/25), |
550 | 501,363 | ||||||
2.01%, 09/22/28
(Call 09/22/27), |
525 | 442,669 | ||||||
2.10%, 06/04/26
(Call 06/04/25), |
35 | 32,150 | ||||||
2.21%, 08/17/29
(Call 08/17/28), |
430 | 356,049 | ||||||
2.25%, 11/22/27
(Call 11/22/26), |
490 | 431,808 | ||||||
2.36%, 08/18/31
(Call 08/18/30), |
75 | 59,301 | ||||||
2.63%, 11/07/25
(Call 11/07/24), |
70 | 66,435 | ||||||
2.80%, 05/24/32
(Call 05/24/31), |
400 | 317,800 | ||||||
2.85%, 06/04/31
(Call 06/04/30), |
285 | 235,470 | ||||||
2.87%, 11/22/32
(Call 11/22/31), |
325 | 258,417 | ||||||
3.80%, 03/11/25
(Call 03/11/24), |
410 | 402,161 | ||||||
3.90%, 05/25/26 |
580 | 563,905 | ||||||
3.97%, 05/22/30
(Call 05/22/29), |
600 | 542,184 | ||||||
4.04%, 03/13/28
(Call 03/13/27), |
485 | 456,157 | ||||||
4.18%, 12/09/25 (Call 12/09/24)(b) |
200 | 196,070 | ||||||
4.25%, 03/14/24 |
480 | 478,277 | ||||||
4.25%, 08/18/25 |
435 | 427,405 | ||||||
4.29%, 09/12/26
(Call 09/12/25), |
630 | 612,114 | ||||||
4.30%, 03/08/26 |
675 | 667,082 | ||||||
4.38%, 11/23/26 |
400 | 391,440 | ||||||
4.58%, 06/19/29
(Call 06/19/28), |
685 | 646,489 | ||||||
4.76%, 06/09/28 (Call 06/09/27)(b) |
410 | 394,973 | ||||||
4.76%, 03/29/33
(Call 03/29/32), |
375 | 334,721 | ||||||
4.95%, 03/31/30 |
680 | 662,021 | ||||||
5.21%, 08/11/28 |
400 | 390,428 | ||||||
5.40%, 08/11/33 |
450 | 427,788 | ||||||
7.63%, 05/17/32 |
5 | 5,672 | ||||||
HSBC USA Inc. |
||||||||
3.50%, 06/23/24 |
255 | 251,410 | ||||||
3.75%, 05/24/24 |
300 | 297,996 | ||||||
Huntington Bancshares Inc. |
||||||||
2.49%, 08/15/36 (Call 08/15/31)(b) |
85 | 64,364 | ||||||
4.44%, 08/04/28 (Call 08/04/27)(b) |
60 | 58,769 | ||||||
5.02%, 05/17/33 (Call 05/17/32)(b) |
265 | 262,051 | ||||||
Huntington Bancshares Inc./OH |
||||||||
2.55%, 02/04/30 (Call 11/04/29) |
138 | 117,968 | ||||||
2.63%, 08/06/24 (Call 07/06/24) |
159 | 154,445 | ||||||
4.00%, 05/15/25 (Call 04/15/25) |
60 | 59,446 | ||||||
Huntington National Bank (The), 4.55%, 05/17/28 (Call 05/17/27)(b) |
250 | 248,340 | ||||||
Industrial & Commercial Bank of China Ltd./New York NY, 3.54%, 11/08/27 |
250 | 244,482 | ||||||
ING Groep NV |
||||||||
2.73%, 04/01/32
(Call 04/01/31), |
215 | 177,771 | ||||||
3.55%, 04/09/24 |
30 | 29,661 | ||||||
3.95%, 03/29/27(a) |
350 | 335,923 | ||||||
4.05%, 04/09/29 |
340 | 318,828 | ||||||
4.10%, 10/02/23 |
660 | 659,842 | ||||||
4.25%, 03/28/33
(Call 03/28/32), |
200 | 184,460 |
42 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.55%, 10/02/28 |
$ | 245 | $ | 237,165 | ||||
Intesa Sanpaolo SpA, 5.25%, 01/12/24 |
200 | 200,180 | ||||||
JPMorgan Chase & Co. |
||||||||
0.56%, 02/16/25
(Call 02/16/24), |
30 | 28,346 | ||||||
0.82%, 06/01/25
(Call 06/01/24), |
565 | 529,128 | ||||||
1.04%, 02/04/27
(Call 02/04/26), |
210 | 184,890 | ||||||
1.05%, 11/19/26
(Call 11/19/25), |
705 | 626,766 | ||||||
1.47%, 09/22/27
(Call 09/22/26), |
245 | 214,777 | ||||||
1.56%, 12/10/25
(Call 12/10/24), |
400 | 373,148 | ||||||
1.58%, 04/22/27
(Call 04/22/26), |
815 | 728,170 | ||||||
1.76%, 11/19/31
(Call 11/19/30), |
60 | 47,177 | ||||||
1.95%, 02/04/32
(Call 02/04/31), |
585 | 463,934 | ||||||
2.01%, 03/13/26
(Call 03/13/25), |
25 | 23,376 | ||||||
2.07%, 06/01/29
(Call 06/01/28), |
435 | 372,077 | ||||||
2.08%, 04/22/26
(Call 04/22/25), |
840 | 786,005 | ||||||
2.18%, 06/01/28
(Call 06/01/27), |
505 | 448,036 | ||||||
2.52%, 04/22/31
(Call 04/22/30), |
620 | 524,508 | ||||||
2.55%, 11/08/32
(Call 11/08/31), |
150 | 123,591 | ||||||
2.58%, 04/22/32
(Call 04/22/31), |
535 | 442,584 | ||||||
2.60%, 02/24/26
(Call 02/24/25), |
550 | 522,373 | ||||||
2.74%, 10/15/30
(Call 10/15/29), |
860 | 744,820 | ||||||
2.95%, 10/01/26 (Call 07/01/26) |
718 | 682,538 | ||||||
2.95%, 02/24/28
(Call 02/24/27), |
520 | 481,088 | ||||||
2.96%, 05/13/31
(Call 05/13/30), |
545 | 469,801 | ||||||
2.96%, 01/25/33
(Call 01/25/32), |
650 | 552,383 | ||||||
3.13%, 01/23/25 (Call 10/23/24) |
90 | 88,611 | ||||||
3.20%, 06/15/26 (Call 03/15/26) |
370 | 356,099 | ||||||
3.22%, 03/01/25
(Call 03/01/24), |
693 | 679,681 | ||||||
3.30%, 04/01/26 (Call 01/01/26) |
643 | 621,910 | ||||||
3.51%, 01/23/29
(Call 01/23/28), |
583 | 540,138 | ||||||
3.54%, 05/01/28
(Call 05/01/27), |
525 | 494,665 | ||||||
3.63%, 05/13/24(a) |
410 | 408,983 | ||||||
3.63%, 12/01/27 (Call 12/01/26) |
476 | 454,913 | ||||||
3.70%, 05/06/30
(Call 05/06/29), |
515 | 474,567 | ||||||
3.78%, 02/01/28
(Call 02/01/27), |
625 | 599,744 | ||||||
3.85%, 06/14/25 (Call 06/14/24)(b) |
100 | 98,957 | ||||||
3.88%, 02/01/24 |
500 | 501,855 | ||||||
3.88%, 09/10/24 |
655 | 652,301 | ||||||
3.90%, 07/15/25 (Call 04/15/25) |
590 | 587,392 | ||||||
3.96%, 01/29/27
(Call 01/29/26), |
483 | 469,954 | ||||||
4.01%, 04/23/29
(Call 04/23/28), |
617 | 584,490 | ||||||
4.02%, 12/05/24
(Call 12/05/23), |
539 | 536,197 | ||||||
4.08%, 04/26/26
(Call 04/26/25), |
370 | 365,157 | ||||||
4.13%, 12/15/26 |
459 | 453,744 | ||||||
4.20%, 07/23/29
(Call 07/23/28), |
552 | 527,657 | ||||||
4.25%, 10/01/27 |
518 | 512,623 | ||||||
4.32%, 04/26/28
(Call 04/26/27), |
360 | 351,774 | ||||||
4.45%, 12/05/29
(Call 12/05/28), |
638 | 617,380 | ||||||
4.49%, 03/24/31
(Call 03/24/30), |
645 | 626,095 | ||||||
4.57%, 06/14/30 (Call 06/14/29)(b) |
200 | 194,578 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.59%, 04/26/33
(Call 04/26/32), |
$ | 60 | $ | 57,982 | ||||
4.85%, 07/25/28 (Call 07/25/27)(b) |
325 | 324,639 | ||||||
4.91%, 07/25/33 (Call 07/25/32)(b) |
795 | 788,099 | ||||||
7.63%, 10/15/26 |
65 | 72,946 | ||||||
7.75%, 07/15/25 |
10 | 10,921 | ||||||
8.00%, 04/29/27 |
160 | 183,928 | ||||||
8.75%, 09/01/30 |
100 | 121,243 | ||||||
KeyBank N.A./Cleveland OH |
||||||||
3.40%, 05/20/26 |
250 | 238,815 | ||||||
3.90%, 04/13/29 |
250 | 228,935 | ||||||
KeyCorp |
||||||||
2.25%, 04/06/27 |
240 | 215,911 | ||||||
2.55%, 10/01/29 |
168 | 143,916 | ||||||
3.88%, 05/23/25 (Call 05/23/24)(b) |
25 | 24,786 | ||||||
4.10%, 04/30/28 |
70 | 67,976 | ||||||
4.15%, 10/29/25 |
188 | 186,131 | ||||||
KfW |
||||||||
0.25%, 10/19/23 |
115 | 110,788 | ||||||
0.25%, 03/08/24 |
100 | 95,149 | ||||||
0.38%, 07/18/25 |
925 | 844,192 | ||||||
0.50%, 09/20/24 |
230 | 216,251 | ||||||
0.63%, 01/22/26 |
905 | 820,826 | ||||||
0.75%, 09/30/30 |
80 | 65,282 | ||||||
1.00%, 10/01/26 |
560 | 506,514 | ||||||
1.25%, 01/31/25 |
900 | 851,544 | ||||||
1.38%, 08/05/24 |
630 | 604,624 | ||||||
1.75%, 09/14/29 |
553 | 497,103 | ||||||
2.00%, 05/02/25 |
1,028 | 986,726 | ||||||
2.50%, 11/20/24 |
1,011 | 988,445 | ||||||
2.63%, 02/28/24 |
349 | 344,306 | ||||||
2.88%, 04/03/28 |
782 | 758,298 | ||||||
Korea Development Bank (The) |
||||||||
0.40%, 03/09/24(a) |
50 | 47,464 | ||||||
0.75%, 01/25/25 |
20 | 18,519 | ||||||
2.00%, 02/24/25 |
220 | 209,548 | ||||||
2.00%, 09/12/26 |
270 | 250,951 | ||||||
2.00%, 10/25/31 |
65 | 54,815 | ||||||
2.13%, 10/01/24 |
350 | 337,844 | ||||||
2.25%, 02/24/27 |
20 | 18,610 | ||||||
3.00%, 01/13/26 |
215 | 209,088 | ||||||
3.25%, 02/19/24 |
50 | 49,567 | ||||||
3.38%, 09/16/25 |
200 | 196,062 | ||||||
3.75%, 01/22/24 |
50 | 49,937 | ||||||
Landwirtschaftliche Rentenbank |
||||||||
0.88%, 03/30/26 |
150 | 136,416 | ||||||
0.88%, 09/03/30 |
140 | 115,353 | ||||||
1.75%, 07/27/26 |
390 | 364,560 | ||||||
2.00%, 01/13/25 |
630 | 607,818 | ||||||
2.38%, 06/10/25(a) |
395 | 382,083 | ||||||
3.13%, 11/14/23 |
65 | 64,655 | ||||||
Series 37, 2.50%, 11/15/27(a) |
110 | 104,708 | ||||||
Series 40, 0.50%, 05/27/25 |
640 | 588,666 | ||||||
Lloyds Banking Group PLC |
||||||||
1.00%, 08/11/33 |
225 | 213,847 | ||||||
1.63%, 05/11/27 (Call 05/11/26)(b) |
60 | 53,077 | ||||||
2.44%, 02/05/26 (Call 02/05/25)(b) |
230 | 216,435 | ||||||
3.51%, 03/18/26 (Call 03/18/25)(b) |
300 | 289,053 | ||||||
3.57%, 11/07/28
(Call 11/07/27), |
285 | 263,451 | ||||||
3.75%, 01/11/27 |
250 | 238,485 |
S C H E D U L E O F I N V E S T M E N T S |
43 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.75%, 03/18/28 (Call 03/18/27)(b) |
$ | 300 | $ | 283,134 | ||||
3.87%, 07/09/25 (Call 07/09/24)(b) |
305 | 299,110 | ||||||
4.38%, 03/22/28 |
235 | 226,524 | ||||||
4.45%, 05/08/25 |
260 | 257,889 | ||||||
4.50%, 11/04/24 |
200 | 198,924 | ||||||
4.55%, 08/16/28 |
205 | 198,499 | ||||||
4.58%, 12/10/25 |
215 | 210,614 | ||||||
4.65%, 03/24/26 |
280 | 273,739 | ||||||
4.72%, 08/11/26 |
225 | 222,026 | ||||||
M&T Bank Corp., 4.55%, 08/16/28 |
70 | 70,006 | ||||||
Manufacturers & Traders Trust Co. |
||||||||
2.90%, 02/06/25 (Call 01/06/25) |
250 | 242,622 | ||||||
3.40%, 08/17/27 |
10 | 9,395 | ||||||
Mitsubishi UFJ Financial Group Inc. |
||||||||
0.85%, 09/15/24 (Call 09/15/23)(b) |
280 | 270,052 | ||||||
0.95%, 07/19/25 (Call 07/19/24)(b) |
440 | 410,428 | ||||||
1.41%, 07/17/25 |
325 | 298,174 | ||||||
2.19%, 02/25/25 |
535 | 506,907 | ||||||
2.31%, 07/20/32 (Call 07/20/31)(b) |
200 | 161,644 | ||||||
2.34%, 01/19/28 (Call 01/19/27)(b) |
200 | 179,790 | ||||||
2.56%, 02/25/30 |
300 | 256,683 | ||||||
2.76%, 09/13/26(a) |
250 | 232,962 | ||||||
2.80%, 07/18/24 |
250 | 243,145 | ||||||
2.85%, 01/19/33 (Call 01/19/32)(b) |
200 | 167,756 | ||||||
3.20%, 07/18/29 |
420 | 380,759 | ||||||
3.29%, 07/25/27 |
50 | 47,102 | ||||||
3.41%, 03/07/24 |
435 | 430,733 | ||||||
3.68%, 02/22/27 |
195 | 187,929 | ||||||
3.74%, 03/07/29 |
390 | 367,532 | ||||||
3.78%, 03/02/25 |
204 | 201,483 | ||||||
3.84%, 04/17/26 (Call 04/17/25)(b) |
275 | 269,032 | ||||||
3.85%, 03/01/26 |
475 | 463,847 | ||||||
3.96%, 03/02/28 |
296 | 285,101 | ||||||
4.05%, 09/11/28 |
235 | 225,670 | ||||||
4.08%, 04/19/28 (Call 04/19/27)(b) |
300 | 289,764 | ||||||
4.32%, 04/19/33 (Call 04/19/32)(b) |
100 | 94,890 | ||||||
5.02%, 07/20/28 (Call 07/20/27)(b) |
700 | 703,395 | ||||||
5.13%, 07/20/33 (Call 07/20/32)(b) |
700 | 702,954 | ||||||
Mizuho Financial Group Inc. |
||||||||
1.23%, 05/22/27 (Call 05/22/26)(b) |
30 | 26,164 | ||||||
2.17%, 05/22/32 (Call 05/22/31)(b) |
15 | 11,820 | ||||||
2.20%, 07/10/31
(Call 07/10/30), |
315 | 253,307 | ||||||
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)(b) |
255 | 236,617 | ||||||
2.26%, 07/09/32 (Call 07/09/31)(a)(b) |
200 | 158,442 | ||||||
2.56%, 09/13/25
(Call 09/13/24), |
200 | 190,768 | ||||||
2.56%, 09/13/31 |
235 | 185,215 | ||||||
2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)(b) |
75 | 62,316 | ||||||
2.84%, 07/16/25
(Call 07/16/24), |
255 | 245,330 | ||||||
2.84%, 09/13/26 |
203 | 187,874 | ||||||
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)(b) |
80 | 70,510 | ||||||
3.17%, 09/11/27 |
285 | 262,850 | ||||||
3.26%, 05/22/30 (Call 05/22/29)(b) |
50 | 44,401 | ||||||
3.66%, 02/28/27 |
210 | 200,147 | ||||||
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)(b) |
225 | 223,303 | ||||||
4.02%, 03/05/28 |
300 | 285,990 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.25%, 09/11/29
(Call 09/11/28), |
$ | 355 | $ | 337,108 | ||||
Morgan Stanley |
||||||||
0.79%, 01/22/25
(Call 01/22/24), |
55 | 52,151 | ||||||
0.79%, 05/30/25
(Call 05/30/24), |
550 | 514,316 | ||||||
0.99%, 12/10/26
(Call 12/10/25), |
570 | 504,838 | ||||||
1.16%, 10/21/25
(Call 10/21/24), |
540 | 501,692 | ||||||
1.51%, 07/20/27
(Call 07/20/26), |
555 | 491,758 | ||||||
1.59%, 05/04/27
(Call 05/04/26), |
640 | 570,784 | ||||||
1.79%, 02/13/32
(Call 02/13/31), |
410 | 323,010 | ||||||
1.93%, 04/28/32
(Call 04/28/31), |
705 | 556,936 | ||||||
2.19%, 04/28/26
(Call 04/28/25), |
655 | 615,124 | ||||||
2.24%, 07/21/32
(Call 07/21/31), |
600 | 483,876 | ||||||
2.48%, 01/21/28
(Call 01/21/27), |
325 | 295,415 | ||||||
2.48%, 09/16/36
(Call 09/16/31), |
550 | 425,364 | ||||||
2.51%, 10/20/32
(Call 10/20/31), |
380 | 311,604 | ||||||
2.63%, 02/18/26
(Call 02/18/25), |
200 | 190,396 | ||||||
2.70%, 01/22/31
(Call 01/22/30), |
775 | 671,003 | ||||||
2.72%, 07/22/25
(Call 07/22/24), |
395 | 381,969 | ||||||
2.94%, 01/21/33
(Call 01/21/32), |
505 | 430,725 | ||||||
3.13%, 07/27/26 |
544 | 518,301 | ||||||
3.59%, 07/22/28
(Call 07/22/27), |
616 | 581,886 | ||||||
3.62%, 04/17/25
(Call 04/17/24), |
230 | 226,803 | ||||||
3.62%, 04/01/31
(Call 04/01/30), |
770 | 706,344 | ||||||
3.63%, 01/20/27 |
598 | 580,807 | ||||||
3.70%, 10/23/24 |
351 | 348,813 | ||||||
3.77%, 01/24/29
(Call 01/24/28), |
491 | 462,281 | ||||||
3.88%, 01/27/26 |
614 | 605,742 | ||||||
3.95%, 04/23/27 |
509 | 493,343 | ||||||
4.00%, 07/23/25 |
645 | 641,536 | ||||||
4.21%, 04/20/28
(Call 04/20/27), |
160 | 155,766 | ||||||
4.35%, 09/08/26 |
488 | 482,403 | ||||||
4.43%, 01/23/30
(Call 01/23/29), |
809 | 787,861 | ||||||
4.68%, 07/17/26 (Call 07/17/25)(b) |
155 | 155,152 | ||||||
4.89%, 07/20/33 (Call 07/20/32)(a)(b) |
70 | 69,699 | ||||||
5.00%, 11/24/25 |
395 | 401,245 | ||||||
5.30%, 04/20/37 (Call 04/20/32)(b) |
385 | 369,742 | ||||||
Series F, 3.88%, 04/29/24 |
566 | 564,959 | ||||||
Series I,
0.86%, 10/21/25 (Call 10/21/24), |
120 | 110,935 | ||||||
National Australia Bank Ltd./New York |
||||||||
2.50%, 07/12/26 |
275 | 258,423 | ||||||
3.38%, 01/14/26 |
265 | 258,030 | ||||||
Natwest Group PLC |
||||||||
3.03%, 11/28/35 (Call 08/28/30)(b) |
200 | 156,644 | ||||||
4.89%, 05/18/29
(Call 05/18/28), |
280 | 268,800 | ||||||
5.08%, 01/27/30
(Call 01/27/29), |
340 | 330,004 | ||||||
NatWest Group PLC |
||||||||
1.64%, 06/14/27 (Call 06/14/26)(b) |
270 | 235,996 | ||||||
3.07%, 05/22/28 (Call 05/22/27)(b) |
270 | 244,075 | ||||||
3.75%, 11/01/29 (Call 11/01/24)(b) |
200 | 189,960 | ||||||
3.88%, 09/12/23 |
20 | 19,895 | ||||||
4.27%, 03/22/25
(Call 03/22/24), |
635 | 627,418 |
44 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.45%, 05/08/30
(Call 05/08/29), |
$ | 275 | $ | 256,723 | ||||
4.80%, 04/05/26 |
275 | 273,471 | ||||||
Northern Trust Corp. |
||||||||
1.95%, 05/01/30 (Call 02/01/30) |
170 | 143,616 | ||||||
3.15%, 05/03/29 (Call 02/03/29) |
160 | 149,558 | ||||||
3.38%, 05/08/32
(Call 05/08/27), |
95 | 88,539 | ||||||
3.65%, 08/03/28 (Call 05/03/28)(a) |
91 | 88,617 | ||||||
3.95%, 10/30/25 |
153 | 152,394 | ||||||
4.00%, 05/10/27 (Call 04/10/27) |
205 | 204,305 | ||||||
Oesterreichische Kontrollbank AG |
||||||||
0.38%, 09/17/25 |
105 | 95,206 | ||||||
0.50%, 02/02/26 |
115 | 103,509 | ||||||
1.50%, 02/12/25 |
825 | 784,369 | ||||||
2.88%, 05/23/25 |
10 | 9,806 | ||||||
3.13%, 11/07/23 |
80 | 79,583 | ||||||
PNC Bank NA |
||||||||
2.70%, 10/22/29 |
75 | 65,369 | ||||||
2.95%, 02/23/25 (Call 01/24/25) |
30 | 29,191 | ||||||
3.25%, 06/01/25 (Call 05/02/25) |
375 | 367,009 | ||||||
3.25%, 01/22/28 (Call 12/23/27) |
255 | 241,845 | ||||||
3.88%, 04/10/25 (Call 03/10/25) |
250 | 246,990 | ||||||
4.05%, 07/26/28 |
260 | 251,121 | ||||||
PNC Financial Services Group Inc. (The) |
||||||||
1.15%, 08/13/26 (Call 07/13/26) |
185 | 165,841 | ||||||
2.20%, 11/01/24 (Call 10/02/24) |
200 | 193,350 | ||||||
2.31%, 04/23/32
(Call 04/23/31), |
275 | 231,099 | ||||||
2.55%, 01/22/30 (Call 10/24/29) |
423 | 371,386 | ||||||
2.60%, 07/23/26 (Call 05/23/26) |
95 | 89,857 | ||||||
3.15%, 05/19/27 (Call 04/19/27)(a) |
193 | 184,782 | ||||||
3.45%, 04/23/29 (Call 01/23/29) |
299 | 283,051 | ||||||
3.50%, 01/23/24 (Call 12/23/23) |
464 | 462,487 | ||||||
3.90%, 04/29/24 (Call 03/29/24) |
409 | 409,053 | ||||||
Regions Financial Corp. |
||||||||
1.80%, 08/12/28 (Call 06/12/28) |
110 | 94,707 | ||||||
2.25%, 05/18/25 (Call 04/18/25) |
230 | 219,057 | ||||||
Royal Bank of Canada |
||||||||
0.43%, 01/19/24 |
225 | 214,796 | ||||||
0.50%, 10/26/23 |
20 | 19,287 | ||||||
0.65%, 07/29/24 |
185 | 173,708 | ||||||
0.75%, 10/07/24 |
175 | 163,230 | ||||||
0.88%, 01/20/26 |
279 | 249,990 | ||||||
1.15%, 06/10/25 |
200 | 184,366 | ||||||
1.15%, 07/14/26 |
20 | 17,830 | ||||||
1.20%, 04/27/26 |
85 | 76,413 | ||||||
1.40%, 11/02/26 |
515 | 458,195 | ||||||
1.60%, 01/21/25 |
10 | 9,441 | ||||||
2.05%, 01/21/27(a) |
100 | 91,234 | ||||||
2.25%, 11/01/24 |
297 | 285,717 | ||||||
2.30%, 11/03/31 |
415 | 345,741 | ||||||
2.55%, 07/16/24 |
50 | 48,649 | ||||||
3.38%, 04/14/25 |
95 | 93,310 | ||||||
3.63%, 05/04/27(a) |
110 | 106,140 | ||||||
3.70%, 10/05/23 |
654 | 653,922 | ||||||
3.88%, 05/04/32 |
110 | 103,927 | ||||||
3.97%, 07/26/24 |
145 | 144,665 | ||||||
4.24%, 08/03/27 |
175 | 172,554 | ||||||
4.65%, 01/27/26 |
315 | 316,890 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Santander Holdings USA Inc. |
||||||||
2.49%, 01/06/28
(Call 01/06/27), |
$ | 205 | $ | 178,256 | ||||
3.24%, 10/05/26 (Call 08/05/26) |
88 | 81,906 | ||||||
3.45%, 06/02/25 (Call 05/02/25) |
90 | 86,068 | ||||||
3.50%, 06/07/24 (Call 05/07/24) |
217 | 213,064 | ||||||
4.26%, 06/09/25 (Call 06/09/24)(b) |
10 | 9,793 | ||||||
4.40%, 07/13/27 (Call 04/14/27) |
249 | 239,770 | ||||||
4.50%, 07/17/25 (Call 04/17/25) |
255 | 252,481 | ||||||
Santander UK Group Holdings PLC |
||||||||
1.09%, 03/15/25
(Call 03/15/24), |
65 | 60,835 | ||||||
1.53%, 08/21/26 (Call 08/21/25)(b) |
350 | 312,770 | ||||||
1.67%, 06/14/27
(Call 06/14/26), |
200 | 173,396 | ||||||
2.90%, 03/15/32
(Call 03/15/31), |
205 | 165,156 | ||||||
3.82%, 11/03/28
(Call 11/03/27), |
200 | 182,994 | ||||||
Santander UK PLC |
||||||||
2.88%, 06/18/24(a) |
15 | 14,625 | ||||||
4.00%, 03/13/24 |
480 | 479,515 | ||||||
Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)(b) |
55 | 51,966 | ||||||
State Street Corp. |
||||||||
1.68%, 11/18/27
(Call 11/18/26), |
175 | 157,631 | ||||||
2.20%, 02/07/28
(Call 02/07/27), |
50 | 45,822 | ||||||
2.20%, 03/03/31 |
85 | 70,729 | ||||||
2.35%, 11/01/25
(Call 11/01/24), |
125 | 120,688 | ||||||
2.40%, 01/24/30 |
156 | 137,140 | ||||||
2.62%, 02/07/33
(Call 02/07/32), |
50 | 42,593 | ||||||
2.65%, 05/19/26 |
235 | 226,126 | ||||||
2.90%, 03/30/26
(Call 03/30/25), |
65 | 62,500 | ||||||
3.15%, 03/30/31
(Call 03/30/30), |
265 | 240,819 | ||||||
3.30%, 12/16/24(a) |
231 | 229,006 | ||||||
3.55%, 08/18/25 |
325 | 322,146 | ||||||
3.70%, 11/20/23 |
299 | 299,404 | ||||||
3.78%, 12/03/24
(Call 12/03/23), |
63 | 62,846 | ||||||
4.14%, 12/03/29
(Call 12/03/28), |
130 | 127,121 | ||||||
4.16%, 08/04/33 |
30 | 28,991 | ||||||
Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25 |
250 | 243,517 | ||||||
Sumitomo Mitsui Financial Group Inc. |
||||||||
1.40%, 09/17/26(a) |
245 | 216,166 | ||||||
1.71%, 01/12/31 |
230 | 178,427 | ||||||
1.90%, 09/17/28 |
25 | 20,983 | ||||||
2.13%, 07/08/30 |
35 | 28,690 | ||||||
2.14%, 09/23/30 |
120 | 95,521 | ||||||
2.22%, 09/17/31 |
240 | 193,855 | ||||||
2.35%, 01/15/25 |
305 | 290,470 | ||||||
2.45%, 09/27/24 |
340 | 325,955 | ||||||
2.47%, 01/14/29 |
200 | 172,656 | ||||||
2.63%, 07/14/26 |
163 | 151,782 | ||||||
2.70%, 07/16/24 |
600 | 581,988 | ||||||
2.72%, 09/27/29 |
200 | 173,616 | ||||||
2.75%, 01/15/30 |
320 | 276,755 | ||||||
3.01%, 10/19/26 |
380 | 357,679 | ||||||
3.04%, 07/16/29 |
405 | 359,531 | ||||||
3.20%, 09/17/29 |
245 | 216,350 | ||||||
3.35%, 10/18/27 |
260 | 244,169 | ||||||
3.36%, 07/12/27 |
310 | 292,584 | ||||||
3.45%, 01/11/27 |
272 | 259,132 | ||||||
3.54%, 01/17/28 |
185 | 175,208 |
S C H E D U L E O F I N V E S T M E N T S |
45 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.78%, 03/09/26 |
$ | 305 | $ | 297,698 | ||||
3.94%, 10/16/23 |
310 | 309,888 | ||||||
3.94%, 07/19/28 |
55 | 52,356 | ||||||
4.31%, 10/16/28 |
250 | 243,512 | ||||||
SVB Financial Group |
||||||||
1.80%, 10/28/26 (Call 09/28/26) |
175 | 155,281 | ||||||
1.80%, 02/02/31 (Call 11/02/30) |
155 | 116,882 | ||||||
2.10%, 05/15/28 (Call 03/15/28) |
50 | 42,374 | ||||||
3.13%, 06/05/30 (Call 03/05/30) |
120 | 102,719 | ||||||
3.50%, 01/29/25 |
135 | 131,220 | ||||||
4.35%, 04/29/28 (Call 04/29/27)(b) |
110 | 106,225 | ||||||
4.57%, 04/29/33 (Call 04/29/32)(a)(b) |
75 | 69,877 | ||||||
Svenska Handelsbanken AB, 3.90%, 11/20/23 |
260 | 260,247 | ||||||
Synchrony Bank, 5.63%, 08/23/27 |
250 | 248,072 | ||||||
Toronto-Dominion Bank (The) |
||||||||
0.45%, 09/11/23 |
160 | 154,531 | ||||||
0.55%, 03/04/24 |
560 | 532,448 | ||||||
0.70%, 09/10/24 |
60 | 56,130 | ||||||
0.75%, 09/11/25 |
100 | 90,322 | ||||||
0.75%, 01/06/26 |
560 | 500,270 | ||||||
1.15%, 06/12/25 |
205 | 189,031 | ||||||
1.20%, 06/03/26 |
485 | 433,735 | ||||||
1.25%, 12/13/24 |
85 | 79,863 | ||||||
1.25%, 09/10/26 |
185 | 164,299 | ||||||
1.45%, 01/10/25(a) |
100 | 94,487 | ||||||
1.95%, 01/12/27 |
100 | 90,599 | ||||||
2.00%, 09/10/31 |
230 | 186,581 | ||||||
2.35%, 03/08/24 |
100 | 97,635 | ||||||
2.45%, 01/12/32(a) |
110 | 91,730 | ||||||
2.65%, 06/12/24 |
222 | 216,781 | ||||||
2.80%, 03/10/27 |
100 | 93,784 | ||||||
3.20%, 03/10/32 |
110 | 97,738 | ||||||
3.25%, 03/11/24 |
572 | 565,697 | ||||||
3.63%, 09/15/31 (Call 09/15/26)(b) |
335 | 318,253 | ||||||
3.77%, 06/06/25 |
200 | 197,626 | ||||||
4.11%, 06/08/27 |
500 | 494,905 | ||||||
4.46%, 06/08/32 |
365 | 358,054 | ||||||
Truist Bank |
||||||||
1.50%, 03/10/25 (Call 02/10/25) |
410 | 384,404 | ||||||
2.15%, 12/06/24 (Call 11/05/24) |
25 | 23,982 | ||||||
2.25%, 03/11/30 (Call 12/11/29) |
290 | 242,188 | ||||||
2.64%, 09/17/29 (Call 09/17/24)(b) |
260 | 246,301 | ||||||
3.20%, 04/01/24 (Call 03/01/24) |
226 | 223,672 | ||||||
3.30%, 05/15/26 (Call 04/15/26) |
180 | 173,092 | ||||||
4.05%, 11/03/25 (Call 09/03/25) |
50 | 49,917 | ||||||
Truist Financial Corp. |
||||||||
1.13%, 08/03/27 (Call 06/03/27) |
304 | 260,996 | ||||||
1.20%, 08/05/25 (Call 07/03/25) |
100 | 91,883 | ||||||
1.27%, 03/02/27
(Call 03/02/26), |
20 | 17,988 | ||||||
1.89%, 06/07/29
(Call 06/07/28), |
230 | 197,301 | ||||||
1.95%, 06/05/30 (Call 03/05/30) |
70 | 58,092 | ||||||
2.50%, 08/01/24 (Call 07/01/24) |
145 | 141,194 | ||||||
2.85%, 10/26/24 (Call 09/26/24) |
303 | 297,737 | ||||||
3.70%, 06/05/25 (Call 05/05/25) |
225 | 222,566 | ||||||
3.75%, 12/06/23 (Call 11/06/23) |
340 | 340,503 | ||||||
3.88%, 03/19/29 (Call 02/16/29) |
225 | 212,857 | ||||||
4.00%, 05/01/25 (Call 03/01/25) |
359 | 358,038 | ||||||
4.12%, 06/06/28 (Call 06/06/27)(b) |
320 | 314,192 | ||||||
4.26%, 07/28/26 (Call 07/28/25)(b) |
175 | 174,799 | ||||||
4.92%, 07/28/33 (Call 07/28/32)(b) |
150 | 144,111 |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
U.S. Bancorp. |
||||||||
1.38%, 07/22/30 (Call 04/22/30) |
$ | 210 | $ | 167,866 | ||||
1.45%, 05/12/25 (Call 04/11/25) |
210 | 196,883 | ||||||
2.22%, 01/27/28
(Call 01/27/27), |
100 | 91,400 | ||||||
2.40%, 07/30/24 (Call 06/28/24) |
300 | 292,773 | ||||||
2.49%, 11/03/36 (Call 11/03/31)(b) |
100 | 80,628 | ||||||
2.68%, 01/27/33
(Call 01/27/32), |
200 | 172,080 | ||||||
3.00%, 07/30/29 (Call 04/30/29) |
275 | 247,415 | ||||||
3.10%, 04/27/26 (Call 03/27/26) |
243 | 233,880 | ||||||
3.38%, 02/05/24 (Call 01/05/24) |
199 | 198,047 | ||||||
3.60%, 09/11/24 (Call 08/11/24) |
302 | 300,656 | ||||||
3.70%, 01/30/24 (Call 12/29/23) |
237 | 237,178 | ||||||
3.90%, 04/26/28 (Call 03/24/28)(a) |
217 | 213,257 | ||||||
3.95%, 11/17/25 (Call 10/17/25) |
344 | 344,344 | ||||||
4.55%, 07/22/28 (Call 07/22/27)(b) |
200 | 200,662 | ||||||
4.97%, 07/22/33 (Call 07/22/32)(b) |
195 | 193,274 | ||||||
Series V, 2.38%, 07/22/26 (Call 06/22/26) |
445 | 419,395 | ||||||
Series X, 3.15%, 04/27/27 (Call 03/27/27) |
403 | 388,029 | ||||||
U.S. Bank N.A./Cincinnati OH |
||||||||
2.05%, 01/21/25 (Call 12/20/24) |
255 | 244,303 | ||||||
2.80%, 01/27/25 (Call 12/27/24)(a) |
250 | 243,692 | ||||||
Wachovia Corp., 7.57%, 08/01/26(c) |
135 | 147,118 | ||||||
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) |
85 | 79,565 | ||||||
Wells Fargo & Co. |
||||||||
0.81%, 05/19/25
(Call 05/19/24), |
125 | 117,271 | ||||||
2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)(b) |
481 | 452,010 | ||||||
2.19%, 04/30/26
(Call 04/30/25), |
275 | 257,364 | ||||||
2.39%, 06/02/28
(Call 06/02/27), |
617 | 551,919 | ||||||
2.41%, 10/30/25
(Call 10/30/24), |
629 | 600,796 | ||||||
2.57%, 02/11/31
(Call 02/11/30), |
650 | 553,514 | ||||||
2.88%, 10/30/30
(Call 10/30/29), |
775 | 679,574 | ||||||
3.00%, 02/19/25 |
480 | 467,203 | ||||||
3.00%, 04/22/26 |
684 | 650,559 | ||||||
3.00%, 10/23/26 |
696 | 656,690 | ||||||
3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)(b) |
555 | 522,693 | ||||||
3.30%, 09/09/24 |
543 | 536,571 | ||||||
3.35%, 03/02/33
(Call 03/02/32), |
775 | 675,885 | ||||||
3.53%, 03/24/28
(Call 03/24/27), |
380 | 358,849 | ||||||
3.55%, 09/29/25 |
628 | 616,815 | ||||||
3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)(b) |
654 | 616,781 | ||||||
3.75%, 01/24/24 (Call 12/22/23) |
586 | 584,517 | ||||||
3.91%, 04/25/26
(Call 04/25/25), |
530 | 519,146 | ||||||
4.10%, 06/03/26 |
576 | 565,580 | ||||||
4.15%, 01/24/29 (Call 10/24/28) |
552 | 534,623 | ||||||
4.30%, 07/22/27 |
638 | 626,733 | ||||||
4.48%, 01/16/24 |
250 | 251,177 | ||||||
4.48%, 04/04/31 (Call 04/04/30), (SOFR + 4.032%)(b) |
430 | 413,776 | ||||||
4.54%, 08/15/26 |
120 | 119,165 | ||||||
4.81%, 07/25/28 (Call 07/25/27)(b) |
235 | 233,757 | ||||||
4.90%, 07/25/33 (Call 07/25/32)(b) |
695 | 684,811 | ||||||
Western
Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), |
35 | 30,946 | ||||||
Westpac Banking Corp. |
||||||||
1.02%, 11/18/24 |
35 | 33,011 | ||||||
1.15%, 06/03/26 |
340 | 304,932 | ||||||
1.95%, 11/20/28 |
380 | 330,687 | ||||||
2.15%, 06/03/31 |
370 | 311,773 |
46 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) | ||||||||
2.35%, 02/19/25 |
$ | 52 | $ | 50,012 | ||||
2.65%, 01/16/30 |
295 | 262,904 | ||||||
2.67%, 11/15/35 (Call 11/15/30)(a)(b) |
50 | 39,531 | ||||||
2.70%, 08/19/26 |
245 | 231,745 | ||||||
2.85%, 05/13/26 |
480 | 458,395 | ||||||
2.89%, 02/04/30 (Call 02/04/25)(b) |
506 | 475,772 | ||||||
3.02%, 11/18/36 (Call 11/18/31)(b) |
210 | 167,320 | ||||||
3.30%, 02/26/24(a) |
440 | 438,095 | ||||||
3.35%, 03/08/27 |
323 | 311,676 | ||||||
3.40%, 01/25/28 |
247 | 236,167 | ||||||
3.74%, 08/26/25 |
20 | 19,813 | ||||||
4.11%, 07/24/34 (Call 07/24/29)(b) |
200 | 180,344 | ||||||
4.32%, 11/23/31 (Call 11/23/26)(b) |
60 | 57,088 | ||||||
5.41%, 08/10/33 |
150 | 145,170 | ||||||
Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29) |
15 | 12,740 | ||||||
|
|
|||||||
223,801,820 | ||||||||
Beverages — 0.5% | ||||||||
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25) |
672 | 660,925 | ||||||
Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.50%, 06/01/30 (Call 03/01/30)(a) |
330 | 310,639 | ||||||
4.00%, 04/13/28 (Call 01/13/28) |
265 | 261,738 | ||||||
4.75%, 01/23/29 (Call 10/23/28) |
813 | 829,414 | ||||||
4.90%, 01/23/31 (Call 10/23/30) |
155 | 159,427 | ||||||
Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25)(a) |
35 | 34,615 | ||||||
Coca-Cola Co. (The) |
||||||||
1.00%, 03/15/28 |
170 | 146,773 | ||||||
1.38%, 03/15/31 |
245 | 199,614 | ||||||
1.45%, 06/01/27 |
305 | 275,985 | ||||||
1.65%, 06/01/30 |
125 | 105,524 | ||||||
1.75%, 09/06/24(a) |
255 | 247,271 | ||||||
2.00%, 03/05/31 |
230 | 197,002 | ||||||
2.13%, 09/06/29 |
370 | 329,733 | ||||||
2.90%, 05/25/27 |
145 | 139,945 | ||||||
3.38%, 03/25/27 |
228 | 225,310 | ||||||
3.45%, 03/25/30 |
378 | 364,143 | ||||||
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25) |
220 | 216,011 | ||||||
Constellation Brands Inc. |
||||||||
2.25%, 08/01/31 (Call 05/01/31)(a) |
165 | 134,340 | ||||||
2.88%, 05/01/30 (Call 02/01/30) |
100 | 86,889 | ||||||
3.15%, 08/01/29 (Call 05/01/29) |
55 | 49,458 | ||||||
3.60%, 05/09/24 |
70 | 69,450 | ||||||
3.60%, 02/15/28 (Call 11/15/27) |
235 | 223,271 | ||||||
3.70%, 12/06/26 (Call 09/06/26) |
364 | 352,581 | ||||||
4.35%, 05/09/27 (Call 04/09/27) |
20 | 19,855 | ||||||
4.40%, 11/15/25 (Call 09/15/25) |
225 | 225,484 | ||||||
4.65%, 11/15/28 (Call 08/15/28) |
45 | 44,685 | ||||||
4.75%, 11/15/24 |
180 | 182,259 | ||||||
4.75%, 05/09/32 (Call 02/09/32) |
155 | 152,700 | ||||||
Diageo Capital PLC |
||||||||
2.00%, 04/29/30 (Call 01/29/30) |
235 | 201,214 | ||||||
2.38%, 10/24/29 (Call 07/24/29) |
25 | 22,174 | ||||||
3.50%, 09/18/23 (Call 08/18/23) |
210 | 209,374 | ||||||
3.88%, 05/18/28 (Call 02/18/28) |
200 | 198,762 | ||||||
Keurig Dr Pepper Inc. |
||||||||
0.75%, 03/15/24 (Call 10/03/22) |
110 | 104,610 | ||||||
2.25%, 03/15/31 (Call 12/15/30) |
85 | 69,939 | ||||||
2.55%, 09/15/26 (Call 06/15/26) |
95 | 88,829 | ||||||
3.13%, 12/15/23 (Call 10/15/23) |
189 | 187,176 |
Security |
Par (000) |
Value | ||||||
Beverages (continued) | ||||||||
3.20%, 05/01/30 (Call 02/01/30) |
$ | 155 | $ | 139,173 | ||||
3.40%, 11/15/25 (Call 08/15/25) |
50 | 48,837 | ||||||
3.43%, 06/15/27 (Call 03/15/27) |
160 | 152,942 | ||||||
3.95%, 04/15/29 (Call 02/15/29)(a) |
155 | 147,495 | ||||||
4.05%, 04/15/32 (Call 01/15/32) |
165 | 153,867 | ||||||
4.42%, 05/25/25 (Call 03/25/25) |
59 | 59,192 | ||||||
Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26) |
418 | 391,908 | ||||||
PepsiCo Inc. |
||||||||
0.40%, 10/07/23 |
165 | 159,347 | ||||||
1.40%, 02/25/31 (Call 11/25/30) |
125 | 102,148 | ||||||
1.63%, 05/01/30 (Call 02/01/30) |
264 | 222,819 | ||||||
1.95%, 10/21/31 (Call 07/21/31) |
110 | 93,147 | ||||||
2.25%, 03/19/25 (Call 02/19/25) |
288 | 277,782 | ||||||
2.38%, 10/06/26 (Call 07/06/26) |
219 | 207,829 | ||||||
2.63%, 03/19/27 (Call 01/19/27) |
175 | 166,084 | ||||||
2.63%, 07/29/29 (Call 04/29/29) |
265 | 242,777 | ||||||
2.75%, 04/30/25 (Call 01/30/25) |
250 | 243,838 | ||||||
2.75%, 03/19/30 (Call 12/19/29) |
320 | 292,960 | ||||||
2.85%, 02/24/26 (Call 11/24/25) |
190 | 185,041 | ||||||
3.00%, 10/15/27 (Call 07/15/27) |
268 | 258,960 | ||||||
3.50%, 07/17/25 (Call 04/17/25) |
215 | 213,957 | ||||||
3.60%, 03/01/24 (Call 12/01/23)(a) |
244 | 244,134 | ||||||
3.60%, 02/18/28 (Call 01/18/28) |
155 | 152,106 | ||||||
3.90%, 07/18/32 (Call 04/18/32) |
220 | 215,503 | ||||||
|
|
|||||||
11,698,965 | ||||||||
Biotechnology — 0.3% | ||||||||
Amgen Inc. |
||||||||
1.65%, 08/15/28 (Call 06/15/28) |
440 | 380,213 | ||||||
1.90%, 02/21/25 (Call 01/21/25) |
45 | 42,853 | ||||||
2.00%, 01/15/32 (Call 10/15/31) |
300 | 243,813 | ||||||
2.20%, 02/21/27 (Call 12/21/26) |
110 | 101,136 | ||||||
2.30%, 02/25/31 (Call 11/25/30) |
65 | 55,056 | ||||||
2.45%, 02/21/30 (Call 11/21/29) |
435 | 380,842 | ||||||
2.60%, 08/19/26 (Call 05/19/26) |
510 | 482,899 | ||||||
3.00%, 02/22/29 (Call 12/22/28) |
10 | 9,195 | ||||||
3.13%, 05/01/25 (Call 02/01/25)(a) |
373 | 365,518 | ||||||
3.20%, 11/02/27 (Call 08/02/27) |
27 | 25,820 | ||||||
3.35%, 02/22/32 (Call 11/22/31) |
100 | 90,584 | ||||||
3.63%, 05/22/24 (Call 02/22/24) |
349 | 347,566 | ||||||
4.05%, 08/18/29 |
200 | 194,566 | ||||||
4.20%, 03/01/33 |
200 | 193,188 | ||||||
Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) |
185 | 183,624 | ||||||
Biogen Inc. |
||||||||
2.25%, 05/01/30 (Call 02/01/30) |
370 | 303,093 | ||||||
4.05%, 09/15/25 (Call 06/15/25) |
305 | 303,591 | ||||||
Bio-Rad Laboratories Inc. |
||||||||
3.30%, 03/15/27 (Call 02/15/27) |
45 | 42,485 | ||||||
3.70%, 03/15/32 (Call 12/15/31) |
80 | 71,453 | ||||||
Gilead Sciences Inc. |
||||||||
0.75%, 09/29/23 (Call 09/12/22) |
254 | 245,720 | ||||||
1.20%, 10/01/27 (Call 08/01/27) |
165 | 142,268 | ||||||
1.65%, 10/01/30 (Call 07/01/30) |
280 | 227,847 | ||||||
2.50%, 09/01/23 (Call 07/01/23) |
43 | 42,452 | ||||||
2.95%, 03/01/27 (Call 12/01/26) |
237 | 224,605 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
435 | 429,136 | ||||||
3.65%, 03/01/26 (Call 12/01/25) |
453 | 444,891 | ||||||
3.70%, 04/01/24 (Call 01/01/24) |
414 | 413,023 | ||||||
Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30) |
155 | 126,117 |
S C H E D U L E O F I N V E S T M E N T S |
47 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Biotechnology (continued) | ||||||||
Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 (Call 06/15/30)(a) |
$ | 328 | $ | 260,812 | ||||
Royalty Pharma PLC |
||||||||
0.75%, 09/02/23 |
300 | 289,254 | ||||||
1.20%, 09/02/25 (Call 08/02/25) |
90 | 81,816 | ||||||
1.75%, 09/02/27 (Call 07/02/27) |
150 | 130,440 | ||||||
2.15%, 09/02/31 (Call 06/02/31) |
45 | 35,473 | ||||||
2.20%, 09/02/30 (Call 06/02/30) |
190 | 154,008 | ||||||
|
|
|||||||
7,065,357 | ||||||||
Building Materials — 0.1% | ||||||||
Carrier Global Corp. |
||||||||
2.24%, 02/15/25 (Call 01/15/25) |
64 | 60,855 | ||||||
2.49%, 02/15/27 (Call 12/15/26) |
51 | 46,923 | ||||||
2.70%, 02/15/31 (Call 11/15/30) |
20 | 17,046 | ||||||
2.72%, 02/15/30 (Call 11/15/29) |
520 | 449,743 | ||||||
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31) |
165 | 129,075 | ||||||
Fortune Brands Home & Security Inc. |
||||||||
3.25%, 09/15/29 (Call 06/15/29) |
135 | 117,839 | ||||||
4.00%, 09/21/23 (Call 08/21/23) |
123 | 122,715 | ||||||
4.00%, 06/15/25 (Call 03/15/25) |
40 | 39,340 | ||||||
4.00%, 03/25/32 (Call 12/25/31)(a) |
140 | 124,067 | ||||||
Johnson Controls International PLC |
||||||||
3.63%, 07/02/24 (Call 04/02/24)(c) |
84 | 83,114 | ||||||
3.90%, 02/14/26 (Call 11/14/25) |
111 | 109,632 | ||||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA |
||||||||
1.75%, 09/15/30 (Call 06/15/30) |
140 | 114,509 | ||||||
2.00%, 09/16/31 (Call 06/16/31) |
150 | 120,484 | ||||||
Lennox International Inc. |
||||||||
1.35%, 08/01/25 (Call 07/01/25) |
130 | 118,072 | ||||||
1.70%, 08/01/27 (Call 06/01/27) |
45 | 39,148 | ||||||
3.00%, 11/15/23 (Call 09/15/23) |
150 | 147,658 | ||||||
Martin Marietta Materials Inc. |
||||||||
2.40%, 07/15/31 (Call 04/15/31) |
135 | 111,105 | ||||||
3.50%, 12/15/27 (Call 09/15/27) |
234 | 223,690 | ||||||
Series CB, 2.50%, 03/15/30 (Call 12/15/29) |
15 | 12,650 | ||||||
Masco Corp. |
||||||||
2.00%, 02/15/31 (Call 11/15/30) |
130 | 103,739 | ||||||
3.50%, 11/15/27 (Call 08/15/27) |
50 | 46,591 | ||||||
Owens Corning |
||||||||
3.40%, 08/15/26 (Call 05/15/26) |
70 | 66,681 | ||||||
3.88%, 06/01/30 (Call 03/01/30) |
135 | 122,934 | ||||||
3.95%, 08/15/29 (Call 05/15/29)(a) |
70 | 65,634 | ||||||
4.20%, 12/01/24 (Call 09/01/24) |
90 | 89,869 | ||||||
Vulcan Materials Co. |
||||||||
3.50%, 06/01/30 (Call 03/01/30) |
85 | 76,806 | ||||||
3.90%, 04/01/27 (Call 01/01/27) |
135 | 132,431 | ||||||
|
|
|||||||
2,892,350 | ||||||||
Chemicals — 0.4% | ||||||||
Air Products and Chemicals Inc. |
||||||||
1.85%, 05/15/27 (Call 03/15/27) |
320 | 291,622 | ||||||
2.05%, 05/15/30 (Call 02/15/30) |
182 | 157,111 | ||||||
3.35%, 07/31/24 (Call 04/30/24)(a) |
272 | 270,499 | ||||||
Albemarle Corp. |
||||||||
4.65%, 06/01/27 (Call 05/01/27) |
100 | 99,312 | ||||||
5.05%, 06/01/32 (Call 03/01/32) |
100 | 97,684 | ||||||
Cabot Corp. |
||||||||
4.00%, 07/01/29 (Call 04/01/29) |
68 | 62,453 | ||||||
5.00%, 06/30/32 (Call 03/30/32) |
70 | 67,036 |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) | ||||||||
Celanese U.S. Holdings LLC |
||||||||
1.40%, 08/05/26 (Call 07/05/26) |
$ | 20 | $ | 16,816 | ||||
3.50%, 05/08/24 (Call 04/08/24) |
180 | 175,268 | ||||||
5.90%, 07/05/24 |
250 | 252,012 | ||||||
6.05%, 03/15/25 |
500 | 501,375 | ||||||
6.17%, 07/15/27 (Call 06/15/27) |
500 | 500,760 | ||||||
6.33%, 07/15/29 (Call 05/15/29) |
160 | 159,043 | ||||||
6.38%, 07/15/32 (Call 04/15/32) |
170 | 168,858 | ||||||
Dow Chemical Co. (The) |
||||||||
2.10%, 11/15/30 (Call 08/15/30) |
100 | 81,826 | ||||||
4.80%, 11/30/28 (Call 08/30/28) |
213 | 214,304 | ||||||
7.38%, 11/01/29 |
214 | 246,269 | ||||||
DuPont de Nemours Inc. |
||||||||
4.21%, 11/15/23 (Call 10/15/23) |
771 | 772,897 | ||||||
4.49%, 11/15/25 (Call 09/15/25) |
441 | 444,563 | ||||||
4.73%, 11/15/28 (Call 08/15/28) |
470 | 474,648 | ||||||
Eastman Chemical Co. |
||||||||
3.80%, 03/15/25 (Call 12/15/24) |
187 | 184,122 | ||||||
4.50%, 12/01/28 (Call 09/01/28) |
170 | 166,056 | ||||||
Ecolab Inc. |
||||||||
1.30%, 01/30/31 (Call 10/30/30) |
403 | 322,271 | ||||||
2.13%, 02/01/32 (Call 11/01/31) |
50 | 42,041 | ||||||
2.70%, 11/01/26 (Call 08/01/26) |
230 | 221,076 | ||||||
3.25%, 12/01/27 (Call 09/01/27)(a) |
35 | 33,928 | ||||||
4.80%, 03/24/30 (Call 12/24/29) |
20 | 20,609 | ||||||
EI du Pont de Nemours and Co. |
||||||||
1.70%, 07/15/25 (Call 06/15/25) |
145 | 136,290 | ||||||
2.30%, 07/15/30 (Call 04/15/30) |
144 | 124,500 | ||||||
FMC Corp. |
||||||||
3.20%, 10/01/26 (Call 08/01/26) |
105 | 99,462 | ||||||
3.45%, 10/01/29 (Call 07/01/29) |
128 | 114,651 | ||||||
Huntsman International LLC |
||||||||
2.95%, 06/15/31 (Call 03/15/31) |
87 | 69,516 | ||||||
4.50%, 05/01/29 (Call 02/01/29) |
190 | 174,967 | ||||||
International Flavors & Fragrances Inc., 4.45%, 09/26/28 (Call 06/26/28) |
25 | 24,277 | ||||||
Linde Inc./CT |
||||||||
1.10%, 08/10/30 (Call 05/10/30) |
224 | 179,384 | ||||||
2.65%, 02/05/25 (Call 11/05/24) |
65 | 63,259 | ||||||
3.20%, 01/30/26 (Call 10/30/25) |
10 | 9,804 | ||||||
LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26)(a) |
25 | 23,726 | ||||||
LYB International Finance III LLC |
||||||||
1.25%, 10/01/25 (Call 09/01/25) |
170 | 153,721 | ||||||
2.25%, 10/01/30 (Call 07/01/30) |
115 | 94,314 | ||||||
Mosaic Co. (The) |
||||||||
4.05%, 11/15/27 (Call 08/15/27) |
85 | 82,544 | ||||||
4.25%, 11/15/23 (Call 08/15/23) |
255 | 255,311 | ||||||
NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30) |
130 | 104,641 | ||||||
Nutrien Ltd. |
||||||||
2.95%, 05/13/30 (Call 02/13/30) |
97 | 85,896 | ||||||
3.00%, 04/01/25 (Call 01/01/25) |
85 | 82,471 | ||||||
4.00%, 12/15/26 (Call 09/15/26) |
110 | 108,167 | ||||||
4.20%, 04/01/29 (Call 01/01/29) |
180 | 174,760 | ||||||
PPG Industries Inc. |
||||||||
1.20%, 03/15/26 (Call 02/15/26) |
250 | 223,955 | ||||||
2.40%, 08/15/24 (Call 07/15/24)(a) |
20 | 19,398 | ||||||
2.55%, 06/15/30 (Call 03/15/30) |
155 | 135,444 | ||||||
2.80%, 08/15/29 (Call 05/15/29) |
10 | 9,002 | ||||||
3.75%, 03/15/28 (Call 12/15/27) |
40 | 38,747 |
48 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) | ||||||||
RPM International Inc. |
||||||||
2.95%, 01/15/32 (Call 10/15/31) |
$ | 90 | $ | 73,259 | ||||
3.75%, 03/15/27 (Call 12/15/26) |
84 | 80,031 | ||||||
4.55%, 03/01/29 (Call 12/01/28) |
127 | 121,583 | ||||||
Sherwin-Williams Co., 4.25%, 08/08/25 |
75 | 74,933 | ||||||
Sherwin-Williams Co. (The) |
||||||||
2.20%, 03/15/32 (Call 12/15/31) |
25 | 20,282 | ||||||
2.30%, 05/15/30 (Call 02/15/30) |
195 | 164,430 | ||||||
2.95%, 08/15/29 (Call 05/15/29)(a) |
60 | 53,888 | ||||||
3.13%, 06/01/24 (Call 04/01/24) |
205 | 201,921 | ||||||
3.45%, 08/01/25 (Call 05/01/25) |
120 | 117,420 | ||||||
3.45%, 06/01/27 (Call 03/01/27) |
265 | 253,655 | ||||||
3.95%, 01/15/26 (Call 10/15/25) |
90 | 89,018 | ||||||
Westlake Corp. |
||||||||
0.88%, 08/15/24 (Call 10/03/22) |
30 | 28,355 | ||||||
3.38%, 06/15/30 (Call 03/15/30) |
50 | 44,861 | ||||||
3.60%, 08/15/26 (Call 05/15/26) |
254 | 245,511 | ||||||
|
|
|||||||
10,201,813 | ||||||||
Commercial Services — 0.3% | ||||||||
Automatic Data Processing Inc. |
||||||||
1.25%, 09/01/30 (Call 06/01/30) |
275 | 224,920 | ||||||
1.70%, 05/15/28 (Call 03/15/28) |
150 | 134,299 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
304 | 301,060 | ||||||
Block Financial LLC |
||||||||
2.50%, 07/15/28 (Call 05/15/28) |
90 | 78,151 | ||||||
3.88%, 08/15/30 (Call 05/15/30) |
115 | 104,389 | ||||||
5.25%, 10/01/25 (Call 07/01/25) |
135 | 136,435 | ||||||
Cintas Corp. No. 2 |
||||||||
3.45%, 05/01/25 (Call 04/01/25) |
55 | 54,100 | ||||||
3.70%, 04/01/27 (Call 01/01/27) |
270 | 266,201 | ||||||
4.00%, 05/01/32 (Call 02/01/32) |
70 | 68,466 | ||||||
Emory University, Series 2020, 2.14%, 09/01/30 (Call 06/01/30) |
70 | 60,632 | ||||||
Equifax Inc. |
||||||||
2.35%, 09/15/31 (Call 06/15/31) |
190 | 153,165 | ||||||
2.60%, 12/01/24 (Call 11/01/24) |
30 | 28,991 | ||||||
2.60%, 12/15/25 (Call 11/15/25) |
94 | 88,042 | ||||||
3.10%, 05/15/30 (Call 02/15/30) |
35 | 30,549 | ||||||
Global Payments Inc. |
||||||||
1.20%, 03/01/26 (Call 02/01/26) |
10 | 8,823 | ||||||
1.50%, 11/15/24 (Call 10/15/24) |
15 | 14,029 | ||||||
2.15%, 01/15/27 (Call 12/15/26) |
190 | 168,520 | ||||||
2.65%, 02/15/25 (Call 01/15/25) |
94 | 89,513 | ||||||
2.90%, 05/15/30 (Call 02/15/30) |
190 | 159,437 | ||||||
2.90%, 11/15/31 (Call 08/15/31) |
135 | 109,409 | ||||||
3.20%, 08/15/29 (Call 05/15/29) |
252 | 220,263 | ||||||
4.45%, 06/01/28 (Call 03/01/28) |
80 | 76,874 | ||||||
4.80%, 04/01/26 (Call 01/01/26) |
78 | 77,388 | ||||||
4.95%, 08/15/27 |
30 | 29,739 | ||||||
5.30%, 08/15/29 |
80 | 79,162 | ||||||
5.40%, 08/15/32 |
140 | 137,204 | ||||||
GXO Logistics Inc. |
||||||||
1.65%, 07/15/26 (Call 06/15/26) |
165 | 139,534 | ||||||
2.65%, 07/15/31 (Call 04/15/31) |
115 | 87,955 | ||||||
J Paul Getty Trust (The), Series 2021, 0.39%, 01/01/24 (Call 10/01/23) |
75 | 71,816 | ||||||
Leland Stanford Junior University (The), 1.29%, 06/01/27 (Call 04/01/27) |
10 | 8,878 | ||||||
Moody’s Corp. |
||||||||
2.00%, 08/19/31 (Call 05/19/31) |
200 | 161,400 |
Security |
Par (000) |
Value | ||||||
Commercial Services (continued) | ||||||||
3.25%, 01/15/28 (Call 10/15/27) |
$ | 157 | $ | 147,988 | ||||
3.75%, 03/24/25 (Call 02/24/25) |
35 | 34,624 | ||||||
4.25%, 02/01/29 (Call 11/01/28) |
70 | 69,127 | ||||||
4.88%, 02/15/24 (Call 11/15/23) |
226 | 228,387 | ||||||
PayPal Holdings Inc. |
||||||||
1.65%, 06/01/25 (Call 05/01/25) |
299 | 281,667 | ||||||
2.30%, 06/01/30 (Call 03/01/30) |
195 | 167,721 | ||||||
2.40%, 10/01/24 (Call 09/01/24) |
245 | 238,476 | ||||||
2.65%, 10/01/26 (Call 08/01/26) |
150 | 142,366 | ||||||
2.85%, 10/01/29 (Call 07/01/29) |
296 | 268,049 | ||||||
3.90%, 06/01/27 (Call 05/01/27) |
15 | 14,821 | ||||||
4.40%, 06/01/32 (Call 03/01/32) |
110 | 108,340 | ||||||
Quanta Services Inc. |
||||||||
0.95%, 10/01/24 (Call 10/03/22) |
20 | 18,669 | ||||||
2.35%, 01/15/32 (Call 10/15/31) |
85 | 67,029 | ||||||
2.90%, 10/01/30 (Call 07/01/30) |
140 | 118,849 | ||||||
RELX Capital Inc. |
||||||||
3.00%, 05/22/30 (Call 02/22/30) |
65 | 58,167 | ||||||
4.00%, 03/18/29 (Call 12/18/28) |
305 | 293,871 | ||||||
4.75%, 05/20/32 (Call 02/20/32) |
15 | 15,066 | ||||||
S&P Global Inc. |
||||||||
1.25%, 08/15/30 (Call 05/15/30) |
185 | 148,035 | ||||||
2.45%, 03/01/27 (Call 02/01/27)(d) |
30 | 27,992 | ||||||
2.50%, 12/01/29 (Call 09/01/29) |
219 | 193,778 | ||||||
2.70%, 03/01/29 (Call 01/01/29)(d) |
100 | 91,054 | ||||||
2.95%, 01/22/27 (Call 10/22/26) |
304 | 291,740 | ||||||
4.25%, 05/01/29 (Call 02/01/29)(d) |
300 | 296,109 | ||||||
4.75%, 08/01/28 (Call 05/01/28)(d) |
205 | 210,027 | ||||||
Triton
Container International Ltd./TAL International Container Corp.,
3.25%, 03/15/32 |
35 | 27,701 | ||||||
United Rentals North America Inc., 3.88%, 11/15/27 (Call 11/15/22)(a) |
25 | 23,160 | ||||||
Verisk Analytics Inc. |
||||||||
4.00%, 06/15/25 (Call 03/15/25) |
240 | 237,194 | ||||||
4.13%, 03/15/29 (Call 12/15/28) |
165 | 157,778 | ||||||
Yale University |
||||||||
Series 2020, 0.87%, 04/15/25 (Call 03/15/25) |
10 | 9,291 | ||||||
Series 2020, 1.48%, 04/15/30 (Call 01/15/30)(a) |
130 | 109,083 | ||||||
|
|
|||||||
7,465,503 | ||||||||
Computers — 0.8% | ||||||||
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30) |
105 | 87,344 | ||||||
Apple Inc. |
||||||||
0.55%, 08/20/25 (Call 07/20/25) |
315 | 287,409 | ||||||
0.70%, 02/08/26 (Call 01/08/26) |
345 | 311,725 | ||||||
1.13%, 05/11/25 (Call 04/11/25) |
425 | 397,056 | ||||||
1.25%, 08/20/30 (Call 05/20/30) |
430 | 351,263 | ||||||
1.40%, 08/05/28 (Call 06/05/28) |
125 | 108,789 | ||||||
1.65%, 05/11/30 (Call 02/11/30) |
393 | 333,653 | ||||||
1.65%, 02/08/31 (Call 11/08/30) |
360 | 299,336 | ||||||
1.70%, 08/05/31 (Call 05/05/31) |
155 | 129,112 | ||||||
1.80%, 09/11/24 (Call 08/11/24) |
35 | 33,827 | ||||||
2.05%, 09/11/26 (Call 07/11/26) |
210 | 196,348 | ||||||
2.20%, 09/11/29 (Call 06/11/29) |
309 | 276,305 | ||||||
2.45%, 08/04/26 (Call 05/04/26) |
418 | 397,556 | ||||||
2.50%, 02/09/25 |
495 | 482,115 | ||||||
2.75%, 01/13/25 (Call 11/13/24) |
426 | 417,744 | ||||||
2.85%, 05/11/24 (Call 03/11/24) |
303 | 299,337 | ||||||
2.90%, 09/12/27 (Call 06/12/27) |
621 | 594,198 | ||||||
3.00%, 02/09/24 (Call 12/09/23) |
316 | 313,444 | ||||||
3.00%, 06/20/27 (Call 03/20/27) |
77 | 74,792 |
S C H E D U L E O F I N V E S T M E N T S |
49 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Computers (continued) | ||||||||
3.00%, 11/13/27 (Call 08/13/27) |
$ | 440 | $ | 422,726 | ||||
3.20%, 05/13/25 |
250 | 246,775 | ||||||
3.20%, 05/11/27 (Call 02/11/27) |
630 | 614,407 | ||||||
3.25%, 02/23/26 (Call 11/23/25) |
674 | 663,526 | ||||||
3.25%, 08/08/29 |
260 | 248,589 | ||||||
3.35%, 02/09/27 (Call 11/09/26) |
537 | 528,258 | ||||||
3.35%, 08/08/32 |
260 | 245,822 | ||||||
3.45%, 05/06/24 |
523 | 522,252 | ||||||
CGI Inc. |
||||||||
1.45%, 09/14/26 (Call 08/14/26) |
135 | 118,942 | ||||||
2.30%, 09/14/31 (Call 06/14/31) |
150 | 118,773 | ||||||
Dell Inc., 7.10%, 04/15/28 |
140 | 152,478 | ||||||
Dell International LLC/EMC Corp. |
||||||||
4.00%, 07/15/24 (Call 06/15/24)(a) |
283 | 281,950 | ||||||
4.90%, 10/01/26 (Call 08/01/26) |
387 | 388,594 | ||||||
5.30%, 10/01/29 (Call 07/01/29) |
387 | 384,728 | ||||||
5.85%, 07/15/25 (Call 06/15/25) |
75 | 77,654 | ||||||
6.02%, 06/15/26 (Call 03/15/26) |
648 | 673,266 | ||||||
6.10%, 07/15/27 (Call 05/15/27)(a) |
115 | 121,093 | ||||||
6.20%, 07/15/30 (Call 04/15/30) |
65 | 67,588 | ||||||
DXC Technology Co. |
||||||||
1.80%, 09/15/26 (Call 08/15/26) |
200 | 176,166 | ||||||
2.38%, 09/15/28 (Call 07/15/28)(a) |
165 | 140,390 | ||||||
Fortinet Inc. |
||||||||
1.00%, 03/15/26 (Call 02/15/26) |
100 | 88,324 | ||||||
2.20%, 03/15/31 (Call 12/15/30) |
180 | 142,535 | ||||||
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24) |
10 | 9,762 | ||||||
Hewlett Packard Enterprise Co. |
||||||||
1.75%, 04/01/26 (Call 03/01/26) |
200 | 183,340 | ||||||
4.45%, 10/02/23 (Call 09/02/23) |
345 | 346,442 | ||||||
4.90%, 10/15/25 (Call 07/15/25) |
561 | 569,740 | ||||||
HP Inc. |
||||||||
1.45%, 06/17/26 (Call 05/17/26) |
305 | 271,804 | ||||||
2.20%, 06/17/25 (Call 05/17/25) |
245 | 231,126 | ||||||
2.65%, 06/17/31 (Call 03/17/31) |
125 | 99,329 | ||||||
3.00%, 06/17/27 (Call 04/17/27)(a) |
155 | 143,515 | ||||||
3.40%, 06/17/30 (Call 03/17/30) |
185 | 160,032 | ||||||
4.00%, 04/15/29 (Call 02/15/29) |
145 | 135,991 | ||||||
4.20%, 04/15/32 (Call 01/15/32) |
115 | 101,546 | ||||||
4.75%, 01/15/28 (Call 12/15/27) |
110 | 108,326 | ||||||
International Business Machines Corp. |
||||||||
1.70%, 05/15/27 (Call 03/15/27) |
265 | 238,004 | ||||||
1.95%, 05/15/30 (Call 02/15/30) |
205 | 171,150 | ||||||
3.00%, 05/15/24 |
558 | 550,785 | ||||||
3.30%, 05/15/26 |
620 | 601,177 | ||||||
3.45%, 02/19/26 |
330 | 323,446 | ||||||
3.50%, 05/15/29 |
525 | 495,642 | ||||||
3.63%, 02/12/24 |
383 | 382,077 | ||||||
4.15%, 07/27/27 (Call 06/27/27) |
150 | 149,073 | ||||||
4.40%, 07/27/32 (Call 04/27/32)(a) |
150 | 147,522 | ||||||
6.22%, 08/01/27 |
55 | 59,944 | ||||||
6.50%, 01/15/28 |
45 | 49,266 | ||||||
7.00%, 10/30/25 |
116 | 125,868 | ||||||
Kyndryl Holdings Inc. |
||||||||
2.05%, 10/15/26 (Call 09/15/26)(d) |
30 | 24,863 | ||||||
2.70%, 10/15/28 (Call 08/15/28)(d) |
120 | 92,765 | ||||||
3.15%, 10/15/31 (Call 07/15/31)(d) |
65 | 45,529 | ||||||
Leidos Inc. |
||||||||
2.30%, 02/15/31 (Call 11/15/30) |
205 | 160,966 | ||||||
3.63%, 05/15/25 (Call 04/15/25) |
45 | 43,963 |
Security |
Par (000) |
Value | ||||||
Computers (continued) | ||||||||
4.38%, 05/15/30 (Call 02/15/30) |
$ | 185 | $ | 171,267 | ||||
NetApp Inc. |
||||||||
1.88%, 06/22/25 (Call 05/22/25) |
120 | 112,076 | ||||||
2.38%, 06/22/27 (Call 04/22/27) |
300 | 275,484 | ||||||
2.70%, 06/22/30 (Call 03/22/30) |
60 | 51,553 | ||||||
3.30%, 09/29/24 (Call 07/29/24) |
244 | 239,593 | ||||||
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) |
20 | 16,431 | ||||||
Western Digital Corp. |
||||||||
2.85%, 02/01/29 (Call 12/01/28) |
85 | 69,306 | ||||||
3.10%, 02/01/32 (Call 11/01/31) |
20 | 15,076 | ||||||
4.75%, 02/15/26 (Call 11/15/25) |
375 | 361,253 | ||||||
|
|
|||||||
19,151,221 | ||||||||
Cosmetics & Personal Care — 0.2% | ||||||||
Colgate-Palmolive Co. |
||||||||
3.10%, 08/15/25 |
30 | 29,498 | ||||||
3.10%, 08/15/27 |
25 | 24,321 | ||||||
3.25%, 08/15/32 |
55 | 52,018 | ||||||
Estee Lauder Companies Inc. (The) |
||||||||
1.95%, 03/15/31 (Call 12/15/30) |
250 | 210,592 | ||||||
2.00%, 12/01/24 (Call 11/01/24) |
130 | 126,118 | ||||||
2.38%, 12/01/29 (Call 09/01/29)(a) |
155 | 137,812 | ||||||
2.60%, 04/15/30 (Call 01/15/30) |
30 | 26,925 | ||||||
3.15%, 03/15/27 (Call 12/15/26) |
115 | 111,986 | ||||||
GSK Consumer Healthcare Capital U.S. LLC |
||||||||
3.38%, 03/24/27 (Call 02/24/27)(d) |
280 | 263,368 | ||||||
3.38%, 03/24/29 (Call 01/24/29)(d) |
260 | 236,696 | ||||||
3.63%, 03/24/32 (Call 12/24/31)(d) |
380 | 338,835 | ||||||
GSK Consumer Healthcare Capital UK PLC, 3.13%, 03/24/25(d) |
500 | 482,010 | ||||||
Procter & Gamble Co. (The) |
||||||||
0.55%, 10/29/25 |
350 | 318,052 | ||||||
1.00%, 04/23/26 |
70 | 64,110 | ||||||
1.20%, 10/29/30 |
440 | 359,080 | ||||||
1.90%, 02/01/27 |
45 | 42,111 | ||||||
1.95%, 04/23/31 |
100 | 86,429 | ||||||
2.45%, 11/03/26 |
280 | 267,985 | ||||||
2.70%, 02/02/26 |
262 | 256,359 | ||||||
2.80%, 03/25/27 |
95 | 91,395 | ||||||
2.85%, 08/11/27 |
236 | 226,551 | ||||||
3.00%, 03/25/30 |
261 | 246,217 | ||||||
Unilever Capital Corp. |
||||||||
0.63%, 08/12/24 (Call 10/03/22) |
20 | 18,869 | ||||||
1.38%, 09/14/30 (Call 06/14/30) |
425 | 343,022 | ||||||
1.75%, 08/12/31 (Call 05/12/31) |
105 | 86,061 | ||||||
2.00%, 07/28/26 |
275 | 256,751 | ||||||
2.60%, 05/05/24 (Call 03/05/24) |
235 | 230,620 | ||||||
2.90%, 05/05/27 (Call 02/05/27) |
250 | 239,005 | ||||||
3.25%, 03/07/24 (Call 02/07/24) |
250 | 248,507 | ||||||
3.38%, 03/22/25 (Call 01/22/25) |
30 | 29,580 | ||||||
3.50%, 03/22/28 (Call 12/22/27) |
50 | 48,734 | ||||||
|
|
|||||||
5,499,617 | ||||||||
Distribution & Wholesale — 0.0% | ||||||||
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25) |
180 | 171,052 | ||||||
|
|
|||||||
Diversified Financial Services — 1.5% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust |
||||||||
1.15%, 10/29/23 |
400 | 382,760 | ||||||
1.65%, 10/29/24 (Call 09/29/24) |
580 | 537,068 | ||||||
1.75%, 01/30/26 (Call 12/30/25) |
35 | 30,892 | ||||||
2.45%, 10/29/26 (Call 09/29/26) |
535 | 471,506 |
50 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
2.88%, 08/14/24 (Call 07/14/24) |
$ | 295 | $ | 282,277 | ||||
3.00%, 10/29/28 (Call 08/29/28) |
575 | 492,815 | ||||||
3.15%, 02/15/24 (Call 01/15/24) |
155 | 150,170 | ||||||
3.30%, 01/30/32 (Call 10/30/31) |
730 | 587,146 | ||||||
3.50%, 01/15/25 (Call 11/15/24) |
180 | 172,872 | ||||||
3.65%, 07/21/27 (Call 04/21/27) |
210 | 191,104 | ||||||
3.88%, 01/23/28 (Call 10/23/27) |
285 | 258,988 | ||||||
4.45%, 10/01/25 (Call 08/01/25) |
165 | 160,009 | ||||||
4.45%, 04/03/26 (Call 02/03/26) |
5 | 4,834 | ||||||
4.63%, 10/15/27 (Call 08/15/27) |
115 | 109,319 | ||||||
4.88%, 01/16/24 (Call 12/16/23) |
5 | 4,975 | ||||||
6.50%, 07/15/25 (Call 06/15/25)(a) |
415 | 425,068 | ||||||
Series 3NC1, 1.75%, 10/29/24 (Call 10/29/22) |
200 | 185,048 | ||||||
Affiliated Managers Group Inc. |
||||||||
3.30%, 06/15/30 (Call 03/15/30) |
5 | 4,406 | ||||||
3.50%, 08/01/25 |
250 | 245,220 | ||||||
4.25%, 02/15/24(a) |
95 | 94,998 | ||||||
Air Lease Corp. |
||||||||
0.70%, 02/15/24 (Call 01/15/24) |
25 | 23,605 | ||||||
0.80%, 08/18/24 (Call 07/18/24) |
10 | 9,236 | ||||||
1.88%, 08/15/26 (Call 07/15/26) |
40 | 34,953 | ||||||
2.10%, 09/01/28 (Call 07/01/28) |
155 | 127,311 | ||||||
2.20%, 01/15/27 (Call 12/15/26) |
50 | 43,891 | ||||||
2.30%, 02/01/25 (Call 01/01/25) |
200 | 187,482 | ||||||
2.88%, 01/15/26 (Call 12/15/25) |
90 | 83,018 | ||||||
2.88%, 01/15/32 (Call 10/15/31) |
10 | 8,039 | ||||||
3.00%, 09/15/23 (Call 07/15/23) |
223 | 219,963 | ||||||
3.00%, 02/01/30 (Call 11/01/29) |
160 | 134,310 | ||||||
3.13%, 12/01/30 (Call 09/01/30) |
60 | 49,982 | ||||||
3.25%, 03/01/25 (Call 01/01/25) |
255 | 244,456 | ||||||
3.25%, 10/01/29 (Call 07/01/29) |
270 | 231,552 | ||||||
3.38%, 07/01/25 (Call 06/01/25) |
81 | 76,884 | ||||||
3.63%, 04/01/27 (Call 01/01/27) |
210 | 194,559 | ||||||
3.63%, 12/01/27 (Call 09/01/27) |
220 | 200,033 | ||||||
3.75%, 06/01/26 (Call 04/01/26) |
50 | 47,274 | ||||||
4.25%, 02/01/24 (Call 01/01/24) |
135 | 134,233 | ||||||
4.25%, 09/15/24 (Call 06/15/24) |
141 | 139,422 | ||||||
4.63%, 10/01/28 (Call 07/01/28) |
185 | 174,289 | ||||||
Aircastle Ltd. |
||||||||
4.13%, 05/01/24 (Call 02/01/24) |
110 | 107,452 | ||||||
4.25%, 06/15/26 (Call 04/15/26) |
120 | 110,539 | ||||||
4.40%, 09/25/23 (Call 08/25/23) |
204 | 203,106 | ||||||
Ally Financial Inc. |
||||||||
1.45%, 10/02/23 (Call 09/02/23) |
320 | 310,006 | ||||||
2.20%, 11/02/28 (Call 09/02/28)(a) |
105 | 86,686 | ||||||
3.88%, 05/21/24 (Call 04/21/24) |
360 | 356,584 | ||||||
4.63%, 03/30/25 |
175 | 174,554 | ||||||
4.75%, 06/09/27 (Call 05/09/27) |
70 | 68,277 | ||||||
5.13%, 09/30/24 |
80 | 81,142 | ||||||
5.80%, 05/01/25 (Call 04/01/25)(a) |
124 | 126,938 | ||||||
8.00%, 11/01/31 |
475 | 528,451 | ||||||
American Express Co. |
||||||||
0.75%, 11/03/23 |
25 | 24,157 | ||||||
1.65%, 11/04/26 (Call 10/04/26) |
90 | 81,344 | ||||||
2.50%, 07/30/24 (Call 06/30/24) |
451 | 438,778 | ||||||
2.55%, 03/04/27 (Call 02/01/27) |
195 | 181,077 | ||||||
3.00%, 10/30/24 (Call 09/29/24) |
342 | 335,187 | ||||||
3.13%, 05/20/26 (Call 04/20/26) |
225 | 217,172 | ||||||
3.30%, 05/03/27 (Call 04/03/27) |
310 | 296,648 | ||||||
3.38%, 05/03/24 |
40 | 39,549 |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
3.40%, 02/22/24 (Call 01/22/24) |
$ | 189 | $ | 187,486 | ||||
3.63%, 12/05/24 (Call 11/04/24) |
230 | 228,700 | ||||||
3.95%, 08/01/25 (Call 07/01/25) |
230 | 227,601 | ||||||
4.05%, 05/03/29 (Call 03/03/29) |
125 | 121,288 | ||||||
4.20%, 11/06/25 (Call 10/06/25) |
339 | 339,559 | ||||||
4.42%, 08/03/33 (Call 08/03/32)(b) |
220 | 212,386 | ||||||
4.99%, 05/26/33 (Call 02/26/32)(b) |
65 | 64,560 | ||||||
American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27) |
10 | 9,622 | ||||||
Ameriprise Financial Inc. |
||||||||
2.88%, 09/15/26 (Call 06/15/26) |
307 | 292,095 | ||||||
3.00%, 04/02/25 (Call 03/02/25) |
45 | 43,826 | ||||||
3.70%, 10/15/24 |
45 | 44,649 | ||||||
4.00%, 10/15/23 |
110 | 110,056 | ||||||
4.50%, 05/13/32 (Call 02/13/32) |
90 | 89,638 | ||||||
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)(a) |
20 | 17,527 | ||||||
BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24) |
69 | 66,838 | ||||||
Blackstone Private Credit Fund |
||||||||
1.75%, 09/15/24 |
70 | 64,359 | ||||||
2.63%, 12/15/26 |
130 | 109,797 | ||||||
2.70%, 01/15/25 |
15 | 13,916 | ||||||
3.25%, 03/15/27 |
315 | 270,286 | ||||||
4.00%, 01/15/29 |
235 | 202,709 | ||||||
4.70%, 03/24/25(a) |
110 | 106,433 | ||||||
Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31) |
100 | 80,053 | ||||||
Brookfield Finance Inc. |
||||||||
2.72%, 04/15/31 (Call 01/15/31) |
100 | 84,393 | ||||||
3.90%, 01/25/28 (Call 10/25/27) |
265 | 249,678 | ||||||
4.00%, 04/01/24 (Call 02/01/24) |
208 | 207,128 | ||||||
4.25%, 06/02/26 (Call 03/02/26) |
160 | 157,747 | ||||||
4.35%, 04/15/30 (Call 01/15/30) |
84 | 79,314 | ||||||
4.85%, 03/29/29 (Call 12/29/28) |
225 | 220,646 | ||||||
Capital One Bank USA N.A., 2.28%, 01/28/26 (Call 01/28/25), (SOFR + 0.911%)(b) |
60 | 56,709 | ||||||
Capital One Financial Corp. |
||||||||
1.34%, 12/06/24
(Call 12/06/23), |
20 | 19,191 | ||||||
1.88%, 11/02/27
(Call 11/02/26), |
150 | 131,982 | ||||||
2.36%, 07/29/32
(Call 07/29/31), |
200 | 154,366 | ||||||
2.62%, 11/02/32
(Call 11/02/31), |
90 | 71,487 | ||||||
2.64%, 03/03/26
(Call 03/03/25), |
340 | 321,909 | ||||||
3.20%, 02/05/25 (Call 01/05/25) |
300 | 292,488 | ||||||
3.27%, 03/01/30
(Call 03/01/29), |
295 | 259,408 | ||||||
3.30%, 10/30/24 (Call 09/30/24) |
345 | 338,414 | ||||||
3.65%, 05/11/27 (Call 04/11/27) |
261 | 249,289 | ||||||
3.75%, 04/24/24 (Call 03/24/24) |
160 | 158,810 | ||||||
3.75%, 07/28/26 (Call 06/28/26) |
304 | 292,615 | ||||||
3.75%, 03/09/27 (Call 02/09/27) |
228 | 218,896 | ||||||
3.80%, 01/31/28 (Call 12/31/27) |
265 | 250,992 | ||||||
3.90%, 01/29/24 (Call 12/29/23) |
200 | 199,374 | ||||||
4.20%, 10/29/25 (Call 09/29/25) |
305 | 301,191 | ||||||
4.25%, 04/30/25 (Call 03/31/25) |
290 | 289,223 | ||||||
4.93%, 05/10/28
(Call 05/10/27), |
190 | 187,752 | ||||||
4.99%, 07/24/26 (Call 07/24/25)(b) |
135 | 134,915 | ||||||
5.25%, 07/26/30 (Call 07/26/29)(b) |
110 | 108,495 | ||||||
5.27%, 05/10/33 (Call 05/10/32)(a)(b) |
235 | 229,447 | ||||||
Cboe Global Markets Inc. |
||||||||
1.63%, 12/15/30 (Call 09/15/30) |
195 | 157,147 | ||||||
3.00%, 03/16/32 (Call 12/16/31) |
100 | 88,595 | ||||||
3.65%, 01/12/27 (Call 10/12/26) |
70 | 68,403 |
S C H E D U L E O F I N V E S T M E N T S |
51 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
Charles Schwab Corp. (The) |
||||||||
0.75%, 03/18/24 (Call 02/18/24) |
$ | 10 | $ | 9,570 | ||||
0.90%, 03/11/26 (Call 02/11/26) |
250 | 224,958 | ||||||
1.15%, 05/13/26 (Call 04/13/26) |
120 | 108,209 | ||||||
1.65%, 03/11/31 (Call 12/11/30) |
220 | 177,597 | ||||||
1.95%, 12/01/31 (Call 09/01/31) |
115 | 93,852 | ||||||
2.00%, 03/20/28 (Call 01/20/28) |
210 | 188,803 | ||||||
2.30%, 05/13/31 (Call 02/13/31) |
195 | 166,046 | ||||||
2.45%, 03/03/27 (Call 02/03/27) |
120 | 111,982 | ||||||
2.75%, 10/01/29 (Call 07/01/29) |
21 | 18,917 | ||||||
2.90%, 03/03/32 (Call 12/03/31) |
185 | 163,242 | ||||||
3.00%, 03/10/25 (Call 12/10/24)(a) |
95 | 92,969 | ||||||
3.20%, 03/02/27 (Call 12/02/26) |
199 | 192,664 | ||||||
3.20%, 01/25/28 (Call 10/25/27) |
230 | 219,443 | ||||||
3.25%, 05/22/29 (Call 02/22/29) |
65 | 60,927 | ||||||
3.30%, 04/01/27 (Call 01/01/27) |
141 | 136,747 | ||||||
3.45%, 02/13/26 (Call 11/13/25) |
25 | 24,664 | ||||||
3.55%, 02/01/24 (Call 01/01/24) |
120 | 119,630 | ||||||
3.75%, 04/01/24 (Call 03/02/24) |
230 | 229,627 | ||||||
3.85%, 05/21/25 (Call 03/21/25) |
160 | 160,259 | ||||||
4.00%, 02/01/29 (Call 11/01/28) |
60 | 59,014 | ||||||
4.20%, 03/24/25 (Call 02/24/25) |
25 | 25,113 | ||||||
4.63%, 03/22/30 (Call 12/22/29) |
200 | 202,684 | ||||||
CI Financial Corp., 3.20%, 12/17/30 (Call 09/17/30) |
140 | 106,212 | ||||||
CME Group Inc. |
||||||||
2.65%, 03/15/32 (Call 12/15/31) |
170 | 149,658 | ||||||
3.00%, 03/15/25 (Call 12/15/24) |
350 | 343,252 | ||||||
3.75%, 06/15/28 (Call 03/15/28) |
163 | 160,139 | ||||||
Discover Financial Services |
||||||||
3.75%, 03/04/25 (Call 12/04/24) |
80 | 77,992 | ||||||
3.95%, 11/06/24 (Call 08/06/24) |
20 | 19,791 | ||||||
4.10%, 02/09/27 (Call 11/09/26) |
219 | 210,882 | ||||||
4.50%, 01/30/26 (Call 11/30/25)(a) |
153 | 150,622 | ||||||
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27) |
65 | 62,218 | ||||||
Franklin Resources Inc. |
||||||||
1.60%, 10/30/30 (Call 07/30/30) |
55 | 43,697 | ||||||
2.85%, 03/30/25 |
220 | 212,969 | ||||||
Intercontinental Exchange Inc. |
||||||||
2.10%, 06/15/30 (Call 03/15/30) |
295 | 249,116 | ||||||
3.10%, 09/15/27 (Call 06/15/27) |
120 | 113,659 | ||||||
3.65%, 05/23/25 (Call 04/23/25) |
145 | 143,438 | ||||||
3.75%, 12/01/25 (Call 09/01/25) |
272 | 269,394 | ||||||
3.75%, 09/21/28 (Call 06/21/28) |
95 | 91,918 | ||||||
4.00%, 09/15/27 (Call 08/15/27) |
330 | 325,020 | ||||||
4.35%, 06/15/29 (Call 04/15/29) |
260 | 256,656 | ||||||
Invesco Finance PLC |
||||||||
3.75%, 01/15/26 |
100 | 97,627 | ||||||
4.00%, 01/30/24 |
155 | 154,210 | ||||||
Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) |
135 | 135,387 | ||||||
Jefferies Group LLC, 6.45%, 06/08/27 |
35 | 36,849 | ||||||
Jefferies Group LLC/Jefferies Group Capital Finance Inc. |
||||||||
2.63%, 10/15/31 (Call 07/15/31) |
210 | 162,979 | ||||||
4.15%, 01/23/30 |
235 | 211,704 | ||||||
4.85%, 01/15/27 |
180 | 178,636 | ||||||
Lazard Group LLC |
||||||||
3.63%, 03/01/27 (Call 12/01/26) |
40 | 37,798 | ||||||
3.75%, 02/13/25 |
155 | 152,531 | ||||||
4.38%, 03/11/29 (Call 12/11/28) |
160 | 153,574 | ||||||
4.50%, 09/19/28 (Call 06/19/28) |
85 | 81,200 |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
Legg Mason Inc., 4.75%, 03/15/26 |
$ | 103 | $ | 104,136 | ||||
Mastercard Inc. |
||||||||
1.90%, 03/15/31 (Call 12/15/30) |
170 | 145,302 | ||||||
2.00%, 03/03/25 (Call 02/03/25) |
157 | 150,602 | ||||||
2.00%, 11/18/31 (Call 08/18/31) |
90 | 75,751 | ||||||
2.95%, 11/21/26 (Call 08/21/26) |
203 | 196,242 | ||||||
2.95%, 06/01/29 (Call 03/01/29) |
100 | 93,388 | ||||||
3.30%, 03/26/27 (Call 01/26/27) |
170 | 166,384 | ||||||
3.35%, 03/26/30 (Call 12/26/29) |
297 | 282,465 | ||||||
3.38%, 04/01/24 |
148 | 147,518 | ||||||
3.50%, 02/26/28 (Call 11/26/27) |
205 | 200,882 | ||||||
Morgan Stanley Domestic Holdings Inc. |
||||||||
3.80%, 08/24/27 (Call 05/24/27) |
101 | 97,356 | ||||||
4.50%, 06/20/28 (Call 03/20/28) |
190 | 188,113 | ||||||
Nasdaq Inc. |
||||||||
1.65%, 01/15/31 (Call 10/15/30) |
135 | 107,486 | ||||||
3.85%, 06/30/26 (Call 03/30/26) |
115 | 113,249 | ||||||
Nomura Holdings Inc. |
||||||||
1.65%, 07/14/26 |
225 | 198,378 | ||||||
1.85%, 07/16/25 |
442 | 406,812 | ||||||
2.17%, 07/14/28 |
220 | 184,349 | ||||||
2.33%, 01/22/27 |
200 | 178,292 | ||||||
2.65%, 01/16/25 |
415 | 395,101 | ||||||
2.68%, 07/16/30 |
15 | 12,257 | ||||||
2.71%, 01/22/29 |
200 | 171,140 | ||||||
3.00%, 01/22/32 |
200 | 164,258 | ||||||
3.10%, 01/16/30 |
240 | 204,948 | ||||||
5.39%, 07/06/27 |
200 | 201,282 | ||||||
5.61%, 07/06/29 |
200 | 200,304 | ||||||
ORIX Corp. |
||||||||
2.25%, 03/09/31 |
25 | 20,816 | ||||||
3.25%, 12/04/24 |
355 | 347,300 | ||||||
3.70%, 07/18/27 |
75 | 72,215 | ||||||
4.00%, 04/13/32 |
105 | 99,211 | ||||||
4.05%, 01/16/24 |
285 | 284,270 | ||||||
OWL Rock Core Income Corp. |
||||||||
3.13%, 09/23/26 |
55 | 47,862 | ||||||
4.70%, 02/08/27 |
25 | 22,702 | ||||||
Private Export Funding Corp., 1.75%, 11/15/24 |
65 | 62,184 | ||||||
Radian Group Inc. |
||||||||
4.50%, 10/01/24 (Call 07/01/24) |
100 | 96,141 | ||||||
4.88%, 03/15/27 (Call 09/15/26) |
100 | 93,188 | ||||||
6.63%, 03/15/25 (Call 09/15/24) |
125 | 125,233 | ||||||
Raymond James Financial Inc., 4.65%, 04/01/30 (Call 01/01/30) |
120 | 117,844 | ||||||
Stifel Financial Corp. |
||||||||
4.00%, 05/15/30 (Call 02/15/30) |
85 | 77,042 | ||||||
4.25%, 07/18/24 |
243 | 242,106 | ||||||
Synchrony Financial |
||||||||
2.88%, 10/28/31 (Call 07/28/31) |
160 | 123,421 | ||||||
3.70%, 08/04/26 (Call 05/04/26) |
139 | 130,218 | ||||||
3.95%, 12/01/27 (Call 09/01/27) |
230 | 209,199 | ||||||
4.25%, 08/15/24 (Call 05/15/24) |
385 | 380,499 | ||||||
4.38%, 03/19/24 (Call 02/19/24) |
123 | 122,531 | ||||||
4.50%, 07/23/25 (Call 04/23/25) |
85 | 83,105 | ||||||
4.88%, 06/13/25 (Call 05/13/25) |
50 | 49,271 | ||||||
5.15%, 03/19/29 (Call 12/19/28)(a) |
95 | 90,414 | ||||||
Visa Inc. |
||||||||
0.75%, 08/15/27 (Call 06/15/27) |
105 | 91,029 | ||||||
1.10%, 02/15/31 (Call 11/15/30) |
265 | 211,796 |
52 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
1.90%, 04/15/27 (Call 02/15/27) |
$ | 190 | $ | 175,376 | ||||
2.05%, 04/15/30 (Call 01/15/30) |
259 | 227,091 | ||||||
2.75%, 09/15/27 (Call 06/15/27) |
256 | 243,948 | ||||||
3.15%, 12/14/25 (Call 09/14/25) |
824 | 806,548 | ||||||
Western Union Co. (The) |
||||||||
1.35%, 03/15/26 (Call 02/15/26) |
140 | 123,970 | ||||||
2.75%, 03/15/31 (Call 12/15/30) |
90 | 71,854 | ||||||
2.85%, 01/10/25 (Call 12/10/24) |
140 | 134,385 | ||||||
|
|
|||||||
35,951,811 | ||||||||
Electric — 1.7% | ||||||||
AEP Texas Inc. |
||||||||
3.95%, 06/01/28 (Call 03/01/28)(a) |
100 | 96,343 | ||||||
4.70%, 05/15/32 (Call 02/15/32) |
50 | 48,598 | ||||||
Series I, 2.10%, 07/01/30 (Call 04/01/30) |
172 | 142,105 | ||||||
AEP Transmission Co. LLC, 3.10%, 12/01/26 (Call 09/01/26) |
25 | 23,968 | ||||||
AES Corp. (The) |
||||||||
1.38%, 01/15/26 (Call 12/15/25) |
150 | 133,243 | ||||||
2.45%, 01/15/31 (Call 10/15/30) |
185 | 152,793 | ||||||
Alabama Power Co. |
||||||||
3.05%, 03/15/32 (Call 12/15/31)(a) |
15 | 13,670 | ||||||
3.75%, 09/01/27 |
70 | 68,692 | ||||||
3.94%, 09/01/32 |
70 | 67,612 | ||||||
Series 13-A, 3.55%, 12/01/23 |
40 | 39,783 | ||||||
Series 20-A, 1.45%, 09/15/30 (Call 06/15/30) |
260 | 211,572 | ||||||
Ameren Corp. |
||||||||
1.75%, 03/15/28 (Call 01/15/28) |
45 | 38,602 | ||||||
1.95%, 03/15/27 (Call 02/15/27) |
90 | 80,485 | ||||||
2.50%, 09/15/24 (Call 08/15/24) |
83 | 80,024 | ||||||
3.65%, 02/15/26 (Call 11/15/25) |
195 | 189,764 | ||||||
Ameren Illinois Co. |
||||||||
1.55%, 11/15/30 (Call 08/15/30) |
25 | 20,390 | ||||||
3.25%, 03/01/25 (Call 12/01/24) |
51 | 50,083 | ||||||
3.80%, 05/15/28 (Call 02/15/28) |
15 | 14,635 | ||||||
3.85%, 09/01/32 |
100 | 96,163 | ||||||
American Electric Power Co. Inc. |
||||||||
2.03%, 03/15/24 |
80 | 77,481 | ||||||
2.30%, 03/01/30 (Call 12/01/29) |
173 | 145,292 | ||||||
3.20%, 11/13/27 (Call 08/13/27) |
25 | 23,525 | ||||||
3.88%, 02/15/62 (Call 11/15/26)(b) |
150 | 127,660 | ||||||
Series J, 4.30%, 12/01/28 (Call 09/01/28) |
234 | 227,235 | ||||||
Series M, 0.75%, 11/01/23 (Call 10/03/22) |
72 | 69,299 | ||||||
Appalachian Power Co., 4.50%, 08/01/32 (Call 05/01/32) |
300 | 289,158 | ||||||
Arizona Public Service Co. |
||||||||
2.20%, 12/15/31 (Call 09/15/31) |
160 | 128,075 | ||||||
2.60%, 08/15/29 (Call 05/15/29) |
35 | 30,221 | ||||||
2.95%, 09/15/27 (Call 06/15/27) |
65 | 59,997 | ||||||
3.15%, 05/15/25 (Call 02/15/25)(a) |
40 | 38,774 | ||||||
Atlantic City Electric Co. |
||||||||
2.30%, 03/15/31 (Call 12/15/30) |
40 | 34,607 | ||||||
4.00%, 10/15/28 (Call 07/15/28) |
90 | 88,038 | ||||||
Avangrid Inc. |
||||||||
3.15%, 12/01/24 (Call 10/01/24) |
203 | 197,375 | ||||||
3.20%, 04/15/25 (Call 03/15/25) |
20 | 19,364 | ||||||
3.80%, 06/01/29 (Call 03/01/29) |
226 | 211,238 | ||||||
Baltimore Gas & Electric Co., 2.25%, 06/15/31 (Call 03/15/31) |
235 | 199,308 | ||||||
Berkshire Hathaway Energy Co. |
||||||||
1.65%, 05/15/31 (Call 02/15/31) |
270 | 216,413 | ||||||
3.25%, 04/15/28 (Call 01/15/28) |
105 | 99,224 |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
3.50%, 02/01/25 (Call 11/01/24) |
$ | 165 | $ | 163,465 | ||||
3.70%, 07/15/30 (Call 04/15/30) |
25 | 23,808 | ||||||
3.75%, 11/15/23 (Call 08/15/23) |
51 | 51,010 | ||||||
4.05%, 04/15/25 (Call 03/15/25) |
48 | 48,059 | ||||||
Black Hills Corp. |
||||||||
2.50%, 06/15/30 (Call 03/15/30) |
130 | 107,635 | ||||||
3.05%, 10/15/29 (Call 07/15/29) |
72 | 62,875 | ||||||
3.15%, 01/15/27 (Call 07/15/26) |
5 | 4,723 | ||||||
3.95%, 01/15/26 (Call 07/15/25) |
25 | 24,495 | ||||||
4.25%, 11/30/23 (Call 08/30/23) |
200 | 200,168 | ||||||
CenterPoint Energy Houston Electric LLC |
||||||||
Series AA, 3.00%, 02/01/27 (Call 11/01/26) |
105 | 100,405 | ||||||
Series AE, 2.35%, 04/01/31 (Call 01/01/31) |
5 | 4,329 | ||||||
Series Z, 2.40%, 09/01/26 (Call 06/01/26) |
20 | 18,698 | ||||||
CenterPoint Energy Inc. |
||||||||
1.45%, 06/01/26 (Call 05/01/26) |
80 | 72,112 | ||||||
2.50%, 09/01/24 (Call 08/01/24) |
116 | 112,053 | ||||||
2.65%, 06/01/31 (Call 03/01/31) |
95 | 81,145 | ||||||
2.95%, 03/01/30 (Call 12/01/29) |
45 | 40,067 | ||||||
Cleco Corporate Holdings LLC, 3.74%, 05/01/26 (Call 02/01/26) |
160 | 153,477 | ||||||
CMS Energy Corp. |
||||||||
3.00%, 05/15/26 (Call 02/15/26) |
55 | 52,242 | ||||||
3.45%, 08/15/27 (Call 05/15/27) |
55 | 52,249 | ||||||
4.75%, 06/01/50 (Call 03/01/30)(b) |
100 | 92,083 | ||||||
Commonwealth Edison Co. |
||||||||
2.20%, 03/01/30 (Call 12/01/29) |
25 | 21,825 | ||||||
2.55%, 06/15/26 (Call 03/15/26) |
80 | 75,921 | ||||||
3.15%, 03/15/32 (Call 12/15/31)(a) |
75 | 68,570 | ||||||
3.70%, 08/15/28 (Call 05/15/28) |
185 | 179,535 | ||||||
Series 122, 2.95%, 08/15/27 (Call 05/15/27) |
175 | 166,099 | ||||||
Connecticut Light & Power Co. (The) |
||||||||
Series A, 2.05%, 07/01/31 (Call 04/01/31) |
100 | 84,343 | ||||||
Series A, 3.20%, 03/15/27 (Call 12/15/26) |
20 | 19,301 | ||||||
Consolidated Edison Co. of New York Inc. |
||||||||
2.40%, 06/15/31 (Call 03/15/31) |
120 | 102,547 | ||||||
3.80%, 05/15/28 (Call 02/15/28) |
175 | 170,408 | ||||||
Series 20A, 3.35%, 04/01/30 (Call 01/01/30) |
105 | 98,040 | ||||||
Series B, 3.13%, 11/15/27 (Call 08/15/27) |
70 | 66,525 | ||||||
Series D, 4.00%, 12/01/28 (Call 09/01/28) |
76 | 74,745 | ||||||
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 10/03/22) |
95 | 91,183 | ||||||
Constellation Energy Generation LLC, 3.25%, 06/01/25 (Call 05/01/25) |
85 | 82,477 | ||||||
Consumers Energy Co. |
||||||||
3.60%, 08/15/32 |
65 | 61,819 | ||||||
3.80%, 11/15/28 (Call 08/15/28) |
148 | 143,678 | ||||||
Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23) |
95 | 94,778 | ||||||
Dominion Energy Inc. |
||||||||
3.07%, 08/15/24(c) |
15 | 14,556 | ||||||
3.90%, 10/01/25 (Call 07/01/25) |
209 | 206,513 | ||||||
4.25%, 06/01/28 (Call 03/01/28) |
114 | 112,040 | ||||||
4.35%, 08/15/32 |
300 | 289,527 | ||||||
Series A, 1.45%, 04/15/26 (Call 03/15/26) |
30 | 27,286 | ||||||
Series A, 3.30%, 03/15/25 (Call 02/15/25) |
5 | 4,885 | ||||||
Series C, 2.25%, 08/15/31 (Call 05/15/31) |
70 | 58,038 | ||||||
Series C, 3.38%, 04/01/30 (Call 01/01/30) |
320 | 291,510 | ||||||
Series D, 2.85%, 08/15/26 (Call 05/15/26) |
229 | 216,261 |
S C H E D U L E O F I N V E S T M E N T S |
53 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
Dominion Energy South Carolina Inc. |
||||||||
6.63%, 02/01/32 |
$ | 25 | $ | 28,706 | ||||
Series A, 2.30%, 12/01/31 (Call 09/01/31) |
65 | 54,923 | ||||||
DTE Electric Co. |
||||||||
2.25%, 03/01/30 (Call 12/01/29) |
100 | 86,986 | ||||||
Series A, 1.90%, 04/01/28 (Call 02/01/28) |
210 | 186,295 | ||||||
Series A, 3.00%, 03/01/32 (Call 12/01/31) |
70 | 63,275 | ||||||
DTE Energy Co. |
||||||||
2.85%, 10/01/26 (Call 07/01/26) |
205 | 192,589 | ||||||
2.95%, 03/01/30 (Call 12/01/29) |
60 | 52,886 | ||||||
4.22%, 11/01/24 |
150 | 149,433 | ||||||
Series C, 3.40%, 06/15/29 (Call 03/15/29) |
104 | 95,198 | ||||||
Series F, 1.05%, 06/01/25 (Call 05/01/25) |
295 | 270,332 | ||||||
Duke Energy Carolinas LLC |
||||||||
2.45%, 08/15/29 (Call 05/15/29) |
220 | 196,119 | ||||||
2.45%, 02/01/30 (Call 11/01/29)(a) |
210 | 185,995 | ||||||
2.55%, 04/15/31 (Call 01/15/31) |
105 | 91,839 | ||||||
2.85%, 03/15/32 (Call 12/15/31) |
110 | 97,558 | ||||||
2.95%, 12/01/26 (Call 09/01/26) |
55 | 52,893 | ||||||
3.95%, 11/15/28 (Call 08/15/28) |
125 | 122,826 | ||||||
Series A, 6.00%, 12/01/28 |
30 | 32,150 | ||||||
Duke Energy Corp. |
||||||||
0.90%, 09/15/25 (Call 08/15/25) |
177 | 160,649 | ||||||
2.45%, 06/01/30 (Call 03/01/30) |
220 | 186,003 | ||||||
2.55%, 06/15/31 (Call 03/15/31) |
275 | 229,559 | ||||||
2.65%, 09/01/26 (Call 06/01/26) |
285 | 266,640 | ||||||
3.15%, 08/15/27 (Call 05/15/27) |
175 | 165,006 | ||||||
3.40%, 06/15/29 (Call 03/15/29) |
180 | 166,136 | ||||||
3.75%, 04/15/24 (Call 01/15/24) |
230 | 229,096 | ||||||
3.95%, 10/15/23 (Call 07/15/23) |
40 | 40,004 | ||||||
4.30%, 03/15/28 |
135 | 132,297 | ||||||
4.50%, 08/15/32 |
150 | 144,582 | ||||||
Duke Energy Florida LLC |
||||||||
1.75%, 06/15/30 (Call 03/15/30) |
65 | 54,014 | ||||||
2.40%, 12/15/31 (Call 09/15/31) |
190 | 161,770 | ||||||
2.50%, 12/01/29 (Call 09/01/29) |
115 | 102,283 | ||||||
3.80%, 07/15/28 (Call 04/15/28) |
210 | 205,569 | ||||||
Duke Energy Florida Project Finance LLC, Series 2026, 2.54%, 09/01/31 |
0 | 49 | ||||||
Duke Energy Ohio Inc. |
||||||||
2.13%, 06/01/30 (Call 03/01/30) |
200 | 169,004 | ||||||
3.65%, 02/01/29 (Call 11/01/28) |
50 | 47,700 | ||||||
Duke Energy Progress LLC |
||||||||
2.00%, 08/15/31 (Call 05/15/31) |
120 | 99,607 | ||||||
3.40%, 04/01/32 (Call 01/01/32) |
90 | 83,547 | ||||||
3.45%, 03/15/29 (Call 12/15/28) |
106 | 100,983 | ||||||
3.70%, 09/01/28 (Call 06/01/28) |
130 | 126,863 | ||||||
Edison International |
||||||||
3.55%, 11/15/24 (Call 10/15/24) |
177 | 173,117 | ||||||
4.13%, 03/15/28 (Call 12/15/27) |
147 | 138,271 | ||||||
4.70%, 08/15/25 |
70 | 69,407 | ||||||
4.95%, 04/15/25 (Call 03/15/25) |
65 | 65,040 | ||||||
5.75%, 06/15/27 (Call 04/15/27) |
117 | 118,625 | ||||||
Emera U.S. Finance LP |
||||||||
2.64%, 06/15/31 (Call 03/15/31) |
140 | 115,613 | ||||||
3.55%, 06/15/26 (Call 03/15/26) |
135 | 129,159 | ||||||
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) |
80 | 78,546 | ||||||
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28) |
180 | 176,834 | ||||||
Entergy Arkansas LLC |
||||||||
3.50%, 04/01/26 (Call 01/01/26) |
140 | 137,257 |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
3.70%, 06/01/24 (Call 03/01/24) |
$ | 162 | $ | 161,427 | ||||
4.00%, 06/01/28 (Call 03/01/28) |
10 | 9,757 | ||||||
Entergy Corp. |
||||||||
0.90%, 09/15/25 (Call 08/15/25) |
20 | 17,965 | ||||||
1.90%, 06/15/28 (Call 04/15/28) |
10 | 8,627 | ||||||
2.40%, 06/15/31 (Call 03/05/31) |
185 | 150,296 | ||||||
2.80%, 06/15/30 (Call 03/15/30) |
190 | 162,501 | ||||||
2.95%, 09/01/26 (Call 06/01/26) |
212 | 199,452 | ||||||
Entergy Louisiana LLC |
||||||||
0.62%, 11/17/23 (Call 10/03/22) |
127 | 122,664 | ||||||
1.60%, 12/15/30 (Call 09/15/30) |
160 | 127,421 | ||||||
2.40%, 10/01/26 (Call 07/01/26) |
50 | 46,256 | ||||||
3.05%, 06/01/31 (Call 03/01/31) |
20 | 17,862 | ||||||
3.12%, 09/01/27 (Call 06/01/27) |
30 | 28,358 | ||||||
3.25%, 04/01/28 (Call 01/01/28) |
100 | 93,450 | ||||||
Entergy Mississippi LLC, 2.85%, 06/01/28 (Call 03/01/28) |
125 | 114,018 | ||||||
Entergy Texas Inc. |
||||||||
1.75%, 03/15/31 (Call 12/15/30) |
70 | 56,242 | ||||||
4.00%, 03/30/29 (Call 12/30/28) |
198 | 192,125 | ||||||
Evergy Inc. |
||||||||
2.45%, 09/15/24 (Call 08/15/24) |
109 | 105,063 | ||||||
2.90%, 09/15/29 (Call 06/15/29) |
155 | 135,819 | ||||||
Evergy Kansas Central Inc. |
||||||||
2.55%, 07/01/26 (Call 04/01/26) |
75 | 70,543 | ||||||
3.10%, 04/01/27 (Call 01/01/27) |
160 | 151,878 | ||||||
Evergy Metro Inc. |
||||||||
3.65%, 08/15/25 (Call 05/15/25) |
185 | 182,136 | ||||||
Series 2020, 2.25%, 06/01/30 (Call 03/01/30) |
15 | 12,810 | ||||||
Eversource Energy |
||||||||
2.90%, 03/01/27 (Call 02/01/27) |
80 | 75,062 | ||||||
3.38%, 03/01/32 (Call 12/01/31) |
80 | 71,977 | ||||||
4.20%, 06/27/24 |
70 | 70,005 | ||||||
4.60%, 07/01/27 (Call 06/01/27) |
60 | 60,131 | ||||||
Series H, 3.15%, 01/15/25 (Call 10/15/24) |
75 | 72,800 | ||||||
Series L, 2.90%, 10/01/24 (Call 08/01/24) |
165 | 160,502 | ||||||
Series M, 3.30%, 01/15/28 (Call 10/15/27) |
180 | 169,646 | ||||||
Series N, 3.80%, 12/01/23 (Call 11/01/23) |
177 | 176,219 | ||||||
Series O, 4.25%, 04/01/29 (Call 01/01/29) |
65 | 63,343 | ||||||
Series Q, 0.80%, 08/15/25 (Call 07/15/25) |
200 | 180,742 | ||||||
Series R, 1.65%, 08/15/30 (Call 05/15/30) |
244 | 195,285 | ||||||
Series U, 1.40%, 08/15/26 (Call 07/15/26) |
165 | 146,807 | ||||||
Exelon Corp. |
||||||||
2.75%, 03/15/27 (Call 02/15/27)(d) |
60 | 56,155 | ||||||
3.35%, 03/15/32 (Call 12/15/31)(d) |
10 | 8,977 | ||||||
3.40%, 04/15/26 (Call 01/15/26) |
292 | 282,869 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
247 | 245,059 | ||||||
4.05%, 04/15/30 (Call 01/15/30) |
184 | 176,833 | ||||||
Florida Power & Light Co. |
||||||||
2.45%, 02/03/32 (Call 11/03/31) |
250 | 217,240 | ||||||
2.85%, 04/01/25 (Call 03/01/25) |
410 | 400,980 | ||||||
3.13%, 12/01/25 (Call 06/01/25) |
70 | 69,021 | ||||||
3.25%, 06/01/24 (Call 12/01/23) |
280 | 277,903 | ||||||
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) |
255 | 238,718 | ||||||
Georgia Power Co. |
||||||||
3.25%, 03/30/27 (Call 12/30/26) |
125 | 117,929 | ||||||
4.70%, 05/15/32 (Call 02/15/32) |
110 | 109,426 | ||||||
Series A, 2.20%, 09/15/24 (Call 08/15/24) |
105 | 101,500 | ||||||
Series B, 2.65%, 09/15/29 (Call 06/15/29) |
159 | 139,007 | ||||||
Gulf Power Co., Series A, 3.30%, 05/30/27 (Call 02/28/27) |
150 | 144,370 | ||||||
Iberdrola International BV, 5.81%, 03/15/25 |
10 | 10,421 |
54 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
Interstate Power & Light Co. |
||||||||
2.30%, 06/01/30 (Call 03/01/30) |
$ | 25 | $ | 21,171 | ||||
3.25%, 12/01/24 (Call 09/01/24) |
175 | 171,684 | ||||||
3.60%, 04/01/29 (Call 01/01/29) |
10 | 9,421 | ||||||
4.10%, 09/26/28 (Call 06/26/28) |
125 | 123,442 | ||||||
IPALCO Enterprises Inc. |
||||||||
3.70%, 09/01/24 (Call 07/01/24) |
80 | 78,110 | ||||||
4.25%, 05/01/30 (Call 02/01/30) |
97 | 89,503 | ||||||
ITC Holdings Corp. |
||||||||
3.25%, 06/30/26 (Call 03/30/26) |
75 | 71,477 | ||||||
3.35%, 11/15/27 (Call 08/15/27) |
175 | 165,786 | ||||||
3.65%, 06/15/24 (Call 03/15/24) |
10 | 9,856 | ||||||
Louisville Gas & Electric Co., Series 25, 3.30%, 10/01/25 (Call 07/01/25) |
50 | 48,811 | ||||||
MidAmerican Energy Co. |
||||||||
3.10%, 05/01/27 (Call 02/01/27) |
8 | 7,679 | ||||||
3.50%, 10/15/24 (Call 07/15/24) |
134 | 133,333 | ||||||
3.65%, 04/15/29 (Call 01/15/29)(a) |
219 | 211,823 | ||||||
6.75%, 12/30/31 |
15 | 17,464 | ||||||
Mississippi Power Co., 3.95%, 03/30/28 (Call 12/30/27) |
35 | 33,642 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
0.35%, 02/08/24 |
30 | 28,561 | ||||||
1.00%, 06/15/26 (Call 05/15/26) |
20 | 17,911 | ||||||
1.35%, 03/15/31 (Call 12/15/30) |
140 | 107,775 | ||||||
1.65%, 06/15/31 (Call 03/15/31) |
140 | 111,066 | ||||||
1.88%, 02/07/25 |
120 | 114,318 | ||||||
2.40%, 03/15/30 (Call 12/15/29) |
95 | 82,843 | ||||||
2.85%, 01/27/25 (Call 10/27/24) |
82 | 79,781 | ||||||
2.95%, 02/07/24 (Call 12/07/23) |
40 | 39,573 | ||||||
3.05%, 04/25/27 (Call 01/25/27) |
88 | 84,229 | ||||||
3.25%, 11/01/25 (Call 08/01/25) |
220 | 214,425 | ||||||
3.40%, 11/15/23 (Call 08/15/23) |
60 | 59,732 | ||||||
3.40%, 02/07/28 (Call 11/07/27) |
10 | 9,601 | ||||||
3.45%, 06/15/25 |
45 | 44,234 | ||||||
3.70%, 03/15/29 (Call 12/15/28) |
195 | 185,390 | ||||||
4.15%, 12/15/32 |
300 | 291,495 | ||||||
Series D, 1.00%, 10/18/24 |
55 | 51,710 | ||||||
Nevada Power Co. |
||||||||
Series CC, 3.70%, 05/01/29 (Call 02/01/29) |
114 | 109,332 | ||||||
Series DD, 2.40%, 05/01/30 (Call 02/01/30) |
267 | 231,983 | ||||||
NextEra Energy Capital Holdings Inc. |
||||||||
1.88%, 01/15/27 (Call 12/15/26) |
245 | 219,861 | ||||||
1.90%, 06/15/28 (Call 04/15/28) |
250 | 216,487 | ||||||
2.25%, 06/01/30 (Call 03/01/30) |
466 | 393,467 | ||||||
2.44%, 01/15/32 (Call 10/15/31) |
135 | 112,552 | ||||||
2.75%, 11/01/29 (Call 08/01/29) |
224 | 199,456 | ||||||
3.50%, 04/01/29 (Call 01/01/29) |
145 | 135,681 | ||||||
3.55%, 05/01/27 (Call 02/01/27) |
401 | 385,758 | ||||||
4.20%, 06/20/24 |
120 | 120,108 | ||||||
4.26%, 09/01/24 |
100 | 100,095 | ||||||
4.45%, 06/20/25 |
120 | 120,598 | ||||||
4.63%, 07/15/27 (Call 06/15/27) |
250 | 251,180 | ||||||
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)(b) |
160 | 133,635 | ||||||
5.00%, 07/15/32 (Call 04/15/32) |
180 | 183,334 | ||||||
Northern States Power Co./MN, 2.25%, 04/01/31 (Call 10/01/30) |
190 | 164,833 | ||||||
NSTAR Electric Co. |
||||||||
1.95%, 08/15/31 (Call 05/15/31) |
30 | 25,016 | ||||||
3.20%, 05/15/27 (Call 02/15/27) |
215 | 207,365 |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
3.25%, 05/15/29 (Call 02/15/29) |
$ | 170 | $ | 160,312 | ||||
Ohio Power Co. |
||||||||
Series P, 2.60%, 04/01/30 (Call 01/01/30) |
55 | 48,094 | ||||||
Series Q, 1.63%, 01/15/31 (Call 10/15/30) |
115 | 92,102 | ||||||
Oklahoma Gas & Electric Co. |
||||||||
3.25%, 04/01/30 (Call 10/01/29) |
100 | 91,123 | ||||||
3.30%, 03/15/30 (Call 09/15/29) |
20 | 18,332 | ||||||
3.80%, 08/15/28 (Call 02/15/28) |
125 | 120,532 | ||||||
Oncor Electric Delivery Co. LLC |
||||||||
0.55%, 10/01/25 (Call 09/01/25) |
235 | 211,150 | ||||||
2.75%, 06/01/24 (Call 05/01/24) |
158 | 154,799 | ||||||
2.75%, 05/15/30 (Call 02/15/30)(a) |
145 | 131,727 | ||||||
2.95%, 04/01/25 (Call 01/01/25) |
70 | 68,057 | ||||||
3.70%, 11/15/28 (Call 08/15/28) |
75 | 72,637 | ||||||
4.15%, 06/01/32 (Call 03/01/32)(d) |
85 | 85,030 | ||||||
5.75%, 03/15/29 (Call 12/15/28) |
25 | 26,901 | ||||||
7.00%, 05/01/32 |
5 | 5,989 | ||||||
Pacific Gas and Electric Co. |
||||||||
2.10%, 08/01/27 (Call 06/01/27) |
227 | 191,926 | ||||||
2.50%, 02/01/31 (Call 11/01/30) |
293 | 224,069 | ||||||
2.95%, 03/01/26 (Call 12/01/25) |
15 | 13,625 | ||||||
3.00%, 06/15/28 (Call 04/15/28)(a) |
145 | 124,162 | ||||||
3.15%, 01/01/26 |
413 | 380,827 | ||||||
3.25%, 02/16/24 (Call 02/16/23) |
5 | 4,890 | ||||||
3.25%, 06/01/31 (Call 03/01/31) |
285 | 229,701 | ||||||
3.30%, 03/15/27 (Call 12/15/26) |
35 | 31,302 | ||||||
3.30%, 12/01/27 (Call 09/01/27) |
135 | 119,007 | ||||||
3.45%, 07/01/25 |
35 | 33,310 | ||||||
3.50%, 06/15/25 (Call 03/15/25) |
110 | 104,162 | ||||||
3.75%, 07/01/28 |
105 | 92,996 | ||||||
3.85%, 11/15/23 (Call 08/15/23) |
35 | 34,559 | ||||||
4.20%, 03/01/29 (Call 01/01/29)(a) |
65 | 58,198 | ||||||
4.40%, 03/01/32 (Call 12/01/31) |
25 | 21,911 | ||||||
4.55%, 07/01/30 (Call 01/01/30) |
560 | 498,450 | ||||||
4.95%, 06/08/25 |
200 | 198,826 | ||||||
5.45%, 06/15/27 (Call 05/15/27) |
250 | 245,580 | ||||||
5.90%, 06/15/32 (Call 03/15/32) |
200 | 193,258 | ||||||
PacifiCorp |
||||||||
2.70%, 09/15/30 (Call 06/15/30) |
5 | 4,401 | ||||||
3.50%, 06/15/29 (Call 03/15/29)(a) |
60 | 56,737 | ||||||
PECO Energy Co., 3.15%, 10/15/25 (Call 07/15/25) |
5 | 4,869 | ||||||
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25) |
10 | 9,113 | ||||||
Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23)(a) |
190 | 188,940 | ||||||
PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26) |
192 | 182,137 | ||||||
Progress Energy Inc. |
||||||||
7.00%, 10/30/31 |
5 | 5,561 | ||||||
7.75%, 03/01/31 |
5 | 5,781 | ||||||
Public Service Co. of Colorado |
||||||||
1.88%, 06/15/31 (Call 12/15/30) |
5 | 4,166 | ||||||
3.70%, 06/15/28 (Call 12/15/27) |
137 | 133,267 | ||||||
4.10%, 06/01/32 (Call 03/01/32) |
50 | 49,206 | ||||||
Series 35, 1.90%, 01/15/31 (Call 07/15/30) |
85 | 71,375 | ||||||
Public Service Co. of New Hampshire 3.50%, 11/01/23 (Call 08/01/23) |
125 | 124,605 | ||||||
Series V, 2.20%, 06/15/31 (Call 03/15/31) |
20 | 16,950 | ||||||
Public Service Co. of Oklahoma, Series J, 2.20%, 08/15/31 (Call 05/15/31) |
100 | 82,697 | ||||||
Public Service Electric & Gas Co. |
||||||||
0.95%, 03/15/26 (Call 02/15/26) |
80 | 72,062 |
S C H E D U L E O F I N V E S T M E N T S |
55 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
1.90%, 08/15/31 (Call 05/15/31) |
$ | 270 | $ | 225,318 | ||||
2.25%, 09/15/26 (Call 06/15/26) |
211 | 197,019 | ||||||
2.45%, 01/15/30 (Call 10/15/29) |
15 | 13,358 | ||||||
3.00%, 05/15/27 (Call 02/15/27) |
110 | 105,406 | ||||||
3.20%, 05/15/29 (Call 02/15/29) |
35 | 33,070 | ||||||
3.25%, 09/01/23 (Call 08/01/23) |
166 | 165,167 | ||||||
3.65%, 09/01/28 (Call 06/01/28)(a) |
105 | 101,598 | ||||||
3.70%, 05/01/28 (Call 02/01/28) |
152 | 148,510 | ||||||
Public Service Enterprise Group Inc. |
||||||||
0.80%, 08/15/25 (Call 07/15/25) |
175 | 158,002 | ||||||
0.84%, 11/08/23 (Call 10/03/22) |
115 | 110,476 | ||||||
1.60%, 08/15/30 (Call 05/15/30) |
125 | 99,839 | ||||||
2.88%, 06/15/24 (Call 05/15/24) |
180 | 175,912 | ||||||
Puget Energy Inc. |
||||||||
2.38%, 06/15/28 (Call 04/15/28) |
112 | 97,590 | ||||||
3.65%, 05/15/25 (Call 02/15/25) |
100 | 96,733 | ||||||
4.10%, 06/15/30 (Call 03/15/30) |
115 | 106,390 | ||||||
4.22%, 03/15/32 (Call 12/15/31) |
90 | 83,189 | ||||||
San Diego Gas & Electric Co. |
||||||||
2.50%, 05/15/26 (Call 02/15/26) |
10 | 9,436 | ||||||
Series VVV, 1.70%, 10/01/30 (Call 07/01/30) |
270 | 222,169 | ||||||
Series XXX, 3.00%, 03/15/32 (Call 12/15/31) |
10 | 8,915 | ||||||
Sempra Energy |
||||||||
3.25%, 06/15/27 (Call 03/15/27) |
258 | 244,112 | ||||||
3.30%, 04/01/25 (Call 03/01/25) |
55 | 53,512 | ||||||
3.40%, 02/01/28 (Call 11/01/27) |
254 | 240,574 | ||||||
3.70%, 04/01/29 (Call 02/01/29) |
195 | 182,528 | ||||||
Sierra
Pacific Power Co., |
168 | 159,091 | ||||||
Southern California Edison Co. |
||||||||
1.10%, 04/01/24 (Call 04/01/23) |
115 | 109,446 | ||||||
2.25%, 06/01/30 (Call 03/01/30) |
130 | 108,835 | ||||||
2.75%, 02/01/32 (Call 11/01/31)(a) |
5 | 4,240 | ||||||
2.85%, 08/01/29 (Call 05/01/29) |
119 | 105,064 | ||||||
6.65%, 04/01/29 |
83 | 86,910 | ||||||
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26) |
20 | 18,035 | ||||||
Series A, 4.20%, 03/01/29 (Call 12/01/28) |
60 | 58,111 | ||||||
Series B, 3.65%, 03/01/28 (Call 12/01/27) |
53 | 50,457 | ||||||
Series C, 3.50%, 10/01/23 (Call 07/01/23) |
80 | 79,623 | ||||||
Series C, 4.20%, 06/01/25 |
120 | 119,743 | ||||||
Series D, 4.70%, 06/01/27 (Call 05/01/27) |
120 | 119,982 | ||||||
Series E, 3.70%, 08/01/25 (Call 06/01/25) |
175 | 172,450 | ||||||
Series G, 2.50%, 06/01/31 (Call 03/01/31) |
160 | 134,296 | ||||||
Series K, 0.98%, 08/01/24(a) |
5 | 4,712 | ||||||
Southern Co. (The) |
||||||||
3.25%, 07/01/26 (Call 04/01/26) |
335 | 320,317 | ||||||
5.11%, 08/01/27 |
295 | 295,086 | ||||||
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24) |
25 | 23,738 | ||||||
Series 21-B, 1.75%, 03/15/28 (Call 01/15/28) |
50 | 42,790 | ||||||
Series A, 3.70%, 04/30/30 (Call 01/30/30) |
124 | 115,745 | ||||||
Southern Power Co. |
||||||||
0.90%, 01/15/26 (Call 12/15/25) |
165 | 147,573 | ||||||
4.15%, 12/01/25 (Call 09/01/25) |
185 | 183,766 | ||||||
Southwestern Electric Power Co. |
||||||||
Series K, 2.75%, 10/01/26 (Call 07/01/26) |
20 | 18,641 | ||||||
Series M, 4.10%, 09/15/28 (Call 06/15/28) |
150 | 145,138 | ||||||
Series N, 1.65%, 03/15/26 (Call 02/15/26) |
40 | 36,264 | ||||||
Southwestern Public Service Co., 3.30%, 06/15/24 (Call 12/15/23) |
10 | 9,863 |
Security |
Par (000) |
Value | ||||||
Electric (continued) | ||||||||
Tampa Electric Co. |
||||||||
2.40%, 03/15/31 (Call 12/15/30) |
$ | 50 | $ | 42,992 | ||||
3.88%, 07/12/24 |
125 | 124,939 | ||||||
Tucson Electric Power Co. |
||||||||
1.50%, 08/01/30 (Call 05/01/30)(a) |
15 | 11,941 | ||||||
3.05%, 03/15/25 (Call 12/15/24) |
117 | 113,543 | ||||||
Union Electric Co. |
||||||||
2.15%, 03/15/32 (Call 12/15/31) |
25 | 20,605 | ||||||
2.95%, 06/15/27 (Call 03/15/27) |
135 | 128,110 | ||||||
2.95%, 03/15/30 (Call 12/15/29) |
91 | 82,742 | ||||||
3.50%, 04/15/24 (Call 01/15/24) |
120 | 119,471 | ||||||
3.50%, 03/15/29 (Call 12/15/28) |
118 | 112,653 | ||||||
Virginia Electric & Power Co. |
||||||||
2.30%, 11/15/31 (Call 08/15/31) |
100 | 85,318 | ||||||
2.40%, 03/30/32 (Call 12/30/31) |
20 | 17,113 | ||||||
3.45%, 02/15/24 (Call 11/15/23) |
190 | 188,748 | ||||||
Series A, 2.88%, 07/15/29 (Call 04/15/29) |
205 | 187,376 | ||||||
Series A, 3.10%, 05/15/25 (Call 02/15/25) |
245 | 238,591 | ||||||
Series A, 3.15%, 01/15/26 (Call 10/15/25) |
145 | 140,741 | ||||||
Series A, 3.50%, 03/15/27 (Call 12/15/26) |
120 | 116,675 | ||||||
Series A, 3.80%, 04/01/28 (Call 01/01/28) |
220 | 215,076 | ||||||
Series B, 2.95%, 11/15/26 (Call 08/15/26) |
230 | 219,779 | ||||||
Series B, 3.75%, 05/15/27 (Call 04/15/27) |
60 | 58,888 | ||||||
WEC Energy Group Inc. |
||||||||
0.55%, 09/15/23 |
40 | 38,632 | ||||||
0.80%, 03/15/24 (Call 02/15/24) |
40 | 38,116 | ||||||
1.38%, 10/15/27 (Call 08/15/27) |
40 | 34,523 | ||||||
1.80%, 10/15/30 (Call 07/15/30)(a) |
65 | 52,528 | ||||||
2.20%, 12/15/28 (Call 10/15/28) |
105 | 91,096 | ||||||
Wisconsin Electric Power Co. |
||||||||
1.70%, 06/15/28 (Call 04/15/28) |
100 | 87,166 | ||||||
2.05%, 12/15/24 (Call 11/15/24) |
156 | 149,822 | ||||||
Wisconsin Power & Light Co., 3.95%, 09/01/32 |
250 | 238,905 | ||||||
Wisconsin Power and Light Co. |
||||||||
1.95%, 09/16/31 (Call 06/16/31) |
190 | 155,213 | ||||||
3.05%, 10/15/27 (Call 07/15/27) |
155 | 147,411 | ||||||
Xcel Energy Inc. |
||||||||
0.50%, 10/15/23 (Call 09/15/23) |
30 | 28,914 | ||||||
1.75%, 03/15/27 (Call 02/15/27) |
160 | 143,219 | ||||||
2.35%, 11/15/31 (Call 05/15/31) |
220 | 181,353 | ||||||
2.60%, 12/01/29 (Call 06/01/29) |
180 | 157,612 | ||||||
3.30%, 06/01/25 (Call 12/01/24) |
60 | 58,528 | ||||||
3.35%, 12/01/26 (Call 06/01/26) |
67 | 64,378 | ||||||
4.00%, 06/15/28 (Call 12/15/27) |
10 | 9,801 | ||||||
4.60%, 06/01/32 (Call 12/01/31) |
100 | 99,188 | ||||||
|
|
|||||||
41,053,590 | ||||||||
Electrical Components & Equipment — 0.0% | ||||||||
Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30) |
10 | 7,948 | ||||||
Emerson Electric Co. |
||||||||
0.88%, 10/15/26 (Call 09/15/26) |
140 | 124,753 | ||||||
1.80%, 10/15/27 (Call 08/15/27) |
20 | 17,977 | ||||||
1.95%, 10/15/30 (Call 07/15/30) |
10 | 8,493 | ||||||
2.00%, 12/21/28 (Call 10/21/28) |
310 | 275,593 | ||||||
2.20%, 12/21/31 (Call 09/21/31) |
305 | 258,905 | ||||||
3.15%, 06/01/25 (Call 03/01/25) |
205 | 201,656 | ||||||
|
|
|||||||
895,325 | ||||||||
Electronics — 0.2% | ||||||||
Agilent Technologies Inc. |
||||||||
2.10%, 06/04/30 (Call 03/04/30) |
45 | 37,087 |
56 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electronics (continued) | ||||||||
2.30%, 03/12/31 (Call 12/12/30) |
$ | 225 | $ | 185,146 | ||||
2.75%, 09/15/29 (Call 06/15/29) |
120 | 105,215 | ||||||
3.05%, 09/22/26 (Call 06/22/26) |
65 | 61,763 | ||||||
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) |
115 | 101,481 | ||||||
Allegion U.S. Holding Co. Inc. |
||||||||
3.20%, 10/01/24 (Call 08/01/24) |
20 | 19,441 | ||||||
5.41%, 07/01/32 (Call 04/01/32) |
10 | 9,850 | ||||||
Amphenol Corp. |
||||||||
2.20%, 09/15/31 (Call 06/15/31) |
60 | 49,477 | ||||||
2.80%, 02/15/30 (Call 11/15/29) |
185 | 161,792 | ||||||
3.20%, 04/01/24 (Call 02/01/24) |
20 | 19,799 | ||||||
4.35%, 06/01/29 (Call 03/01/29) |
30 | 29,630 | ||||||
Arrow Electronics Inc. |
||||||||
3.25%, 09/08/24 (Call 07/08/24) |
141 | 137,689 | ||||||
3.88%, 01/12/28 (Call 10/12/27) |
80 | 75,513 | ||||||
4.00%, 04/01/25 (Call 01/01/25) |
55 | 53,978 | ||||||
Avnet Inc. |
||||||||
3.00%, 05/15/31 (Call 02/15/31) |
95 | 75,440 | ||||||
4.63%, 04/15/26 (Call 01/15/26) |
109 | 107,823 | ||||||
5.50%, 06/01/32 (Call 03/01/32) |
50 | 47,666 | ||||||
Flex Ltd. |
||||||||
3.75%, 02/01/26 (Call 01/01/26) |
95 | 90,555 | ||||||
4.75%, 06/15/25 (Call 03/15/25) |
75 | 74,459 | ||||||
4.88%, 06/15/29 (Call 03/15/29) |
170 | 160,580 | ||||||
4.88%, 05/12/30 (Call 02/12/30) |
165 | 155,763 | ||||||
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26) |
240 | 229,644 | ||||||
Honeywell International Inc. |
||||||||
1.10%, 03/01/27 (Call 02/01/27) |
25 | 22,307 | ||||||
1.35%, 06/01/25 (Call 05/01/25) |
375 | 352,005 | ||||||
1.75%, 09/01/31 (Call 06/01/31) |
175 | 144,868 | ||||||
1.95%, 06/01/30 (Call 03/01/30) |
25 | 21,546 | ||||||
2.30%, 08/15/24 (Call 07/15/24) |
30 | 29,266 | ||||||
2.50%, 11/01/26 (Call 08/01/26) |
425 | 403,448 | ||||||
2.70%, 08/15/29 (Call 05/15/29) |
295 | 271,229 | ||||||
3.35%, 12/01/23 |
60 | 59,848 | ||||||
Hubbell Inc. |
||||||||
2.30%, 03/15/31 (Call 12/15/30) |
10 | 8,362 | ||||||
3.15%, 08/15/27 (Call 05/15/27) |
40 | 37,447 | ||||||
3.35%, 03/01/26 (Call 12/01/25) |
195 | 188,959 | ||||||
3.50%, 02/15/28 (Call 11/15/27) |
195 | 186,036 | ||||||
Jabil Inc. |
||||||||
1.70%, 04/15/26 (Call 03/15/26) |
35 | 31,253 | ||||||
3.00%, 01/15/31 (Call 10/15/30) |
130 | 108,320 | ||||||
3.60%, 01/15/30 (Call 10/15/29) |
106 | 92,804 | ||||||
3.95%, 01/12/28 (Call 10/12/27) |
175 | 164,955 | ||||||
4.25%, 05/15/27 (Call 04/15/27) |
80 | 77,446 | ||||||
Keysight Technologies Inc. |
||||||||
3.00%, 10/30/29 (Call 07/30/29) |
97 | 85,036 | ||||||
4.55%, 10/30/24 (Call 07/30/24) |
172 | 172,931 | ||||||
4.60%, 04/06/27 (Call 01/06/27) |
169 | 169,563 | ||||||
Legrand France SA, 8.50%, 02/15/25 |
255 | 280,809 | ||||||
TD SYNNEX Corp. |
||||||||
1.25%, 08/09/24 (Call 09/12/22) |
15 | 13,917 | ||||||
1.75%, 08/09/26 (Call 07/09/26) |
170 | 148,760 | ||||||
2.38%, 08/09/28 (Call 06/09/28) |
120 | 100,674 | ||||||
2.65%, 08/09/31 (Call 05/09/31) |
140 | 111,245 | ||||||
Trimble Inc., 4.90%, 06/15/28 (Call 03/15/28) |
195 | 192,483 | ||||||
Tyco Electronics Group SA |
||||||||
2.50%, 02/04/32 (Call 12/04/31)(a) |
105 | 91,165 | ||||||
3.13%, 08/15/27 (Call 05/15/27) |
150 | 142,462 |
Security |
Par (000) |
Value | ||||||
Electronics (continued) | ||||||||
3.70%, 02/15/26 (Call 11/15/25) |
$ | 205 | $ | 202,083 | ||||
Vontier Corp. |
||||||||
1.80%, 04/01/26 (Call 03/01/26) |
25 | 21,869 | ||||||
2.40%, 04/01/28 (Call 02/01/28) |
70 | 56,904 | ||||||
2.95%, 04/01/31 (Call 01/01/31) |
65 | 49,980 | ||||||
|
|
|||||||
6,029,771 | ||||||||
Entertainment — 0.1% | ||||||||
Magallanes Inc. |
||||||||
3.43%, 03/15/24(d) |
75 | 73,321 | ||||||
3.53%, 03/15/24 (Call 03/15/23)(d) |
5 | 4,878 | ||||||
3.64%, 03/15/25(d) |
150 | 144,879 | ||||||
3.76%, 03/15/27 (Call 02/15/27)(d) |
690 | 644,494 | ||||||
4.05%, 03/15/29 (Call 01/15/29)(d) |
285 | 258,871 | ||||||
4.28%, 03/15/32 (Call 12/15/31)(d) |
910 | 790,481 | ||||||
|
|
|||||||
1,916,924 | ||||||||
Environmental Control — 0.1% | ||||||||
Republic Services Inc. |
||||||||
0.88%, 11/15/25 (Call 10/15/25) |
120 | 107,913 | ||||||
1.45%, 02/15/31 (Call 11/15/30)(a) |
135 | 106,230 | ||||||
2.30%, 03/01/30 (Call 12/01/29)(a) |
249 | 213,736 | ||||||
2.50%, 08/15/24 (Call 07/15/24) |
187 | 181,381 | ||||||
2.90%, 07/01/26 (Call 04/01/26) |
100 | 95,115 | ||||||
3.20%, 03/15/25 (Call 12/15/24) |
130 | 127,054 | ||||||
3.38%, 11/15/27 (Call 08/15/27) |
205 | 195,242 | ||||||
3.95%, 05/15/28 (Call 02/15/28)(a) |
146 | 142,975 | ||||||
Waste Connections Inc. |
||||||||
2.20%, 01/15/32 (Call 10/15/31) |
25 | 20,597 | ||||||
2.60%, 02/01/30 (Call 11/01/29) |
164 | 143,820 | ||||||
3.50%, 05/01/29 (Call 02/01/29)(a) |
142 | 133,916 | ||||||
4.20%, 01/15/33 |
100 | 95,990 | ||||||
4.25%, 12/01/28 (Call 09/01/28) |
135 | 132,670 | ||||||
Waste Management Inc. |
||||||||
1.15%, 03/15/28 (Call 01/15/28) |
110 | 93,124 | ||||||
1.50%, 03/15/31 (Call 12/15/30) |
15 | 11,984 | ||||||
2.00%, 06/01/29 (Call 04/01/29)(a) |
140 | 121,138 | ||||||
3.13%, 03/01/25 (Call 12/01/24) |
75 | 73,738 | ||||||
3.15%, 11/15/27 (Call 08/15/27) |
270 | 257,545 | ||||||
4.15%, 04/15/32 (Call 01/15/32) |
15 | 14,655 | ||||||
|
|
|||||||
2,268,823 | ||||||||
Food — 0.5% | ||||||||
Ahold Finance USA LLC, 6.88%, 05/01/29 |
40 | 43,750 | ||||||
Campbell Soup Co. |
||||||||
2.38%, 04/24/30 (Call 01/24/30) |
65 | 55,021 | ||||||
3.30%, 03/19/25 (Call 12/19/24) |
203 | 198,191 | ||||||
3.95%, 03/15/25 (Call 01/15/25) |
195 | 193,362 | ||||||
4.15%, 03/15/28 (Call 12/15/27) |
241 | 236,674 | ||||||
Conagra Brands Inc. |
||||||||
1.38%, 11/01/27 (Call 09/01/27) |
70 | 58,577 | ||||||
4.30%, 05/01/24 (Call 04/01/24) |
343 | 342,791 | ||||||
4.60%, 11/01/25 (Call 09/01/25) |
229 | 228,636 | ||||||
4.85%, 11/01/28 (Call 08/01/28) |
245 | 242,450 | ||||||
7.00%, 10/01/28 |
10 | 10,793 | ||||||
8.25%, 09/15/30 |
20 | 23,248 | ||||||
Flowers Foods Inc. |
||||||||
2.40%, 03/15/31 (Call 12/15/30) |
125 | 103,754 | ||||||
3.50%, 10/01/26 (Call 07/01/26) |
25 | 23,781 | ||||||
General Mills Inc. |
||||||||
2.25%, 10/14/31 (Call 07/14/31) |
100 | 82,827 | ||||||
2.88%, 04/15/30 (Call 01/15/30)(a) |
145 | 129,708 |
S C H E D U L E O F I N V E S T M E N T S |
57 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Food (continued) | ||||||||
3.20%, 02/10/27 (Call 11/10/26) |
$ | 222 | $ | 213,977 | ||||
3.65%, 02/15/24 (Call 11/15/23) |
250 | 249,240 | ||||||
4.00%, 04/17/25 (Call 02/17/25) |
158 | 157,513 | ||||||
4.20%, 04/17/28 (Call 01/17/28) |
245 | 243,680 | ||||||
Hershey Co. (The) |
||||||||
0.90%, 06/01/25 (Call 05/01/25) |
75 | 69,244 | ||||||
1.70%, 06/01/30 (Call 03/01/30) |
60 | 50,143 | ||||||
2.05%, 11/15/24 (Call 10/15/24) |
115 | 111,195 | ||||||
2.30%, 08/15/26 (Call 05/15/26) |
276 | 260,674 | ||||||
2.45%, 11/15/29 (Call 08/15/29) |
65 | 58,058 | ||||||
3.20%, 08/21/25 (Call 05/21/25) |
20 | 19,637 | ||||||
Hormel Foods Corp. |
||||||||
0.65%, 06/03/24 (Call 10/03/22) |
238 | 226,074 | ||||||
1.70%, 06/03/28 (Call 04/03/28) |
285 | 253,368 | ||||||
1.80%, 06/11/30 (Call 03/11/30) |
95 | 80,319 | ||||||
Ingredion Inc. |
||||||||
2.90%, 06/01/30 (Call 03/01/30) |
60 | 52,225 | ||||||
3.20%, 10/01/26 (Call 07/01/26) |
150 | 143,757 | ||||||
JM Smucker Co. (The) |
||||||||
2.38%, 03/15/30 (Call 12/15/29) |
55 | 46,760 | ||||||
3.38%, 12/15/27 (Call 09/15/27) |
105 | 99,944 | ||||||
3.50%, 03/15/25 |
400 | 394,664 | ||||||
Kellogg Co. |
||||||||
2.10%, 06/01/30 (Call 03/01/30) |
45 | 37,335 | ||||||
2.65%, 12/01/23 |
271 | 267,277 | ||||||
3.25%, 04/01/26 |
200 | 194,060 | ||||||
3.40%, 11/15/27 (Call 08/15/27) |
135 | 128,405 | ||||||
4.30%, 05/15/28 (Call 02/15/28) |
185 | 182,887 | ||||||
Series B, 7.45%, 04/01/31 |
10 | 11,488 | ||||||
Kraft Heinz Foods Co. |
||||||||
3.00%, 06/01/26 (Call 03/01/26) |
370 | 349,872 | ||||||
3.75%, 04/01/30 (Call 01/01/30)(a) |
160 | 147,854 | ||||||
3.88%, 05/15/27 (Call 02/15/27) |
300 | 289,791 | ||||||
4.25%, 03/01/31 (Call 12/01/30) |
90 | 85,372 | ||||||
4.63%, 01/30/29 (Call 10/30/28) |
50 | 49,486 | ||||||
6.75%, 03/15/32 |
70 | 77,584 | ||||||
Kroger Co. (The) |
||||||||
1.70%, 01/15/31 (Call 10/15/30) |
205 | 163,586 | ||||||
2.20%, 05/01/30 (Call 02/01/30) |
60 | 50,450 | ||||||
2.65%, 10/15/26 (Call 07/15/26) |
185 | 174,710 | ||||||
3.50%, 02/01/26 (Call 11/01/25) |
39 | 38,097 | ||||||
3.70%, 08/01/27 (Call 05/01/27) |
135 | 131,159 | ||||||
4.00%, 02/01/24 (Call 11/01/23) |
160 | 160,022 | ||||||
4.50%, 01/15/29 (Call 10/15/28) |
195 | 193,621 | ||||||
7.50%, 04/01/31 |
15 | 17,752 | ||||||
McCormick & Co. Inc./MD |
||||||||
0.90%, 02/15/26 (Call 01/15/26) |
110 | 98,034 | ||||||
1.85%, 02/15/31 (Call 11/15/30) |
135 | 107,476 | ||||||
2.50%, 04/15/30 (Call 01/15/30) |
70 | 60,355 | ||||||
3.15%, 08/15/24 (Call 06/15/24) |
165 | 162,373 | ||||||
3.40%, 08/15/27 (Call 05/15/27) |
202 | 194,015 | ||||||
Mondelez International Inc. |
||||||||
1.50%, 05/04/25 (Call 04/04/25) |
418 | 391,177 | ||||||
1.50%, 02/04/31 (Call 11/04/30) |
260 | 205,382 | ||||||
2.13%, 03/17/24 |
25 | 24,342 | ||||||
2.75%, 04/13/30 (Call 01/13/30) |
147 | 129,916 | ||||||
4.13%, 05/07/28 (Call 02/07/28)(a) |
25 | 24,809 | ||||||
Sysco Corp. |
||||||||
2.40%, 02/15/30 (Call 11/15/29) |
40 | 34,408 | ||||||
2.45%, 12/14/31 (Call 09/14/31) |
135 | 112,973 |
Security |
Par (000) |
Value | ||||||
Food (continued) | ||||||||
3.25%, 07/15/27 (Call 04/15/27) |
$ | 221 | $ | 209,605 | ||||
3.30%, 07/15/26 (Call 04/15/26) |
321 | 310,561 | ||||||
3.75%, 10/01/25 (Call 07/01/25) |
180 | 177,468 | ||||||
5.95%, 04/01/30 (Call 01/01/30) |
80 | 85,165 | ||||||
Tyson Foods Inc. |
||||||||
3.55%, 06/02/27 (Call 03/02/27) |
338 | 324,102 | ||||||
3.90%, 09/28/23 (Call 08/28/23) |
98 | 97,961 | ||||||
3.95%, 08/15/24 (Call 05/15/24) |
299 | 298,130 | ||||||
4.00%, 03/01/26 (Call 01/01/26) |
175 | 172,993 | ||||||
4.35%, 03/01/29 (Call 12/01/28) |
212 | 209,787 | ||||||
|
|
|||||||
10,885,875 | ||||||||
Forest Products & Paper — 0.0% | ||||||||
Fibria Overseas Finance Ltd. |
||||||||
4.00%, 01/14/25 (Call 11/14/24) |
10 | 9,919 | ||||||
5.50%, 01/17/27(a) |
120 | 121,229 | ||||||
Georgia-Pacific LLC |
||||||||
7.75%, 11/15/29 |
45 | 53,423 | ||||||
8.00%, 01/15/24 |
265 | 278,767 | ||||||
8.88%, 05/15/31 |
5 | 6,426 | ||||||
Suzano Austria GmbH |
||||||||
2.50%, 09/15/28 (Call 07/15/28) |
125 | 105,497 | ||||||
3.13%, 01/15/32 (Call 10/15/31)(a) |
200 | 157,824 | ||||||
3.75%, 01/15/31 (Call 10/15/30) |
225 | 190,568 | ||||||
5.00%, 01/15/30 (Call 10/15/29) |
75 | 70,132 | ||||||
6.00%, 01/15/29 (Call 10/15/28) |
230 | 229,913 | ||||||
|
|
|||||||
1,223,698 | ||||||||
Gas — 0.1% | ||||||||
Atmos Energy Corp. |
||||||||
1.50%, 01/15/31 (Call 10/15/30) |
187 | 149,248 | ||||||
2.63%, 09/15/29 (Call 06/15/29) |
107 | 95,532 | ||||||
3.00%, 06/15/27 (Call 03/15/27) |
130 | 124,151 | ||||||
CenterPoint Energy Resources Corp. |
||||||||
1.75%, 10/01/30 (Call 07/01/30) |
100 | 81,636 | ||||||
4.00%, 04/01/28 (Call 01/01/28) |
190 | 184,004 | ||||||
4.40%, 07/01/32 (Call 04/01/32) |
10 | 9,973 | ||||||
Eastern Energy Gas Holdings LLC |
||||||||
3.60%, 12/15/24 (Call 09/15/24) |
96 | 94,977 | ||||||
Series A, 2.50%, 11/15/24 (Call 10/15/24) |
178 | 171,318 | ||||||
National Fuel Gas Co. |
||||||||
2.95%, 03/01/31 (Call 12/01/30) |
25 | 20,427 | ||||||
3.95%, 09/15/27 (Call 06/15/27) |
35 | 32,254 | ||||||
4.75%, 09/01/28 (Call 06/01/28) |
135 | 130,021 | ||||||
5.20%, 07/15/25 (Call 04/15/25) |
155 | 155,491 | ||||||
5.50%, 01/15/26 (Call 12/15/25) |
70 | 70,693 | ||||||
NiSource Inc. |
||||||||
0.95%, 08/15/25 (Call 07/15/25) |
71 | 64,596 | ||||||
1.70%, 02/15/31 (Call 11/15/30) |
212 | 166,619 | ||||||
2.95%, 09/01/29 (Call 06/01/29) |
269 | 239,442 | ||||||
3.49%, 05/15/27 (Call 02/15/27) |
260 | 248,859 | ||||||
3.60%, 05/01/30 (Call 02/01/30) |
55 | 50,687 | ||||||
ONE Gas Inc. |
||||||||
1.10%, 03/11/24 (Call 09/16/22) |
5 | 4,811 | ||||||
2.00%, 05/15/30 (Call 02/15/30) |
15 | 12,400 | ||||||
3.61%, 02/01/24 (Call 11/01/23)(a) |
117 | 115,988 | ||||||
Piedmont Natural Gas Co. Inc. |
||||||||
2.50%, 03/15/31 (Call 12/15/30) |
20 | 16,868 | ||||||
3.50%, 06/01/29 (Call 03/01/29)(a) |
187 | 174,149 | ||||||
Southern California Gas Co. |
||||||||
2.95%, 04/15/27 (Call 03/15/27) |
140 | 133,441 | ||||||
3.15%, 09/15/24 (Call 06/15/24) |
15 | 14,788 |
58 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Gas (continued) | ||||||||
Series TT, 2.60%, 06/15/26 (Call 03/15/26) |
$ | 195 | $ | 184,195 | ||||
Series XX, 2.55%, 02/01/30 (Call 11/01/29) |
255 | 227,274 | ||||||
Southern Co. Gas Capital Corp. |
||||||||
2.45%, 10/01/23 (Call 08/01/23) |
67 | 65,869 | ||||||
3.25%, 06/15/26 (Call 03/15/26) |
95 | 90,600 | ||||||
Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30) |
163 | 129,166 | ||||||
Southwest Gas Corp. |
||||||||
2.20%, 06/15/30 (Call 03/15/30) |
105 | 82,907 | ||||||
3.70%, 04/01/28 (Call 01/01/28) |
125 | 115,999 | ||||||
4.05%, 03/15/32 (Call 12/15/31) |
145 | 131,996 | ||||||
|
|
|||||||
3,590,379 | ||||||||
Hand & Machine Tools — 0.0% | ||||||||
Kennametal Inc. |
||||||||
2.80%, 03/01/31 (Call 12/01/30) |
100 | 79,125 | ||||||
4.63%, 06/15/28 (Call 03/15/28) |
70 | 67,276 | ||||||
Stanley Black & Decker Inc. |
||||||||
2.30%, 02/24/25 (Call 02/24/23) |
30 | 28,817 | ||||||
2.30%, 03/15/30 (Call 12/15/29) |
160 | 136,829 | ||||||
3.00%, 05/15/32 (Call 02/15/32)(a) |
15 | 13,111 | ||||||
3.40%, 03/01/26 (Call 01/01/26) |
230 | 224,556 | ||||||
4.00%, 03/15/60 (Call 03/15/25)(b) |
125 | 114,449 | ||||||
4.25%, 11/15/28 (Call 08/15/28) |
85 | 84,130 | ||||||
|
|
|||||||
748,293 | ||||||||
Health Care - Products — 0.3% | ||||||||
Abbott Laboratories |
||||||||
1.15%, 01/30/28 (Call 11/30/27)(a) |
58 | 50,697 | ||||||
1.40%, 06/30/30 (Call 03/30/30) |
171 | 141,699 | ||||||
2.95%, 03/15/25 (Call 12/15/24) |
235 | 231,115 | ||||||
3.40%, 11/30/23 (Call 09/30/23) |
398 | 397,017 | ||||||
3.75%, 11/30/26 (Call 08/30/26) |
320 | 320,794 | ||||||
3.88%, 09/15/25 (Call 06/15/25) |
50 | 50,226 | ||||||
Baxter International Inc. |
||||||||
0.87%, 12/01/23 |
60 | 57,708 | ||||||
1.73%, 04/01/31 (Call 01/01/31) |
5 | 3,941 | ||||||
1.92%, 02/01/27 (Call 01/01/27) |
290 | 260,629 | ||||||
2.27%, 12/01/28 (Call 10/01/28) |
130 | 112,614 | ||||||
2.54%, 02/01/32 (Call 11/01/31)(a) |
290 | 240,230 | ||||||
2.60%, 08/15/26 (Call 05/15/26) |
290 | 270,880 | ||||||
3.95%, 04/01/30 (Call 01/01/30) |
115 | 108,369 | ||||||
Boston Scientific Corp. |
||||||||
1.90%, 06/01/25 (Call 05/01/25) |
230 | 216,685 | ||||||
2.65%, 06/01/30 (Call 03/01/30) |
295 | 257,626 | ||||||
3.45%, 03/01/24 (Call 02/01/24) |
218 | 216,326 | ||||||
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25) |
24 | 23,604 | ||||||
DENTSPLY
SIRONA Inc., |
178 | 146,672 | ||||||
DH Europe Finance II Sarl |
||||||||
2.20%, 11/15/24 (Call 10/15/24) |
310 | 297,684 | ||||||
2.60%, 11/15/29 (Call 08/15/29) |
195 | 175,424 | ||||||
Edwards
Lifesciences Corp., |
189 | 187,940 | ||||||
PerkinElmer Inc. |
||||||||
0.55%, 09/15/23 (Call 10/03/22) |
25 | 23,986 | ||||||
0.85%, 09/15/24 (Call 10/03/22) |
200 | 186,426 | ||||||
1.90%, 09/15/28 (Call 07/15/28) |
95 | 80,257 | ||||||
2.25%, 09/15/31 (Call 06/15/31) |
115 | 92,090 | ||||||
2.55%, 03/15/31 (Call 12/15/30) |
85 | 69,867 | ||||||
3.30%, 09/15/29 (Call 06/15/29) |
95 | 84,795 | ||||||
Smith &
Nephew PLC, |
225 | 177,973 | ||||||
STERIS
Irish FinCo UnLtd Co., |
55 | 46,049 |
Security |
Par (000) |
Value | ||||||
Health Care - Products (continued) | ||||||||
Stryker Corp. |
||||||||
0.60%, 12/01/23 (Call 09/12/22) |
$ | 45 | $ | 43,220 | ||||
1.15%, 06/15/25 (Call 05/15/25) |
85 | 78,482 | ||||||
1.95%, 06/15/30 (Call 03/15/30) |
245 | 204,122 | ||||||
3.38%, 05/15/24 (Call 02/15/24) |
283 | 280,303 | ||||||
3.38%, 11/01/25 (Call 08/01/25) |
152 | 148,135 | ||||||
3.50%, 03/15/26 (Call 12/15/25) |
223 | 217,815 | ||||||
3.65%, 03/07/28 (Call 12/07/27) |
125 | 121,817 | ||||||
Thermo Fisher Scientific Inc. |
||||||||
0.80%, 10/18/23 (Call 10/18/22) |
5 | 4,839 | ||||||
1.22%, 10/18/24 (Call 10/18/22) |
405 | 383,183 | ||||||
1.75%, 10/15/28 (Call 08/15/28) |
50 | 44,010 | ||||||
2.00%, 10/15/31 (Call 07/15/31) |
50 | 42,113 | ||||||
2.60%, 10/01/29 (Call 07/01/29) |
105 | 95,898 | ||||||
Zimmer Biomet Holdings Inc. |
||||||||
1.45%, 11/22/24 (Call 11/22/22) |
5 | 4,698 | ||||||
2.60%, 11/24/31 (Call 08/24/31) |
120 | 99,913 | ||||||
3.05%, 01/15/26 (Call 12/15/25) |
85 | 81,348 | ||||||
|
|
|||||||
6,379,219 | ||||||||
Health Care - Services — 0.6% | ||||||||
Adventist Health System/West, 2.95%, 03/01/29 (Call 12/01/28) |
30 | 27,008 | ||||||
Advocate Health & Hospitals Corp., 3.83%, 08/15/28 (Call 05/15/28) |
170 | 166,546 | ||||||
Aetna Inc., 3.50%, 11/15/24 (Call 08/15/24) |
189 | 186,437 | ||||||
Anthem Inc., 4.10%, 05/15/32 (Call 02/15/32) |
60 | 57,721 | ||||||
Ascension Health, Series B, 2.53%, 11/15/29 (Call 08/15/29) |
166 | 148,509 | ||||||
Banner Health |
||||||||
1.90%, 01/01/31 (Call 07/01/30) |
50 | 40,709 | ||||||
2.34%, 01/01/30 (Call 10/01/29) |
120 | 103,535 | ||||||
Baylor Scott & White Holdings, Series 2021, 1.78%, 11/15/30 (Call 05/15/30) |
155 | 126,199 | ||||||
Bon Secours Mercy Health Inc. |
||||||||
3.46%, 06/01/30 (Call 12/01/29) |
35 | 32,676 | ||||||
Series 20-2, 2.10%, 06/01/31 (Call 12/01/30) |
15 | 12,248 | ||||||
Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31 (Call 02/15/31) |
5 | 4,237 | ||||||
CommonSpirit Health |
||||||||
1.55%, 10/01/25 (Call 07/01/25) |
40 | 36,440 | ||||||
2.76%, 10/01/24 (Call 07/01/24) |
90 | 87,187 | ||||||
2.78%, 10/01/30 (Call 04/01/30) |
87 | 72,958 | ||||||
3.35%, 10/01/29 (Call 04/01/29) |
247 | 220,712 | ||||||
Elevance Health Inc. |
||||||||
1.50%, 03/15/26 (Call 02/15/26) |
270 | 246,334 | ||||||
2.25%, 05/15/30 (Call 02/15/30) |
244 | 207,781 | ||||||
2.38%, 01/15/25 (Call 12/15/24) |
25 | 24,010 | ||||||
2.55%, 03/15/31 (Call 12/15/30) |
260 | 223,010 | ||||||
2.88%, 09/15/29 (Call 06/15/29) |
169 | 151,754 | ||||||
3.35%, 12/01/24 (Call 10/01/24) |
205 | 201,636 | ||||||
3.50%, 08/15/24 (Call 05/15/24) |
165 | 163,180 | ||||||
3.65%, 12/01/27 (Call 09/01/27) |
70 | 67,838 | ||||||
4.10%, 03/01/28 (Call 12/01/27) |
265 | 259,599 | ||||||
HCA Inc. |
||||||||
2.38%, 07/15/31 (Call 04/15/31) |
125 | 99,185 | ||||||
3.13%, 03/15/27 (Call 02/15/27)(d) |
70 | 64,310 | ||||||
3.38%, 03/15/29 (Call 01/15/29)(d) |
130 | 114,973 | ||||||
3.50%, 09/01/30 (Call 03/01/30) |
515 | 447,947 | ||||||
3.63%, 03/15/32 (Call 12/15/31)(d) |
385 | 332,744 | ||||||
4.13%, 06/15/29 (Call 03/15/29) |
352 | 326,244 | ||||||
4.50%, 02/15/27 (Call 08/15/26) |
149 | 145,622 |
S C H E D U L E O F I N V E S T M E N T S |
59 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Health Care - Services (continued) | ||||||||
5.00%, 03/15/24 |
$ | 189 | $ | 190,040 | ||||
5.25%, 04/15/25 |
487 | 491,329 | ||||||
5.25%, 06/15/26 (Call 12/15/25) |
265 | 265,835 | ||||||
5.38%, 02/01/25 |
505 | 509,419 | ||||||
5.38%, 09/01/26 (Call 03/01/26) |
215 | 216,410 | ||||||
5.63%, 09/01/28 (Call 03/01/28) |
275 | 276,584 | ||||||
5.88%, 02/15/26 (Call 08/15/25) |
320 | 326,522 | ||||||
5.88%, 02/01/29 (Call 08/01/28) |
215 | 218,771 | ||||||
Humana Inc. |
||||||||
1.35%, 02/03/27 (Call 01/03/27) |
145 | 126,701 | ||||||
3.13%, 08/15/29 (Call 05/15/29) |
205 | 186,302 | ||||||
3.70%, 03/23/29 (Call 02/23/29) |
195 | 184,131 | ||||||
3.85%, 10/01/24 (Call 07/01/24) |
185 | 184,036 | ||||||
3.95%, 03/15/27 (Call 12/15/26) |
220 | 214,009 | ||||||
4.50%, 04/01/25 (Call 03/01/25) |
5 | 5,033 | ||||||
4.88%, 04/01/30 (Call 01/01/30) |
30 | 30,199 | ||||||
Kaiser Foundation Hospitals, 3.15%, 05/01/27 (Call 02/01/27) |
71 | 68,365 | ||||||
Laboratory Corp. of America Holdings |
||||||||
1.55%, 06/01/26 (Call 05/01/26) |
95 | 85,577 | ||||||
2.30%, 12/01/24 (Call 11/01/24) |
105 | 100,744 | ||||||
2.70%, 06/01/31 (Call 03/01/31) |
85 | 72,433 | ||||||
2.95%, 12/01/29 (Call 09/01/29)(a) |
151 | 135,150 | ||||||
3.25%, 09/01/24 (Call 07/01/24) |
258 | 253,454 | ||||||
3.60%, 02/01/25 (Call 11/01/24) |
290 | 285,696 | ||||||
3.60%, 09/01/27 (Call 06/01/27) |
143 | 138,823 | ||||||
4.00%, 11/01/23 (Call 08/01/23) |
5 | 4,991 | ||||||
Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30) |
15 | 12,131 | ||||||
OhioHealth Corp., 2.30%, 11/15/31 (Call 05/15/31) |
75 | 63,102 | ||||||
PeaceHealth Obligated Group, Series 2020, 1.38%, 11/15/25 (Call 08/15/25) |
35 | 31,737 | ||||||
Piedmont Healthcare Inc., 2.04%, 01/01/32 (Call 07/01/31) |
45 | 36,295 | ||||||
Providence St Joseph Health Obligated Group |
||||||||
Series 19A, 2.53%, 10/01/29 (Call 07/01/29) |
55 | 48,371 | ||||||
Series H, 2.75%, 10/01/26 (Call 07/01/26) |
40 | 37,797 | ||||||
Quest Diagnostics Inc. |
||||||||
2.80%, 06/30/31 (Call 03/30/31) |
25 | 21,354 | ||||||
2.95%, 06/30/30 (Call 03/30/30) |
235 | 207,225 | ||||||
3.45%, 06/01/26 (Call 03/01/26) |
187 | 182,295 | ||||||
3.50%, 03/30/25 (Call 12/30/24) |
5 | 4,916 | ||||||
4.20%, 06/30/29 (Call 03/30/29)(a) |
120 | 115,078 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
40 | 40,032 | ||||||
Rush Obligated Group, Series 2020, 3.92%, 11/15/29 (Call 08/15/29) |
31 | 29,638 | ||||||
SSM Health Care Corp., Series A, 3.82%, 06/01/27 (Call 03/01/27) |
25 | 24,543 | ||||||
Stanford Health Care, Series 2020, 3.31%, 08/15/30 (Call 05/15/30) |
15 | 13,817 | ||||||
Sutter Health |
||||||||
Series 20A, 1.32%, 08/15/25 (Call 05/15/25) |
40 | 36,749 | ||||||
Series 20A, 2.29%, 08/15/30 (Call 02/15/30) |
10 | 8,450 | ||||||
UnitedHealth Group Inc. |
||||||||
3.70%, 05/15/27 (Call 04/15/27)(a) |
130 | 128,309 | ||||||
1.15%, 05/15/26 (Call 04/15/26) |
200 | 181,654 | ||||||
1.25%, 01/15/26 |
105 | 96,234 | ||||||
2.00%, 05/15/30 |
240 | 204,514 | ||||||
2.30%, 05/15/31 (Call 02/15/31) |
295 | 253,246 | ||||||
2.38%, 08/15/24 |
195 | 190,277 | ||||||
2.88%, 08/15/29 |
209 | 191,837 | ||||||
2.95%, 10/15/27(a) |
218 | 206,729 |
Security |
Par (000) |
Value | ||||||
Health Care - Services (continued) | ||||||||
3.10%, 03/15/26 |
$ | 205 | $ | 200,353 | ||||
3.38%, 04/15/27 |
145 | 141,787 | ||||||
3.45%, 01/15/27(a) |
140 | 137,446 | ||||||
3.50%, 02/15/24 |
142 | 141,673 | ||||||
3.70%, 12/15/25 |
65 | 64,648 | ||||||
3.75%, 07/15/25 |
441 | 439,836 | ||||||
3.85%, 06/15/28 |
350 | 345,383 | ||||||
3.88%, 12/15/28 |
191 | 187,640 | ||||||
4.00%, 05/15/29 (Call 03/15/29) |
195 | 191,876 | ||||||
4.20%, 05/15/32 (Call 02/15/32) |
285 | 282,657 | ||||||
Universal Health Services Inc. |
||||||||
1.65%, 09/01/26 (Call 08/01/26)(d) |
120 | 103,439 | ||||||
2.65%, 10/15/30 (Call 07/15/30)(d) |
45 | 35,408 | ||||||
2.65%, 01/15/32 (Call 10/15/31)(a)(d) |
130 | 98,758 | ||||||
|
|
|||||||
13,707,077 | ||||||||
Holding Companies - Diversified — 0.2% | ||||||||
Ares Capital Corp. |
||||||||
2.15%, 07/15/26 (Call 06/15/26) |
65 | 56,417 | ||||||
2.88%, 06/15/27 (Call 05/15/27) |
100 | 87,572 | ||||||
2.88%, 06/15/28 (Call 04/15/28) |
215 | 178,190 | ||||||
3.20%, 11/15/31 (Call 08/15/31) |
55 | 42,572 | ||||||
3.25%, 07/15/25 (Call 06/15/25)(a) |
238 | 223,232 | ||||||
3.88%, 01/15/26 (Call 12/15/25) |
135 | 127,281 | ||||||
4.20%, 06/10/24 (Call 05/10/24) |
210 | 208,139 | ||||||
4.25%, 03/01/25 (Call 01/01/25) |
220 | 214,020 | ||||||
Bain Capital Specialty Finance Inc. |
||||||||
2.55%, 10/13/26 (Call 09/13/26) |
115 | 97,439 | ||||||
2.95%, 03/10/26 (Call 02/10/26) |
50 | 44,450 | ||||||
Barings
BDC Inc., |
15 | 12,925 | ||||||
Blackstone Secured Lending Fund |
||||||||
2.13%, 02/15/27 (Call 01/15/27) |
80 | 66,343 | ||||||
2.75%, 09/16/26 (Call 08/19/26) |
65 | 57,504 | ||||||
2.85%, 09/30/28 (Call 07/30/28) |
185 | 147,108 | ||||||
3.63%, 01/15/26 (Call 12/15/25) |
20 | 18,749 | ||||||
FS KKR Capital Corp. |
||||||||
1.65%, 10/12/24 |
140 | 129,192 | ||||||
2.63%, 01/15/27 (Call 12/15/26) |
130 | 110,192 | ||||||
3.13%, 10/12/28 (Call 08/12/28) |
150 | 122,320 | ||||||
3.25%, 07/15/27 (Call 06/15/27) |
110 | 95,016 | ||||||
3.40%, 01/15/26 (Call 12/15/25) |
100 | 90,979 | ||||||
4.13%, 02/01/25 (Call 01/01/25) |
70 | 67,679 | ||||||
4.63%, 07/15/24 (Call 06/15/24)(a) |
230 | 227,912 | ||||||
Goldman Sachs BDC Inc. |
||||||||
2.88%, 01/15/26 (Call 12/15/25) |
100 | 92,796 | ||||||
3.75%, 02/10/25 (Call 01/10/25)(a) |
60 | 58,686 | ||||||
Golub Capital BDC Inc. |
||||||||
2.05%, 02/15/27 (Call 01/15/27) |
235 | 195,619 | ||||||
2.50%, 08/24/26 (Call 07/24/26) |
5 | 4,346 | ||||||
3.38%, 04/15/24 (Call 03/15/24) |
65 | 63,304 | ||||||
Main Street Capital Corp. |
||||||||
3.00%, 07/14/26 (Call 06/14/26) |
80 | 69,753 | ||||||
5.20%, 05/01/24 |
50 | 50,167 | ||||||
Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 (Call 01/11/27) |
5 | 4,599 | ||||||
Oaktree Specialty Lending Corp. |
||||||||
2.70%, 01/15/27 (Call 12/15/26) |
140 | 123,878 | ||||||
3.50%, 02/25/25 (Call 01/25/25) |
25 | 24,076 | ||||||
Owl Rock Capital Corp. |
||||||||
2.63%, 01/15/27 (Call 12/15/26) |
110 | 93,014 | ||||||
2.88%, 06/11/28 (Call 04/11/28) |
185 | 149,654 |
60 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Holding Companies - Diversified (continued) | ||||||||
3.40%, 07/15/26 (Call 06/15/26) |
$ | 60 | $ | 53,697 | ||||
3.75%, 07/22/25 (Call 06/22/25) |
135 | 126,831 | ||||||
4.00%, 03/30/25 (Call 02/28/25) |
190 | 184,344 | ||||||
4.25%, 01/15/26 (Call 12/15/25) |
95 | 89,520 | ||||||
5.25%, 04/15/24 (Call 03/15/24) |
5 | 4,998 | ||||||
Owl
Rock Capital Corp. III, |
125 | 104,910 | ||||||
Owl
Rock Technology Finance Corp., |
130 | 109,530 | ||||||
Prospect Capital Corp. |
||||||||
3.36%, 11/15/26 (Call 10/15/26) |
30 | 25,763 | ||||||
3.44%, 10/15/28 (Call 08/15/28) |
60 | 46,091 | ||||||
3.71%, 01/22/26 (Call 12/22/25) |
55 | 49,470 | ||||||
Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24) |
35 | 33,858 | ||||||
|
|
|||||||
4,184,135 | ||||||||
Home Builders — 0.1% | ||||||||
DR Horton Inc. |
||||||||
1.30%, 10/15/26 (Call 09/15/26) |
240 | 207,487 | ||||||
1.40%, 10/15/27 (Call 08/15/27) |
50 | 41,910 | ||||||
2.50%, 10/15/24 (Call 09/15/24) |
293 | 281,400 | ||||||
2.60%, 10/15/25 (Call 09/15/25) |
92 | 86,455 | ||||||
Lennar Corp. |
||||||||
4.50%, 04/30/24 (Call 01/31/24) |
120 | 120,168 | ||||||
4.75%, 11/29/27 (Call 05/29/27) |
225 | 219,744 | ||||||
4.88%, 12/15/23 (Call 09/15/23) |
25 | 25,127 | ||||||
5.00%, 06/15/27 (Call 12/15/26) |
40 | 39,705 | ||||||
5.25%, 06/01/26 (Call 12/01/25) |
20 | 20,150 | ||||||
5.88%, 11/15/24 (Call 05/15/24) |
55 | 56,320 | ||||||
MDC Holdings Inc. |
||||||||
2.50%, 01/15/31 (Call 07/15/30) |
65 | 46,703 | ||||||
3.85%, 01/15/30 (Call 07/15/29) |
70 | 57,044 | ||||||
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29) |
180 | 153,843 | ||||||
PulteGroup Inc. |
||||||||
5.00%, 01/15/27 (Call 10/15/26) |
86 | 86,211 | ||||||
5.50%, 03/01/26 (Call 12/01/25) |
225 | 227,810 | ||||||
Toll Brothers Finance Corp. |
||||||||
3.80%, 11/01/29 (Call 08/01/29) |
80 | 68,038 | ||||||
4.35%, 02/15/28 (Call 11/15/27) |
110 | 101,188 | ||||||
4.88%, 11/15/25 (Call 08/15/25)(a) |
60 | 59,426 | ||||||
4.88%, 03/15/27 (Call 12/15/26)(a) |
110 | 105,854 | ||||||
|
|
|||||||
2,004,583 | ||||||||
Home Furnishings — 0.0% | ||||||||
Harman
International Industries Inc., |
45 | 44,622 | ||||||
Leggett & Platt Inc. |
||||||||
3.50%, 11/15/27 (Call 08/15/27) |
110 | 102,315 | ||||||
3.80%, 11/15/24 (Call 08/15/24) |
50 | 49,346 | ||||||
4.40%, 03/15/29 (Call 12/15/28) |
188 | 182,046 | ||||||
Whirlpool Corp. |
||||||||
2.40%, 05/15/31 (Call 02/15/31) |
135 | 110,901 | ||||||
3.70%, 05/01/25(a) |
5 | 4,926 | ||||||
4.70%, 05/14/32 (Call 02/14/32)(a) |
50 | 48,600 | ||||||
4.75%, 02/26/29 (Call 11/26/28)(a) |
155 | 152,553 | ||||||
|
|
|||||||
695,309 | ||||||||
Household Products & Wares — 0.1% | ||||||||
Avery Dennison Corp. |
||||||||
2.25%, 02/15/32 (Call 11/15/31) |
30 | 23,530 | ||||||
2.65%, 04/30/30 (Call 02/01/30) |
65 | 54,785 |
Security |
Par (000) |
Value | ||||||
Household Products & Wares (continued) | ||||||||
Church & Dwight Co. Inc. |
||||||||
2.30%, 12/15/31 (Call 09/15/31) |
$ | 120 | $ | 101,016 | ||||
3.15%, 08/01/27 (Call 05/01/27) |
180 | 170,820 | ||||||
Clorox Co. (The) |
||||||||
3.10%, 10/01/27 (Call 07/01/27) |
80 | 75,859 | ||||||
3.90%, 05/15/28 (Call 02/15/28) |
250 | 245,768 | ||||||
4.40%, 05/01/29 (Call 03/01/29)(a) |
15 | 14,812 | ||||||
4.60%, 05/01/32 (Call 02/01/32) |
125 | 123,676 | ||||||
Kimberly-Clark Corp. |
||||||||
1.05%, 09/15/27 (Call 07/15/27) |
95 | 83,101 | ||||||
2.00%, 11/02/31 (Call 08/02/31)(a) |
105 | 88,584 | ||||||
2.75%, 02/15/26 |
85 | 82,129 | ||||||
3.05%, 08/15/25(a) |
100 | 98,006 | ||||||
3.10%, 03/26/30 (Call 12/26/29) |
180 | 167,477 | ||||||
3.20%, 04/25/29 (Call 01/25/29) |
205 | 193,313 | ||||||
3.95%, 11/01/28 (Call 08/01/28) |
165 | 164,228 | ||||||
|
|
|||||||
1,687,104 | ||||||||
Insurance — 0.8% | ||||||||
Aegon
NV, 5.50%, 04/11/48 (Call 04/11/28), |
200 | 191,274 | ||||||
Aflac Inc. |
||||||||
2.88%, 10/15/26 (Call 07/15/26) |
249 | 238,983 | ||||||
3.60%, 04/01/30 (Call 01/01/30) |
190 | 180,789 | ||||||
3.63%, 11/15/24 |
340 | 338,579 | ||||||
Alleghany Corp., 3.63%, 05/15/30 (Call 02/15/30) |
105 | 98,629 | ||||||
Allied
World Assurance Co. Holdings Ltd., |
120 | 116,710 | ||||||
Allstate Corp. (The) |
||||||||
0.75%, 12/15/25 (Call 11/15/25) |
150 | 134,452 | ||||||
1.45%, 12/15/30 (Call 09/15/30) |
110 | 87,661 | ||||||
3.28%, 12/15/26 (Call 09/15/26) |
142 | 137,988 | ||||||
American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27)(a) |
150 | 146,119 | ||||||
American International Group Inc. |
||||||||
2.50%, 06/30/25 (Call 05/30/25) |
400 | 381,308 | ||||||
3.40%, 06/30/30 (Call 03/30/30)(a) |
100 | 91,678 | ||||||
3.75%, 07/10/25 (Call 04/10/25) |
183 | 180,670 | ||||||
3.90%, 04/01/26 (Call 01/01/26) |
280 | 275,083 | ||||||
4.13%, 02/15/24 |
290 | 290,710 | ||||||
Series
A-9, 5.75%, 04/01/48 (Call 04/01/28), |
60 | 56,428 | ||||||
Aon Corp. |
||||||||
2.80%, 05/15/30 (Call 02/15/30) |
184 | 160,667 | ||||||
3.75%, 05/02/29 (Call 02/02/29) |
176 | 166,915 | ||||||
4.50%, 12/15/28 (Call 09/15/28) |
165 | 163,426 | ||||||
Aon Corp./Aon Global Holdings PLC |
||||||||
2.05%, 08/23/31 (Call 05/23/31) |
130 | 105,210 | ||||||
2.60%, 12/02/31 (Call 09/02/31) |
95 | 79,936 | ||||||
2.85%, 05/28/27 (Call 04/28/27) |
35 | 32,591 | ||||||
Aon Global Ltd. |
||||||||
3.50%, 06/14/24 (Call 03/14/24) |
35 | 34,656 | ||||||
3.88%, 12/15/25 (Call 09/15/25) |
197 | 194,689 | ||||||
Aon PLC, 4.00%, 11/27/23 (Call 08/27/23) |
10 | 10,004 | ||||||
Arch
Capital Finance LLC, |
196 | 192,378 | ||||||
Arthur
J Gallagher & Co., |
145 | 118,326 | ||||||
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23 |
120 | 119,770 | ||||||
Assurant Inc. |
||||||||
2.65%, 01/15/32 (Call 10/15/31) |
30 | 23,314 | ||||||
3.70%, 02/22/30 (Call 11/22/29) |
80 | 70,806 | ||||||
4.90%, 03/27/28 (Call 12/27/27) |
95 | 93,845 |
S C H E D U L E O F I N V E S T M E N T S |
61 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Insurance (continued) | ||||||||
Assured Guaranty U.S. Holdings Inc. |
||||||||
3.15%, 06/15/31 (Call 03/15/31) |
$ | 60 | $ | 51,683 | ||||
5.00%, 07/01/24(a) |
56 | 56,855 | ||||||
Athene Holding Ltd. |
||||||||
3.50%, 01/15/31 (Call 10/15/30) |
90 | 76,667 | ||||||
4.13%, 01/12/28 (Call 10/12/27) |
300 | 281,892 | ||||||
6.15%, 04/03/30 (Call 01/03/30) |
45 | 45,523 | ||||||
AXA SA, 8.60%, 12/15/30 |
200 | 248,300 | ||||||
AXIS Specialty Finance LLC, 3.90%, 07/15/29 (Call 04/15/29) |
184 | 170,231 | ||||||
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27) |
215 | 206,899 | ||||||
Berkshire Hathaway Finance Corp. |
||||||||
1.45%, 10/15/30 (Call 07/15/30) |
325 | 265,252 | ||||||
2.30%, 03/15/27 (Call 02/15/27)(a) |
200 | 188,300 | ||||||
2.88%, 03/15/32 (Call 12/15/31) |
25 | 22,266 | ||||||
Berkshire Hathaway Inc., 3.13%, 03/15/26 (Call 12/15/25) |
462 | 452,256 | ||||||
Brighthouse Financial Inc. |
||||||||
3.70%, 06/22/27 (Call 03/22/27)(a) |
55 | 51,972 | ||||||
5.63%, 05/15/30 (Call 02/15/30) |
80 | 79,219 | ||||||
Brown & Brown Inc. |
||||||||
2.38%, 03/15/31 (Call 12/15/30) |
60 | 47,590 | ||||||
4.20%, 09/15/24 (Call 06/15/24) |
50 | 49,693 | ||||||
4.20%, 03/17/32 (Call 12/17/31) |
70 | 63,912 | ||||||
4.50%, 03/15/29 (Call 12/15/28) |
185 | 179,900 | ||||||
Chubb INA Holdings Inc. |
||||||||
1.38%, 09/15/30 (Call 06/15/30)(a) |
200 | 159,988 | ||||||
3.15%, 03/15/25 |
30 | 29,576 | ||||||
3.35%, 05/15/24 |
10 | 9,942 | ||||||
3.35%, 05/03/26 (Call 02/03/26) |
45 | 44,033 | ||||||
Cincinnati Financial Corp., 6.92%, 05/15/28 |
94 | 103,440 | ||||||
CNA Financial Corp. |
||||||||
2.05%, 08/15/30 (Call 05/15/30) |
105 | 84,123 | ||||||
3.45%, 08/15/27 (Call 05/15/27) |
101 | 95,309 | ||||||
3.90%, 05/01/29 (Call 02/01/29) |
86 | 80,628 | ||||||
3.95%, 05/15/24 (Call 02/15/24) |
110 | 109,591 | ||||||
4.50%, 03/01/26 (Call 12/01/25) |
165 | 165,358 | ||||||
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) |
130 | 125,624 | ||||||
Corebridge Financial Inc. |
||||||||
3.50%, 04/04/25 (Call 03/04/25)(d) |
100 | 96,372 | ||||||
3.65%, 04/05/27 (Call 03/05/27)(d) |
100 | 94,022 | ||||||
3.85%, 04/05/29 (Call 02/05/29)(d) |
100 | 92,036 | ||||||
3.90%, 04/05/32 (Call 01/05/32)(d) |
280 | 251,678 | ||||||
Enstar Group Ltd. |
||||||||
3.10%, 09/01/31 (Call 03/01/31) |
115 | 87,539 | ||||||
4.95%, 06/01/29 (Call 03/01/29) |
128 | 120,040 | ||||||
Equitable Holdings Inc. |
||||||||
4.35%, 04/20/28 (Call 01/20/28)(a) |
370 | 363,873 | ||||||
7.00%, 04/01/28 |
35 | 38,757 | ||||||
Fairfax Financial Holdings Ltd. |
||||||||
3.38%, 03/03/31 (Call 12/03/30)(a) |
65 | 55,412 | ||||||
4.63%, 04/29/30 (Call 01/29/30) |
105 | 98,893 | ||||||
4.85%, 04/17/28 (Call 01/17/28) |
139 | 136,146 | ||||||
Fidelity National Financial Inc. |
||||||||
2.45%, 03/15/31 (Call 12/15/30) |
100 | 79,279 | ||||||
3.40%, 06/15/30 (Call 03/15/30) |
90 | 78,070 | ||||||
4.50%, 08/15/28 (Call 05/15/28) |
160 | 155,805 | ||||||
First American Financial Corp. |
||||||||
2.40%, 08/15/31 (Call 05/15/31) |
125 | 96,130 | ||||||
4.00%, 05/15/30 (Call 02/15/30) |
50 | 44,431 |
Security |
Par (000) |
Value | ||||||
Insurance (continued) | ||||||||
4.60%, 11/15/24 |
$ | 140 | $ | 139,892 | ||||
Globe Life Inc. |
||||||||
2.15%, 08/15/30 (Call 05/15/30) |
135 | 109,442 | ||||||
4.55%, 09/15/28 (Call 06/15/28) |
135 | 132,677 | ||||||
Hanover Insurance Group Inc. (The) |
||||||||
2.50%, 09/01/30 (Call 06/01/30) |
144 | 116,467 | ||||||
4.50%, 04/15/26 (Call 01/15/26) |
45 | 44,584 | ||||||
Hartford
Financial Services Group Inc. (The), |
190 | 168,384 | ||||||
Jackson Financial Inc. |
||||||||
1.13%, 11/22/23(d) |
40 | 38,416 | ||||||
3.13%, 11/23/31 (Call 08/23/31)(d) |
90 | 71,934 | ||||||
5.17%, 06/08/27 (Call 05/08/27) |
70 | 69,329 | ||||||
5.67%, 06/08/32 (Call 03/08/32) |
60 | 58,531 | ||||||
Kemper Corp. |
||||||||
2.40%, 09/30/30 (Call 06/30/30)(a) |
80 | 64,363 | ||||||
3.80%, 02/23/32 (Call 11/23/31) |
100 | 88,055 | ||||||
4.35%, 02/15/25 (Call 11/15/24) |
45 | 44,618 | ||||||
Lincoln National Corp. |
||||||||
3.05%, 01/15/30 (Call 10/15/29)(a) |
75 | 65,807 | ||||||
3.35%, 03/09/25 |
157 | 153,912 | ||||||
3.40%, 01/15/31 (Call 10/15/30) |
45 | 40,128 | ||||||
3.63%, 12/12/26 (Call 09/15/26) |
145 | 140,435 | ||||||
3.80%, 03/01/28 (Call 12/01/27) |
90 | 86,103 | ||||||
Loews Corp. |
||||||||
3.20%, 05/15/30 (Call 02/15/30) |
130 | 116,874 | ||||||
3.75%, 04/01/26 (Call 01/01/26) |
95 | 93,611 | ||||||
Manulife Financial Corp. |
||||||||
2.48%, 05/19/27 (Call 03/19/27) |
60 | 55,114 | ||||||
3.70%, 03/16/32 (Call 12/16/31)(a) |
110 | 101,295 | ||||||
4.06%, 02/24/32 (Call 02/24/27)(b) |
20 | 18,532 | ||||||
4.15%, 03/04/26 |
477 | 472,759 | ||||||
Markel Corp. |
||||||||
3.35%, 09/17/29 (Call 06/17/29) |
80 | 72,484 | ||||||
3.50%, 11/01/27 (Call 08/01/27) |
180 | 170,082 | ||||||
Marsh & McLennan Companies Inc. |
||||||||
2.25%, 11/15/30 (Call 08/15/30) |
210 | 178,223 | ||||||
2.38%, 12/15/31 (Call 09/15/31)(a) |
70 | 59,307 | ||||||
3.50%, 06/03/24 (Call 03/03/24) |
215 | 213,542 | ||||||
3.50%, 03/10/25 (Call 12/10/24) |
242 | 238,339 | ||||||
3.75%, 03/14/26 (Call 12/14/25) |
200 | 198,164 | ||||||
3.88%, 03/15/24 (Call 02/15/24) |
237 | 236,704 | ||||||
4.38%, 03/15/29 (Call 12/15/28) |
325 | 322,965 | ||||||
Mercury General Corp., 4.40%, 03/15/27 (Call 12/15/26) |
75 | 71,947 | ||||||
MetLife Inc. |
||||||||
3.00%, 03/01/25(a) |
108 | 105,773 | ||||||
3.60%, 04/10/24 |
180 | 180,061 | ||||||
3.60%, 11/13/25 (Call 08/13/25) |
151 | 149,328 | ||||||
4.55%, 03/23/30 (Call 12/23/29)(a) |
169 | 170,707 | ||||||
Series D, 4.37%, 09/15/23 |
190 | 190,997 | ||||||
Old Republic International Corp. |
||||||||
3.88%, 08/26/26 (Call 07/26/26) |
172 | 166,047 | ||||||
4.88%, 10/01/24 (Call 09/01/24) |
180 | 181,381 | ||||||
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29) |
150 | 140,371 | ||||||
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)(a) |
50 | 41,764 | ||||||
Principal Financial Group Inc. |
||||||||
2.13%, 06/15/30 (Call 03/15/30) |
135 | 112,220 | ||||||
3.10%, 11/15/26 (Call 08/15/26) |
60 | 56,461 | ||||||
3.40%, 05/15/25 (Call 02/15/25) |
60 | 58,728 | ||||||
3.70%, 05/15/29 (Call 02/15/29) |
166 | 156,334 |
62 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Insurance (continued) | ||||||||
Progressive Corp. (The) |
||||||||
2.45%, 01/15/27 |
$ | 235 | $ | 221,664 | ||||
2.50%, 03/15/27 (Call 02/15/27) |
75 | 70,552 | ||||||
3.00%, 03/15/32 (Call 12/15/31) |
90 | 80,933 | ||||||
4.00%, 03/01/29 (Call 12/01/28) |
75 | 74,263 | ||||||
6.63%, 03/01/29(a) |
30 | 33,830 | ||||||
Prudential Financial Inc. |
||||||||
1.50%, 03/10/26 (Call 02/10/26) |
207 | 189,658 | ||||||
2.10%, 03/10/30 (Call 12/10/29)(a) |
100 | 85,018 | ||||||
3.70%, 10/01/50 (Call 07/01/30)(b) |
25 | 21,612 | ||||||
3.88%, 03/27/28 (Call 12/27/27) |
347 | 340,598 | ||||||
4.50%,
09/15/47 (Call 09/15/27), |
50 | 47,545 | ||||||
5.13%, 03/01/52 (Call 11/28/31)(b) |
190 | 177,475 | ||||||
5.20%,
03/15/44 (Call 03/15/24), |
55 | 53,416 | ||||||
5.70%,
09/15/48 (Call 09/15/28), |
200 | 196,232 | ||||||
Prudential PLC |
||||||||
3.13%, 04/14/30 |
196 | 174,601 | ||||||
3.63%, 03/24/32 (Call 12/24/31) |
100 | 90,348 | ||||||
Reinsurance Group of America Inc. |
||||||||
3.15%, 06/15/30 (Call 03/15/30) |
170 | 149,624 | ||||||
3.90%, 05/15/29 (Call 02/15/29) |
125 | 117,060 | ||||||
3.95%, 09/15/26 (Call 06/15/26) |
75 | 73,687 | ||||||
RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29) |
160 | 148,979 | ||||||
Stewart
Information Services Corp., |
80 | 65,614 | ||||||
Trinity
Acquisition PLC, 4.40%, 03/15/26 |
225 | 221,596 | ||||||
Unum Group |
||||||||
4.00%, 03/15/24(a) |
225 | 226,568 | ||||||
4.00%, 06/15/29 (Call 03/15/29)(a) |
40 | 37,046 | ||||||
Voya Financial Inc. |
||||||||
3.65%, 06/15/26 |
165 | 159,626 | ||||||
4.70%,
01/23/48 (Call 01/23/28), |
75 | 62,232 | ||||||
Willis North America Inc. |
||||||||
2.95%, 09/15/29 (Call 06/15/29) |
113 | 97,470 | ||||||
3.60%, 05/15/24 (Call 03/15/24) |
187 | 184,500 | ||||||
4.50%, 09/15/28 (Call 06/15/28) |
165 | 159,675 | ||||||
4.65%, 06/15/27 (Call 05/15/27) |
90 | 88,315 | ||||||
|
|
|||||||
19,561,027 | ||||||||
Internet — 0.5% | ||||||||
Alibaba Group Holding Ltd. |
||||||||
2.13%, 02/09/31 (Call 11/09/30)(a) |
290 | 241,007 | ||||||
3.40%, 12/06/27 (Call 09/06/27) |
430 | 406,070 | ||||||
3.60%, 11/28/24 (Call 08/28/24) |
590 | 581,309 | ||||||
Alphabet Inc. |
||||||||
0.45%, 08/15/25 (Call 07/15/25) |
290 | 264,944 | ||||||
0.80%, 08/15/27 (Call 06/15/27) |
345 | 301,475 | ||||||
1.10%, 08/15/30 (Call 05/15/30) |
230 | 187,620 | ||||||
2.00%, 08/15/26 (Call 05/15/26) |
413 | 389,310 | ||||||
3.38%, 02/25/24 |
282 | 281,284 | ||||||
Amazon.com Inc. |
||||||||
0.45%, 05/12/24 |
510 | 483,878 | ||||||
0.80%, 06/03/25 (Call 05/03/25) |
155 | 143,367 | ||||||
1.00%, 05/12/26 (Call 04/12/26) |
530 | 480,079 | ||||||
1.20%, 06/03/27 (Call 04/03/27) |
200 | 177,954 | ||||||
1.50%, 06/03/30 (Call 03/03/30) |
532 | 441,794 |
Security |
Par (000) |
Value | ||||||
Internet (continued) | ||||||||
1.65%, 05/12/28 (Call 03/12/28) |
$ | 555 | $ | 492,113 | ||||
2.10%, 05/12/31 (Call 02/12/31) |
475 | 407,740 | ||||||
2.73%, 04/13/24 |
25 | 24,701 | ||||||
2.80%, 08/22/24 (Call 06/22/24) |
556 | 549,050 | ||||||
3.00%, 04/13/25 |
50 | 49,222 | ||||||
3.15%, 08/22/27 (Call 05/22/27) |
602 | 581,701 | ||||||
3.30%, 04/13/27 (Call 03/13/27) |
180 | 175,842 | ||||||
3.45%, 04/13/29 (Call 02/13/29) |
125 | 120,831 | ||||||
3.60%, 04/13/32 (Call 01/13/32) |
285 | 273,845 | ||||||
3.80%, 12/05/24 (Call 09/05/24) |
169 | 169,836 | ||||||
5.20%, 12/03/25 (Call 09/03/25) |
451 | 469,090 | ||||||
Baidu Inc. |
||||||||
3.43%, 04/07/30 (Call 01/07/30) |
50 | 45,259 | ||||||
3.63%, 07/06/27 |
265 | 252,397 | ||||||
3.88%, 09/29/23 (Call 08/29/23) |
205 | 204,346 | ||||||
4.13%, 06/30/25 |
225 | 221,922 | ||||||
4.38%, 03/29/28 (Call 12/29/27)(a) |
55 | 53,483 | ||||||
4.88%, 11/14/28 (Call 08/14/28) |
50 | 49,787 | ||||||
Booking Holdings Inc. |
||||||||
3.55%, 03/15/28 (Call 12/15/27) |
190 | 182,801 | ||||||
3.60%, 06/01/26 (Call 03/01/26) |
313 | 308,233 | ||||||
3.65%, 03/15/25 (Call 12/15/24) |
90 | 89,371 | ||||||
4.63%, 04/13/30 (Call 01/13/30) |
289 | 290,318 | ||||||
eBay Inc. |
||||||||
1.40%, 05/10/26 (Call 04/10/26) |
65 | 58,703 | ||||||
1.90%, 03/11/25 (Call 02/11/25) |
159 | 150,086 | ||||||
2.60%, 05/10/31 (Call 02/10/31)(a) |
195 | 161,838 | ||||||
2.70%, 03/11/30 (Call 12/11/29) |
155 | 133,737 | ||||||
3.45%, 08/01/24 (Call 05/01/24) |
327 | 323,259 | ||||||
3.60%, 06/05/27 (Call 03/05/27)(a) |
276 | 266,660 | ||||||
Expedia Group Inc. |
||||||||
2.95%, 03/15/31 (Call 12/15/30) |
225 | 186,109 | ||||||
3.25%, 02/15/30 (Call 11/15/29) |
275 | 237,988 | ||||||
3.80%, 02/15/28 (Call 11/15/27) |
80 | 74,454 | ||||||
5.00%, 02/15/26 (Call 11/15/25) |
220 | 220,295 | ||||||
JD.com Inc., 3.38%, 01/14/30 (Call 10/14/29) |
200 | 182,718 | ||||||
Tencent Music Entertainment Group |
||||||||
1.38%, 09/03/25 (Call 08/03/25) |
20 | 18,025 | ||||||
2.00%, 09/03/30 (Call 06/03/30) |
155 | 117,089 | ||||||
VeriSign Inc., 2.70%, 06/15/31 (Call 03/15/31) |
180 | 148,025 | ||||||
Weibo Corp., 3.38%, 07/08/30 (Call 04/08/30) |
205 | 162,319 | ||||||
|
|
|||||||
11,833,284 | ||||||||
Iron & Steel — 0.1% | ||||||||
ArcelorMittal SA |
||||||||
4.25%, 07/16/29(a) |
145 | 137,254 | ||||||
4.55%, 03/11/26 |
110 | 107,938 | ||||||
Nucor Corp. |
||||||||
2.00%, 06/01/25 (Call 05/01/25) |
230 | 216,556 | ||||||
2.70%, 06/01/30 (Call 03/01/30) |
85 | 74,185 | ||||||
3.95%, 05/23/25 |
60 | 59,563 | ||||||
3.95%, 05/01/28 (Call 02/01/28) |
202 | 196,114 | ||||||
4.30%, 05/23/27 (Call 04/23/27) |
75 | 74,594 | ||||||
Reliance Steel & Aluminum Co. |
||||||||
1.30%, 08/15/25 (Call 07/15/25) |
50 | 45,634 | ||||||
2.15%, 08/15/30 (Call 05/15/30) |
15 | 12,115 | ||||||
Steel Dynamics Inc. |
||||||||
1.65%, 10/15/27 (Call 08/15/27) |
95 | 81,167 | ||||||
2.40%, 06/15/25 (Call 05/15/25) |
234 | 221,542 | ||||||
2.80%, 12/15/24 (Call 11/15/24) |
85 | 82,183 | ||||||
3.25%, 01/15/31 (Call 10/15/30) |
35 | 30,240 |
S C H E D U L E O F I N V E S T M E N T S |
63 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Iron & Steel (continued) | ||||||||
3.45%, 04/15/30 (Call 01/15/30) |
$ | 132 | $ | 117,641 | ||||
5.00%, 12/15/26 (Call 10/03/22) |
205 | 203,571 | ||||||
Vale Overseas Ltd. |
||||||||
3.75%, 07/08/30 (Call 04/08/30)(a) |
260 | 225,654 | ||||||
6.25%, 08/10/26 |
211 | 221,227 | ||||||
|
|
|||||||
2,107,178 | ||||||||
Leisure Time — 0.0% | ||||||||
Brunswick Corp. |
||||||||
0.85%, 08/18/24 (Call 10/03/22) |
65 | 60,368 | ||||||
2.40%, 08/18/31 (Call 05/18/31) |
130 | 96,287 | ||||||
Harley-Davidson
Inc., 3.50%, 07/28/25 |
55 | 53,014 | ||||||
|
|
|||||||
209,669 | ||||||||
Lodging — 0.1% | ||||||||
Choice Hotels International Inc. |
||||||||
3.70%, 12/01/29 (Call 09/01/29) |
160 | 141,835 | ||||||
3.70%, 01/15/31 (Call 10/15/30) |
55 | 47,970 | ||||||
Hyatt Hotels Corp. |
||||||||
1.30%, 10/01/23 (Call 10/03/22) |
25 | 24,224 | ||||||
1.80%, 10/01/24 (Call 10/03/22) |
10 | 9,490 | ||||||
4.38%, 09/15/28 (Call 06/15/28) |
105 | 99,366 | ||||||
4.85%, 03/15/26 (Call 12/15/25) |
175 | 176,127 | ||||||
5.63%, 04/23/25 (Call 03/23/25) |
50 | 50,518 | ||||||
6.00%, 04/23/30 (Call 01/23/30)(a) |
20 | 20,376 | ||||||
Marriott International Inc./MD |
||||||||
3.60%, 04/15/24 (Call 03/15/24) |
10 | 9,904 | ||||||
3.75%, 03/15/25 (Call 12/15/24) |
140 | 137,795 | ||||||
3.75%, 10/01/25 (Call 07/01/25) |
40 | 39,064 | ||||||
Series EE, 5.75%, 05/01/25 (Call 04/01/25) |
127 | 130,895 | ||||||
Series FF, 4.63%, 06/15/30 (Call 03/15/30) |
465 | 444,015 | ||||||
Series R, 3.13%, 06/15/26 (Call 03/15/26) |
240 | 227,700 | ||||||
Series X, 4.00%, 04/15/28 (Call 01/15/28) |
25 | 23,740 | ||||||
Series Z, 4.15%, 12/01/23 (Call 11/01/23) |
15 | 15,009 | ||||||
|
|
|||||||
1,598,028 | ||||||||
Machinery — 0.4% | ||||||||
Caterpillar Financial Services Corp. |
||||||||
0.45%, 09/14/23 |
10 | 9,681 | ||||||
0.60%, 09/13/24 |
150 | 140,987 | ||||||
0.80%, 11/13/25 |
85 | 76,995 | ||||||
0.95%, 01/10/24 |
225 | 217,280 | ||||||
1.10%, 09/14/27 |
10 | 8,756 | ||||||
1.15%, 09/14/26 |
170 | 152,332 | ||||||
1.70%, 01/08/27(a) |
455 | 416,334 | ||||||
2.15%, 11/08/24 |
320 | 309,290 | ||||||
2.85%, 05/17/24 |
10 | 9,863 | ||||||
3.25%, 12/01/24 |
20 | 19,795 | ||||||
3.30%, 06/09/24 |
246 | 244,349 | ||||||
3.40%, 05/13/25 |
30 | 29,600 | ||||||
3.60%, 08/12/27 |
500 | 490,755 | ||||||
3.65%, 12/07/23 |
25 | 25,022 | ||||||
3.65%, 08/12/25 |
250 | 248,400 | ||||||
3.75%, 11/24/23 |
50 | 50,086 | ||||||
Caterpillar Inc. |
||||||||
1.90%, 03/12/31 (Call 12/12/30)(a) |
70 | 59,513 | ||||||
2.60%, 09/19/29 (Call 06/19/29) |
119 | 108,521 | ||||||
2.60%, 04/09/30 (Call 01/09/30) |
220 | 199,531 | ||||||
3.40%, 05/15/24 (Call 02/15/24) |
30 | 29,906 | ||||||
CNH Industrial Capital LLC |
||||||||
1.45%, 07/15/26 (Call 06/15/26) |
120 | 106,472 | ||||||
3.95%, 05/23/25 |
100 | 98,295 |
Security |
Par (000) |
Value | ||||||
Machinery (continued) | ||||||||
4.20%, 01/15/24(a) |
$ | 76 | $ | 75,770 | ||||
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) |
192 | 181,849 | ||||||
Deere & Co. |
||||||||
2.75%, 04/15/25 (Call 03/15/25) |
94 | 91,480 | ||||||
3.10%, 04/15/30 (Call 01/15/30) |
10 | 9,407 | ||||||
5.38%, 10/16/29(a) |
85 | 91,576 | ||||||
7.13%, 03/03/31 |
60 | 72,102 | ||||||
Dover Corp. |
||||||||
2.95%, 11/04/29 (Call 08/04/29) |
165 | 149,441 | ||||||
3.15%, 11/15/25 (Call 08/15/25) |
140 | 135,458 | ||||||
Flowserve Corp. |
||||||||
2.80%, 01/15/32 (Call 10/15/31) |
75 | 58,299 | ||||||
3.50%, 10/01/30 (Call 07/01/30) |
95 | 81,494 | ||||||
IDEX Corp. |
||||||||
2.63%, 06/15/31 (Call 03/15/31) |
85 | 71,577 | ||||||
3.00%, 05/01/30 (Call 02/01/30) |
5 | 4,395 | ||||||
John Deere Capital Corp. |
||||||||
0.40%, 10/10/23 |
10 | 9,658 | ||||||
0.45%, 01/17/24 |
15 | 14,358 | ||||||
0.45%, 06/07/24 |
160 | 151,573 | ||||||
0.63%, 09/10/24(a) |
65 | 61,198 | ||||||
0.70%, 01/15/26 |
310 | 280,209 | ||||||
1.25%, 01/10/25 |
110 | 103,965 | ||||||
1.30%, 10/13/26 |
60 | 54,185 | ||||||
1.45%, 01/15/31 |
149 | 121,661 | ||||||
1.50%, 03/06/28 |
95 | 83,570 | ||||||
1.70%, 01/11/27 |
110 | 100,617 | ||||||
1.75%, 03/09/27 |
25 | 22,819 | ||||||
2.00%, 06/17/31 |
150 | 127,293 | ||||||
2.05%, 01/09/25 |
325 | 312,461 | ||||||
2.25%, 09/14/26(a) |
185 | 175,139 | ||||||
2.45%, 01/09/30 |
250 | 221,820 | ||||||
2.65%, 06/24/24 |
165 | 162,296 | ||||||
2.65%, 06/10/26 |
175 | 167,858 | ||||||
2.80%, 09/08/27 |
155 | 147,338 | ||||||
2.80%, 07/18/29 |
215 | 199,071 | ||||||
3.05%, 01/06/28(a) |
110 | 105,712 | ||||||
3.35%, 06/12/24 |
175 | 174,060 | ||||||
3.35%, 04/18/29 |
90 | 86,117 | ||||||
3.40%, 06/06/25 |
50 | 49,531 | ||||||
3.40%, 09/11/25 |
5 | 4,936 | ||||||
3.45%, 03/13/25 |
245 | 243,709 | ||||||
3.45%, 03/07/29 |
175 | 169,444 | ||||||
3.65%, 10/12/23 |
105 | 105,043 | ||||||
nVent Finance Sarl |
||||||||
2.75%, 11/15/31 (Call 08/15/31) |
65 | 51,106 | ||||||
4.55%, 04/15/28 (Call 01/15/28) |
135 | 127,305 | ||||||
Oshkosh Corp. |
||||||||
3.10%, 03/01/30 (Call 12/01/29) |
60 | 50,830 | ||||||
4.60%, 05/15/28 (Call 02/15/28) |
130 | 125,029 | ||||||
Otis Worldwide Corp. |
||||||||
2.06%, 04/05/25 (Call 03/05/25) |
70 | 66,139 | ||||||
2.29%, 04/05/27 (Call 02/05/27)(a) |
145 | 132,240 | ||||||
2.57%, 02/15/30 (Call 11/15/29) |
359 | 309,329 | ||||||
Rockwell Automation Inc. |
||||||||
1.75%, 08/15/31 (Call 05/15/31)(a) |
35 | 28,636 | ||||||
2.88%, 03/01/25 (Call 12/01/24) |
180 | 175,248 | ||||||
3.50%, 03/01/29 (Call 12/01/28) |
210 | 201,436 | ||||||
Westinghouse
Air Brake Technologies Corp. |
150 | 143,079 |
64 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Machinery (continued) | ||||||||
3.45%, 11/15/26 (Call 08/15/26) |
$ | 200 | $ | 187,738 | ||||
4.40%, 03/15/24 (Call 02/15/24) |
165 | 164,132 | ||||||
4.95%, 09/15/28 (Call 06/15/28) |
198 | 192,474 | ||||||
Xylem Inc./NY |
||||||||
1.95%, 01/30/28 (Call 11/30/27) |
165 | 145,197 | ||||||
2.25%, 01/30/31 (Call 10/30/30) |
85 | 71,030 | ||||||
3.25%, 11/01/26 (Call 08/01/26) |
145 | 138,595 | ||||||
|
|
|||||||
9,839,795 | ||||||||
Manufacturing — 0.2% | ||||||||
3M Co. |
||||||||
2.00%, 02/14/25 (Call 01/14/25) |
123 | 117,197 | ||||||
2.25%, 09/19/26 (Call 06/19/26) |
183 | 170,602 | ||||||
2.38%, 08/26/29 (Call 05/26/29) |
288 | 247,501 | ||||||
2.65%, 04/15/25 (Call 03/15/25) |
70 | 67,864 | ||||||
2.88%, 10/15/27 (Call 07/15/27) |
116 | 109,082 | ||||||
3.00%, 08/07/25 |
200 | 194,960 | ||||||
3.05%, 04/15/30 (Call 01/15/30)(a) |
172 | 153,176 | ||||||
3.25%, 02/14/24 (Call 01/14/24) |
365 | 362,591 | ||||||
3.38%, 03/01/29 (Call 12/01/28) |
176 | 163,428 | ||||||
3.63%, 09/14/28 (Call 06/14/28) |
123 | 117,624 | ||||||
Carlisle Companies Inc. |
||||||||
2.20%, 03/01/32 (Call 12/01/31)(a) |
25 | 19,664 | ||||||
2.75%, 03/01/30 (Call 12/01/29) |
280 | 239,498 | ||||||
3.50%, 12/01/24 (Call 10/01/24) |
40 | 39,336 | ||||||
3.75%, 12/01/27 (Call 09/01/27) |
105 | 99,607 | ||||||
Eaton Corp. |
||||||||
3.10%, 09/15/27 (Call 06/15/27) |
205 | 194,859 | ||||||
4.15%, 03/15/33 |
30 | 28,926 | ||||||
GE Capital International Funding Co. Unlimited Co., 3.37%, 11/15/25(a) |
15 | 14,587 | ||||||
General Electric Co., 6.75%, 03/15/32 |
460 | 521,392 | ||||||
Illinois
Tool Works Inc., 2.65%, 11/15/26 |
345 | 331,024 | ||||||
Parker-Hannifin Corp. |
||||||||
2.70%, 06/14/24 (Call 05/14/24) |
115 | 112,057 | ||||||
3.25%, 03/01/27 (Call 12/01/26) |
157 | 150,499 | ||||||
3.25%, 06/14/29 (Call 03/14/29) |
159 | 145,566 | ||||||
3.30%, 11/21/24 (Call 08/21/24) |
170 | 167,168 | ||||||
3.65%, 06/15/24 |
150 | 148,635 | ||||||
4.25%, 09/15/27 (Call 08/15/27) |
100 | 98,853 | ||||||
4.50%, 09/15/29 (Call 07/15/29) |
250 | 246,002 | ||||||
Pentair Finance Sarl |
||||||||
4.50%, 07/01/29 (Call 04/01/29) |
150 | 140,215 | ||||||
5.90%, 07/15/32 (Call 04/15/32) |
100 | 99,652 | ||||||
Textron Inc. |
||||||||
2.45%, 03/15/31 (Call 12/15/30)(a) |
95 | 77,408 | ||||||
3.00%, 06/01/30 (Call 03/01/30) |
65 | 56,249 | ||||||
3.38%, 03/01/28 (Call 12/01/27) |
125 | 114,959 | ||||||
3.65%, 03/15/27 (Call 12/15/26) |
145 | 138,242 | ||||||
3.88%, 03/01/25 (Call 12/01/24) |
30 | 29,595 | ||||||
3.90%, 09/17/29 (Call 06/17/29) |
118 | 110,187 | ||||||
4.00%, 03/15/26 (Call 12/15/25) |
148 | 144,926 | ||||||
4.30%, 03/01/24 (Call 12/01/23) |
80 | 80,013 | ||||||
Trane Technologies Global Holding Co. Ltd., 3.75%, 08/21/28 (Call 05/21/28) |
100 | 96,097 | ||||||
Trane Technologies Luxembourg Finance SA |
||||||||
3.50%, 03/21/26 (Call 01/21/26) |
95 | 91,532 | ||||||
3.55%, 11/01/24 (Call 08/01/24) |
95 | 93,701 | ||||||
3.80%, 03/21/29 (Call 12/21/28) |
243 | 228,901 | ||||||
|
|
|||||||
5,763,375 |
Security |
Par (000) |
Value | ||||||
Media — 0.7% | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital |
||||||||
2.25%, 01/15/29 (Call 11/15/28) |
$ | 145 | $ | 118,878 | ||||
2.30%, 02/01/32 (Call 11/01/31) |
260 | 197,605 | ||||||
2.80%, 04/01/31 (Call 01/01/31) |
75 | 60,769 | ||||||
3.75%, 02/15/28 (Call 11/15/27) |
264 | 244,242 | ||||||
4.20%, 03/15/28 (Call 12/15/27) |
365 | 344,235 | ||||||
4.50%, 02/01/24 (Call 01/01/24) |
499 | 498,491 | ||||||
4.91%, 07/23/25 (Call 04/23/25)(a) |
541 | 539,739 | ||||||
5.05%, 03/30/29 (Call 12/30/28) |
386 | 370,572 | ||||||
Comcast Corp. |
||||||||
1.50%, 02/15/31 (Call 11/15/30) |
360 | 288,652 | ||||||
1.95%, 01/15/31 (Call 10/15/30) |
365 | 302,293 | ||||||
2.35%, 01/15/27 (Call 10/15/26) |
311 | 289,560 | ||||||
2.65%, 02/01/30 (Call 11/01/29) |
320 | 283,427 | ||||||
3.15%, 03/01/26 (Call 12/01/25) |
544 | 528,937 | ||||||
3.15%, 02/15/28 (Call 11/15/27) |
352 | 334,122 | ||||||
3.30%, 02/01/27 (Call 11/01/26) |
110 | 106,181 | ||||||
3.30%, 04/01/27 (Call 02/01/27) |
10 | 9,657 | ||||||
3.38%, 02/15/25 (Call 11/15/24) |
215 | 211,962 | ||||||
3.38%, 08/15/25 (Call 05/15/25) |
327 | 321,598 | ||||||
3.40%, 04/01/30 (Call 01/01/30)(a) |
323 | 301,281 | ||||||
3.55%, 05/01/28 (Call 02/01/28) |
448 | 432,047 | ||||||
3.70%, 04/15/24 (Call 03/15/24) |
529 | 527,990 | ||||||
3.95%, 10/15/25 (Call 08/15/25) |
571 | 569,989 | ||||||
4.15%, 10/15/28 (Call 07/15/28) |
566 | 561,280 | ||||||
4.25%, 10/15/30 (Call 07/15/30) |
120 | 118,463 | ||||||
Discovery Communications LLC |
||||||||
3.45%, 03/15/25 (Call 12/15/24) |
160 | 154,806 | ||||||
3.63%, 05/15/30 (Call 02/15/30) |
67 | 58,470 | ||||||
3.80%, 03/13/24 (Call 01/13/24) |
70 | 69,257 | ||||||
3.90%, 11/15/24 (Call 08/15/24) |
185 | 181,082 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
40 | 39,022 | ||||||
3.95%, 03/20/28 (Call 12/20/27) |
357 | 327,794 | ||||||
4.13%, 05/15/29 (Call 02/15/29) |
150 | 136,782 | ||||||
4.90%, 03/11/26 (Call 12/11/25) |
110 | 109,844 | ||||||
FactSet Research Systems Inc. |
||||||||
2.90%, 03/01/27 (Call 02/01/27) |
55 | 51,498 | ||||||
3.45%, 03/01/32 (Call 12/01/31) |
60 | 52,119 | ||||||
Fox Corp. |
||||||||
3.05%, 04/07/25 (Call 03/07/25) |
105 | 101,517 | ||||||
3.50%, 04/08/30 (Call 01/08/30) |
130 | 117,971 | ||||||
4.03%, 01/25/24 (Call 12/25/23) |
308 | 306,860 | ||||||
4.71%, 01/25/29 (Call 10/25/28) |
395 | 390,975 | ||||||
Grupo Televisa SAB, 6.63%, 03/18/25 |
100 | 104,791 | ||||||
Meta Platforms Inc. |
||||||||
3.50%, 08/15/27 |
300 | 290,610 | ||||||
3.85%, 08/15/32 |
250 | 235,087 | ||||||
Paramount Global |
||||||||
2.90%, 01/15/27 (Call 10/15/26)(a) |
153 | 142,001 | ||||||
3.38%, 02/15/28 (Call 11/15/27)(a) |
70 | 65,369 | ||||||
3.70%, 06/01/28 (Call 03/01/28) |
165 | 155,735 | ||||||
4.00%, 01/15/26 (Call 10/15/25) |
200 | 196,724 | ||||||
4.20%, 06/01/29 (Call 03/01/29) |
155 | 146,762 | ||||||
4.20%, 05/19/32 (Call 02/19/32) |
215 | 189,172 | ||||||
4.75%, 05/15/25 (Call 04/15/25) |
155 | 156,051 | ||||||
4.95%, 01/15/31 (Call 10/15/30) |
146 | 138,532 | ||||||
7.88%, 07/30/30 |
150 | 168,345 |
S C H E D U L E O F I N V E S T M E N T S |
65 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Media (continued) | ||||||||
TCI Communications Inc. |
||||||||
7.13%, 02/15/28 |
$ | 175 | $ | 197,291 | ||||
7.88%, 02/15/26 |
20 | 22,332 | ||||||
Thomson Reuters Corp. |
||||||||
3.35%, 05/15/26 (Call 02/15/26) |
223 | 215,996 | ||||||
4.30%, 11/23/23 (Call 08/23/23) |
135 | 135,468 | ||||||
TWDC Enterprises 18 Corp. |
||||||||
1.85%, 07/30/26 |
303 | 279,042 | ||||||
2.95%, 06/15/27(a) |
200 | 191,984 | ||||||
3.00%, 02/13/26 |
146 | 141,217 | ||||||
3.15%, 09/17/25 |
164 | 160,374 | ||||||
Walt Disney Co. (The) |
||||||||
1.75%, 08/30/24 (Call 07/30/24) |
383 | 367,871 | ||||||
1.75%, 01/13/26 |
325 | 302,702 | ||||||
2.00%, 09/01/29 (Call 06/01/29) |
486 | 420,395 | ||||||
2.20%, 01/13/28(a) |
226 | 205,646 | ||||||
2.65%, 01/13/31 |
255 | 226,111 | ||||||
3.35%, 03/24/25 |
360 | 354,967 | ||||||
3.38%, 11/15/26 (Call 08/15/26) |
95 | 92,672 | ||||||
3.70%, 09/15/24 (Call 06/15/24) |
181 | 180,265 | ||||||
3.70%, 10/15/25 (Call 07/15/25) |
192 | 190,522 | ||||||
3.70%, 03/23/27 |
115 | 113,524 | ||||||
3.80%, 03/22/30(a) |
380 | 367,221 | ||||||
|
|
|||||||
15,814,746 | ||||||||
Metal Fabricate & Hardware — 0.0% | ||||||||
Precision Castparts Corp., 3.25%, 06/15/25 (Call 03/15/25) |
230 | 227,019 | ||||||
Timken Co. (The) |
||||||||
3.88%, 09/01/24 (Call 06/01/24) |
65 | 64,138 | ||||||
4.13%, 04/01/32 (Call 01/01/32) |
105 | 95,192 | ||||||
4.50%, 12/15/28 (Call 09/15/28) |
100 | 95,627 | ||||||
|
|
|||||||
481,976 | ||||||||
Mining — 0.1% | ||||||||
AngloGold
Ashanti Holdings PLC, |
200 | 170,822 | ||||||
BHP Billiton Finance USA Ltd. |
||||||||
3.85%, 09/30/23 |
65 | 65,039 | ||||||
6.42%, 03/01/26 |
50 | 53,472 | ||||||
Freeport-McMoRan Inc. |
||||||||
4.13%, 03/01/28 (Call 03/01/23) |
110 | 102,939 | ||||||
4.25%, 03/01/30 (Call 03/01/25) |
120 | 109,000 | ||||||
4.38%, 08/01/28 (Call 08/01/23) |
110 | 103,705 | ||||||
4.55%, 11/14/24 (Call 08/14/24) |
110 | 110,729 | ||||||
4.63%, 08/01/30 (Call 08/01/25)(a) |
218 | 201,532 | ||||||
5.00%, 09/01/27 (Call 10/03/22)(a) |
110 | 111,135 | ||||||
5.25%, 09/01/29 (Call 09/01/24) |
110 | 106,731 | ||||||
Kinross Gold Corp. |
||||||||
4.50%, 07/15/27 (Call 04/15/27) |
134 | 129,778 | ||||||
5.95%, 03/15/24 (Call 12/15/23) |
235 | 238,974 | ||||||
Newmont Corp. |
||||||||
2.25%, 10/01/30 (Call 07/01/30) |
264 | 216,955 | ||||||
2.60%, 07/15/32 (Call 04/15/32) |
100 | 81,751 | ||||||
2.80%, 10/01/29 (Call 07/01/29) |
121 | 105,629 | ||||||
Rio Tinto Alcan Inc., 7.25%, 03/15/31 |
75 | 88,818 | ||||||
Rio Tinto Finance USA Ltd., 7.13%, 07/15/28 |
145 | 163,775 | ||||||
Southern Copper Corp., 3.88%, 04/23/25 |
205 | 200,773 | ||||||
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31) |
40 | 31,280 | ||||||
|
|
|||||||
2,392,837 | ||||||||
Multi-National — 0.0% | ||||||||
Asian Infrastructure Investment Bank (The), 3.38%, 06/29/25 |
10 | 9,887 | ||||||
|
|
Security |
Par (000) |
Value | ||||||
Office & Business Equipment — 0.0% | ||||||||
CDW LLC/CDW Finance Corp. |
||||||||
2.67%, 12/01/26 (Call 11/01/26) |
$ | 135 | $ | 121,254 | ||||
3.25%, 02/15/29 (Call 08/15/23) |
105 | 91,318 | ||||||
3.28%, 12/01/28 (Call 10/01/28) |
135 | 118,766 | ||||||
3.57%, 12/01/31 (Call 09/01/31) |
115 | 96,791 | ||||||
4.13%, 05/01/25 (Call 10/03/22) |
35 | 34,494 | ||||||
4.25%, 04/01/28 (Call 10/03/22) |
140 | 129,388 | ||||||
5.50%, 12/01/24 (Call 06/01/24) |
75 | 76,718 | ||||||
|
|
|||||||
668,729 | ||||||||
Oil & Gas — 1.0% | ||||||||
BP Capital Markets America Inc. |
||||||||
1.75%, 08/10/30 (Call 05/10/30) |
355 | 294,252 | ||||||
2.72%, 01/12/32 (Call 10/12/31) |
105 | 91,536 | ||||||
3.02%, 01/16/27 (Call 10/16/26) |
230 | 220,073 | ||||||
3.12%, 05/04/26 (Call 02/04/26) |
255 | 246,817 | ||||||
3.41%, 02/11/26 (Call 12/11/25) |
128 | 125,629 | ||||||
3.54%, 04/06/27 (Call 02/06/27) |
60 | 58,483 | ||||||
3.59%, 04/14/27 (Call 01/14/27) |
228 | 222,042 | ||||||
3.63%, 04/06/30 (Call 01/06/30) |
414 | 393,495 | ||||||
3.80%, 09/21/25 (Call 07/21/25)(a) |
228 | 227,478 | ||||||
3.94%, 09/21/28 (Call 06/21/28) |
335 | 327,637 | ||||||
4.23%, 11/06/28 (Call 08/06/28) |
91 | 90,020 | ||||||
BP Capital Markets PLC |
||||||||
3.28%, 09/19/27 (Call 06/19/27) |
190 | 182,079 | ||||||
3.72%, 11/28/28 (Call 08/28/28) |
173 | 167,673 | ||||||
Burlington Resources LLC, 7.20%, 08/15/31 |
30 | 35,199 | ||||||
Canadian Natural Resources Ltd. |
||||||||
2.05%, 07/15/25 (Call 06/15/25) |
35 | 32,652 | ||||||
2.95%, 07/15/30 (Call 04/15/30) |
80 | 69,759 | ||||||
3.80%, 04/15/24 (Call 01/15/24) |
186 | 184,094 | ||||||
3.85%, 06/01/27 (Call 03/01/27) |
243 | 232,165 | ||||||
3.90%, 02/01/25 (Call 11/01/24) |
171 | 168,421 | ||||||
Cenovus Energy Inc. |
||||||||
2.65%, 01/15/32 (Call 10/15/31) |
155 | 127,413 | ||||||
4.40%, 04/15/29 (Call 01/15/29) |
170 | 164,314 | ||||||
5.38%, 07/15/25 (Call 04/15/25) |
269 | 276,120 | ||||||
Chevron Corp. |
||||||||
1.55%, 05/11/25 (Call 04/11/25) |
400 | 377,436 | ||||||
2.00%, 05/11/27 (Call 03/11/27) |
220 | 203,240 | ||||||
2.24%, 05/11/30 (Call 02/11/30) |
253 | 221,944 | ||||||
2.90%, 03/03/24 (Call 01/03/24) |
199 | 196,865 | ||||||
2.95%, 05/16/26 (Call 02/16/26) |
290 | 280,830 | ||||||
3.33%, 11/17/25 (Call 08/17/25) |
184 | 181,485 | ||||||
Chevron USA Inc. |
||||||||
0.69%, 08/12/25 (Call 07/12/25) |
65 | 59,381 | ||||||
1.02%, 08/12/27 (Call 06/12/27) |
290 | 252,903 | ||||||
3.25%, 10/15/29 (Call 07/15/29) |
190 | 178,110 | ||||||
3.85%, 01/15/28 (Call 10/15/27) |
167 | 165,166 | ||||||
3.90%, 11/15/24 (Call 08/15/24) |
30 | 30,245 | ||||||
CNOOC
Finance 2013 Ltd., 2.88%, 09/30/29 |
250 | 231,255 | ||||||
CNOOC Finance 2014 ULC, 4.25%, 04/30/24 |
560 | 562,055 | ||||||
CNOOC Finance 2015 USA LLC |
||||||||
3.50%, 05/05/25 |
400 | 394,264 | ||||||
4.38%, 05/02/28 |
200 | 201,062 | ||||||
ConocoPhillips Co. |
||||||||
2.40%, 03/07/25 (Call 03/07/23) |
170 | 164,329 | ||||||
3.35%, 11/15/24 (Call 08/15/24)(a) |
35 | 34,678 | ||||||
6.95%, 04/15/29 |
382 | 436,672 |
66 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Oil & Gas (continued) | ||||||||
Continental Resources Inc./OK |
||||||||
3.80%, 06/01/24 (Call 03/01/24)(a) |
$ | 275 | $ | 271,059 | ||||
4.38%, 01/15/28 (Call 10/15/27) |
210 | 197,171 | ||||||
Coterra Energy Inc. |
||||||||
3.90%, 05/15/27 (Call 02/15/27)(d) |
185 | 176,612 | ||||||
4.38%, 06/01/24 (Call 03/01/24)(d) |
168 | 166,958 | ||||||
4.38%, 03/15/29 (Call 12/15/28)(d) |
143 | 138,144 | ||||||
Devon Energy Corp. |
||||||||
4.50%, 01/15/30 (Call 01/15/25) |
135 | 128,986 | ||||||
5.25%, 10/15/27 (Call 10/15/22)(a) |
85 | 85,096 | ||||||
5.85%, 12/15/25 (Call 09/15/25) |
218 | 225,497 | ||||||
5.88%, 06/15/28 (Call 06/15/23) |
10 | 10,189 | ||||||
7.88%, 09/30/31 |
36 | 41,719 | ||||||
Diamondback Energy Inc. |
||||||||
3.13%, 03/24/31 (Call 12/24/30) |
85 | 73,670 | ||||||
3.25%, 12/01/26 (Call 10/01/26) |
151 | 144,892 | ||||||
3.50%, 12/01/29 (Call 09/01/29) |
392 | 356,304 | ||||||
Eastern
Gas Transmission & Storage Inc., |
174 | 156,475 | ||||||
Eni USA Inc., 7.30%, 11/15/27 |
94 | 103,969 | ||||||
EOG Resources Inc. |
||||||||
3.15%, 04/01/25 (Call 01/01/25) |
40 | 39,315 | ||||||
4.15%, 01/15/26 (Call 10/15/25) |
210 | 210,216 | ||||||
4.38%, 04/15/30 (Call 01/15/30) |
142 | 142,389 | ||||||
EQT Corp. |
||||||||
3.90%, 10/01/27 (Call 07/01/27) |
210 | 199,006 | ||||||
5.00%, 01/15/29 (Call 07/15/28) |
110 | 107,724 | ||||||
6.13%, 02/01/25 (Call 01/01/25) |
215 | 220,925 | ||||||
7.00%, 02/01/30 (Call 11/01/29) |
115 | 123,132 | ||||||
Equinor ASA |
||||||||
1.75%, 01/22/26 (Call 12/22/25) |
185 | 171,745 | ||||||
2.38%, 05/22/30 (Call 02/22/30) |
128 | 112,389 | ||||||
2.65%, 01/15/24 |
392 | 386,191 | ||||||
2.88%, 04/06/25 (Call 03/06/25) |
70 | 68,245 | ||||||
3.00%, 04/06/27 (Call 02/06/27) |
93 | 89,003 | ||||||
3.13%, 04/06/30 (Call 01/06/30) |
385 | 356,664 | ||||||
3.25%, 11/10/24 |
305 | 302,127 | ||||||
3.63%, 09/10/28 (Call 06/10/28) |
260 | 253,635 | ||||||
3.70%, 03/01/24 |
100 | 99,981 | ||||||
Exxon Mobil Corp. |
||||||||
2.02%, 08/16/24 (Call 07/16/24) |
165 | 159,987 | ||||||
2.28%, 08/16/26 (Call 06/16/26) |
230 | 217,233 | ||||||
2.44%, 08/16/29 (Call 05/16/29)(a) |
344 | 310,271 | ||||||
2.61%, 10/15/30 (Call 07/15/30) |
265 | 237,612 | ||||||
2.71%, 03/06/25 (Call 12/06/24) |
365 | 355,426 | ||||||
2.99%, 03/19/25 (Call 02/19/25) |
520 | 508,752 | ||||||
3.04%, 03/01/26 (Call 12/01/25) |
590 | 574,577 | ||||||
3.18%, 03/15/24 (Call 12/15/23) |
241 | 239,817 | ||||||
3.29%, 03/19/27 (Call 01/19/27)(a) |
262 | 256,810 | ||||||
3.48%, 03/19/30 (Call 12/19/29) |
491 | 470,353 | ||||||
Helmerich &
Payne Inc., 2.90%, 09/29/31 |
10 | 8,456 | ||||||
Hess Corp. |
||||||||
3.50%, 07/15/24 (Call 04/15/24) |
90 | 88,553 | ||||||
4.30%, 04/01/27 (Call 01/01/27) |
342 | 333,867 | ||||||
7.30%, 08/15/31 |
80 | 89,330 | ||||||
7.88%, 10/01/29 |
75 | 85,674 | ||||||
HF Sinclair Corp. |
||||||||
4.50%, 10/01/30 (Call 07/01/30)(d) |
100 | 89,843 | ||||||
5.88%, 04/01/26 (Call 01/01/26)(d) |
215 | 216,144 |
Security |
Par (000) |
Value | ||||||
Oil & Gas (continued) | ||||||||
Marathon Oil Corp. |
||||||||
4.40%, 07/15/27 (Call 04/15/27)(a) |
$ | 392 | $ | 381,251 | ||||
6.80%, 03/15/32 |
10 | 10,690 | ||||||
Marathon Petroleum Corp. |
||||||||
3.63%, 09/15/24 (Call 06/15/24) |
257 | 254,546 | ||||||
3.80%, 04/01/28 (Call 01/01/28) |
120 | 113,305 | ||||||
4.70%, 05/01/25 (Call 04/01/25) |
201 | 202,311 | ||||||
5.13%, 12/15/26 (Call 09/15/26) |
197 | 202,459 | ||||||
Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) |
115 | 116,768 | ||||||
Ovintiv Inc. |
||||||||
7.20%, 11/01/31 |
45 | 48,134 | ||||||
7.38%, 11/01/31 |
100 | 108,808 | ||||||
8.13%, 09/15/30 |
115 | 127,849 | ||||||
Phillips 66 |
||||||||
0.90%, 02/15/24 (Call 10/03/22) |
45 | 43,052 | ||||||
1.30%, 02/15/26 (Call 01/15/26) |
220 | 199,069 | ||||||
2.15%, 12/15/30 (Call 09/15/30) |
165 | 135,374 | ||||||
3.85%, 04/09/25 (Call 03/09/25) |
80 | 79,307 | ||||||
3.90%, 03/15/28 (Call 12/15/27) |
240 | 230,587 | ||||||
Phillips 66 Co. |
||||||||
3.15%, 12/15/29 (Call 09/15/29)(d) |
25 | 22,202 | ||||||
3.55%, 10/01/26 (Call 07/01/26)(d) |
90 | 86,494 | ||||||
3.61%, 02/15/25 (Call 11/15/24)(d) |
40 | 39,172 | ||||||
3.75%, 03/01/28 (Call 12/01/27)(d) |
170 | 160,193 | ||||||
Pioneer Natural Resources Co. |
||||||||
1.90%, 08/15/30 (Call 05/15/30) |
215 | 175,380 | ||||||
2.15%, 01/15/31 (Call 10/15/30) |
200 | 164,638 | ||||||
Shell International Finance BV |
||||||||
2.00%, 11/07/24 (Call 10/07/24) |
245 | 237,138 | ||||||
2.38%, 11/07/29 (Call 08/07/29) |
348 | 307,141 | ||||||
2.50%, 09/12/26 |
152 | 143,955 | ||||||
2.75%, 04/06/30 (Call 01/06/30) |
340 | 306,119 | ||||||
2.88%, 05/10/26 |
320 | 308,704 | ||||||
3.25%, 05/11/25 |
393 | 386,964 | ||||||
3.50%, 11/13/23 (Call 10/13/23) |
247 | 246,629 | ||||||
3.88%, 11/13/28 (Call 08/13/28) |
407 | 399,063 | ||||||
Suncor Energy Inc., 7.15%, 02/01/32 |
50 | 55,784 | ||||||
TotalEnergies Capital International SA |
||||||||
2.43%, 01/10/25 (Call 10/10/24) |
187 | 181,085 | ||||||
2.83%, 01/10/30 (Call 10/10/29) |
285 | 258,344 | ||||||
3.46%, 02/19/29 (Call 11/19/28) |
265 | 253,650 | ||||||
3.70%, 01/15/24 |
205 | 205,080 | ||||||
3.75%, 04/10/24 |
239 | 239,476 | ||||||
TotalEnergies Capital SA, 3.88%, 10/11/28 |
172 | 168,656 | ||||||
Valero Energy Corp. |
||||||||
2.15%, 09/15/27 (Call 07/15/27) |
25 | 22,270 | ||||||
2.80%, 12/01/31 (Call 09/01/31) |
65 | 54,710 | ||||||
2.85%, 04/15/25 (Call 03/15/25) |
59 | 57,083 | ||||||
3.40%, 09/15/26 (Call 06/15/26) |
10 | 9,751 | ||||||
4.00%, 04/01/29 (Call 01/01/29) |
430 | 411,798 | ||||||
4.35%, 06/01/28 (Call 03/01/28) |
30 | 29,469 | ||||||
7.50%, 04/15/32 |
145 | 167,913 | ||||||
|
|
|||||||
24,863,775 | ||||||||
Oil & Gas Services — 0.1% | ||||||||
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |
||||||||
2.06%, 12/15/26 (Call 11/15/26) |
110 | 100,178 | ||||||
3.14%, 11/07/29 (Call 08/07/29) |
120 | 107,655 | ||||||
3.34%, 12/15/27 (Call 09/15/27) |
314 | 294,485 | ||||||
4.49%, 05/01/30 (Call 02/01/30) |
70 | 68,342 |
S C H E D U L E O F I N V E S T M E N T S |
67 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Oil & Gas Services (continued) | ||||||||
Halliburton Co. |
||||||||
2.92%, 03/01/30 (Call 12/01/29)(a) |
$ | 45 | $ | 39,835 | ||||
3.80%, 11/15/25 (Call 08/15/25) |
206 | 203,810 | ||||||
NOV Inc., 3.60%, 12/01/29 (Call 09/01/29) |
152 | 134,307 | ||||||
Schlumberger
Finance Canada Ltd., |
115 | 107,311 | ||||||
Schlumberger Investment SA |
||||||||
2.65%, 06/26/30 (Call 03/26/30)(a) |
245 | 216,247 | ||||||
3.65%, 12/01/23 (Call 09/01/23) |
432 | 431,801 | ||||||
|
|
|||||||
1,703,971 | ||||||||
Packaging & Containers — 0.1% | ||||||||
Amcor Finance USA Inc. |
||||||||
3.63%, 04/28/26 (Call 01/28/26) |
70 | 66,728 | ||||||
4.50%, 05/15/28 (Call 02/15/28) |
30 | 28,950 | ||||||
Amcor Flexibles North America Inc. |
||||||||
2.63%, 06/19/30 (Call 03/19/30) |
82 | 68,036 | ||||||
2.69%, 05/25/31 (Call 02/25/31) |
135 | 110,832 | ||||||
4.00%, 05/17/25 (Call 04/17/25) |
80 | 78,459 | ||||||
AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31) |
15 | 13,063 | ||||||
Berry Global Inc. |
||||||||
0.95%, 02/15/24 (Call 01/15/24) |
25 | 23,688 | ||||||
1.57%, 01/15/26 (Call 12/15/25) |
177 | 157,857 | ||||||
1.65%, 01/15/27 (Call 12/15/26) |
190 | 163,613 | ||||||
Packaging Corp. of America |
||||||||
3.00%, 12/15/29 (Call 09/15/29) |
185 | 164,258 | ||||||
3.40%, 12/15/27 (Call 09/15/27) |
75 | 70,845 | ||||||
3.65%, 09/15/24 (Call 06/15/24) |
106 | 105,129 | ||||||
Sonoco Products Co. |
||||||||
1.80%, 02/01/25 (Call 02/01/23) |
125 | 117,886 | ||||||
2.25%, 02/01/27 (Call 01/01/27) |
75 | 68,173 | ||||||
2.85%, 02/01/32 (Call 11/01/31) |
5 | 4,176 | ||||||
3.13%, 05/01/30 (Call 02/01/30) |
45 | 39,009 | ||||||
WestRock MWV LLC, 8.20%, 01/15/30 |
29 | 33,948 | ||||||
WRKCo Inc. |
||||||||
3.00%, 09/15/24 (Call 07/15/24) |
225 | 219,033 | ||||||
3.38%, 09/15/27 (Call 06/15/27) |
105 | 98,830 | ||||||
3.75%, 03/15/25 (Call 01/15/25) |
148 | 145,488 | ||||||
3.90%, 06/01/28 (Call 03/01/28) |
70 | 67,214 | ||||||
4.00%, 03/15/28 (Call 12/15/27) |
130 | 125,466 | ||||||
4.65%, 03/15/26 (Call 01/15/26) |
262 | 263,593 | ||||||
4.90%, 03/15/29 (Call 12/15/28) |
142 | 141,905 | ||||||
|
|
|||||||
2,376,179 | ||||||||
Pharmaceuticals — 1.4% | ||||||||
AbbVie Inc. |
||||||||
2.60%, 11/21/24 (Call 10/21/24) |
642 | 620,499 | ||||||
2.95%, 11/21/26 (Call 09/21/26) |
635 | 599,472 | ||||||
3.20%, 05/14/26 (Call 02/14/26) |
425 | 406,640 | ||||||
3.20%, 11/21/29 (Call 08/21/29) |
951 | 869,347 | ||||||
3.60%, 05/14/25 (Call 02/14/25) |
850 | 835,227 | ||||||
3.75%, 11/14/23 (Call 10/14/23) |
175 | 174,708 | ||||||
3.80%, 03/15/25 (Call 12/15/24) |
580 | 572,263 | ||||||
3.85%, 06/15/24 (Call 03/15/24) |
240 | 238,824 | ||||||
4.25%, 11/14/28 (Call 08/14/28) |
433 | 425,817 | ||||||
AmerisourceBergen Corp. |
||||||||
2.70%, 03/15/31 (Call 12/15/30) |
230 | 195,459 | ||||||
2.80%, 05/15/30 (Call 02/15/30) |
15 | 13,046 | ||||||
3.25%, 03/01/25 (Call 12/01/24) |
207 | 202,063 | ||||||
3.40%, 05/15/24 (Call 02/15/24) |
131 | 129,150 | ||||||
3.45%, 12/15/27 (Call 09/15/27) |
160 | 152,778 |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) | ||||||||
Astrazeneca Finance LLC |
||||||||
0.70%, 05/28/24 (Call 10/03/22) |
$ | 10 | $ | 9,479 | ||||
1.20%, 05/28/26 (Call 04/28/26) |
395 | 356,610 | ||||||
1.75%, 05/28/28 (Call 03/28/28) |
315 | 278,161 | ||||||
2.25%, 05/28/31 (Call 02/28/31) |
110 | 95,365 | ||||||
AstraZeneca PLC |
||||||||
0.70%, 04/08/26 (Call 03/08/26) |
180 | 160,286 | ||||||
1.38%, 08/06/30 (Call 05/06/30)(a) |
277 | 227,071 | ||||||
3.13%, 06/12/27 (Call 03/12/27) |
115 | 110,955 | ||||||
3.38%, 11/16/25 |
417 | 409,519 | ||||||
4.00%, 01/17/29 (Call 10/17/28) |
218 | 217,544 | ||||||
Becton Dickinson and Co. |
||||||||
1.96%, 02/11/31 (Call 11/11/30)(a) |
255 | 208,103 | ||||||
2.82%, 05/20/30 (Call 02/20/30)(a) |
158 | 139,740 | ||||||
3.36%, 06/06/24 (Call 04/06/24) |
218 | 215,521 | ||||||
3.70%, 06/06/27 (Call 03/06/27) |
369 | 357,974 | ||||||
3.73%, 12/15/24 (Call 09/15/24) |
106 | 104,652 | ||||||
4.30%, 08/22/32 |
115 | 111,825 | ||||||
Bristol-Myers Squibb Co. |
||||||||
0.54%, 11/13/23 (Call 10/03/22) |
15 | 14,499 | ||||||
0.75%, 11/13/25 (Call 10/13/25) |
205 | 186,527 | ||||||
1.13%, 11/13/27 (Call 09/13/27) |
140 | 123,434 | ||||||
1.45%, 11/13/30 (Call 08/13/30) |
125 | 102,087 | ||||||
2.90%, 07/26/24 (Call 06/26/24) |
614 | 605,183 | ||||||
2.95%, 03/15/32 (Call 12/15/31) |
330 | 299,340 | ||||||
3.20%, 06/15/26 (Call 04/15/26) |
309 | 302,177 | ||||||
3.25%, 11/01/23 |
220 | 219,285 | ||||||
3.25%, 02/27/27(a) |
20 | 19,632 | ||||||
3.40%, 07/26/29 (Call 04/26/29) |
445 | 424,904 | ||||||
3.45%, 11/15/27 (Call 08/15/27) |
35 | 34,201 | ||||||
3.90%, 02/20/28 (Call 11/20/27) |
470 | 466,856 | ||||||
Cardinal Health Inc. |
||||||||
3.08%, 06/15/24 (Call 04/15/24) |
165 | 162,269 | ||||||
3.41%, 06/15/27 (Call 03/15/27) |
325 | 313,076 | ||||||
3.50%, 11/15/24 (Call 08/15/24) |
105 | 103,653 | ||||||
3.75%, 09/15/25 (Call 06/15/25) |
150 | 148,690 | ||||||
Cigna Corp. |
||||||||
1.25%, 03/15/26 (Call 02/15/26) |
5 | 4,501 | ||||||
2.38%, 03/15/31 (Call 12/15/30) |
215 | 180,892 | ||||||
2.40%, 03/15/30 (Call 12/15/29) |
279 | 239,114 | ||||||
3.05%, 10/15/27 (Call 07/15/27) |
280 | 260,778 | ||||||
3.25%, 04/15/25 (Call 01/15/25) |
285 | 278,069 | ||||||
3.40%, 03/01/27 (Call 12/01/26) |
285 | 272,508 | ||||||
3.50%, 06/15/24 (Call 03/17/24) |
210 | 207,919 | ||||||
4.13%, 11/15/25 (Call 09/15/25) |
434 | 431,088 | ||||||
4.38%, 10/15/28 (Call 07/15/28) |
570 | 561,701 | ||||||
4.50%, 02/25/26 (Call 11/27/25) |
340 | 341,387 | ||||||
CVS Health Corp. |
||||||||
1.30%, 08/21/27 (Call 06/21/27) |
520 | 450,315 | ||||||
1.75%, 08/21/30 (Call 05/21/30) |
290 | 233,653 | ||||||
1.88%, 02/28/31 (Call 11/28/30) |
415 | 335,142 | ||||||
2.13%, 09/15/31 (Call 06/15/31) |
90 | 73,334 | ||||||
2.63%, 08/15/24 (Call 07/15/24) |
10 | 9,766 | ||||||
2.88%, 06/01/26 (Call 03/01/26) |
360 | 343,807 | ||||||
3.00%, 08/15/26 (Call 06/15/26) |
115 | 110,233 | ||||||
3.25%, 08/15/29 (Call 05/15/29) |
512 | 468,603 | ||||||
3.38%, 08/12/24 (Call 05/12/24) |
155 | 153,517 | ||||||
3.63%, 04/01/27 (Call 02/01/27) |
55 | 53,513 | ||||||
3.75%, 04/01/30 (Call 01/01/30) |
318 | 298,360 | ||||||
3.88%, 07/20/25 (Call 04/20/25) |
160 | 158,861 |
68 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) | ||||||||
4.00%, 12/05/23 (Call 09/05/23) |
$ | 20 | $ | 20,032 | ||||
4.10%, 03/25/25 (Call 01/25/25) |
190 | 190,317 | ||||||
4.30%, 03/25/28 (Call 12/25/27) |
550 | 543,950 | ||||||
6.25%, 06/01/27(a) |
65 | 70,255 | ||||||
Eli Lilly & Co. |
||||||||
2.75%, 06/01/25 (Call 03/01/25) |
55 | 53,901 | ||||||
3.10%, 05/15/27 (Call 02/15/27) |
145 | 141,063 | ||||||
3.38%, 03/15/29 (Call 12/15/28) |
195 | 188,988 | ||||||
5.50%, 03/15/27 |
150 | 160,608 | ||||||
GlaxoSmithKline Capital Inc. |
||||||||
3.63%, 05/15/25 |
123 | 122,411 | ||||||
3.88%, 05/15/28 |
470 | 461,549 | ||||||
GlaxoSmithKline Capital PLC |
||||||||
0.53%, 10/01/23 (Call 10/03/22) |
25 | 24,199 | ||||||
3.00%, 06/01/24 (Call 05/01/24) |
389 | 384,958 | ||||||
3.38%, 06/01/29 (Call 03/01/29)(a) |
145 | 137,978 | ||||||
Johnson & Johnson |
||||||||
0.55%, 09/01/25 (Call 08/01/25)(a) |
130 | 119,066 | ||||||
0.95%, 09/01/27 (Call 07/01/27) |
115 | 101,338 | ||||||
1.30%, 09/01/30 (Call 06/01/30) |
195 | 163,691 | ||||||
2.45%, 03/01/26 (Call 12/01/25) |
422 | 405,647 | ||||||
2.63%, 01/15/25 (Call 11/15/24) |
85 | 83,288 | ||||||
2.90%, 01/15/28 (Call 10/15/27) |
365 | 349,969 | ||||||
2.95%, 03/03/27 (Call 12/03/26) |
320 | 311,149 | ||||||
3.38%, 12/05/23 |
354 | 353,419 | ||||||
McKesson Corp. |
||||||||
0.90%, 12/03/25 (Call 11/03/25) |
10 | 8,994 | ||||||
1.30%, 08/15/26 (Call 07/15/26) |
100 | 89,080 | ||||||
3.80%, 03/15/24 (Call 12/15/23) |
335 | 334,494 | ||||||
3.95%, 02/16/28 (Call 11/16/27) |
130 | 126,746 | ||||||
Mead
Johnson Nutrition Co., 4.13%, 11/15/25 |
325 | 325,877 | ||||||
Merck & Co. Inc. |
||||||||
0.75%, 02/24/26 (Call 01/24/26) |
75 | 67,843 | ||||||
1.45%, 06/24/30 (Call 03/24/30) |
140 | 115,597 | ||||||
1.70%, 06/10/27 (Call 05/10/27) |
400 | 363,364 | ||||||
1.90%, 12/10/28 (Call 10/10/28) |
175 | 154,702 | ||||||
2.15%, 12/10/31 (Call 09/10/31) |
495 | 421,438 | ||||||
2.75%, 02/10/25 (Call 11/10/24) |
390 | 381,506 | ||||||
2.90%, 03/07/24 (Call 02/07/24) |
192 | 190,078 | ||||||
3.40%, 03/07/29 (Call 12/07/28) |
435 | 419,075 | ||||||
Merck Sharp & Dohme Corp., 5.95%, 12/01/28 |
10 | 10,903 | ||||||
Mylan Inc. |
||||||||
4.20%, 11/29/23 (Call 08/29/23) |
92 | 91,927 | ||||||
4.55%, 04/15/28 (Call 01/15/28) |
175 | 164,666 | ||||||
Novartis Capital Corp. |
||||||||
1.75%, 02/14/25 (Call 01/14/25) |
70 | 67,047 | ||||||
2.00%, 02/14/27 (Call 12/14/26) |
366 | 340,113 | ||||||
2.20%, 08/14/30 (Call 05/14/30) |
170 | 149,552 | ||||||
3.00%, 11/20/25 (Call 08/20/25) |
44 | 43,127 | ||||||
3.10%, 05/17/27 (Call 02/17/27) |
348 | 338,110 | ||||||
3.40%, 05/06/24 |
601 | 598,019 | ||||||
Pfizer Inc. |
||||||||
0.80%, 05/28/25 (Call 04/28/25) |
360 | 333,259 | ||||||
1.70%, 05/28/30 (Call 02/28/30) |
297 | 251,497 | ||||||
1.75%, 08/18/31 (Call 05/18/31)(a) |
200 | 166,044 | ||||||
2.63%, 04/01/30 (Call 01/01/30) |
126 | 113,930 | ||||||
2.75%, 06/03/26 |
165 | 159,991 | ||||||
2.95%, 03/15/24 (Call 02/15/24) |
80 | 79,215 | ||||||
3.00%, 12/15/26 |
433 | 421,274 |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) | ||||||||
3.20%, 09/15/23 (Call 08/15/23) |
$ | 176 | $ | 175,250 | ||||
3.40%, 05/15/24 |
426 | 424,445 | ||||||
3.45%, 03/15/29 (Call 12/15/28) |
167 | 161,182 | ||||||
3.60%, 09/15/28 (Call 06/15/28) |
230 | 228,128 | ||||||
Sanofi, 3.63%, 06/19/28 (Call 03/19/28) |
300 | 291,474 | ||||||
Shire Acquisitions Investments Ireland DAC |
||||||||
2.88%, 09/23/23 (Call 07/23/23) |
191 | 188,549 | ||||||
3.20%, 09/23/26 (Call 06/23/26) |
680 | 649,822 | ||||||
Takeda Pharmaceutical Co. Ltd. |
||||||||
2.05%, 03/31/30 (Call 12/31/29) |
460 | 385,098 | ||||||
4.40%, 11/26/23 (Call 10/26/23) |
290 | 290,548 | ||||||
5.00%, 11/26/28 (Call 08/26/28) |
360 | 364,619 | ||||||
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26) |
394 | 370,336 | ||||||
Viatris Inc. |
||||||||
1.65%, 06/22/25 (Call 05/22/25) |
240 | 218,978 | ||||||
2.30%, 06/22/27 (Call 04/22/27) |
85 | 73,060 | ||||||
2.70%, 06/22/30 (Call 03/22/30) |
265 | 208,998 | ||||||
Wyeth LLC, 6.45%, 02/01/24 |
35 | 36,282 | ||||||
Zoetis Inc. |
||||||||
2.00%, 05/15/30 (Call 02/15/30) |
105 | 88,197 | ||||||
3.00%, 09/12/27 (Call 06/12/27) |
100 | 94,637 | ||||||
3.90%, 08/20/28 (Call 05/20/28) |
148 | 144,198 | ||||||
4.50%, 11/13/25 (Call 08/13/25) |
191 | 193,303 | ||||||
|
|
|||||||
32,733,320 | ||||||||
Pipelines — 0.9% | ||||||||
Boardwalk Pipelines LP |
||||||||
3.40%, 02/15/31 (Call 11/15/30) |
110 | 93,412 | ||||||
4.45%, 07/15/27 (Call 04/15/27) |
45 | 43,209 | ||||||
4.80%, 05/03/29 (Call 02/03/29) |
195 | 187,411 | ||||||
4.95%, 12/15/24 (Call 09/15/24) |
120 | 120,898 | ||||||
5.95%, 06/01/26 (Call 03/01/26) |
90 | 93,027 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
3.70%, 11/15/29 (Call 05/18/29) |
275 | 253,162 | ||||||
5.13%, 06/30/27 (Call 01/01/27) |
327 | 326,670 | ||||||
5.88%, 03/31/25 (Call 10/02/24) |
309 | 315,254 | ||||||
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25) |
277 | 276,224 | ||||||
Enbridge Energy Partners LP, 5.88%, 10/15/25 (Call 07/15/25) |
210 | 216,955 | ||||||
Enbridge Inc. |
||||||||
1.60%, 10/04/26 (Call 09/04/26) |
20 | 17,773 | ||||||
2.15%, 02/16/24 |
35 | 33,952 | ||||||
2.50%, 01/15/25 (Call 12/15/24) |
30 | 28,747 | ||||||
2.50%, 02/14/25 |
50 | 47,913 | ||||||
3.13%, 11/15/29 (Call 08/15/29) |
40 | 36,190 | ||||||
3.50%, 06/10/24 (Call 03/10/24) |
320 | 315,994 | ||||||
3.70%, 07/15/27 (Call 04/15/27) |
290 | 277,600 | ||||||
4.25%, 12/01/26 (Call 09/01/26) |
216 | 212,833 | ||||||
Energy Transfer LP |
||||||||
2.90%, 05/15/25 (Call 04/15/25) |
285 | 270,271 | ||||||
3.75%, 05/15/30 (Call 02/15/30) |
60 | 54,072 | ||||||
3.90%, 05/15/24 (Call 02/15/24) |
185 | 182,436 | ||||||
3.90%, 07/15/26 (Call 04/15/26) |
40 | 38,268 | ||||||
4.00%, 10/01/27 (Call 07/01/27) |
165 | 156,613 | ||||||
4.05%, 03/15/25 (Call 12/15/24) |
191 | 187,575 | ||||||
4.15%, 09/15/29 (Call 06/15/29) |
125 | 114,771 | ||||||
4.20%, 04/15/27 (Call 01/15/27) |
147 | 141,074 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
287 | 285,017 | ||||||
4.40%, 03/15/27 (Call 12/15/26) |
157 | 152,080 | ||||||
4.50%, 04/15/24 (Call 03/15/24) |
222 | 221,509 |
S C H E D U L E O F I N V E S T M E N T S |
69 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) | ||||||||
4.75%, 01/15/26 (Call 10/15/25) |
$ | 245 | $ | 243,177 | ||||
4.90%, 02/01/24 (Call 11/01/23) |
70 | 70,132 | ||||||
4.95%, 05/15/28 (Call 02/15/28) |
251 | 245,051 | ||||||
4.95%, 06/15/28 (Call 03/15/28)(a) |
214 | 210,527 | ||||||
5.25%, 04/15/29 (Call 01/15/29) |
301 | 297,087 | ||||||
5.50%, 06/01/27 (Call 03/01/27) |
163 | 164,961 | ||||||
5.95%, 12/01/25 (Call 09/01/25) |
94 | 96,133 | ||||||
Series 5Y, 4.20%, 09/15/23 (Call 08/15/23) |
147 | 146,760 | ||||||
Enterprise Products Operating LLC |
||||||||
2.80%, 01/31/30 (Call 10/31/29) |
245 | 215,713 | ||||||
3.13%, 07/31/29 (Call 04/30/29) |
285 | 258,538 | ||||||
3.70%, 02/15/26 (Call 11/15/25) |
195 | 192,514 | ||||||
3.75%, 02/15/25 (Call 11/15/24) |
364 | 361,521 | ||||||
3.90%, 02/15/24 (Call 11/15/23) |
175 | 174,379 | ||||||
3.95%, 02/15/27 (Call 11/15/26) |
135 | 133,231 | ||||||
4.15%, 10/16/28 (Call 07/16/28) |
120 | 117,731 | ||||||
5.38%,
02/15/78 (Call 02/15/28), |
200 | 165,238 | ||||||
Series
E, 5.25%, 08/16/77 (Call 08/16/27), |
100 | 87,425 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
3.50%, 09/01/23 (Call 06/01/23) |
204 | 203,092 | ||||||
4.15%, 02/01/24 (Call 11/01/23) |
90 | 90,019 | ||||||
4.25%, 09/01/24 (Call 06/01/24) |
135 | 134,851 | ||||||
4.30%, 05/01/24 (Call 02/01/24) |
200 | 200,770 | ||||||
7.75%, 03/15/32 |
25 | 28,383 | ||||||
Kinder Morgan Inc. |
||||||||
1.75%, 11/15/26 (Call 10/15/26)(a) |
125 | 111,740 | ||||||
2.00%, 02/15/31 (Call 11/15/30) |
257 | 204,366 | ||||||
4.30%, 06/01/25 (Call 03/01/25) |
299 | 298,115 | ||||||
4.30%, 03/01/28 (Call 12/01/27) |
310 | 302,951 | ||||||
4.80%, 02/01/33 (Call 11/01/32) |
200 | 192,970 | ||||||
7.75%, 01/15/32 |
35 | 40,612 | ||||||
7.80%, 08/01/31 |
5 | 5,760 | ||||||
Magellan Midstream Partners LP |
||||||||
3.25%, 06/01/30 (Call 03/01/30) |
125 | 110,914 | ||||||
5.00%, 03/01/26 (Call 12/01/25) |
135 | 136,725 | ||||||
MPLX LP |
||||||||
1.75%, 03/01/26 (Call 02/01/26) |
311 | 281,474 | ||||||
2.65%, 08/15/30 (Call 05/15/30) |
360 | 300,452 | ||||||
4.00%, 02/15/25 (Call 11/15/24) |
90 | 88,688 | ||||||
4.00%, 03/15/28 (Call 12/15/27) |
255 | 244,032 | ||||||
4.13%, 03/01/27 (Call 12/01/26) |
300 | 290,385 | ||||||
4.25%, 12/01/27 (Call 09/01/27) |
30 | 29,049 | ||||||
4.80%, 02/15/29 (Call 11/15/28) |
50 | 48,920 | ||||||
4.88%, 12/01/24 (Call 09/01/24) |
209 | 210,457 | ||||||
4.88%, 06/01/25 (Call 03/01/25) |
295 | 296,481 | ||||||
4.95%, 09/01/32 |
150 | 145,335 | ||||||
Northwest
Pipeline LLC, 4.00%, 04/01/27 |
25 | 24,089 | ||||||
ONEOK Inc. |
||||||||
2.20%, 09/15/25 (Call 08/15/25) |
140 | 130,675 | ||||||
2.75%, 09/01/24 (Call 08/01/24) |
125 | 120,880 | ||||||
3.10%, 03/15/30 (Call 12/15/29) |
95 | 82,040 | ||||||
3.40%, 09/01/29 (Call 06/01/29) |
201 | 177,915 | ||||||
4.00%, 07/13/27 (Call 04/13/27) |
126 | 120,494 | ||||||
4.35%, 03/15/29 (Call 12/15/28) |
130 | 122,755 | ||||||
4.55%, 07/15/28 (Call 04/15/28) |
165 | 160,024 | ||||||
5.85%, 01/15/26 (Call 12/15/25) |
120 | 123,094 | ||||||
6.35%, 01/15/31 (Call 10/15/30) |
50 | 52,266 | ||||||
7.50%, 09/01/23 (Call 06/01/23) |
135 | 138,248 |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) | ||||||||
ONEOK Partners LP |
||||||||
4.90%, 03/15/25 (Call 12/15/24) |
$ | 127 | $ | 127,061 | ||||
5.00%, 09/15/23 (Call 06/15/23) |
115 | 115,581 | ||||||
Plains All American Pipeline LP/PAA Finance Corp. |
||||||||
3.55%, 12/15/29 (Call 09/15/29) |
100 | 87,668 | ||||||
3.60%, 11/01/24 (Call 08/01/24) |
155 | 151,547 | ||||||
3.80%, 09/15/30 (Call 06/15/30) |
95 | 84,182 | ||||||
3.85%, 10/15/23 (Call 07/15/23) |
240 | 238,126 | ||||||
4.50%, 12/15/26 (Call 09/15/26) |
171 | 166,662 | ||||||
4.65%, 10/15/25 (Call 07/15/25) |
252 | 249,510 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
4.20%, 03/15/28 (Call 09/15/27) |
154 | 146,891 | ||||||
4.50%, 05/15/30 (Call 11/15/29) |
382 | 365,731 | ||||||
5.00%, 03/15/27 (Call 09/15/26) |
379 | 377,836 | ||||||
5.63%, 03/01/25 (Call 12/01/24) |
505 | 514,555 | ||||||
5.75%, 05/15/24 (Call 02/15/24) |
535 | 543,111 | ||||||
5.88%, 06/30/26 (Call 12/31/25) |
285 | 293,205 | ||||||
Spectra Energy Partners LP |
||||||||
3.38%, 10/15/26 (Call 07/15/26) |
271 | 258,054 | ||||||
3.50%, 03/15/25 (Call 12/15/24) |
160 | 156,493 | ||||||
4.75%, 03/15/24 (Call 12/15/23) |
55 | 55,290 | ||||||
Targa Resources Corp., 5.20%, 07/01/27 (Call 06/01/27) |
110 | 109,913 | ||||||
Targa Resources Partners LP/Targa Resources Partners Finance Corp. |
||||||||
4.00%, 01/15/32 (Call 07/15/26) |
110 | 96,810 | ||||||
4.88%, 02/01/31 (Call 02/01/26) |
210 | 195,025 | ||||||
5.00%, 01/15/28 (Call 01/15/23) |
130 | 126,624 | ||||||
5.50%, 03/01/30 (Call 03/01/25) |
225 | 217,771 | ||||||
6.50%, 07/15/27 (Call 10/03/22) |
100 | 102,854 | ||||||
6.88%, 01/15/29 (Call 01/15/24) |
110 | 112,034 | ||||||
TC PipeLines LP |
||||||||
3.90%, 05/25/27 (Call 02/25/27) |
120 | 116,471 | ||||||
4.38%, 03/13/25 (Call 12/13/24) |
115 | 114,698 | ||||||
Tennessee Gas Pipeline Co. LLC |
||||||||
7.00%, 03/15/27 |
10 | 10,675 | ||||||
7.00%, 10/15/28 |
115 | 123,850 | ||||||
Texas Eastern Transmission LP, 7.00%, 07/15/32 |
50 | 55,976 | ||||||
TransCanada PipeLines Ltd. |
||||||||
1.00%, 10/12/24 (Call 09/12/24) |
30 | 27,977 | ||||||
2.50%, 10/12/31 (Call 07/12/31) |
123 | 101,325 | ||||||
3.75%, 10/16/23 (Call 07/16/23) |
201 | 200,321 | ||||||
4.10%, 04/15/30 (Call 01/15/30) |
260 | 247,068 | ||||||
4.25%, 05/15/28 (Call 02/15/28) |
295 | 287,820 | ||||||
4.88%, 01/15/26 (Call 10/15/25) |
110 | 110,975 | ||||||
Transcontinental Gas Pipe Line Co. LLC |
||||||||
3.25%, 05/15/30 (Call 02/15/30) |
180 | 160,735 | ||||||
4.00%, 03/15/28 (Call 12/15/27) |
160 | 153,758 | ||||||
7.85%, 02/01/26 (Call 11/01/25) |
205 | 224,051 | ||||||
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27) |
40 | 39,512 | ||||||
Williams Companies Inc. (The) |
||||||||
2.60%, 03/15/31 (Call 12/15/30) |
305 | 254,721 | ||||||
3.50%, 11/15/30 (Call 08/15/30) |
172 | 154,872 | ||||||
3.75%, 06/15/27 (Call 03/15/27) |
289 | 279,047 | ||||||
3.90%, 01/15/25 (Call 10/15/24) |
268 | 264,623 | ||||||
4.00%, 09/15/25 (Call 06/15/25) |
80 | 78,872 | ||||||
4.30%, 03/04/24 (Call 12/04/23) |
185 | 184,968 | ||||||
4.50%, 11/15/23 (Call 08/15/23) |
35 | 35,105 | ||||||
4.55%, 06/24/24 (Call 03/24/24) |
158 | 158,382 | ||||||
8.75%, 03/15/32 |
30 | 37,041 |
70 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Pipelines (continued) | ||||||||
Williams Cos. Inc., 4.65%, 08/15/32 |
$ | 110 | $ | 106,080 | ||||
|
|
|||||||
21,551,506 | ||||||||
Real Estate — 0.0% | ||||||||
Brookfield
Asset Management Inc., |
15 | 14,862 | ||||||
CBRE Services Inc. |
||||||||
2.50%, 04/01/31 (Call 01/01/31) |
165 | 132,261 | ||||||
4.88%, 03/01/26 (Call 12/01/25) |
85 | 85,537 | ||||||
Essential
Properties LP, 2.95%, 07/15/31 |
95 | 72,950 | ||||||
|
|
|||||||
305,610 | ||||||||
Real Estate Investment Trusts — 1.6% | ||||||||
Agree LP |
||||||||
2.00%, 06/15/28 (Call 04/15/28) |
30 | 25,287 | ||||||
2.90%, 10/01/30 (Call 07/01/30) |
126 | 106,727 | ||||||
Alexandria Real Estate Equities Inc. |
||||||||
2.75%, 12/15/29 (Call 09/15/29) |
100 | 87,247 | ||||||
3.38%, 08/15/31 (Call 05/15/31) |
75 | 66,766 | ||||||
3.45%, 04/30/25 (Call 02/28/25) |
265 | 260,392 | ||||||
3.80%, 04/15/26 (Call 02/15/26) |
184 | 179,893 | ||||||
3.95%, 01/15/27 (Call 10/15/26) |
115 | 112,341 | ||||||
3.95%, 01/15/28 (Call 10/15/27) |
100 | 96,257 | ||||||
4.30%, 01/15/26 (Call 10/15/25) |
30 | 29,780 | ||||||
4.50%, 07/30/29 (Call 04/30/29) |
55 | 53,445 | ||||||
4.70%, 07/01/30 (Call 04/01/30) |
125 | 122,952 | ||||||
4.90%, 12/15/30 (Call 09/15/30) |
115 | 114,353 | ||||||
American
Assets Trust LP, 3.38%, 02/01/31 |
80 | 66,955 | ||||||
American Homes 4 Rent LP |
||||||||
2.38%, 07/15/31 (Call 04/15/31) |
35 | 27,994 | ||||||
4.25%, 02/15/28 (Call 11/15/27) |
280 | 270,413 | ||||||
4.90%, 02/15/29 (Call 11/15/28) |
60 | 58,585 | ||||||
American Tower Corp. |
||||||||
1.30%, 09/15/25 (Call 08/15/25) |
90 | 81,692 | ||||||
1.45%, 09/15/26 (Call 08/15/26) |
160 | 140,614 | ||||||
1.50%, 01/31/28 (Call 11/30/27) |
185 | 155,233 | ||||||
1.60%, 04/15/26 (Call 03/15/26) |
5 | 4,484 | ||||||
1.88%, 10/15/30 (Call 07/15/30) |
365 | 288,011 | ||||||
2.10%, 06/15/30 (Call 03/15/30) |
100 | 80,806 | ||||||
2.30%, 09/15/31 (Call 06/15/31) |
255 | 202,501 | ||||||
2.40%, 03/15/25 (Call 02/15/25) |
160 | 151,680 | ||||||
2.70%, 04/15/31 (Call 01/15/31) |
50 | 41,484 | ||||||
2.75%, 01/15/27 (Call 11/15/26) |
160 | 146,600 | ||||||
2.90%, 01/15/30 (Call 10/15/29) |
43 | 37,058 | ||||||
2.95%, 01/15/25 (Call 12/15/24) |
197 | 189,246 | ||||||
3.13%, 01/15/27 (Call 10/15/26) |
208 | 193,819 | ||||||
3.38%, 05/15/24 (Call 04/15/24) |
217 | 214,327 | ||||||
3.38%, 10/15/26 (Call 07/15/26) |
226 | 213,536 | ||||||
3.55%, 07/15/27 (Call 04/15/27) |
230 | 217,265 | ||||||
3.60%, 01/15/28 (Call 10/15/27) |
125 | 116,302 | ||||||
3.65%, 03/15/27 (Call 02/15/27) |
35 | 33,284 | ||||||
3.80%, 08/15/29 (Call 05/15/29) |
204 | 188,088 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
64 | 59,987 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
190 | 186,895 | ||||||
4.05%, 03/15/32 (Call 12/15/31) |
90 | 82,707 | ||||||
4.40%, 02/15/26 (Call 11/15/25) |
186 | 184,395 | ||||||
5.00%, 02/15/24 |
125 | 126,280 | ||||||
AvalonBay Communities Inc. |
||||||||
1.90%, 12/01/28 (Call 10/01/28) |
205 | 176,470 | ||||||
2.05%, 01/15/32 (Call 10/15/31)(a) |
230 | 189,138 | ||||||
2.30%, 03/01/30 (Call 12/01/29) |
90 | 78,265 | ||||||
2.45%, 01/15/31 (Call 10/17/30) |
120 | 103,832 |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
2.95%, 05/11/26 (Call 02/11/26) |
$ | 35 | $ | 33,260 | ||||
3.30%, 06/01/29 (Call 03/01/29) |
30 | 27,839 | ||||||
3.35%, 05/15/27 (Call 02/15/27) |
70 | 66,638 | ||||||
3.45%, 06/01/25 (Call 03/03/25) |
101 | 99,315 | ||||||
Boston Properties LP |
||||||||
2.55%, 04/01/32 (Call 01/01/32) |
160 | 127,272 | ||||||
2.75%, 10/01/26 (Call 07/01/26) |
232 | 215,201 | ||||||
2.90%, 03/15/30 (Call 12/15/29) |
197 | 167,712 | ||||||
3.13%, 09/01/23 (Call 06/01/23) |
151 | 149,519 | ||||||
3.20%, 01/15/25 (Call 10/15/24) |
185 | 180,373 | ||||||
3.25%, 01/30/31 (Call 10/30/30) |
65 | 55,947 | ||||||
3.40%, 06/21/29 (Call 03/21/29) |
210 | 187,885 | ||||||
3.65%, 02/01/26 (Call 11/03/25) |
300 | 291,531 | ||||||
3.80%, 02/01/24 (Call 11/01/23) |
204 | 202,539 | ||||||
4.50%, 12/01/28 (Call 09/01/28) |
50 | 48,641 | ||||||
Brandywine Operating Partnership LP |
||||||||
3.95%, 11/15/27 (Call 08/15/27) |
200 | 184,520 | ||||||
4.10%, 10/01/24 (Call 07/01/24) |
145 | 142,400 | ||||||
4.55%, 10/01/29 (Call 07/01/29) |
10 | 9,391 | ||||||
Brixmor Operating Partnership LP |
||||||||
2.25%, 04/01/28 (Call 02/01/28) |
25 | 21,157 | ||||||
2.50%, 08/16/31 (Call 05/16/31) |
125 | 96,799 | ||||||
3.65%, 06/15/24 (Call 04/15/24) |
205 | 200,262 | ||||||
3.85%, 02/01/25 (Call 11/01/24) |
100 | 97,383 | ||||||
3.90%, 03/15/27 (Call 12/15/26) |
175 | 165,321 | ||||||
4.05%, 07/01/30 (Call 04/01/30) |
55 | 48,936 | ||||||
4.13%, 06/15/26 (Call 03/15/26) |
205 | 198,239 | ||||||
4.13%, 05/15/29 (Call 02/15/29) |
170 | 154,827 | ||||||
Broadstone
Net Lease LLC, 2.60%, 09/15/31 |
120 | 94,423 | ||||||
Camden Property Trust |
||||||||
2.80%, 05/15/30 (Call 02/15/30) |
215 | 190,421 | ||||||
3.15%, 07/01/29 (Call 04/01/29) |
20 | 18,296 | ||||||
4.10%, 10/15/28 (Call 07/15/28) |
173 | 168,952 | ||||||
Corporate Office Properties LP |
||||||||
2.00%, 01/15/29 (Call 11/15/28) |
120 | 94,873 | ||||||
2.75%, 04/15/31 (Call 01/15/31) |
10 | 7,866 | ||||||
Crown Castle Inc. |
||||||||
1.05%, 07/15/26 (Call 06/15/26) |
268 | 234,939 | ||||||
2.10%, 04/01/31 (Call 01/01/31) |
395 | 314,531 | ||||||
2.25%, 01/15/31 (Call 10/15/30) |
125 | 101,280 | ||||||
3.20%, 09/01/24 (Call 07/01/24) |
287 | 282,419 | ||||||
3.30%, 07/01/30 (Call 04/01/30) |
155 | 137,620 | ||||||
3.65%, 09/01/27 (Call 06/01/27)(a) |
233 | 221,553 | ||||||
3.70%, 06/15/26 (Call 03/15/26) |
143 | 138,516 | ||||||
3.80%, 02/15/28 (Call 11/15/27) |
224 | 211,483 | ||||||
4.00%, 03/01/27 (Call 12/01/26) |
134 | 130,244 | ||||||
4.45%, 02/15/26 (Call 11/15/25) |
314 | 312,446 | ||||||
Crown Castle International Corp. |
||||||||
1.35%, 07/15/25 (Call 06/15/25) |
170 | 155,902 | ||||||
2.50%, 07/15/31 (Call 04/15/31) |
5 | 4,108 | ||||||
2.90%, 03/15/27 (Call 02/15/27) |
145 | 134,276 | ||||||
3.10%, 11/15/29 (Call 08/15/29) |
110 | 97,193 | ||||||
4.30%, 02/15/29 (Call 11/15/28) |
65 | 62,445 | ||||||
CubeSmart LP |
||||||||
2.00%, 02/15/31 (Call 11/15/30) |
25 | 19,766 | ||||||
2.25%, 12/15/28 (Call 10/15/28) |
100 | 84,536 | ||||||
3.00%, 02/15/30 (Call 11/15/29) |
35 | 30,576 | ||||||
3.13%, 09/01/26 (Call 06/01/26) |
180 | 169,454 | ||||||
4.00%, 11/15/25 (Call 08/15/25) |
140 | 136,289 |
S C H E D U L E O F I N V E S T M E N T S |
71 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
4.38%, 02/15/29 (Call 11/15/28)(a) |
$ | 140 | $ | 134,744 | ||||
Digital Realty Trust LP |
||||||||
3.60%, 07/01/29 (Call 04/01/29)(a) |
171 | 157,467 | ||||||
3.70%, 08/15/27 (Call 05/15/27) |
251 | 239,630 | ||||||
4.45%, 07/15/28 (Call 04/15/28) |
196 | 191,662 | ||||||
Duke Realty LP |
||||||||
1.75%, 07/01/30 (Call 04/01/30) |
90 | 73,522 | ||||||
1.75%, 02/01/31 (Call 11/01/30) |
130 | 104,724 | ||||||
2.25%, 01/15/32 (Call 10/15/31)(a) |
80 | 66,486 | ||||||
2.88%, 11/15/29 (Call 08/15/29) |
75 | 66,919 | ||||||
3.38%, 12/15/27 (Call 09/15/27) |
155 | 146,373 | ||||||
4.00%, 09/15/28 (Call 06/15/28) |
110 | 106,586 | ||||||
EPR Properties |
||||||||
3.75%, 08/15/29 (Call 05/15/29) |
100 | 83,933 | ||||||
4.50%, 04/01/25 (Call 01/01/25) |
100 | 96,551 | ||||||
4.50%, 06/01/27 (Call 03/01/27) |
100 | 91,041 | ||||||
4.75%, 12/15/26 (Call 09/15/26) |
100 | 93,336 | ||||||
4.95%, 04/15/28 (Call 01/15/28) |
100 | 91,393 | ||||||
Equinix Inc. |
||||||||
1.00%, 09/15/25 (Call 08/15/25) |
270 | 243,508 | ||||||
1.25%, 07/15/25 (Call 06/15/25)(a) |
45 | 41,188 | ||||||
1.45%, 05/15/26 (Call 04/15/26) |
285 | 254,856 | ||||||
1.55%, 03/15/28 (Call 01/15/28) |
225 | 190,768 | ||||||
1.80%, 07/15/27 (Call 05/15/27) |
60 | 52,472 | ||||||
2.00%, 05/15/28 (Call 03/15/28) |
160 | 137,534 | ||||||
2.15%, 07/15/30 (Call 04/15/30) |
90 | 73,421 | ||||||
2.50%, 05/15/31 (Call 02/15/31) |
85 | 69,869 | ||||||
2.63%, 11/18/24 (Call 10/18/24) |
40 | 38,540 | ||||||
2.90%, 11/18/26 (Call 09/18/26) |
236 | 220,330 | ||||||
3.20%, 11/18/29 (Call 08/18/29)(a) |
318 | 284,791 | ||||||
3.90%, 04/15/32 (Call 01/15/32) |
150 | 136,153 | ||||||
ERP Operating LP |
||||||||
1.85%, 08/01/31 (Call 05/01/31) |
100 | 80,994 | ||||||
2.50%, 02/15/30 (Call 11/15/29) |
20 | 17,408 | ||||||
2.85%, 11/01/26 (Call 08/01/26) |
94 | 89,260 | ||||||
3.00%, 07/01/29 (Call 04/01/29) |
193 | 174,744 | ||||||
3.25%, 08/01/27 (Call 05/01/27) |
135 | 127,159 | ||||||
3.50%, 03/01/28 (Call 12/01/27) |
35 | 32,983 | ||||||
4.15%, 12/01/28 (Call 09/01/28) |
94 | 90,803 | ||||||
Essex Portfolio LP |
||||||||
1.65%, 01/15/31 (Call 10/15/30) |
114 | 88,433 | ||||||
1.70%, 03/01/28 (Call 01/01/28) |
25 | 21,283 | ||||||
2.55%, 06/15/31 (Call 03/15/31) |
185 | 153,674 | ||||||
3.00%, 01/15/30 (Call 10/15/29) |
30 | 26,241 | ||||||
3.38%, 04/15/26 (Call 01/15/26) |
135 | 129,636 | ||||||
3.50%, 04/01/25 (Call 01/01/25) |
145 | 142,077 | ||||||
3.63%, 05/01/27 (Call 02/01/27) |
30 | 28,720 | ||||||
4.00%, 03/01/29 (Call 12/01/28) |
45 | 42,487 | ||||||
Extra Space Storage LP |
||||||||
2.35%, 03/15/32 (Call 12/15/31) |
15 | 11,796 | ||||||
2.55%, 06/01/31 (Call 03/01/31) |
135 | 110,300 | ||||||
3.90%, 04/01/29 (Call 02/01/29) |
80 | 74,366 | ||||||
Federal Realty Investment Trust |
||||||||
1.25%, 02/15/26 (Call 01/15/26) |
50 | 44,936 | ||||||
3.20%, 06/15/29 (Call 03/15/29) |
115 | 102,733 | ||||||
3.50%, 06/01/30 (Call 03/01/30) |
100 | 89,558 | ||||||
Federal
Realty OP LP, 3.25%, 07/15/27 |
95 | 89,514 | ||||||
GLP Capital LP/GLP Financing II Inc. |
||||||||
3.25%, 01/15/32 (Call 10/15/31) |
180 | 145,690 | ||||||
3.35%, 09/01/24 (Call 08/01/24) |
10 | 9,516 |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
4.00%, 01/15/30 (Call 10/15/29) |
$ | 165 | $ | 144,624 | ||||
4.00%, 01/15/31 (Call 10/15/30) |
50 | 43,526 | ||||||
5.25%, 06/01/25 (Call 03/01/25) |
74 | 72,993 | ||||||
5.30%, 01/15/29 (Call 10/15/28) |
180 | 174,411 | ||||||
5.38%, 11/01/23 (Call 08/01/23) |
230 | 229,128 | ||||||
5.38%, 04/15/26 (Call 01/15/26) |
115 | 113,249 | ||||||
5.75%, 06/01/28 (Call 03/03/28) |
101 | 100,155 | ||||||
Healthcare Realty Holdings LP |
||||||||
2.00%, 03/15/31 (Call 12/15/30) |
127 | 98,886 | ||||||
2.05%, 03/15/31 (Call 12/15/30) |
65 | 50,120 | ||||||
2.40%, 03/15/30 (Call 12/15/29) |
20 | 16,010 | ||||||
3.50%, 08/01/26 (Call 05/01/26) |
225 | 214,573 | ||||||
3.63%, 01/15/28 (Call 10/15/27) |
85 | 77,904 | ||||||
3.75%, 07/01/27 (Call 04/01/27) |
159 | 152,214 | ||||||
Healthcare
Trust of America Holdings LP, |
95 | 81,687 | ||||||
Healthpeak Properties Inc. |
||||||||
2.13%, 12/01/28 (Call 10/01/28) |
225 | 194,168 | ||||||
2.88%, 01/15/31 (Call 10/15/30)(a) |
15 | 12,950 | ||||||
3.00%, 01/15/30 (Call 10/15/29) |
340 | 300,829 | ||||||
3.25%, 07/15/26 (Call 05/15/26) |
20 | 19,201 | ||||||
3.40%, 02/01/25 (Call 11/01/24) |
22 | 21,505 | ||||||
3.50%, 07/15/29 (Call 04/15/29) |
65 | 59,851 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
278 | 274,747 | ||||||
Highwoods Realty LP |
||||||||
2.60%, 02/01/31 (Call 11/01/30) |
15 | 11,932 | ||||||
3.05%, 02/15/30 (Call 11/15/29) |
30 | 25,568 | ||||||
3.88%, 03/01/27 (Call 12/01/26) |
25 | 23,807 | ||||||
4.13%, 03/15/28 (Call 12/15/27) |
15 | 14,164 | ||||||
4.20%, 04/15/29 (Call 01/15/29) |
140 | 129,077 | ||||||
Host Hotels & Resorts LP |
||||||||
3.88%, 04/01/24 (Call 02/01/24) |
25 | 24,665 | ||||||
Series E, 4.00%, 06/15/25 (Call 03/15/25) |
160 | 155,416 | ||||||
Series F, 4.50%, 02/01/26 (Call 11/01/25) |
60 | 58,660 | ||||||
Series H, 3.38%, 12/15/29 (Call 09/15/29) |
30 | 25,574 | ||||||
Series I, 3.50%, 09/15/30 (Call 06/15/30) |
135 | 114,117 | ||||||
Series J, 2.90%, 12/15/31 (Call 09/15/31) |
125 | 97,360 | ||||||
Hudson Pacific Properties LP |
||||||||
3.25%, 01/15/30 (Call 10/15/29) |
40 | 33,841 | ||||||
3.95%, 11/01/27 (Call 08/01/27) |
45 | 42,181 | ||||||
4.65%, 04/01/29 (Call 01/01/29) |
220 | 206,747 | ||||||
Invitation Homes Operating Partnership LP |
||||||||
2.00%, 08/15/31 (Call 05/15/31) |
35 | 26,529 | ||||||
2.30%, 11/15/28 (Call 09/15/28) |
180 | 150,239 | ||||||
4.15%, 04/15/32 (Call 01/15/32) |
160 | 143,130 | ||||||
Kilroy Realty LP |
||||||||
3.05%, 02/15/30 (Call 11/15/29) |
50 | 42,326 | ||||||
3.45%, 12/15/24 (Call 09/15/24) |
215 | 210,126 | ||||||
4.25%, 08/15/29 (Call 05/15/29) |
60 | 55,755 | ||||||
4.38%, 10/01/25 (Call 07/01/25) |
70 | 68,978 | ||||||
Kimco Realty Corp. |
||||||||
1.90%, 03/01/28 (Call 01/01/28) |
100 | 85,818 | ||||||
2.25%, 12/01/31 (Call 09/01/31) |
100 | 80,202 | ||||||
2.70%, 03/01/24 (Call 01/01/24) |
195 | 190,942 | ||||||
2.70%, 10/01/30 (Call 07/01/30) |
60 | 50,971 | ||||||
2.80%, 10/01/26 (Call 07/01/26) |
166 | 155,728 | ||||||
3.30%, 02/01/25 (Call 12/01/24) |
160 | 156,171 | ||||||
3.80%, 04/01/27 (Call 01/01/27) |
100 | 95,950 | ||||||
4.60%, 02/01/33 |
45 | 43,512 | ||||||
Kite
Realty Group LP, 4.00%, 10/01/26 |
5 | 4,755 |
72 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
Kite
Realty Group Trust, 4.75%, 09/15/30 |
$ | 55 | $ | 50,318 | ||||
Life Storage LP |
||||||||
2.20%, 10/15/30 (Call 07/15/30) |
20 | 16,074 | ||||||
2.40%, 10/15/31 (Call 07/15/31) |
105 | 83,924 | ||||||
3.88%, 12/15/27 (Call 09/15/27) |
35 | 33,049 | ||||||
4.00%, 06/15/29 (Call 03/15/29) |
100 | 93,089 | ||||||
LifeStorage
LP/CA, 3.50%, 07/01/26 |
140 | 134,582 | ||||||
LXP Industrial Trust |
||||||||
2.38%, 10/01/31 (Call 07/01/31) |
55 | 41,968 | ||||||
2.70%, 09/15/30 (Call 06/15/30)(a) |
20 | 16,165 | ||||||
Mid-America Apartments LP |
||||||||
1.10%, 09/15/26 (Call 08/15/26) |
110 | 96,228 | ||||||
1.70%, 02/15/31 (Call 11/15/30)(a) |
90 | 71,637 | ||||||
3.60%, 06/01/27 (Call 03/01/27)(a) |
133 | 127,297 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
150 | 143,071 | ||||||
4.00%, 11/15/25 (Call 08/15/25) |
10 | 9,810 | ||||||
National
Health Investors Inc., 3.00%, 02/01/31 |
120 | 90,869 | ||||||
National Retail Properties Inc. |
||||||||
2.50%, 04/15/30 (Call 01/15/30) |
5 | 4,223 | ||||||
3.50%, 10/15/27 (Call 07/15/27) |
180 | 167,033 | ||||||
3.90%, 06/15/24 (Call 03/15/24) |
25 | 24,789 | ||||||
4.00%, 11/15/25 (Call 08/15/25) |
55 | 53,956 | ||||||
4.30%, 10/15/28 (Call 07/15/28) |
102 | 97,526 | ||||||
Office Properties Income Trust |
||||||||
2.40%, 02/01/27 (Call 01/01/27) |
70 | 53,126 | ||||||
2.65%, 06/15/26 (Call 05/15/26) |
60 | 48,307 | ||||||
3.45%, 10/15/31 (Call 07/15/31) |
110 | 72,967 | ||||||
4.25%, 05/15/24 (Call 02/15/24) |
10 | 9,518 | ||||||
4.50%, 02/01/25 (Call 11/01/24) |
210 | 196,925 | ||||||
Omega Healthcare Investors Inc. |
||||||||
3.38%, 02/01/31 (Call 11/01/30) |
5 | 4,072 | ||||||
3.63%, 10/01/29 (Call 07/01/29) |
200 | 170,666 | ||||||
4.50%, 01/15/25 (Call 10/15/24) |
105 | 103,996 | ||||||
4.50%, 04/01/27 (Call 01/01/27) |
175 | 167,344 | ||||||
4.75%, 01/15/28 (Call 10/15/27) |
174 | 166,179 | ||||||
4.95%, 04/01/24 (Call 01/01/24) |
150 | 150,277 | ||||||
5.25%, 01/15/26 (Call 10/15/25) |
35 | 34,722 | ||||||
Phillips
Edison Grocery Center Operating Partnership I LP,
2.63%, 11/15/31 |
100 | 76,548 | ||||||
Physicians Realty LP |
||||||||
2.63%, 11/01/31 (Call 08/01/31) |
105 | 84,762 | ||||||
3.95%, 01/15/28 (Call 10/15/27) |
90 | 84,930 | ||||||
4.30%, 03/15/27 (Call 12/15/26) |
135 | 131,053 | ||||||
Piedmont Operating Partnership LP |
||||||||
3.15%, 08/15/30 (Call 05/15/30) |
15 | 12,362 | ||||||
4.45%, 03/15/24 (Call 12/15/23) |
105 | 104,871 | ||||||
Prologis LP |
||||||||
1.25%, 10/15/30 (Call 07/15/30) |
235 | 188,016 | ||||||
1.63%, 03/15/31 (Call 12/15/30) |
25 | 20,397 | ||||||
2.13%, 04/15/27 (Call 02/15/27) |
161 | 148,305 | ||||||
2.25%, 04/15/30 (Call 01/15/30) |
200 | 173,372 | ||||||
3.25%, 10/01/26 (Call 07/01/26) |
47 | 45,213 | ||||||
3.88%, 09/15/28 (Call 06/15/28) |
80 | 77,535 | ||||||
4.38%, 02/01/29 (Call 11/01/28) |
55 | 54,328 | ||||||
Public Storage |
||||||||
0.88%, 02/15/26 (Call 01/15/26) |
50 | 45,057 | ||||||
1.85%, 05/01/28 (Call 03/01/28) |
155 | 137,144 | ||||||
1.95%, 11/09/28 (Call 09/09/28) |
145 | 127,219 | ||||||
2.25%, 11/09/31 (Call 08/09/31) |
145 | 121,571 |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
2.30%, 05/01/31 (Call 02/01/31) |
$ | 155 | $ | 131,987 | ||||
3.09%, 09/15/27 (Call 06/15/27) |
130 | 123,990 | ||||||
3.39%, 05/01/29 (Call 02/01/29) |
126 | 118,758 | ||||||
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31) |
132 | 108,530 | ||||||
Realty Income Corp. |
||||||||
0.75%, 03/15/26 (Call 02/15/26) |
100 | 87,999 | ||||||
2.20%, 06/15/28 (Call 04/15/28) |
50 | 43,892 | ||||||
3.00%, 01/15/27 (Call 10/15/26) |
190 | 178,974 | ||||||
3.10%, 12/15/29 (Call 09/15/29) |
130 | 118,200 | ||||||
3.25%, 06/15/29 (Call 03/15/29) |
15 | 13,821 | ||||||
3.25%, 01/15/31 (Call 10/15/30) |
199 | 178,666 | ||||||
3.40%, 01/15/28 (Call 11/15/27) |
15 | 14,071 | ||||||
3.65%, 01/15/28 (Call 10/15/27) |
170 | 162,981 | ||||||
3.88%, 07/15/24 (Call 04/15/24) |
125 | 124,504 | ||||||
3.88%, 04/15/25 (Call 02/15/25) |
105 | 104,111 | ||||||
3.95%, 08/15/27 (Call 05/15/27) |
15 | 14,671 | ||||||
4.13%, 10/15/26 (Call 07/15/26) |
10 | 9,900 | ||||||
4.60%, 02/06/24 (Call 11/06/23) |
216 | 217,521 | ||||||
4.63%, 11/01/25 (Call 09/01/25) |
155 | 156,689 | ||||||
4.88%, 06/01/26 (Call 03/01/26) |
120 | 121,858 | ||||||
Regency Centers LP |
||||||||
2.95%, 09/15/29 (Call 06/15/29) |
235 | 204,842 | ||||||
3.60%, 02/01/27 (Call 11/01/26) |
186 | 177,998 | ||||||
3.70%, 06/15/30 (Call 03/15/30)(a) |
45 | 40,787 | ||||||
4.13%, 03/15/28 (Call 12/15/27) |
15 | 14,436 | ||||||
Rexford
Industrial Realty LP, |
110 | 87,732 | ||||||
Sabra Health Care LP |
||||||||
3.20%, 12/01/31 (Call 09/01/31) |
135 | 107,240 | ||||||
3.90%, 10/15/29 (Call 07/15/29) |
120 | 105,420 | ||||||
5.13%, 08/15/26 (Call 05/15/26) |
130 | 125,976 | ||||||
Safehold
Operating Partnership LP, |
100 | 80,299 | ||||||
Simon Property Group LP |
||||||||
1.38%, 01/15/27 (Call 10/15/26) |
215 | 189,735 | ||||||
1.75%, 02/01/28 (Call 11/01/27) |
70 | 60,610 | ||||||
2.00%, 09/13/24 (Call 06/13/24) |
273 | 262,798 | ||||||
2.20%, 02/01/31 (Call 11/01/30)(a) |
180 | 147,424 | ||||||
2.25%, 01/15/32 (Call 10/15/31) |
120 | 96,281 | ||||||
2.45%, 09/13/29 (Call 06/13/29) |
120 | 103,476 | ||||||
2.65%, 07/15/30 (Call 04/15/30) |
55 | 47,347 | ||||||
2.65%, 02/01/32 (Call 12/01/31) |
130 | 108,286 | ||||||
3.25%, 11/30/26 (Call 08/30/26) |
255 | 244,943 | ||||||
3.30%, 01/15/26 (Call 10/15/25) |
246 | 238,652 | ||||||
3.38%, 10/01/24 (Call 07/01/24) |
193 | 190,759 | ||||||
3.38%, 06/15/27 (Call 03/15/27) |
155 | 148,045 | ||||||
3.38%, 12/01/27 (Call 09/01/27) |
187 | 176,795 | ||||||
3.50%, 09/01/25 (Call 06/01/25) |
235 | 231,827 | ||||||
3.75%, 02/01/24 (Call 11/01/23) |
125 | 124,460 | ||||||
SITE Centers Corp. |
||||||||
3.63%, 02/01/25 (Call 11/01/24) |
120 | 115,364 | ||||||
4.25%, 02/01/26 (Call 11/01/25) |
50 | 48,669 | ||||||
4.70%, 06/01/27 (Call 03/01/27) |
50 | 48,251 | ||||||
Spirit Realty LP |
||||||||
2.10%, 03/15/28 (Call 01/15/28) |
125 | 104,342 | ||||||
2.70%, 02/15/32 (Call 11/15/31) |
30 | 23,258 | ||||||
3.20%, 01/15/27 (Call 11/15/26) |
148 | 135,583 | ||||||
3.20%, 02/15/31 (Call 11/15/30) |
20 | 16,615 | ||||||
3.40%, 01/15/30 (Call 10/15/29) |
140 | 120,588 | ||||||
4.00%, 07/15/29 (Call 04/15/29) |
5 | 4,537 |
S C H E D U L E O F I N V E S T M E N T S |
73 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
4.45%, 09/15/26 (Call 06/15/26) |
$ | 206 | $ | 201,680 | ||||
STORE Capital Corp. |
||||||||
2.70%, 12/01/31 (Call 09/01/31) |
100 | 79,132 | ||||||
2.75%, 11/18/30 (Call 08/18/30) |
20 | 16,239 | ||||||
4.63%, 03/15/29 (Call 12/15/28) |
185 | 179,128 | ||||||
Sun Communities Operating LP |
||||||||
2.30%, 11/01/28 (Call 09/01/28) |
75 | 63,379 | ||||||
2.70%, 07/15/31 (Call 04/15/31) |
205 | 164,476 | ||||||
4.20%, 04/15/32 (Call 01/15/32) |
60 | 53,608 | ||||||
Tanger Properties LP |
||||||||
2.75%, 09/01/31 (Call 06/01/31) |
30 | 22,774 | ||||||
3.13%, 09/01/26 (Call 06/01/26) |
212 | 196,882 | ||||||
UDR Inc. |
||||||||
2.95%, 09/01/26 (Call 06/01/26) |
59 | 55,104 | ||||||
3.00%, 08/15/31 (Call 05/15/31) |
5 | 4,267 | ||||||
3.20%, 01/15/30 (Call 10/15/29) |
65 | 57,496 | ||||||
3.50%, 07/01/27 (Call 04/01/27) |
120 | 113,581 | ||||||
3.50%, 01/15/28 (Call 10/15/27) |
130 | 120,769 | ||||||
4.40%, 01/26/29 (Call 10/26/28) |
105 | 101,201 | ||||||
Ventas Realty LP |
||||||||
2.50%, 09/01/31 (Call 06/01/31)(a) |
105 | 85,810 | ||||||
2.65%, 01/15/25 (Call 12/15/24) |
20 | 19,143 | ||||||
3.00%, 01/15/30 (Call 10/15/29) |
110 | 95,853 | ||||||
3.25%, 10/15/26 (Call 07/15/26) |
85 | 80,237 | ||||||
3.50%, 04/15/24 (Call 03/15/24) |
281 | 277,091 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
127 | 123,849 | ||||||
3.75%, 05/01/24 (Call 02/01/24) |
82 | 81,109 | ||||||
3.85%, 04/01/27 (Call 01/01/27) |
85 | 81,540 | ||||||
4.00%, 03/01/28 (Call 12/01/27) |
35 | 33,348 | ||||||
4.13%, 01/15/26 (Call 10/15/25) |
195 | 191,190 | ||||||
4.40%, 01/15/29 (Call 10/15/28) |
156 | 150,371 | ||||||
4.75%, 11/15/30 (Call 08/15/30) |
80 | 77,549 | ||||||
VICI Properties LP |
||||||||
4.38%, 05/15/25 |
25 | 24,460 | ||||||
4.75%, 02/15/28 (Call 01/15/28) |
115 | 110,509 | ||||||
4.95%, 02/15/30 (Call 12/15/29) |
165 | 157,544 | ||||||
5.13%, 05/15/32 (Call 02/15/32) |
290 | 276,355 | ||||||
Vornado Realty LP |
||||||||
3.40%, 06/01/31 (Call 03/01/31) |
20 | 16,238 | ||||||
3.50%, 01/15/25 (Call 11/15/24) |
190 | 181,716 | ||||||
Welltower Inc. |
||||||||
2.05%, 01/15/29 (Call 11/15/28) |
60 | 50,631 | ||||||
2.70%, 02/15/27 (Call 12/15/26) |
105 | 97,436 | ||||||
2.75%, 01/15/31 (Call 10/15/30) |
65 | 54,618 | ||||||
2.75%, 01/15/32 (Call 10/15/31) |
195 | 161,316 | ||||||
2.80%, 06/01/31 (Call 03/01/31) |
190 | 160,575 | ||||||
3.10%, 01/15/30 (Call 10/15/29) |
8 | 7,043 | ||||||
3.63%, 03/15/24 (Call 02/15/24) |
214 | 212,142 | ||||||
3.85%, 06/15/32 (Call 03/15/32) |
50 | 45,493 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
356 | 351,778 | ||||||
4.13%, 03/15/29 (Call 12/15/28) |
50 | 47,482 | ||||||
4.25%, 04/01/26 (Call 01/01/26) |
150 | 148,570 | ||||||
4.25%, 04/15/28 (Call 01/15/28) |
165 | 160,514 | ||||||
4.50%, 01/15/24 (Call 10/15/23) |
119 | 119,315 | ||||||
Weyerhaeuser Co. |
||||||||
4.00%, 11/15/29 (Call 08/15/29) |
60 | 56,797 | ||||||
4.00%, 04/15/30 (Call 01/15/30) |
412 | 388,351 | ||||||
7.38%, 03/15/32 |
10 | 11,546 | ||||||
WP Carey Inc. |
||||||||
2.40%, 02/01/31 (Call 11/01/30) |
25 | 20,335 |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
2.45%, 02/01/32 (Call 11/01/31) |
$ | 75 | $ | 59,785 | ||||
3.85%, 07/15/29 (Call 04/15/29) |
15 | 13,907 | ||||||
4.00%, 02/01/25 (Call 11/01/24) |
145 | 143,437 | ||||||
4.25%, 10/01/26 (Call 07/01/26) |
110 | 107,391 | ||||||
4.60%, 04/01/24 (Call 01/01/24) |
140 | 140,769 | ||||||
|
|
|||||||
38,863,527 | ||||||||
Retail — 0.8% | ||||||||
Advance Auto Parts Inc. |
||||||||
1.75%, 10/01/27 (Call 08/01/27) |
50 | 42,627 | ||||||
3.50%, 03/15/32 (Call 12/15/31) |
65 | 55,218 | ||||||
3.90%, 04/15/30 (Call 01/15/30) |
115 | 103,973 | ||||||
AutoNation Inc. |
||||||||
1.95%, 08/01/28 (Call 06/01/28) |
50 | 41,093 | ||||||
2.40%, 08/01/31 (Call 05/01/31) |
150 | 115,044 | ||||||
3.50%, 11/15/24 (Call 09/15/24) |
138 | 134,663 | ||||||
3.80%, 11/15/27 (Call 08/15/27) |
115 | 105,832 | ||||||
3.85%, 03/01/32 (Call 12/01/31) |
60 | 51,568 | ||||||
4.50%, 10/01/25 (Call 07/01/25) |
75 | 74,642 | ||||||
4.75%, 06/01/30 (Call 03/01/30) |
120 | 112,398 | ||||||
AutoZone Inc. |
||||||||
1.65%, 01/15/31 (Call 10/15/30) |
30 | 23,607 | ||||||
3.13%, 04/18/24 (Call 03/18/24) |
100 | 98,388 | ||||||
3.13%, 04/21/26 (Call 01/21/26) |
210 | 201,516 | ||||||
3.25%, 04/15/25 (Call 01/15/25) |
160 | 155,534 | ||||||
3.63%, 04/15/25 (Call 03/15/25) |
142 | 139,704 | ||||||
3.75%, 06/01/27 (Call 03/01/27) |
115 | 112,013 | ||||||
3.75%, 04/18/29 (Call 01/18/29) |
189 | 178,138 | ||||||
4.00%, 04/15/30 (Call 01/15/30) |
105 | 99,709 | ||||||
4.75%, 08/01/32 (Call 05/01/32) |
70 | 69,403 | ||||||
Best Buy Co. Inc. |
||||||||
1.95%, 10/01/30 (Call 07/01/30)(a) |
155 | 124,036 | ||||||
4.45%, 10/01/28 (Call 07/01/28)(a) |
145 | 142,309 | ||||||
Costco Wholesale Corp. |
||||||||
1.38%, 06/20/27 (Call 04/20/27) |
335 | 300,863 | ||||||
1.60%, 04/20/30 (Call 01/20/30) |
57 | 48,117 | ||||||
1.75%, 04/20/32 (Call 01/20/32) |
50 | 41,154 | ||||||
2.75%, 05/18/24 (Call 03/18/24) |
235 | 232,319 | ||||||
3.00%, 05/18/27 (Call 02/18/27) |
415 | 403,405 | ||||||
Darden
Restaurants Inc., 3.85%, 05/01/27 |
214 | 206,585 | ||||||
Dick’s
Sporting Goods Inc., 3.15%, 01/15/32 |
110 | 86,981 | ||||||
Dollar General Corp. |
||||||||
3.50%, 04/03/30 (Call 01/03/30) |
244 | 225,066 | ||||||
3.88%, 04/15/27 (Call 01/15/27)(a) |
143 | 140,443 | ||||||
4.13%, 05/01/28 (Call 02/01/28) |
150 | 147,552 | ||||||
4.15%, 11/01/25 (Call 08/01/25) |
91 | 90,628 | ||||||
Dollar Tree Inc. |
||||||||
2.65%, 12/01/31 (Call 09/01/31) |
100 | 83,315 | ||||||
4.00%, 05/15/25 (Call 03/15/25) |
291 | 288,081 | ||||||
4.20%, 05/15/28 (Call 02/15/28) |
270 | 263,177 | ||||||
Genuine Parts Co. |
||||||||
1.88%, 11/01/30 (Call 08/01/30) |
30 | 23,727 | ||||||
2.75%, 02/01/32 (Call 11/01/31) |
15 | 12,448 | ||||||
Home Depot Inc. (The) |
||||||||
0.90%, 03/15/28 (Call 01/15/28) |
165 | 140,466 | ||||||
1.38%, 03/15/31 (Call 12/15/30) |
250 | 200,573 | ||||||
1.50%, 09/15/28 (Call 07/15/28) |
110 | 95,668 | ||||||
1.88%, 09/15/31 (Call 06/15/31) |
145 | 119,806 | ||||||
2.13%, 09/15/26 (Call 06/15/26) |
208 | 194,954 | ||||||
2.50%, 04/15/27 (Call 02/15/27)(a) |
148 | 139,702 |
74 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Retail (continued) | ||||||||
2.70%, 04/15/25 (Call 03/15/25) |
$ | 70 | $ | 68,345 | ||||
2.70%, 04/15/30 (Call 01/15/30) |
357 | 321,825 | ||||||
2.80%, 09/14/27 (Call 06/14/27) |
238 | 226,098 | ||||||
2.88%, 04/15/27 (Call 03/15/27) |
95 | 91,294 | ||||||
2.95%, 06/15/29 (Call 03/15/29) |
318 | 295,730 | ||||||
3.00%, 04/01/26 (Call 01/01/26) |
166 | 161,417 | ||||||
3.25%, 04/15/32 (Call 01/15/32)(a) |
250 | 231,150 | ||||||
3.35%, 09/15/25 (Call 06/15/25) |
156 | 154,423 | ||||||
3.75%, 02/15/24 (Call 11/15/23) |
164 | 164,284 | ||||||
3.90%, 12/06/28 (Call 09/06/28) |
262 | 259,618 | ||||||
Lowe’s Companies Inc. |
||||||||
1.30%, 04/15/28 (Call 02/15/28) |
240 | 203,678 | ||||||
1.70%, 09/15/28 (Call 07/15/28) |
230 | 197,494 | ||||||
1.70%, 10/15/30 (Call 07/15/30) |
195 | 156,365 | ||||||
2.50%, 04/15/26 (Call 01/15/26) |
283 | 269,303 | ||||||
2.63%, 04/01/31 (Call 01/01/31) |
300 | 257,256 | ||||||
3.10%, 05/03/27 (Call 02/03/27) |
359 | 341,448 | ||||||
3.13%, 09/15/24 (Call 06/15/24) |
5 | 4,921 | ||||||
3.35%, 04/01/27 (Call 03/01/27) |
145 | 139,715 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
196 | 192,025 | ||||||
3.65%, 04/05/29 (Call 01/05/29) |
60 | 56,768 | ||||||
3.75%, 04/01/32 (Call 01/01/32) |
295 | 272,813 | ||||||
3.88%, 09/15/23 (Call 06/15/23) |
45 | 45,022 | ||||||
4.00%, 04/15/25 (Call 03/15/25) |
90 | 89,977 | ||||||
4.50%, 04/15/30 (Call 01/15/30) |
373 | 369,277 | ||||||
6.50%, 03/15/29 |
40 | 43,962 | ||||||
McDonald’s Corp. |
||||||||
1.45%, 09/01/25 (Call 08/01/25) |
130 | 120,943 | ||||||
2.13%, 03/01/30 (Call 12/01/29) |
22 | 18,899 | ||||||
2.63%, 09/01/29 (Call 06/01/29) |
314 | 282,324 | ||||||
3.25%, 06/10/24 |
213 | 211,217 | ||||||
3.30%, 07/01/25 (Call 06/01/25) |
129 | 126,632 | ||||||
3.38%, 05/26/25 (Call 02/26/25) |
110 | 108,041 | ||||||
3.50%, 03/01/27 (Call 12/01/26) |
266 | 260,393 | ||||||
3.50%, 07/01/27 (Call 05/01/27) |
110 | 106,707 | ||||||
3.60%, 07/01/30 (Call 04/01/30) |
252 | 239,246 | ||||||
3.70%, 01/30/26 (Call 10/30/25) |
351 | 347,683 | ||||||
3.80%, 04/01/28 (Call 01/01/28) |
195 | 191,289 | ||||||
O’Reilly Automotive Inc. |
||||||||
1.75%, 03/15/31 (Call 12/15/30)(a) |
80 | 63,582 | ||||||
3.55%, 03/15/26 (Call 12/15/25) |
142 | 138,326 | ||||||
3.60%, 09/01/27 (Call 06/01/27) |
127 | 122,352 | ||||||
3.90%, 06/01/29 (Call 03/01/29) |
134 | 126,899 | ||||||
4.20%, 04/01/30 (Call 01/01/30) |
60 | 57,690 | ||||||
4.35%, 06/01/28 (Call 03/01/28) |
120 | 118,658 | ||||||
4.70%, 06/15/32 (Call 03/15/32) |
200 | 198,036 | ||||||
Ross Stores Inc. |
||||||||
0.88%, 04/15/26 (Call 03/15/26) |
15 | 13,245 | ||||||
1.88%, 04/15/31 (Call 01/15/31) |
45 | 35,771 | ||||||
4.60%, 04/15/25 (Call 03/15/25) |
145 | 145,771 | ||||||
Starbucks Corp. |
||||||||
2.00%, 03/12/27 (Call 01/12/27) |
65 | 59,258 | ||||||
2.25%, 03/12/30 (Call 12/12/29) |
342 | 290,604 | ||||||
2.45%, 06/15/26 (Call 03/15/26) |
185 | 175,363 | ||||||
2.55%, 11/15/30 (Call 08/15/30) |
100 | 85,710 | ||||||
3.00%, 02/14/32 (Call 11/14/31) |
210 | 183,708 | ||||||
3.50%, 03/01/28 (Call 12/01/27) |
100 | 96,233 | ||||||
3.55%, 08/15/29 (Call 05/15/29) |
256 | 241,088 | ||||||
3.80%, 08/15/25 (Call 06/15/25) |
324 | 322,001 | ||||||
3.85%, 10/01/23 (Call 07/01/23) |
259 | 258,915 |
Security | Par (000) |
Value | ||||||
Retail (continued) | ||||||||
4.00%, 11/15/28 (Call 08/15/28) |
$ | 20 | $ | 19,628 | ||||
Target Corp. |
||||||||
1.95%, 01/15/27 (Call 12/15/26)(a) |
210 | 195,355 | ||||||
2.25%, 04/15/25 (Call 03/15/25) |
304 | 292,074 | ||||||
2.35%, 02/15/30 (Call 11/15/29) |
241 | 212,186 | ||||||
2.50%, 04/15/26 |
248 | 237,906 | ||||||
3.38%, 04/15/29 (Call 01/15/29) |
189 | 181,555 | ||||||
3.50%, 07/01/24 |
282 | 281,459 | ||||||
TJX Companies Inc. (The) |
||||||||
1.60%, 05/15/31 (Call 02/15/31) |
10 | 8,035 | ||||||
2.25%, 09/15/26 (Call 06/15/26) |
385 | 362,720 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
295 | 286,775 | ||||||
Tractor
Supply Co., 1.75%, 11/01/30 |
175 | 138,327 | ||||||
Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26)(a) |
141 | 136,559 | ||||||
Walmart Inc. |
||||||||
2.38%, 09/24/29 (Call 06/24/29) |
117 | 105,280 | ||||||
2.85%, 07/08/24 (Call 06/08/24) |
20 | 19,707 | ||||||
3.05%, 07/08/26 (Call 05/08/26) |
160 | 157,950 | ||||||
3.25%, 07/08/29 (Call 04/08/29) |
190 | 182,366 | ||||||
3.30%, 04/22/24 (Call 01/22/24) |
329 | 327,697 | ||||||
3.55%, 06/26/25 (Call 04/26/25)(a) |
120 | 119,904 | ||||||
3.70%, 06/26/28 (Call 03/26/28) |
205 | 202,175 | ||||||
5.88%, 04/05/27(a) |
15 | 16,367 | ||||||
7.55%, 02/15/30 |
25 | 30,637 | ||||||
|
|
|||||||
18,541,899 | ||||||||
Savings & Loans — 0.0% | ||||||||
New
York Community Bancorp Inc., |
30 | 29,888 | ||||||
|
|
|||||||
Semiconductors — 0.7% | ||||||||
Advanced Micro Devices Inc., 3.92%, 06/01/32 (Call 03/01/32) |
240 | 232,090 | ||||||
Altera Corp., 4.10%, 11/15/23 |
135 | 135,690 | ||||||
Analog Devices Inc. |
||||||||
1.70%, 10/01/28 (Call 08/01/28) |
30 | 26,287 | ||||||
2.10%, 10/01/31 (Call 07/01/31) |
175 | 148,599 | ||||||
2.95%, 04/01/25 (Call 03/01/25) |
20 | 19,548 | ||||||
3.50%, 12/05/26 (Call 09/05/26) |
255 | 250,492 | ||||||
Applied Materials Inc. |
||||||||
1.75%, 06/01/30 (Call 03/01/30) |
220 | 184,719 | ||||||
3.30%, 04/01/27 (Call 01/01/27)(a) |
267 | 261,182 | ||||||
3.90%, 10/01/25 (Call 07/01/25) |
237 | 237,493 | ||||||
Broadcom Corp./Broadcom Cayman Finance Ltd. |
||||||||
3.13%, 01/15/25 (Call 11/15/24) |
194 | 189,466 | ||||||
3.50%, 01/15/28 (Call 10/15/27) |
90 | 83,225 | ||||||
3.63%, 01/15/24 (Call 11/15/23) |
10 | 9,926 | ||||||
3.88%, 01/15/27 (Call 10/15/26) |
486 | 467,289 | ||||||
Broadcom Inc. |
||||||||
1.95%, 02/15/28 (Call 12/15/27)(a)(d) |
150 | 128,641 | ||||||
2.45%, 02/15/31 (Call 11/15/30)(d) |
465 | 371,065 | ||||||
3.15%, 11/15/25 (Call 10/15/25) |
190 | 183,074 | ||||||
3.46%, 09/15/26 (Call 07/15/26) |
30 | 28,768 | ||||||
3.63%, 10/15/24 (Call 09/15/24) |
30 | 29,669 | ||||||
4.00%, 04/15/29 (Call 02/15/29)(d) |
230 | 213,212 | ||||||
4.11%, 09/15/28 (Call 06/15/28) |
155 | 147,524 | ||||||
4.15%, 11/15/30 (Call 08/15/30) |
345 | 314,626 | ||||||
4.15%, 04/15/32 (Call 01/15/32)(d) |
195 | 174,615 | ||||||
4.75%, 04/15/29 (Call 01/15/29) |
391 | 384,361 | ||||||
5.00%, 04/15/30 (Call 01/15/30) |
211 | 206,246 |
S C H E D U L E O F I N V E S T M E N T S |
75 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Semiconductors (continued) | ||||||||
Intel Corp. |
||||||||
1.60%, 08/12/28 (Call 06/12/28) |
$ | 90 | $ | 78,020 | ||||
2.00%, 08/12/31 (Call 05/12/31) |
160 | 131,952 | ||||||
2.45%, 11/15/29 (Call 08/15/29) |
226 | 198,426 | ||||||
2.60%, 05/19/26 (Call 02/19/26) |
215 | 205,916 | ||||||
2.88%, 05/11/24 (Call 03/11/24) |
379 | 374,024 | ||||||
3.15%, 05/11/27 (Call 02/11/27) |
194 | 187,130 | ||||||
3.40%, 03/25/25 (Call 02/25/25) |
373 | 368,468 | ||||||
3.70%, 07/29/25 (Call 04/29/25) |
500 | 497,710 | ||||||
3.75%, 03/25/27 (Call 01/25/27) |
261 | 257,743 | ||||||
3.75%, 08/05/27 |
50 | 49,103 | ||||||
3.90%, 03/25/30 (Call 12/25/29) |
594 | 574,416 | ||||||
4.00%, 08/05/29 |
50 | 48,624 | ||||||
4.15%, 08/05/32 |
200 | 193,494 | ||||||
KLA Corp. |
||||||||
4.10%, 03/15/29 (Call 12/15/28) |
239 | 237,614 | ||||||
4.65%, 11/01/24 (Call 08/01/24) |
80 | 81,214 | ||||||
Lam Research Corp. |
||||||||
1.90%, 06/15/30 (Call 03/15/30) |
130 | 109,240 | ||||||
3.75%, 03/15/26 (Call 01/15/26) |
212 | 211,247 | ||||||
3.80%, 03/15/25 (Call 12/15/24) |
240 | 238,896 | ||||||
4.00%, 03/15/29 (Call 12/15/28) |
270 | 265,321 | ||||||
Marvell Technology Inc. |
||||||||
1.65%, 04/15/26 (Call 03/15/26)(a) |
90 | 80,979 | ||||||
2.45%, 04/15/28 (Call 02/15/28) |
160 | 138,957 | ||||||
2.95%, 04/15/31 (Call 01/15/31) |
145 | 119,409 | ||||||
4.88%, 06/22/28 (Call 03/22/28) |
190 | 186,398 | ||||||
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27) |
145 | 139,007 | ||||||
Microchip
Technology Inc., 4.25%, 09/01/25 |
215 | 213,566 | ||||||
Micron Technology Inc. |
||||||||
2.70%, 04/15/32 (Call 01/15/32) |
15 | 11,672 | ||||||
4.19%, 02/15/27 (Call 12/15/26) |
223 | 217,249 | ||||||
4.66%, 02/15/30 (Call 11/15/29) |
275 | 258,830 | ||||||
4.98%, 02/06/26 (Call 12/06/25) |
123 | 123,176 | ||||||
5.33%, 02/06/29 (Call 11/06/28) |
130 | 128,278 | ||||||
NVIDIA Corp. |
||||||||
0.58%, 06/14/24 (Call 06/14/23) |
180 | 170,651 | ||||||
1.55%, 06/15/28 (Call 04/15/28) |
360 | 313,736 | ||||||
2.00%, 06/15/31 (Call 03/15/31)(a) |
260 | 219,565 | ||||||
2.85%, 04/01/30 (Call 01/01/30) |
304 | 274,670 | ||||||
3.20%, 09/16/26 (Call 06/16/26)(a) |
200 | 196,878 | ||||||
NXP BV/NXP Funding LLC |
||||||||
4.88%, 03/01/24 (Call 02/01/24) |
289 | 290,416 | ||||||
5.35%, 03/01/26 (Call 01/01/26) |
90 | 91,569 | ||||||
5.55%, 12/01/28 (Call 09/01/28) |
118 | 120,250 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc. |
||||||||
2.50%, 05/11/31 (Call 02/11/31) |
255 | 205,849 | ||||||
2.65%, 02/15/32 (Call 11/15/31) |
35 | 28,262 | ||||||
2.70%, 05/01/25 (Call 04/01/25) |
75 | 71,199 | ||||||
3.15%, 05/01/27 (Call 03/01/27) |
25 | 23,284 | ||||||
3.40%, 05/01/30 (Call 02/01/30) |
140 | 123,935 | ||||||
3.88%, 06/18/26 (Call 04/18/26) |
115 | 111,240 | ||||||
4.30%, 06/18/29 (Call 03/18/29) |
310 | 292,832 | ||||||
4.40%, 06/01/27 (Call 05/01/27) |
40 | 38,809 | ||||||
Qorvo Inc. |
||||||||
1.75%, 12/15/24 (Call 12/15/22)(d) |
15 | 14,016 | ||||||
4.38%, 10/15/29 (Call 10/15/24) |
135 | 120,174 | ||||||
QUALCOMM Inc. |
||||||||
1.30%, 05/20/28 (Call 02/20/28) |
278 | 239,972 |
Security | Par (000) |
Value | ||||||
Semiconductors (continued) | ||||||||
1.65%, 05/20/32 (Call 02/20/32) |
$ | 50 | $ | 40,167 | ||||
2.15%, 05/20/30 (Call 02/20/30) |
300 | 262,584 | ||||||
2.90%, 05/20/24 (Call 03/20/24) |
90 | 88,619 | ||||||
3.25%, 05/20/27 (Call 02/20/27) |
513 | 500,760 | ||||||
3.45%, 05/20/25 (Call 02/20/25) |
15 | 14,833 | ||||||
4.25%, 05/20/32 (Call 02/20/32) |
120 | 121,099 | ||||||
Skyworks Solutions Inc. |
||||||||
1.80%, 06/01/26 (Call 05/01/26) |
95 | 84,630 | ||||||
3.00%, 06/01/31 (Call 03/01/31) |
135 | 109,994 | ||||||
Texas Instruments Inc. |
||||||||
1.13%, 09/15/26 (Call 08/15/26) |
65 | 58,981 | ||||||
1.38%, 03/12/25 (Call 02/12/25) |
355 | 334,694 | ||||||
1.75%, 05/04/30 (Call 02/04/30) |
55 | 46,814 | ||||||
1.90%, 09/15/31 (Call 06/15/31) |
240 | 202,176 | ||||||
2.25%, 09/04/29 (Call 06/04/29) |
95 | 84,675 | ||||||
2.63%, 05/15/24 (Call 03/15/24) |
75 | 73,748 | ||||||
2.90%, 11/03/27 (Call 08/03/27) |
181 | 172,555 | ||||||
3.65%, 08/16/32 |
70 | 67,638 | ||||||
TSMC Arizona Corp. |
||||||||
2.50%, 10/25/31 (Call 07/25/31) |
230 | 194,697 | ||||||
4.25%, 04/22/32 (Call 01/22/32) |
265 | 260,945 | ||||||
Xilinx Inc. |
||||||||
2.38%, 06/01/30 (Call 03/01/30) |
227 | 198,300 | ||||||
2.95%, 06/01/24 (Call 04/01/24) |
353 | 349,442 | ||||||
|
|
|||||||
16,568,544 | ||||||||
Shipbuilding — 0.0% | ||||||||
Huntington Ingalls Industries Inc. |
||||||||
3.48%, 12/01/27 (Call 09/01/27) |
135 | 125,512 | ||||||
3.84%, 05/01/25 (Call 04/01/25) |
170 | 166,335 | ||||||
4.20%, 05/01/30 (Call 02/01/30) |
155 | 144,355 | ||||||
|
|
|||||||
436,202 | ||||||||
Software — 0.8% | ||||||||
Activision Blizzard Inc. |
||||||||
1.35%, 09/15/30 (Call 06/15/30) |
110 | 86,834 | ||||||
3.40%, 09/15/26 (Call 06/15/26) |
331 | 322,934 | ||||||
3.40%, 06/15/27 (Call 03/15/27) |
135 | 130,124 | ||||||
Adobe Inc. |
||||||||
1.90%, 02/01/25 (Call 01/01/25) |
155 | 148,577 | ||||||
2.15%, 02/01/27 (Call 12/01/26) |
285 | 266,814 | ||||||
2.30%, 02/01/30 (Call 11/01/29) |
282 | 249,657 | ||||||
3.25%, 02/01/25 (Call 11/01/24) |
240 | 237,588 | ||||||
Autodesk Inc. |
||||||||
2.40%, 12/15/31 (Call 09/15/31) |
125 | 103,246 | ||||||
2.85%, 01/15/30 (Call 10/15/29) |
183 | 162,321 | ||||||
3.50%, 06/15/27 (Call 03/15/27) |
175 | 168,383 | ||||||
4.38%, 06/15/25 (Call 03/15/25) |
170 | 171,068 | ||||||
Broadridge Financial Solutions Inc. |
||||||||
2.60%, 05/01/31 (Call 02/01/31) |
230 | 193,543 | ||||||
2.90%, 12/01/29 (Call 09/01/29) |
137 | 120,596 | ||||||
3.40%, 06/27/26 (Call 03/27/26) |
140 | 135,338 | ||||||
Citrix Systems Inc. |
||||||||
1.25%, 03/01/26 (Call 02/01/26) |
50 | 49,016 | ||||||
3.30%, 03/01/30 (Call 12/01/29) |
145 | 142,373 | ||||||
4.50%, 12/01/27 (Call 09/01/27) |
189 | 188,493 | ||||||
Electronic Arts Inc. |
||||||||
1.85%, 02/15/31 (Call 11/15/30) |
95 | 77,727 | ||||||
4.80%, 03/01/26 (Call 12/01/25) |
249 | 253,258 | ||||||
Fidelity National Information Services Inc. |
||||||||
0.60%, 03/01/24 |
65 | 61,621 | ||||||
1.15%, 03/01/26 (Call 02/01/26) |
350 | 310,387 |
76 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Software (continued) | ||||||||
1.65%, 03/01/28 (Call 01/01/28) |
$ | 190 | $ | 162,427 | ||||
2.25%, 03/01/31 (Call 12/01/30) |
260 | 211,273 | ||||||
3.75%, 05/21/29 (Call 02/21/29) |
50 | 46,979 | ||||||
4.50%, 07/15/25 |
5 | 5,013 | ||||||
4.70%, 07/15/27 (Call 06/15/27) |
130 | 129,788 | ||||||
Fiserv Inc. |
||||||||
2.25%, 06/01/27 (Call 04/01/27) |
216 | 194,240 | ||||||
2.65%, 06/01/30 (Call 03/01/30) |
207 | 176,977 | ||||||
2.75%, 07/01/24 (Call 06/01/24) |
514 | 501,309 | ||||||
3.20%, 07/01/26 (Call 05/01/26) |
410 | 390,209 | ||||||
3.50%, 07/01/29 (Call 04/01/29) |
414 | 378,379 | ||||||
3.80%, 10/01/23 (Call 09/01/23) |
178 | 177,664 | ||||||
3.85%, 06/01/25 (Call 03/01/25) |
368 | 362,193 | ||||||
4.20%, 10/01/28 (Call 07/01/28) |
125 | 121,224 | ||||||
Intuit Inc. |
||||||||
0.95%, 07/15/25 (Call 06/15/25) |
205 | 188,643 | ||||||
1.35%, 07/15/27 (Call 05/15/27) |
165 | 144,989 | ||||||
1.65%, 07/15/30 (Call 04/15/30) |
165 | 135,932 | ||||||
Microsoft Corp. |
||||||||
2.40%, 08/08/26 (Call 05/08/26) |
674 | 644,007 | ||||||
2.70%, 02/12/25 (Call 11/12/24) |
609 | 598,781 | ||||||
2.88%, 02/06/24 (Call 12/06/23) |
95 | 94,049 | ||||||
3.13%, 11/03/25 (Call 08/03/25) |
626 | 615,871 | ||||||
3.30%, 02/06/27 (Call 11/06/26) |
733 | 720,913 | ||||||
3.63%, 12/15/23 (Call 09/15/23) |
508 | 509,097 | ||||||
Oracle Corp. |
||||||||
1.65%, 03/25/26 (Call 02/25/26) |
365 | 329,241 | ||||||
2.30%, 03/25/28 (Call 01/25/28) |
490 | 426,300 | ||||||
2.40%, 09/15/23 (Call 07/15/23) |
438 | 430,309 | ||||||
2.50%, 04/01/25 (Call 03/01/25) |
523 | 496,411 | ||||||
2.65%, 07/15/26 (Call 04/15/26) |
580 | 535,015 | ||||||
2.80%, 04/01/27 (Call 02/01/27) |
591 | 541,427 | ||||||
2.88%, 03/25/31 (Call 12/25/30) |
570 | 472,581 | ||||||
2.95%, 11/15/24 (Call 09/15/24) |
382 | 371,354 | ||||||
2.95%, 05/15/25 (Call 02/15/25)(a) |
523 | 501,583 | ||||||
2.95%, 04/01/30 (Call 01/01/30) |
505 | 430,437 | ||||||
3.25%, 11/15/27 (Call 08/15/27) |
533 | 492,865 | ||||||
3.25%, 05/15/30 (Call 02/15/30) |
150 | 130,432 | ||||||
3.40%, 07/08/24 (Call 04/08/24)(a) |
538 | 530,403 | ||||||
Roper Technologies Inc. |
||||||||
1.00%, 09/15/25 (Call 08/15/25) |
120 | 108,588 | ||||||
1.40%, 09/15/27 (Call 07/15/27) |
120 | 102,779 | ||||||
1.75%, 02/15/31 (Call 11/15/30) |
225 | 176,609 | ||||||
2.00%, 06/30/30 (Call 03/30/30)(a) |
10 | 8,145 | ||||||
2.35%, 09/15/24 (Call 08/15/24) |
125 | 120,563 | ||||||
2.95%, 09/15/29 (Call 06/15/29) |
236 | 208,001 | ||||||
3.65%, 09/15/23 (Call 08/15/23) |
115 | 114,548 | ||||||
3.80%, 12/15/26 (Call 09/15/26) |
150 | 146,803 | ||||||
3.85%, 12/15/25 (Call 09/15/25) |
10 | 9,817 | ||||||
4.20%, 09/15/28 (Call 06/15/28) |
265 | 258,645 | ||||||
salesforce.com Inc. |
||||||||
0.63%, 07/15/24 (Call 10/03/22) |
40 | 37,866 | ||||||
1.50%, 07/15/28 (Call 05/15/28) |
135 | 118,391 | ||||||
1.95%, 07/15/31 (Call 04/15/31)(a) |
150 | 126,574 | ||||||
3.70%, 04/11/28 (Call 01/11/28) |
342 | 338,262 | ||||||
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) |
373 | 292,909 | ||||||
Take-Two Interactive Software Inc. |
||||||||
3.30%, 03/28/24 |
110 | 108,415 | ||||||
3.55%, 04/14/25 |
150 | 146,977 | ||||||
3.70%, 04/14/27 (Call 03/14/27) |
121 | 116,500 |
Security | Par (000) |
Value | ||||||
Software (continued) | ||||||||
4.00%, 04/14/32 (Call 01/14/32) |
$ | 110 | $ | 101,427 | ||||
VMware Inc. |
||||||||
1.40%, 08/15/26 (Call 07/15/26) |
25 | 22,059 | ||||||
1.80%, 08/15/28 (Call 06/15/28) |
15 | 12,486 | ||||||
2.20%, 08/15/31 (Call 05/15/31) |
280 | 218,571 | ||||||
3.90%, 08/21/27 (Call 05/21/27) |
349 | 333,215 | ||||||
4.50%, 05/15/25 (Call 04/15/25) |
61 | 60,938 | ||||||
4.65%, 05/15/27 (Call 03/15/27) |
68 | 67,442 | ||||||
4.70%, 05/15/30 (Call 02/15/30) |
55 | 52,193 | ||||||
Workday Inc. |
||||||||
3.50%, 04/01/27 (Call 03/01/27) |
70 | 66,842 | ||||||
3.70%, 04/01/29 (Call 02/01/29) |
80 | 75,038 | ||||||
3.80%, 04/01/32 (Call 01/01/32)(a) |
110 | 100,449 | ||||||
|
|
|||||||
19,429,265 | ||||||||
Telecommunications — 1.1% | ||||||||
America Movil SAB de CV |
||||||||
2.88%, 05/07/30 (Call 02/07/30) |
210 | 185,930 | ||||||
3.63%, 04/22/29 (Call 01/22/29) |
60 | 56,741 | ||||||
4.70%, 07/21/32 (Call 04/21/32) |
215 | 214,708 | ||||||
AT&T Inc. |
||||||||
0.90%, 03/25/24 (Call 09/12/22) |
35 | 33,489 | ||||||
1.65%, 02/01/28 (Call 12/01/27) |
485 | 416,688 | ||||||
1.70%, 03/25/26 (Call 03/25/23) |
510 | 466,915 | ||||||
2.25%, 02/01/32 (Call 11/01/31) |
140 | 113,301 | ||||||
2.30%, 06/01/27 (Call 04/01/27) |
565 | 513,918 | ||||||
2.75%, 06/01/31 (Call 03/01/31) |
590 | 504,751 | ||||||
2.95%, 07/15/26 (Call 04/15/26) |
220 | 209,022 | ||||||
3.80%, 02/15/27 (Call 11/15/26) |
307 | 299,310 | ||||||
3.88%, 01/15/26 (Call 10/15/25) |
330 | 326,456 | ||||||
4.10%, 02/15/28 (Call 11/15/27) |
380 | 370,147 | ||||||
4.25%, 03/01/27 (Call 12/01/26) |
266 | 263,649 | ||||||
4.30%, 02/15/30 (Call 11/15/29) |
626 | 602,018 | ||||||
4.35%, 03/01/29 (Call 12/01/28) |
621 | 605,177 | ||||||
British Telecommunications PLC |
||||||||
5.13%, 12/04/28 (Call 09/04/28) |
230 | 226,262 | ||||||
9.63%, 12/15/30 |
435 | 535,267 | ||||||
Cisco Systems Inc. |
||||||||
2.20%, 09/20/23 (Call 07/20/23) |
217 | 214,159 | ||||||
2.50%, 09/20/26 (Call 06/20/26) |
315 | 302,413 | ||||||
2.95%, 02/28/26 |
146 | 142,898 | ||||||
3.50%, 06/15/25(a) |
196 | 195,653 | ||||||
3.63%, 03/04/24 |
205 | 205,152 | ||||||
Deutsche Telekom International Finance BV, 8.75%, 06/15/30 |
672 | 827,192 | ||||||
Juniper Networks Inc. |
||||||||
1.20%, 12/10/25 (Call 11/10/25) |
115 | 102,943 | ||||||
2.00%, 12/10/30 (Call 09/10/30) |
105 | 81,774 | ||||||
3.75%, 08/15/29 (Call 05/15/29) |
130 | 118,131 | ||||||
Koninklijke KPN NV, 8.38%, 10/01/30 |
100 | 116,013 | ||||||
Motorola Solutions Inc. |
||||||||
2.30%, 11/15/30 (Call 08/15/30) |
105 | 83,524 | ||||||
2.75%, 05/24/31 (Call 02/24/31) |
185 | 150,392 | ||||||
4.00%, 09/01/24 |
10 | 9,922 | ||||||
4.60%, 02/23/28 (Call 11/23/27) |
170 | 167,256 | ||||||
4.60%, 05/23/29 (Call 02/23/29) |
181 | 174,399 | ||||||
5.60%, 06/01/32 (Call 03/01/32) |
400 | 401,388 | ||||||
Orange SA, 9.00%, 03/01/31 |
335 | 428,093 | ||||||
Rogers Communications Inc. |
||||||||
2.90%, 11/15/26 (Call 08/15/26) |
200 | 187,890 | ||||||
2.95%, 03/15/25 (Call 03/15/23)(d) |
155 | 150,091 |
S C H E D U L E O F I N V E S T M E N T S |
77 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Telecommunications (continued) | ||||||||
3.20%, 03/15/27 (Call 02/15/27)(d) |
$ | 95 | $ | 90,401 | ||||
3.63%, 12/15/25 (Call 09/15/25) |
350 | 338,544 | ||||||
3.80%, 03/15/32 (Call 12/15/31)(d) |
390 | 355,044 | ||||||
Telefonica Emisiones SA, 4.10%, 03/08/27 |
360 | 349,247 | ||||||
Telefonica Europe BV, 8.25%, 09/15/30 |
115 | 134,417 | ||||||
TELUS Corp. |
||||||||
2.80%, 02/16/27 (Call 11/16/26) |
195 | 183,202 | ||||||
3.70%, 09/15/27 (Call 06/15/27) |
280 | 272,672 | ||||||
T-Mobile USA Inc. |
||||||||
1.50%, 02/15/26 (Call 01/15/26) |
40 | 36,058 | ||||||
2.05%, 02/15/28 (Call 12/15/27) |
475 | 412,613 | ||||||
2.25%, 02/15/26 (Call 02/15/23) |
325 | 298,529 | ||||||
2.25%, 11/15/31 (Call 08/15/31) |
190 | 152,874 | ||||||
2.40%, 03/15/29 (Call 01/15/29) |
15 | 12,873 | ||||||
2.55%, 02/15/31 (Call 11/15/30) |
505 | 420,726 | ||||||
2.63%, 04/15/26 (Call 04/15/23) |
225 | 208,681 | ||||||
2.63%, 02/15/29 (Call 02/15/24) |
185 | 158,795 | ||||||
2.88%, 02/15/31 (Call 02/15/26) |
175 | 147,957 | ||||||
3.38%, 04/15/29 (Call 04/15/24) |
315 | 283,525 | ||||||
3.50%, 04/15/25 (Call 03/15/25) |
693 | 677,096 | ||||||
3.50%, 04/15/31 (Call 04/15/26) |
315 | 277,499 | ||||||
3.75%, 04/15/27 (Call 02/15/27) |
627 | 601,431 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
1,388 | 1,282,998 | ||||||
4.75%, 02/01/28 (Call 02/01/23) |
275 | 268,766 | ||||||
5.38%, 04/15/27 (Call 09/12/22) |
100 | 100,342 | ||||||
Verizon Communications Inc. |
||||||||
0.75%, 03/22/24 |
275 | 262,471 | ||||||
0.85%, 11/20/25 (Call 10/20/25) |
325 | 293,075 | ||||||
1.45%, 03/20/26 (Call 02/20/26) |
430 | 392,199 | ||||||
1.50%, 09/18/30 (Call 06/18/30) |
245 | 194,929 | ||||||
1.68%, 10/30/30 (Call 07/30/30) |
25 | 19,877 | ||||||
1.75%, 01/20/31 (Call 10/20/30) |
685 | 544,876 | ||||||
2.10%, 03/22/28 (Call 01/22/28) |
587 | 519,213 | ||||||
2.36%, 03/15/32 (Call 12/15/31) |
810 | 664,265 | ||||||
2.55%, 03/21/31 (Call 12/21/30) |
875 | 740,040 | ||||||
2.63%, 08/15/26 |
521 | 491,256 | ||||||
3.00%, 03/22/27 (Call 01/22/27) |
47 | 44,532 | ||||||
3.15%, 03/22/30 (Call 12/22/29)(a) |
423 | 379,685 | ||||||
3.38%, 02/15/25 |
395 | 389,822 | ||||||
3.50%, 11/01/24 (Call 08/01/24) |
276 | 273,430 | ||||||
3.88%, 02/08/29 (Call 11/08/28) |
55 | 52,852 | ||||||
4.02%, 12/03/29 (Call 09/03/29) |
644 | 617,802 | ||||||
4.13%, 03/16/27 |
638 | 634,070 | ||||||
4.33%, 09/21/28 |
435 | 429,114 | ||||||
Vodafone Group PLC |
||||||||
4.13%, 05/30/25 |
584 | 581,927 | ||||||
4.38%, 05/30/28 |
767 | 757,949 | ||||||
7.88%, 02/15/30 |
45 | 52,231 | ||||||
|
|
|||||||
25,402,937 | ||||||||
Toys, Games & Hobbies — 0.0% | ||||||||
Hasbro Inc. |
||||||||
3.00%, 11/19/24 (Call 10/19/24) |
160 | 155,750 | ||||||
3.50%, 09/15/27 (Call 06/15/27) |
65 | 61,250 | ||||||
3.55%, 11/19/26 (Call 09/19/26) |
125 | 119,041 | ||||||
3.90%, 11/19/29 (Call 08/19/29) |
205 | 188,627 | ||||||
|
|
|||||||
524,668 | ||||||||
Transportation — 0.5% | ||||||||
Burlington Northern Santa Fe LLC |
||||||||
3.00%, 04/01/25 (Call 01/01/25) |
245 | 240,612 | ||||||
3.25%, 06/15/27 (Call 03/15/27)(a) |
121 | 118,127 |
Security | Par (000) |
Value | ||||||
Transportation (continued) | ||||||||
3.40%, 09/01/24 (Call 06/01/24) |
$ | 169 | $ | 168,238 | ||||
3.75%, 04/01/24 (Call 01/01/24) |
200 | 199,860 | ||||||
3.85%, 09/01/23 (Call 06/01/23) |
340 | 340,639 | ||||||
7.00%, 12/15/25 |
55 | 59,978 | ||||||
Canadian National Railway Co. |
||||||||
2.75%, 03/01/26 (Call 12/01/25) |
70 | 67,040 | ||||||
2.95%, 11/21/24 (Call 08/21/24) |
185 | 181,282 | ||||||
3.85%, 08/05/32 |
70 | 67,745 | ||||||
6.90%, 07/15/28 |
55 | 62,221 | ||||||
Canadian Pacific Railway Co. |
||||||||
1.35%, 12/02/24 (Call 12/02/22) |
295 | 277,309 | ||||||
1.75%, 12/02/26 (Call 11/02/26) |
85 | 77,055 | ||||||
2.05%, 03/05/30 (Call 12/05/29) |
150 | 127,146 | ||||||
2.45%, 12/02/31 (Call 09/02/31) |
270 | 230,996 | ||||||
2.90%, 02/01/25 (Call 11/01/24) |
185 | 179,668 | ||||||
4.00%, 06/01/28 (Call 03/01/28) |
147 | 144,142 | ||||||
7.13%, 10/15/31 |
75 | 86,867 | ||||||
CH
Robinson Worldwide Inc., 4.20%, 04/15/28 |
245 | 236,592 | ||||||
CSX Corp. |
||||||||
2.40%, 02/15/30 (Call 11/15/29) |
50 | 43,669 | ||||||
2.60%, 11/01/26 (Call 08/01/26) |
60 | 56,767 | ||||||
3.25%, 06/01/27 (Call 03/01/27) |
150 | 144,450 | ||||||
3.35%, 11/01/25 (Call 08/01/25) |
315 | 308,076 | ||||||
3.40%, 08/01/24 (Call 05/01/24) |
55 | 54,448 | ||||||
3.80%, 03/01/28 (Call 12/01/27) |
260 | 254,400 | ||||||
4.10%, 11/15/32 (Call 08/15/32) |
70 | 67,555 | ||||||
4.25%, 03/15/29 (Call 12/15/28) |
10 | 9,909 | ||||||
FedEx Corp. |
||||||||
2.40%, 05/15/31 (Call 02/15/31) |
235 | 198,331 | ||||||
3.10%, 08/05/29 (Call 05/05/29) |
280 | 255,962 | ||||||
3.25%, 04/01/26 (Call 01/01/26) |
200 | 194,774 | ||||||
3.40%, 02/15/28 (Call 11/15/27) |
203 | 194,354 | ||||||
4.20%, 10/17/28 (Call 07/17/28) |
105 | 103,134 | ||||||
4.25%, 05/15/30 (Call 02/15/30) |
60 | 58,614 | ||||||
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26) |
265 | 260,185 | ||||||
Kansas
City Southern, 2.88%, 11/15/29 |
130 | 116,834 | ||||||
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27) |
101 | 93,654 | ||||||
Norfolk Southern Corp. |
||||||||
2.30%, 05/15/31 (Call 02/15/31) |
105 | 89,901 | ||||||
2.55%, 11/01/29 (Call 08/01/29) |
74 | 65,720 | ||||||
2.90%, 06/15/26 (Call 03/15/26) |
109 | 104,092 | ||||||
3.00%, 03/15/32 (Call 12/15/31)(a) |
120 | 107,759 | ||||||
3.15%, 06/01/27 (Call 03/01/27) |
170 | 161,838 | ||||||
3.65%, 08/01/25 (Call 06/01/25) |
169 | 166,940 | ||||||
3.80%, 08/01/28 (Call 05/01/28) |
175 | 170,650 | ||||||
3.85%, 01/15/24 (Call 10/15/23) |
185 | 184,985 | ||||||
Ryder System Inc. |
||||||||
1.75%, 09/01/26 (Call 08/01/26) |
260 | 233,701 | ||||||
2.50%, 09/01/24 (Call 08/01/24) |
221 | 213,623 | ||||||
2.85%, 03/01/27 (Call 02/01/27) |
35 | 32,319 | ||||||
2.90%, 12/01/26 (Call 10/01/26) |
167 | 154,857 | ||||||
3.35%, 09/01/25 (Call 08/01/25) |
10 | 9,637 | ||||||
3.65%, 03/18/24 (Call 02/18/24) |
95 | 94,147 | ||||||
3.88%, 12/01/23 (Call 11/01/23) |
97 | 96,601 | ||||||
4.30%, 06/15/27 (Call 05/15/27) |
65 | 63,412 | ||||||
4.63%, 06/01/25 (Call 05/01/25) |
50 | 49,942 | ||||||
Union Pacific Corp. |
||||||||
2.15%, 02/05/27 (Call 12/05/26) |
215 | 199,735 |
78 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Transportation (continued) | ||||||||
2.38%, 05/20/31 (Call 02/20/31) |
$ | 250 | $ | 217,027 | ||||
2.40%, 02/05/30 (Call 11/05/29) |
165 | 145,490 | ||||||
2.75%, 03/01/26 (Call 12/01/25) |
255 | 244,838 | ||||||
2.80%, 02/14/32 (Call 12/15/31) |
17 | 15,130 | ||||||
3.00%, 04/15/27 (Call 01/15/27) |
215 | 206,598 | ||||||
3.15%, 03/01/24 (Call 02/01/24) |
5 | 4,954 | ||||||
3.25%, 01/15/25 (Call 10/15/24) |
188 | 185,616 | ||||||
3.65%, 02/15/24 (Call 11/15/23) |
45 | 44,847 | ||||||
3.70%, 03/01/29 (Call 12/01/28) |
196 | 190,743 | ||||||
3.75%, 03/15/24 (Call 12/15/23) |
5 | 5,000 | ||||||
3.75%, 07/15/25 (Call 05/15/25) |
40 | 39,899 | ||||||
3.95%, 09/10/28 (Call 06/10/28) |
342 | 337,233 | ||||||
6.63%, 02/01/29 |
35 | 39,497 | ||||||
United Parcel Service Inc. |
||||||||
2.20%, 09/01/24 (Call 08/01/24) |
162 | 157,095 | ||||||
2.40%, 11/15/26 (Call 08/15/26) |
186 | 176,644 | ||||||
2.50%, 09/01/29 (Call 06/01/29) |
87 | 78,619 | ||||||
3.05%, 11/15/27 (Call 08/15/27) |
275 | 266,882 | ||||||
3.40%, 03/15/29 (Call 12/15/28) |
84 | 81,294 | ||||||
3.90%, 04/01/25 (Call 03/01/25) |
485 | 485,897 | ||||||
4.45%, 04/01/30 (Call 01/01/30)(a) |
128 | 131,107 | ||||||
Walmart Inc. |
||||||||
1.05%, 09/17/26 (Call 08/17/26) |
85 | 77,011 | ||||||
1.50%, 09/22/28 (Call 07/22/28) |
240 | 209,590 | ||||||
1.80%, 09/22/31 (Call 06/22/31) |
435 | 366,770 | ||||||
|
|
|||||||
11,188,273 | ||||||||
Trucking & Leasing — 0.0% | ||||||||
GATX Corp. |
||||||||
3.25%, 09/15/26 (Call 06/15/26)(a) |
170 | 160,599 | ||||||
3.50%, 03/15/28 (Call 12/15/27) |
65 | 59,940 | ||||||
3.85%, 03/30/27 (Call 12/30/26) |
115 | 109,119 | ||||||
4.00%, 06/30/30 (Call 03/30/30) |
25 | 22,908 | ||||||
4.35%, 02/15/24 (Call 01/15/24) |
160 | 159,875 | ||||||
4.55%, 11/07/28 (Call 08/07/28) |
140 | 135,243 | ||||||
4.70%, 04/01/29 (Call 01/01/29) |
168 | 162,819 | ||||||
4.90%, 03/15/33 |
180 | 172,512 | ||||||
|
|
|||||||
983,015 | ||||||||
Venture Capital — 0.0% | ||||||||
Hercules Capital Inc. |
||||||||
2.63%, 09/16/26 (Call 08/16/26) |
65 | 54,666 | ||||||
3.38%, 01/20/27 (Call 12/20/26) |
35 | 29,971 | ||||||
|
|
|||||||
84,637 | ||||||||
Water — 0.1% | ||||||||
American Water Capital Corp. |
||||||||
2.30%, 06/01/31 (Call 03/01/31) |
150 | 127,200 | ||||||
2.80%, 05/01/30 (Call 02/01/30) |
105 | 93,990 | ||||||
2.95%, 09/01/27 (Call 06/01/27) |
212 | 199,456 | ||||||
3.40%, 03/01/25 (Call 12/01/24) |
240 | 236,417 | ||||||
3.45%, 06/01/29 (Call 03/01/29) |
125 | 116,510 | ||||||
3.75%, 09/01/28 (Call 06/01/28) |
140 | 135,636 | ||||||
3.85%, 03/01/24 (Call 12/01/23) |
30 | 29,972 | ||||||
4.45%, 06/01/32 (Call 03/01/32)(a) |
110 | 109,171 | ||||||
Essential Utilities Inc. |
||||||||
2.40%, 05/01/31 (Call 02/01/31) |
120 | 99,868 | ||||||
2.70%, 04/15/30 (Call 01/15/30) |
36 | 31,084 | ||||||
3.57%, 05/01/29 (Call 02/01/29) |
132 | 122,703 |
Security | Par (000) |
Value | ||||||
Water (continued) | ||||||||
United Utilities PLC, 6.88%, 08/15/28(a) |
$ | 30 | $ | 32,566 | ||||
|
|
|||||||
1,334,573 | ||||||||
|
|
|||||||
Total
Corporate Bonds & Notes — 31.3% |
748,863,081 | |||||||
|
|
|||||||
Foreign Government Obligations(e) |
||||||||
Canada — 0.6% | ||||||||
Canada Government International Bond |
||||||||
0.75%, 05/19/26 |
335 | 302,626 | ||||||
1.63%, 01/22/25 |
1,090 | 1,041,975 | ||||||
Export Development Canada |
||||||||
2.63%, 02/21/24 |
190 | 187,380 | ||||||
3.00%, 05/25/27 |
500 | 488,785 | ||||||
Hydro-Quebec |
||||||||
Series HH, 8.50%, 12/01/29 |
100 | 128,113 | ||||||
Series IO, 8.05%, 07/07/24 |
131 | 140,516 | ||||||
Province of Alberta Canada |
||||||||
1.00%, 05/20/25 |
1,180 | 1,098,108 | ||||||
1.30%, 07/22/30 |
210 | 175,652 | ||||||
1.88%, 11/13/24 |
180 | 173,326 | ||||||
2.95%, 01/23/24 |
5 | 4,950 | ||||||
3.30%, 03/15/28 |
515 | 502,619 | ||||||
3.35%, 11/01/23 |
326 | 325,019 | ||||||
Province of British Columbia Canada |
||||||||
0.90%, 07/20/26(a) |
1,305 | 1,174,878 | ||||||
1.30%, 01/29/31(a) |
115 | 95,770 | ||||||
2.25%, 06/02/26 |
425 | 402,828 | ||||||
Series 10, 1.75%, 09/27/24 |
165 | 158,893 | ||||||
Province of Manitoba Canada |
||||||||
1.50%, 10/25/28 |
20 | 17,514 | ||||||
2.13%, 06/22/26 |
260 | 244,327 | ||||||
3.05%, 05/14/24 |
213 | 210,793 | ||||||
Series GX, 2.60%, 04/16/24 |
75 | 73,777 | ||||||
Province
of New Brunswick Canada, |
210 | 208,776 | ||||||
Province of Ontario Canada |
||||||||
0.63%, 01/21/26 |
147 | 132,300 | ||||||
1.05%, 04/14/26 |
40 | 36,330 | ||||||
1.05%, 05/21/27 |
205 | 181,341 | ||||||
1.13%, 10/07/30 |
1,185 | 971,131 | ||||||
1.60%, 02/25/31 |
125 | 106,089 | ||||||
1.80%, 10/14/31 |
65 | 55,260 | ||||||
2.00%, 10/02/29(a) |
35 | 31,281 | ||||||
2.50%, 04/27/26 |
500 | 478,020 | ||||||
3.05%, 01/29/24 |
443 | 439,239 | ||||||
3.20%, 05/16/24 |
628 | 623,026 | ||||||
3.40%, 10/17/23 |
35 | 34,915 | ||||||
Province of Quebec Canada |
||||||||
0.60%, 07/23/25 |
700 | 641,067 | ||||||
1.35%, 05/28/30 |
125 | 105,320 | ||||||
1.90%, 04/21/31 |
65 | 56,586 | ||||||
2.50%, 04/20/26(a) |
465 | 445,024 | ||||||
2.75%, 04/12/27(a) |
360 | 345,888 | ||||||
Series NN, 7.13%, 02/09/24 |
135 | 141,206 | ||||||
Series PD, 7.50%, 09/15/29 |
357 | 437,735 | ||||||
Series QO, 2.88%, 10/16/24 |
505 | 497,258 | ||||||
Series QW, 2.50%, 04/09/24 |
315 | 309,418 | ||||||
Series QX, 1.50%, 02/11/25 |
819 | 778,722 | ||||||
|
|
|||||||
14,003,781 |
S C H E D U L E O F I N V E S T M E N T S |
79 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Chile — 0.1% | ||||||||
Chile Government International Bond |
||||||||
2.45%, 01/31/31 (Call 10/31/30)(a) |
$ | 330 | $ | 278,741 | ||||
2.55%, 01/27/32 (Call 10/27/31) |
260 | 216,726 | ||||||
2.75%, 01/31/27 (Call 12/31/26)(a) |
90 | 83,343 | ||||||
3.13%, 01/21/26 |
185 | 177,095 | ||||||
3.24%, 02/06/28 (Call 11/06/27) |
530 | 493,557 | ||||||
|
|
|||||||
1,249,462 | ||||||||
Germany — 0.0% | ||||||||
FMS Wertmanagement, 2.75%, 01/30/24 |
580 | 573,330 | ||||||
|
|
|||||||
Hungary — 0.0% | ||||||||
Hungary Government International Bond |
||||||||
5.38%, 03/25/24 |
639 | 641,428 | ||||||
5.75%, 11/22/23 |
230 | 233,365 | ||||||
|
|
|||||||
874,793 | ||||||||
Indonesia — 0.1% | ||||||||
Indonesia Government International Bond |
||||||||
2.85%, 02/14/30 |
295 | 270,368 | ||||||
3.40%, 09/18/29 |
350 | 333,592 | ||||||
3.55%, 03/31/32 (Call 12/31/31) |
70 | 66,137 | ||||||
3.85%, 10/15/30 |
315 | 307,613 | ||||||
4.10%, 04/24/28 |
430 | 430,929 | ||||||
4.45%, 02/11/24 |
495 | 500,029 | ||||||
4.75%, 02/11/29 |
345 | 356,140 | ||||||
|
|
|||||||
2,264,808 | ||||||||
Israel — 0.0% | ||||||||
Israel Government International Bond |
||||||||
2.75%, 07/03/30 |
365 | 345,308 | ||||||
2.88%, 03/16/26 |
375 | 365,018 | ||||||
State of Israel, 2.50%, 01/15/30 |
280 | 260,369 | ||||||
|
|
|||||||
970,695 | ||||||||
Italy — 0.1% | ||||||||
Republic of Italy Government International Bond |
||||||||
0.88%, 05/06/24 |
50 | 46,872 | ||||||
1.25%, 02/17/26 |
715 | 625,475 | ||||||
2.38%, 10/17/24 |
435 | 413,759 | ||||||
2.88%, 10/17/29 |
350 | 300,388 | ||||||
6.88%, 09/27/23 |
720 | 734,990 | ||||||
|
|
|||||||
2,121,484 | ||||||||
Japan — 0.2% | ||||||||
Japan Bank for International Cooperation |
||||||||
0.63%, 07/15/25 |
510 | 465,569 | ||||||
1.25%, 01/21/31 |
345 | 284,428 | ||||||
1.88%, 07/21/26 |
265 | 245,218 | ||||||
1.88%, 04/15/31 |
600 | 518,064 | ||||||
2.00%, 10/17/29 |
50 | 44,470 | ||||||
2.13%, 02/10/25 |
270 | 259,300 | ||||||
2.25%, 11/04/26 |
460 | 431,048 | ||||||
2.38%, 04/20/26 |
280 | 265,353 | ||||||
2.50%, 05/23/24 |
500 | 489,370 | ||||||
2.75%, 01/21/26 |
280 | 269,394 | ||||||
2.75%, 11/16/27 |
290 | 275,268 | ||||||
2.88%, 06/01/27 |
315 | 302,013 | ||||||
2.88%, 07/21/27 |
320 | 306,406 | ||||||
3.00%, 05/29/24 |
45 | 44,386 | ||||||
3.25%, 07/20/28 |
340 | 328,790 | ||||||
3.38%, 10/31/23 |
500 | 497,750 | ||||||
Japan International Cooperation Agency |
||||||||
1.00%, 07/22/30 |
200 | 162,184 |
Security | Par (000) |
Value | ||||||
Japan (continued) | ||||||||
2.13%, 10/20/26 |
$ | 265 | $ | 247,279 | ||||
3.25%, 05/25/27 |
200 | 194,298 | ||||||
3.38%, 06/12/28 |
200 | 194,784 | ||||||
|
|
|||||||
5,825,372 | ||||||||
Mexico — 0.2% | ||||||||
Mexico Government International Bond |
||||||||
2.66%, 05/24/31 (Call 02/24/31) |
570 | 472,063 | ||||||
3.25%, 04/16/30 (Call 01/16/30)(a) |
635 | 566,883 | ||||||
3.60%, 01/30/25 |
365 | 365,000 | ||||||
3.75%, 01/11/28 |
470 | 453,437 | ||||||
3.90%, 04/27/25 (Call 03/27/25) |
270 | 270,081 | ||||||
4.13%, 01/21/26 |
300 | 300,228 | ||||||
4.15%, 03/28/27 |
712 | 707,842 | ||||||
4.50%, 04/22/29 |
635 | 622,535 | ||||||
4.75%, 04/27/32 (Call 01/27/32)(a) |
100 | 96,942 | ||||||
4.88%, 05/19/33 |
200 | 191,720 | ||||||
8.30%, 08/15/31 |
122 | 151,485 | ||||||
|
|
|||||||
4,198,216 | ||||||||
Panama — 0.1% | ||||||||
Panama Government International Bond |
||||||||
3.16%, 01/23/30 (Call 10/23/29) |
345 | 303,528 | ||||||
3.75%, 03/16/25 (Call 12/16/24) |
310 | 306,974 | ||||||
3.88%, 03/17/28 (Call 12/17/27) |
400 | 384,396 | ||||||
4.00%, 09/22/24 (Call 06/22/24) |
240 | 239,640 | ||||||
7.13%, 01/29/26 |
295 | 322,004 | ||||||
8.88%, 09/30/27 |
125 | 148,307 | ||||||
9.38%, 04/01/29 |
25 | 30,563 | ||||||
|
|
|||||||
1,735,412 | ||||||||
Peru — 0.1% | ||||||||
Peruvian Government International Bond |
||||||||
2.39%, 01/23/26 (Call 12/23/25) |
55 | 51,467 | ||||||
2.78%, 01/23/31 (Call 10/23/30) |
710 | 606,049 | ||||||
2.84%, 06/20/30 |
140 | 121,631 | ||||||
4.13%, 08/25/27(a) |
365 | 358,182 | ||||||
7.35%, 07/21/25 |
425 | 457,185 | ||||||
|
|
|||||||
1,594,514 | ||||||||
Philippines — 0.1% | ||||||||
Philippine Government International Bond |
||||||||
2.46%, 05/05/30 |
290 | 260,635 | ||||||
3.00%, 02/01/28 |
510 | 491,263 | ||||||
3.23%, 03/29/27(a) |
20 | 19,636 | ||||||
3.75%, 01/14/29 |
450 | 446,503 | ||||||
4.20%, 01/21/24 |
390 | 391,798 | ||||||
5.50%, 03/30/26 |
402 | 425,810 | ||||||
7.50%, 09/25/24 |
30 | 31,230 | ||||||
7.75%, 01/14/31(a) |
45 | 55,421 | ||||||
9.50%, 02/02/30 |
278 | 366,565 | ||||||
10.63%, 03/16/25 |
490 | 571,556 | ||||||
|
|
|||||||
3,060,417 | ||||||||
Poland — 0.0% | ||||||||
Republic of Poland Government International Bond |
||||||||
3.25%, 04/06/26 |
507 | 499,319 | ||||||
4.00%, 01/22/24 |
515 | 514,573 | ||||||
|
|
|||||||
1,013,892 | ||||||||
South Korea — 0.1% | ||||||||
Export-Import Bank of Korea |
||||||||
1.25%, 01/18/25 |
200 | 187,546 | ||||||
1.38%, 02/09/31 |
625 | 508,431 | ||||||
1.88%, 02/12/25 |
230 | 218,585 |
80 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
South Korea (continued) | ||||||||
2.13%, 01/18/32(a) |
$ | 20 | $ | 17,042 | ||||
2.38%, 06/25/24 |
200 | 194,844 | ||||||
2.63%, 05/26/26 |
200 | 190,846 | ||||||
2.88%, 01/21/25 |
200 | 194,792 | ||||||
3.25%, 11/10/25 |
370 | 360,961 | ||||||
3.25%, 08/12/26 |
295 | 287,469 | ||||||
Korea International Bond |
||||||||
1.75%, 10/15/31 |
80 | 68,861 | ||||||
2.00%, 06/19/24 |
25 | 24,240 | ||||||
2.50%, 06/19/29 |
200 | 187,550 | ||||||
2.75%, 01/19/27 |
250 | 240,460 | ||||||
3.50%, 09/20/28 |
275 | 270,922 | ||||||
5.63%, 11/03/25 |
150 | 156,943 | ||||||
|
|
|||||||
3,109,492 | ||||||||
Supranational — 2.1% | ||||||||
African Development Bank |
||||||||
0.88%, 03/23/26 |
130 | 118,154 | ||||||
0.88%, 07/22/26 |
100 | 90,174 | ||||||
3.00%, 09/20/23 |
645 | 640,898 | ||||||
Series GDIF, 3.38%, 07/07/25 |
10 | 9,932 | ||||||
Asian Development Bank |
||||||||
0.25%, 10/06/23 |
20 | 19,290 | ||||||
0.38%, 06/11/24 |
225 | 212,809 | ||||||
0.38%, 09/03/25 |
60 | 54,536 | ||||||
0.50%, 02/04/26 |
1,035 | 933,187 | ||||||
0.63%, 10/08/24 |
150 | 141,225 | ||||||
0.63%, 04/29/25 |
995 | 921,032 | ||||||
0.75%, 10/08/30 |
45 | 36,597 | ||||||
1.00%, 04/14/26 |
335 | 306,049 | ||||||
1.25%, 06/09/28 |
65 | 57,288 | ||||||
1.50%, 10/18/24 |
605 | 579,923 | ||||||
1.50%, 01/20/27 |
650 | 597,857 | ||||||
1.50%, 03/04/31(a) |
720 | 621,396 | ||||||
1.63%, 03/15/24 |
10 | 9,713 | ||||||
1.75%, 09/19/29 |
598 | 535,491 | ||||||
1.88%, 03/15/29 |
10 | 9,098 | ||||||
1.88%, 01/24/30 |
600 | 539,418 | ||||||
2.00%, 01/22/25 |
470 | 453,146 | ||||||
2.00%, 04/24/26 |
195 | 184,657 | ||||||
2.13%, 03/19/25 |
41 | 39,562 | ||||||
2.38%, 08/10/27 |
10 | 9,499 | ||||||
2.50%, 11/02/27 |
109 | 103,884 | ||||||
2.63%, 01/30/24 |
537 | 530,196 | ||||||
2.63%, 01/12/27(a) |
515 | 497,366 | ||||||
2.75%, 01/19/28 |
395 | 380,239 | ||||||
3.13%, 09/26/28 |
190 | 185,843 | ||||||
3.13%, 04/27/32 |
10 | 9,793 | ||||||
5.82%, 06/16/28 |
245 | 273,253 | ||||||
6.22%, 08/15/27 |
110 | 121,892 | ||||||
Asian Infrastructure Investment Bank (The) |
||||||||
0.25%, 09/29/23 |
510 | 491,614 | ||||||
0.50%, 10/30/24 |
665 | 622,247 | ||||||
0.50%, 05/28/25 |
150 | 137,336 | ||||||
0.50%, 01/27/26 |
135 | 120,795 | ||||||
2.25%, 05/16/24 |
155 | 151,381 | ||||||
Council of Europe Development Bank |
||||||||
0.38%, 06/10/24 |
45 | 42,560 | ||||||
0.88%, 09/22/26 |
90 | 80,838 | ||||||
1.38%, 02/27/25 |
100 | 94,743 | ||||||
2.50%, 02/27/24 |
15 | 14,774 |
Security |
Par (000) |
Value | ||||||
Supranational (continued) | ||||||||
European Bank for Reconstruction & Development |
||||||||
0.50%, 05/19/25 |
$ | 390 | $ | 358,979 | ||||
0.50%, 11/25/25 |
20 | 18,119 | ||||||
0.50%, 01/28/26 |
30 | 27,029 | ||||||
1.50%, 02/13/25 |
60 | 57,075 | ||||||
European Investment Bank |
||||||||
0.25%, 09/15/23 |
540 | 521,883 | ||||||
0.38%, 12/15/25 |
165 | 148,733 | ||||||
0.38%, 03/26/26 |
1,005 | 899,143 | ||||||
0.63%, 07/25/25 |
480 | 441,312 | ||||||
0.63%, 10/21/27 |
185 | 160,737 | ||||||
0.75%, 10/26/26 |
510 | 456,333 | ||||||
0.75%, 09/23/30 |
95 | 77,745 | ||||||
0.88%, 05/17/30 |
350 | 291,217 | ||||||
1.25%, 02/14/31(a) |
2,400 | 2,043,504 | ||||||
1.38%, 03/15/27(a) |
20 | 18,268 | ||||||
1.63%, 03/14/25 |
1,055 | 1,005,710 | ||||||
1.63%, 10/09/29 |
50 | 44,535 | ||||||
1.75%, 03/15/29(a) |
450 | 407,353 | ||||||
1.88%, 02/10/25 |
772 | 741,591 | ||||||
2.13%, 04/13/26 |
495 | 471,799 | ||||||
2.25%, 06/24/24 |
100 | 97,763 | ||||||
2.38%, 05/24/27 |
409 | 390,309 | ||||||
2.50%, 10/15/24 |
75 | 73,455 | ||||||
2.63%, 03/15/24 |
495 | 488,223 | ||||||
3.13%, 12/14/23 |
620 | 616,745 | ||||||
3.25%, 01/29/24 |
660 | 657,360 | ||||||
Inter-American Development Bank |
||||||||
0.25%, 11/15/23 |
255 | 245,139 | ||||||
0.50%, 09/23/24 |
200 | 187,990 | ||||||
0.63%, 07/15/25 |
1,055 | 969,672 | ||||||
0.63%, 09/16/27(a) |
165 | 143,311 | ||||||
0.88%, 04/03/25 |
845 | 788,478 | ||||||
0.88%, 04/20/26 |
835 | 758,982 | ||||||
1.13%, 07/20/28 |
1,660 | 1,451,006 | ||||||
1.13%, 01/13/31 |
755 | 632,765 | ||||||
1.50%, 01/13/27 |
630 | 579,991 | ||||||
1.75%, 03/14/25 |
745 | 711,810 | ||||||
2.00%, 06/02/26 |
435 | 411,253 | ||||||
2.00%, 07/23/26(a) |
499 | 471,161 | ||||||
2.13%, 01/15/25 |
605 | 585,089 | ||||||
2.25%, 06/18/29 |
558 | 517,746 | ||||||
2.38%, 07/07/27 |
511 | 485,895 | ||||||
2.63%, 01/16/24 |
466 | 460,105 | ||||||
3.00%, 10/04/23 |
35 | 34,784 | ||||||
3.00%, 02/21/24(a) |
665 | 659,680 | ||||||
3.13%, 09/18/28(a) |
415 | 406,310 | ||||||
International Bank for Reconstruction & Development |
||||||||
0.25%, 11/24/23 |
65 | 62,433 | ||||||
0.38%, 07/28/25 |
265 | 241,683 | ||||||
0.50%, 10/28/25 |
220 | 199,894 | ||||||
0.63%, 04/22/25 |
1,485 | 1,376,105 | ||||||
0.75%, 03/11/25 |
70 | 65,252 | ||||||
0.75%, 11/24/27 |
1,010 | 878,245 | ||||||
0.75%, 08/26/30 |
1,230 | 1,002,229 | ||||||
0.88%, 05/14/30 |
1,535 | 1,274,296 | ||||||
1.13%, 09/13/28 |
920 | 802,093 | ||||||
1.25%, 02/10/31 |
1,078 | 912,678 | ||||||
1.38%, 04/20/28 |
880 | 785,110 | ||||||
1.50%, 08/28/24 |
190 | 182,615 |
S C H E D U L E O F I N V E S T M E N T S |
81 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Supranational (continued) |
||||||||
1.63%, 01/15/25 |
$ | 958 | $ | 916,068 | ||||
1.63%, 11/03/31 |
980 | 846,602 | ||||||
1.75%, 10/23/29 |
429 | 385,830 | ||||||
1.88%, 10/27/26 |
470 | 439,643 | ||||||
2.13%, 03/03/25 |
541 | 522,438 | ||||||
2.50%, 03/19/24 |
1,510 | 1,486,263 | ||||||
2.50%, 11/25/24 |
1,185 | 1,158,942 | ||||||
2.50%, 07/29/25 |
602 | 583,711 | ||||||
2.50%, 11/22/27 |
190 | 181,154 | ||||||
2.50%, 03/29/32 |
35 | 32,551 | ||||||
3.00%, 09/27/23 |
1,925 | 1,912,622 | ||||||
3.13%, 11/20/25 |
20 | 19,711 | ||||||
International Finance Corp. |
||||||||
0.38%, 07/16/25 |
135 | 123,285 | ||||||
0.75%, 10/08/26 |
40 | 35,790 | ||||||
0.75%, 08/27/30 |
685 | 558,412 | ||||||
1.38%, 10/16/24 |
155 | 148,247 | ||||||
2.13%, 04/07/26 |
94 | 89,442 | ||||||
Nordic Investment Bank, 2.25%, 05/21/24 |
210 | 205,445 | ||||||
|
|
|||||||
49,424,561 | ||||||||
Sweden — 0.0% | ||||||||
Svensk Exportkredit AB |
||||||||
0.50%, 11/10/23 |
25 | 24,096 | ||||||
0.50%, 08/26/25 |
45 | 40,931 | ||||||
0.63%, 05/14/25 |
425 | 391,586 | ||||||
1.75%, 12/12/23 |
500 | 488,225 | ||||||
|
|
|||||||
944,838 | ||||||||
Uruguay — 0.1% | ||||||||
Uruguay Government International Bond |
||||||||
4.38%, 10/27/27 |
370 | 380,349 | ||||||
4.38%, 01/23/31 (Call 10/23/30)(a) |
518 | 529,044 | ||||||
4.50%, 08/14/24(a) |
207 | 209,295 | ||||||
|
|
|||||||
1,118,688 | ||||||||
|
|
|||||||
Total
Foreign Government Obligations — 3.9% |
|
94,083,755 | ||||||
|
|
|||||||
Municipal Debt Obligations |
||||||||
California — 0.1% | ||||||||
Los Angeles Community College District/CA GO, 1.81%, 08/01/30 |
200 | 169,078 | ||||||
Regents
of the University of California Medical Center Pooled Revenue
RB, |
40 | 38,882 | ||||||
State of California GO |
||||||||
1.70%, 02/01/28 |
100 | 89,188 | ||||||
2.50%, 10/01/29 |
250 | 225,638 | ||||||
3.38%, 04/01/25 |
200 | 198,493 | ||||||
University of California RB |
||||||||
Series AX, 3.06%, 07/01/25 (Call 04/01/25) |
250 | 245,570 | ||||||
Series BD, 3.35%, 07/01/29 |
190 | 180,192 | ||||||
Series BG, 0.88%, 05/15/25 (Call 04/15/25) |
240 | 221,642 | ||||||
Series BG, 1.32%, 05/15/27 (Call 03/15/27) |
195 | 173,087 | ||||||
Series BG, 1.61%, 05/15/30 (Call 02/15/30) |
250 | 206,380 | ||||||
|
|
|||||||
1,748,150 | ||||||||
Florida — 0.0% | ||||||||
State Board of Administration Finance Corp. RB |
|
|||||||
1.26%, 07/01/25 |
340 | 315,215 | ||||||
2.15%, 07/01/30 |
200 | 170,739 | ||||||
|
|
|||||||
485,954 |
Security |
Par (000) |
Value | ||||||
Illinois — 0.0% | ||||||||
State of Illinois GO, 4.95%, 06/01/23 |
$ | 98 | $ | 98,638 | ||||
|
|
|||||||
Louisiana — 0.0% | ||||||||
Louisiana Local Government Environmental Facilities & Community Development Authority RB, 3.62%, 02/01/29 |
105 | 103,828 | ||||||
|
|
|||||||
Massachusetts — 0.1% | ||||||||
Commonwealth of Massachusetts GO, 4.91%, 05/01/29 |
250 | 259,663 | ||||||
Commonwealth of Massachusetts RB, 3.77%, 07/15/29 |
325 | 318,996 | ||||||
|
|
|||||||
578,659 | ||||||||
New Jersey — 0.0% | ||||||||
New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC) |
300 | 332,300 | ||||||
New Jersey Transportation Trust Fund Authority RB BAB, Series C, 5.75%, 12/15/28 |
100 | 103,175 | ||||||
|
|
|||||||
435,475 | ||||||||
Oregon — 0.0% | ||||||||
Oregon School Boards Association RB |
||||||||
Series B, 5.55%, 06/30/28 (NPFGC) |
200 | 207,358 | ||||||
Series B, 5.68%, 06/30/28 (NPFGC) |
255 | 266,162 | ||||||
|
|
|||||||
473,520 | ||||||||
Texas — 0.0% | ||||||||
Texas Transportation Commission State Highway Fund RB, First Class, 5.18%, 04/01/30 |
110 | 115,705 | ||||||
|
|
|||||||
Total
Municipal Debt Obligations — 0.2% |
4,039,929 | |||||||
|
|
|||||||
U.S. Government & Agency Obligations |
| |||||||
Mortgage-Backed Securities — 0.6% | ||||||||
Federal Home Loan Mortgage Corp., 0.41%, 10/28/24 |
150 | 139,662 | ||||||
Federal National Mortgage Association |
||||||||
0.25%, 07/10/23 |
4,099 | 3,985,745 | ||||||
0.38%, 08/25/25 |
21 | 19,150 | ||||||
0.63%, 04/22/25 |
270 | 250,071 | ||||||
0.88%, 08/05/30 |
2,550 | 2,096,023 | ||||||
1.63%, 01/07/25 |
500 | 478,840 | ||||||
1.75%, 07/02/24 |
405 | 392,485 | ||||||
1.88%, 09/24/26 |
2,591 | 2,437,406 | ||||||
2.00%, 10/05/22 |
400 | 399,492 | ||||||
2.38%, 01/19/23 |
694 | 691,467 | ||||||
2.50%, 02/05/24 |
25 | 24,656 | ||||||
2.63%, 09/06/24 |
810 | 795,404 | ||||||
2.88%, 09/12/23 |
350 | 347,753 | ||||||
6.25%, 05/15/29 |
1,110 | 1,297,546 | ||||||
6.63%, 11/15/30 |
1,075 | 1,315,628 | ||||||
7.13%, 01/15/30 |
25 | 30,946 | ||||||
7.25%, 05/15/30 |
50 | 62,730 | ||||||
|
|
|||||||
14,765,004 | ||||||||
U.S. Government Agency Obligations — 1.4% | ||||||||
Federal Farm Credit Banks Funding Corp. |
||||||||
0.13%, 05/10/23 |
25 | 24,414 | ||||||
0.25%, 02/26/24 |
115 | 109,632 | ||||||
1.32%, 09/09/30 (Call 09/08/22) |
700 | 572,936 | ||||||
Federal Home Loan Banks |
||||||||
0.13%, 06/02/23 |
25 | 24,369 | ||||||
0.38%, 09/04/25 |
75 | 68,413 | ||||||
0.50%, 04/14/25 |
555 | 513,136 | ||||||
1.00%, 03/23/26 (Call 09/23/22) |
127 | 114,951 | ||||||
1.50%, 08/15/24 |
115 | 110,710 |
82 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
U.S. Government Agency Obligations (continued) | ||||||||
2.13%, 06/09/23 |
$ | 5,000 | $ | 4,943,400 | ||||
2.38%, 09/08/23 |
25 | 24,686 | ||||||
2.50%, 02/13/24 |
220 | 216,845 | ||||||
2.75%, 12/13/24 |
300 | 294,195 | ||||||
3.00%, 12/09/22 |
2,095 | 2,094,141 | ||||||
3.00%, 03/10/28 |
75 | 73,053 | ||||||
3.13%, 06/13/25 |
3,730 | 3,679,720 | ||||||
3.25%, 06/09/28 |
337 | 332,909 | ||||||
3.25%, 11/16/28 |
2,470 | 2,457,205 | ||||||
Federal Home Loan Mortgage Corp. |
||||||||
0.13%, 10/16/23 |
75 | 72,149 | ||||||
0.25%, 06/26/23 |
3,050 | 2,968,260 | ||||||
0.25%, 08/24/23 |
348 | 336,787 | ||||||
0.25%, 09/08/23 |
75 | 72,544 | ||||||
0.25%, 11/06/23 |
75 | 72,174 | ||||||
0.25%, 12/04/23 |
1,774 | 1,701,958 | ||||||
0.38%, 04/20/23 |
74 | 72,546 | ||||||
0.38%, 07/21/25 |
875 | 800,126 | ||||||
0.38%, 09/23/25 |
575 | 523,267 | ||||||
1.50%, 02/12/25 |
4,288 | 4,089,037 | ||||||
2.75%, 06/19/23 |
2,050 | 2,037,208 | ||||||
6.75%, 09/15/29 |
50 | 60,241 | ||||||
6.75%, 03/15/31 |
1,075 | 1,331,215 | ||||||
Federal National Mortgage Association |
||||||||
0.50%, 06/17/25 |
2,287 | 2,102,531 | ||||||
0.75%, 10/08/27 |
1,757 | 1,542,646 | ||||||
0.88%, 12/18/26 (Call 09/18/22) |
60 | 53,065 | ||||||
1.63%, 10/15/24 |
25 | 24,033 | ||||||
2.13%, 04/24/26 |
25 | 23,863 | ||||||
6.03%, 10/08/27 |
320 | 358,112 | ||||||
|
|
|||||||
33,896,477 | ||||||||
U.S. Government Obligations — 61.7% | ||||||||
U.S. Treasury Bonds |
||||||||
2.75%, 08/15/32 |
6,000 | 5,790,000 | ||||||
3.13%, 08/31/29 |
10,000 | 9,904,687 | ||||||
3.25%, 08/31/24 |
8,000 | 7,966,250 | ||||||
U.S. Treasury Note/Bond |
||||||||
0.13%, 09/15/23 |
9,250 | 8,935,283 | ||||||
0.13%, 10/15/23 |
500 | 481,699 | ||||||
0.13%, 12/15/23 |
8,350 | 8,000,996 | ||||||
0.13%, 01/15/24 |
8,300 | 7,928,445 | ||||||
0.13%, 02/15/24 |
6,000 | 5,716,406 | ||||||
0.25%, 11/15/23 |
10,200 | 9,816,703 | ||||||
0.25%, 03/15/24 |
11,900 | 11,324,988 | ||||||
0.25%, 05/15/24 |
9,000 | 8,521,172 | ||||||
0.25%, 06/15/24 |
14,000 | 13,220,156 | ||||||
0.25%, 05/31/25 |
6,800 | 6,224,656 | ||||||
0.25%, 06/30/25 |
4,000 | 3,654,688 | ||||||
0.25%, 07/31/25 |
8,600 | 7,832,047 | ||||||
0.25%, 08/31/25 |
15,050 | 13,667,281 | ||||||
0.25%, 09/30/25 |
10,250 | 9,288,262 | ||||||
0.25%, 10/31/25 |
9,950 | 8,989,203 | ||||||
0.38%, 10/31/23 |
10,100 | 9,746,500 | ||||||
0.38%, 04/15/24 |
20,100 | 19,116,984 | ||||||
0.38%, 07/15/24 |
6,400 | 6,044,500 | ||||||
0.38%, 08/15/24 |
2,100 | 1,978,020 | ||||||
0.38%, 04/30/25 |
4,000 | 3,684,375 | ||||||
0.38%, 11/30/25 |
19,700 | 17,823,883 | ||||||
0.38%, 12/31/25 |
14,030 | 12,663,171 | ||||||
0.38%, 01/31/26 |
10,200 | 9,182,391 |
Security |
Par (000) |
Value | ||||||
U.S. Government Agency Obligations (continued) | ||||||||
0.50%, 11/30/23 |
$ | 12,300 | $ | 11,856,047 | ||||
0.50%, 03/31/25 |
2,500 | 2,316,992 | ||||||
0.50%, 02/28/26 |
17,700 | 15,970,102 | ||||||
0.50%, 04/30/27 |
2,000 | 1,753,906 | ||||||
0.50%, 05/31/27 |
5,900 | 5,162,500 | ||||||
0.50%, 10/31/27 |
8,100 | 7,012,195 | ||||||
0.63%, 10/15/24 |
3,000 | 2,826,563 | ||||||
0.63%, 07/31/26 |
19,200 | 17,227,500 | ||||||
0.63%, 03/31/27 |
3,850 | 3,403,941 | ||||||
0.63%, 12/31/27 |
10,200 | 8,845,313 | ||||||
0.75%, 12/31/23 |
23,500 | 22,667,402 | ||||||
0.75%, 11/15/24 |
11,000 | 10,364,922 | ||||||
0.75%, 03/31/26 |
8,700 | 7,905,445 | ||||||
0.75%, 04/30/26 |
9,400 | 8,527,563 | ||||||
0.75%, 05/31/26 |
5,640 | 5,105,522 | ||||||
0.75%, 08/31/26 |
19,000 | 17,101,484 | ||||||
0.75%, 01/31/28 |
12,000 | 10,458,750 | ||||||
0.88%, 06/30/26 |
14,600 | 13,255,203 | ||||||
0.88%, 09/30/26 |
9,000 | 8,129,531 | ||||||
1.00%, 12/15/24 |
8,200 | 7,754,125 | ||||||
1.00%, 07/31/28 |
13,000 | 11,363,828 | ||||||
1.13%, 01/15/25 |
4,000 | 3,785,938 | ||||||
1.13%, 02/28/25 |
4,000 | 3,775,938 | ||||||
1.13%, 10/31/26 |
16,000 | 14,578,750 | ||||||
1.13%, 02/28/27 |
2,800 | 2,539,688 | ||||||
1.13%, 02/29/28 |
19,000 | 16,883,281 | ||||||
1.13%, 08/31/28 |
28,300 | 24,892,945 | ||||||
1.13%, 02/15/31 |
20,500 | 17,434,609 | ||||||
1.25%, 11/30/26 |
11,100 | 10,156,500 | ||||||
1.25%, 12/31/26 |
8,000 | 7,310,000 | ||||||
1.25%, 03/31/28 |
16,500 | 14,732,695 | ||||||
1.25%, 04/30/28 |
5,000 | 4,457,422 | ||||||
1.25%, 05/31/28 |
19,000 | 16,920,391 | ||||||
1.25%, 06/30/28 |
10,500 | 9,331,055 | ||||||
1.25%, 09/30/28 |
43,500 | 38,477,109 | ||||||
1.25%, 08/15/31 |
33,500 | 28,516,875 | ||||||
1.38%, 01/31/25 |
5,000 | 4,757,031 | ||||||
1.38%, 10/31/28 |
11,190 | 9,963,471 | ||||||
1.38%, 12/31/28 |
8,500 | 7,560,352 | ||||||
1.38%, 11/15/31 |
31,100 | 26,648,812 | ||||||
1.50%, 02/29/24 |
6,800 | 6,604,766 | ||||||
1.50%, 10/31/24 |
5,000 | 4,797,266 | ||||||
1.50%, 11/30/24 |
7,000 | 6,702,500 | ||||||
1.50%, 02/15/25 |
9,500 | 9,056,172 | ||||||
1.50%, 08/15/26 |
12,000 | 11,140,313 | ||||||
1.50%, 01/31/27 |
9,000 | 8,304,609 | ||||||
1.50%, 11/30/28 |
16,500 | 14,785,547 | ||||||
1.50%, 02/15/30 |
3,200 | 2,838,500 | ||||||
1.63%, 02/15/26 |
11,700 | 10,991,602 | ||||||
1.63%, 05/15/26 |
12,000 | 11,245,313 | ||||||
1.63%, 09/30/26 |
4,000 | 3,730,313 | ||||||
1.63%, 11/30/26 |
6,000 | 5,583,281 | ||||||
1.63%, 05/15/31 |
23,000 | 20,319,062 | ||||||
1.75%, 06/30/24 |
5,560 | 5,390,811 | ||||||
1.75%, 07/31/24 |
2,000 | 1,936,875 | ||||||
1.75%, 12/31/24 |
4,850 | 4,663,578 | ||||||
1.75%, 01/31/29 |
10,750 | 9,774,102 | ||||||
1.88%, 08/31/24 |
4,500 | 4,363,418 | ||||||
1.88%, 06/30/26 |
3,000 | 2,834,297 | ||||||
1.88%, 02/28/27 |
10,000 | 9,378,125 |
S C H E D U L E O F I N V E S T M E N T S |
83 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
U.S. Government Agency Obligations (continued) | ||||||||
1.88%, 02/28/29 |
$ | 8,000 | $ | 7,334,375 | ||||
1.88%, 02/15/32 |
24,710 | 22,100,006 | ||||||
2.00%, 04/30/24 |
10,550 | 10,301,910 | ||||||
2.00%, 05/31/24 |
6,000 | 5,850,703 | ||||||
2.00%, 06/30/24 |
12,000 | 11,689,219 | ||||||
2.00%, 02/15/25 |
10,000 | 9,651,563 | ||||||
2.00%, 08/15/25 |
18,700 | 17,918,399 | ||||||
2.00%, 11/15/26 |
12,400 | 11,707,344 | ||||||
2.13%, 11/30/23 |
500 | 491,797 | ||||||
2.13%, 02/29/24 |
24,800 | 24,312,719 | ||||||
2.13%, 03/31/24 |
19,200 | 18,803,250 | ||||||
2.13%, 07/31/24 |
7,750 | 7,558,672 | ||||||
2.13%, 09/30/24 |
3,000 | 2,920,781 | ||||||
2.13%, 11/30/24 |
3,000 | 2,912,109 | ||||||
2.13%, 05/15/25 |
14,800 | 14,278,531 | ||||||
2.25%, 12/31/23 |
8,000 | 7,870,625 | ||||||
2.25%, 03/31/24 |
15,300 | 15,007,149 | ||||||
2.25%, 04/30/24 |
13,500 | 13,233,691 | ||||||
2.25%, 10/31/24 |
7,000 | 6,822,266 | ||||||
2.25%, 11/15/24 |
11,000 | 10,717,266 | ||||||
2.25%, 11/15/25 |
10,000 | 9,623,438 | ||||||
2.25%, 02/15/27 |
8,900 | 8,475,164 | ||||||
2.25%, 08/15/27 |
9,000 | 8,547,188 | ||||||
2.25%, 11/15/27 |
11,980 | 11,349,178 | ||||||
2.38%, 02/29/24 |
3,000 | 2,951,836 | ||||||
2.38%, 08/15/24 |
11,200 | 10,969,437 | ||||||
2.38%, 05/15/27 |
11,000 | 10,517,891 | ||||||
2.38%, 03/31/29 |
11,000 | 10,374,375 | ||||||
2.38%, 05/15/29 |
9,000 | 8,486,719 | ||||||
2.50%, 01/31/24 |
4,000 | 3,945,313 | ||||||
2.50%, 04/30/24 |
7,820 | 7,695,674 | ||||||
2.50%, 05/15/24 |
21,025 | 20,685,808 | ||||||
2.50%, 05/31/24 |
15,000 | 14,751,460 | ||||||
2.50%, 03/31/27 |
7,000 | 6,740,234 | ||||||
2.63%, 03/31/25 |
5,000 | 4,894,531 | ||||||
2.63%, 05/31/27 |
8,041 | 7,787,931 | ||||||
2.63%, 02/15/29 |
12,922 | 12,393,006 | ||||||
2.63%, 07/31/29 |
5,000 | 4,793,750 | ||||||
2.75%, 11/15/23 |
7,150 | 7,087,996 | ||||||
2.75%, 02/15/24 |
7,940 | 7,857,188 | ||||||
2.75%, 05/15/25 |
8,972 | 8,799,864 | ||||||
2.75%, 06/30/25 |
15,000 | 14,704,687 | ||||||
2.75%, 08/31/25 |
250 | 244,746 | ||||||
2.75%, 04/30/27 |
12,000 | 11,680,313 | ||||||
2.75%, 02/15/28 |
9,990 | 9,679,373 | ||||||
2.75%, 05/31/29 |
16,000 | 15,442,500 | ||||||
2.88%, 09/30/23 |
8,000 | 7,950,312 | ||||||
2.88%, 04/30/25 |
12,350 | 12,152,207 | ||||||
2.88%, 05/31/25 |
3,900 | 3,836,016 | ||||||
2.88%, 06/15/25 |
8,000 | 7,868,125 | ||||||
2.88%, 07/31/25 |
2,000 | 1,966,250 | ||||||
2.88%, 11/30/25 |
7,500 | 7,359,961 |
Security |
Par/ Shares (000) |
Value | ||||||
U.S. Government Obligations (continued) | ||||||||
2.88%, 05/15/28 |
$ | 4,000 | $ | 3,896,875 | ||||
2.88%, 08/15/28 |
25,150 | 24,483,918 | ||||||
2.88%, 04/30/29 |
9,000 | 8,753,906 | ||||||
2.88%, 05/15/32 |
22,120 | 21,567,000 | ||||||
3.00%, 06/30/24 |
12,000 | 11,896,406 | ||||||
3.00%, 07/31/24 |
22,500 | 22,304,883 | ||||||
3.00%, 07/15/25 |
8,400 | 8,288,438 | ||||||
3.00%, 09/30/25 |
2,200 | 2,168,891 | ||||||
3.00%, 10/31/25 |
2,000 | 1,971,250 | ||||||
3.25%, 06/30/29 |
7,200 | 7,173,000 | ||||||
5.25%, 11/15/28 |
950 | 1,048,785 | ||||||
5.25%, 02/15/29 |
150 | 166,406 | ||||||
5.50%, 08/15/28 |
8,500 | 9,458,906 | ||||||
6.00%, 02/15/26 |
500 | 539,844 | ||||||
6.50%, 11/15/26 |
4,000 | 4,472,813 | ||||||
6.88%, 08/15/25 |
1,000 | 1,091,250 | ||||||
7.50%, 11/15/24 |
550 | 596,191 | ||||||
|
|
|||||||
1,476,648,500 | ||||||||
|
|
|||||||
Total
U.S. Government & Agency Obligations — 63.7% |
|
1,525,309,981 | ||||||
|
|
|||||||
Total
Long-Term Investments — 99.1% |
|
2,372,296,746 | ||||||
|
|
|||||||
Short-Term Securities |
||||||||
Money Market Funds — 1.9% | ||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 2.07%(f)(g)(h) |
45,445 | 45,445,247 | ||||||
|
|
|||||||
Total
Short-Term Securities — 1.9% |
|
45,445,247 | ||||||
|
|
|||||||
Total
Investments in Securities — 101.0% |
|
2,417,741,993 | ||||||
Liabilities in Excess of Other Assets — (1.0)% |
|
(24,930,062 | ) | |||||
|
|
|||||||
Net Assets — 100.0% |
$ | 2,392,811,931 | ||||||
|
|
(a) |
All or a portion of this security is on loan. |
(b) |
Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(c) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(d) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(e) |
U.S. dollar denominated security issued by foreign domiciled entity. |
(f) |
Affiliate of the Fund. |
(g) |
Annualized 7-day yield as of period end. |
(h) |
All or a portion of this security was purchased with the cash collateral from loaned securities. |
84 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® Intermediate Government/Credit Bond ETF |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the six months ended August 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
||||||||||||||||||||||||||||||||||||
Affiliated Issuer | Value
at 02/28/22 |
Purchases at Cost |
Proceeds from Sale |
Net Realized Gain (Loss) |
Change in Unrealized |
Value at 08/31/22 |
Shares Held at 08/31/22 (000) |
Income |
Capital Gain Distributions from |
|||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
$ | 54,997,080 | $ | — | $ | (9,551,833 | )(a) | $ | — | $ | — | $ | 45,445,247 | 45,445 | $ | 92,528 | (b) | $ | — | |||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Represents net amount purchased (sold). |
(b) |
All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
|
||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
||||||||||||||||
Investments |
||||||||||||||||
Assets |
||||||||||||||||
Corporate Bonds & Notes |
$ | — | $ | 748,863,081 | $ | — | $ | 748,863,081 | ||||||||
Foreign Government Obligations |
— | 94,083,755 | — | 94,083,755 | ||||||||||||
Municipal Debt Obligations |
— | 4,039,929 | — | 4,039,929 | ||||||||||||
U.S. Government & Agency Obligations |
— | 1,525,309,981 | — | 1,525,309,981 | ||||||||||||
Money Market Funds |
45,445,247 | — | — | 45,445,247 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 45,445,247 | $ | 2,372,296,746 | $ | — | $ | 2,417,741,993 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
S C H E D U L E O F I N V E S T M E N T S |
85 |
Schedule of Investments (unaudited) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
U.S. Government Agency Obligations |
| |||||||
Mortgage-Backed Securities — 100.1% | ||||||||
Federal Home Loan Mortgage Corp. |
||||||||
1.50%, 09/15/37(a) |
$ | 89,917 | $ | 80,795,530 | ||||
2.00%, 03/01/28 |
53 | 51,334 | ||||||
2.00%, 05/01/28 |
11 | 10,229 | ||||||
2.00%, 08/01/28 |
185 | 176,811 | ||||||
2.00%, 09/01/28 |
101 | 96,200 | ||||||
2.00%, 12/01/28 |
34 | 32,390 | ||||||
2.00%, 01/01/30 |
135 | 129,289 | ||||||
2.00%, 10/01/50 |
25,080 | 21,688,221 | ||||||
2.03%, 11/01/40, (12 mo. LIBOR US + 1.775%)(b) |
8 | 8,042 | ||||||
2.13%, 09/01/41, (12 mo. LIBOR US + 1.880%)(b) |
331 | 337,734 | ||||||
2.15%, 11/01/40, (12 mo. LIBOR US + 1.900%)(b) |
114 | 115,344 | ||||||
2.15%, 01/01/42, (12 mo. LIBOR US + 1.900%)(b) |
241 | 244,867 | ||||||
2.16%, 11/01/40, (12 mo. LIBOR US + 1.910%)(b) |
213 | 218,746 | ||||||
2.38%, 12/01/33, (12 mo. LIBOR US + 2.250%)(b) |
46 | 47,549 | ||||||
2.38%, 08/01/43, (12 mo. LIBOR US + 1.600%)(b) |
41 | 40,933 | ||||||
2.45%, 05/01/43, (12 mo. LIBOR US + 1.650%)(b) |
173 | 175,792 | ||||||
2.50%, 12/01/25 |
221 | 216,521 | ||||||
2.50%, 03/01/27 |
28 | 26,925 | ||||||
2.50%, 06/01/27 |
31 | 30,034 | ||||||
2.50%, 07/01/27 |
271 | 262,480 | ||||||
2.50%, 08/01/27 |
523 | 505,932 | ||||||
2.50%, 09/01/27 |
629 | 608,509 | ||||||
2.50%, 11/01/27 |
273 | 263,868 | ||||||
2.50%, 12/01/27 |
5 | 4,920 | ||||||
2.50%, 01/01/28 |
8 | 8,211 | ||||||
2.50%, 02/01/28 |
4,149 | 4,016,097 | ||||||
2.50%, 03/01/28 |
580 | 561,057 | ||||||
2.50%, 04/01/28 |
413 | 398,844 | ||||||
2.50%, 05/01/28 |
83 | 78,705 | ||||||
2.50%, 06/01/28 |
123 | 118,675 | ||||||
2.50%, 07/01/28 |
334 | 323,213 | ||||||
2.50%, 09/01/28 |
90 | 87,665 | ||||||
2.50%, 07/01/29 |
1,667 | 1,610,468 | ||||||
2.50%, 08/01/29 |
144 | 138,002 | ||||||
2.50%, 10/01/29 |
194 | 186,437 | ||||||
2.50%, 12/01/29 |
1,098 | 1,055,920 | ||||||
2.50%, 01/01/30 |
6,835 | 6,614,252 | ||||||
2.50%, 02/01/30 |
792 | 762,649 | ||||||
2.50%, 03/01/30 |
3,387 | 3,253,505 | ||||||
2.50%, 04/01/30 |
4,162 | 3,998,356 | ||||||
2.50%, 05/01/30 |
4,271 | 4,102,770 | ||||||
2.50%, 06/01/30 |
11,278 | 10,834,372 | ||||||
2.50%, 07/01/30 |
948 | 911,150 | ||||||
2.50%, 08/01/30 |
427 | 410,489 | ||||||
2.50%, 09/01/30 |
353 | 338,825 | ||||||
2.50%, 10/01/30 |
8 | 7,307 | ||||||
2.50%, 12/01/30 |
13 | 12,260 | ||||||
2.50%, 01/01/31 |
43 | 42,033 | ||||||
2.50%, 04/01/31 |
4 | 4,196 | ||||||
2.50%, 06/01/31 |
948 | 910,050 | ||||||
2.50%, 08/01/31 |
1,311 | 1,258,356 | ||||||
2.50%, 09/01/31 |
1,029 | 987,833 | ||||||
2.50%, 10/01/31 |
5,127 | 4,919,925 | ||||||
2.50%, 11/01/31 |
5,839 | 5,603,502 | ||||||
2.50%, 12/01/31 |
14,625 | 14,034,695 | ||||||
2.50%, 01/01/32 |
18,916 | 18,153,817 | ||||||
2.50%, 02/01/32 |
11,308 | 10,851,647 | ||||||
2.50%, 07/01/32 |
1,531 | 1,469,577 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
2.50%, 08/01/32 |
$ | 1,474 | $ | 1,414,342 | ||||
2.50%, 09/01/32 |
7,379 | 7,082,595 | ||||||
2.50%, 10/01/32 |
1,336 | 1,281,145 | ||||||
2.50%, 11/01/32 |
12,609 | 12,098,654 | ||||||
2.50%, 12/01/32 |
706 | 676,803 | ||||||
2.50%, 01/01/33 |
7,042 | 6,757,709 | ||||||
2.50%, 02/01/33 |
1,138 | 1,091,453 | ||||||
2.50%, 04/01/33 |
1,230 | 1,176,178 | ||||||
2.50%, 08/01/33 |
483 | 450,039 | ||||||
2.50%, 06/01/34 |
459 | 436,348 | ||||||
2.50%, 01/01/43 |
65 | 59,638 | ||||||
2.50%, 02/01/43 |
710 | 648,244 | ||||||
2.50%, 03/01/43 |
97 | 88,073 | ||||||
2.50%, 04/01/43 |
377 | 344,242 | ||||||
2.50%, 06/01/43 |
293 | 267,622 | ||||||
2.50%, 07/01/43 |
1,232 | 1,124,243 | ||||||
2.50%, 08/01/43 |
123 | 112,532 | ||||||
2.50%, 04/01/45 |
98 | 88,708 | ||||||
2.50%, 07/01/45 |
17 | 15,556 | ||||||
2.50%, 01/01/46 |
123 | 112,055 | ||||||
2.50%, 11/01/46 |
71 | 64,067 | ||||||
2.50%, 12/01/46 |
952 | 863,204 | ||||||
2.50%, 01/01/47 |
988 | 896,364 | ||||||
2.50%, 02/01/47 |
19 | 16,935 | ||||||
2.50%, 03/01/47 |
2,067 | 1,874,852 | ||||||
2.89%, 12/01/38, (12 mo. LIBOR US + 1.760%)(b) |
291 | 294,391 | ||||||
2.92%, 05/01/42, (12 mo. LIBOR US + 1.804%)(b) |
353 | 359,516 | ||||||
3.00%, 10/01/22 |
0 | (c) | 165 | |||||
3.00%, 12/01/22 |
2 | 2,016 | ||||||
3.00%, 02/01/23 |
5 | 4,762 | ||||||
3.00%, 12/01/25 |
7 | 6,663 | ||||||
3.00%, 01/01/26 |
14 | 13,451 | ||||||
3.00%, 10/01/26 |
186 | 182,733 | ||||||
3.00%, 11/01/26 |
223 | 218,469 | ||||||
3.00%, 12/01/26 |
157 | 153,554 | ||||||
3.00%, 01/01/27 |
11 | 10,755 | ||||||
3.00%, 02/01/27 |
514 | 505,299 | ||||||
3.00%, 03/01/27 |
8 | 7,832 | ||||||
3.00%, 04/01/27 |
656 | 643,401 | ||||||
3.00%, 05/01/27 |
2,878 | 2,823,083 | ||||||
3.00%, 06/01/27 |
1,017 | 997,817 | ||||||
3.00%, 07/01/27 |
83 | 81,041 | ||||||
3.00%, 08/01/27 |
292 | 286,300 | ||||||
3.00%, 09/01/27 |
3,144 | 3,083,839 | ||||||
3.00%, 11/01/27 |
536 | 525,190 | ||||||
3.00%, 12/01/27 |
270 | 264,762 | ||||||
3.00%, 01/01/28 |
73 | 71,835 | ||||||
3.00%, 04/01/28 |
31 | 30,584 | ||||||
3.00%, 05/01/28 |
275 | 269,507 | ||||||
3.00%, 06/01/28 |
796 | 780,790 | ||||||
3.00%, 07/01/28 |
11 | 10,527 | ||||||
3.00%, 09/01/28 |
1,881 | 1,843,413 | ||||||
3.00%, 10/01/28 |
386 | 378,927 | ||||||
3.00%, 11/01/28 |
67 | 65,381 | ||||||
3.00%, 01/01/29 |
287 | 281,538 | ||||||
3.00%, 04/01/29 |
3,003 | 2,936,812 | ||||||
3.00%, 05/01/29 |
4,504 | 4,405,066 | ||||||
3.00%, 06/01/29 |
318 | 310,882 | ||||||
3.00%, 07/01/29 |
447 | 437,293 | ||||||
3.00%, 09/01/29 |
41 | 40,352 |
86 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 10/01/29 |
$ | 125 | $ | 122,903 | ||||
3.00%, 11/01/29 |
981 | 959,242 | ||||||
3.00%, 12/01/29 |
1,245 | 1,218,092 | ||||||
3.00%, 01/01/30 |
192 | 187,941 | ||||||
3.00%, 02/01/30 |
2,151 | 2,103,468 | ||||||
3.00%, 03/01/30 |
315 | 307,112 | ||||||
3.00%, 05/01/30 |
2,353 | 2,300,286 | ||||||
3.00%, 06/01/30 |
3,211 | 3,139,337 | ||||||
3.00%, 07/01/30 |
1,797 | 1,756,701 | ||||||
3.00%, 08/01/30 |
348 | 340,658 | ||||||
3.00%, 09/01/30 |
2,275 | 2,223,721 | ||||||
3.00%, 10/01/30 |
519 | 507,629 | ||||||
3.00%, 11/01/30 |
860 | 840,973 | ||||||
3.00%, 12/01/30 |
559 | 546,209 | ||||||
3.00%, 01/01/31 |
1,119 | 1,093,988 | ||||||
3.00%, 02/01/31 |
3,797 | 3,707,534 | ||||||
3.00%, 03/01/31 |
2,215 | 2,162,262 | ||||||
3.00%, 05/01/31 |
5,630 | 5,496,426 | ||||||
3.00%, 06/01/31 |
4,876 | 4,761,152 | ||||||
3.00%, 07/01/31 |
402 | 392,479 | ||||||
3.00%, 09/01/31 |
1,095 | 1,068,760 | ||||||
3.00%, 10/01/31 |
165 | 161,535 | ||||||
3.00%, 12/01/31 |
584 | 570,340 | ||||||
3.00%, 01/01/32 |
1,874 | 1,829,348 | ||||||
3.00%, 02/01/32 |
537 | 523,594 | ||||||
3.00%, 03/01/32 |
4,039 | 3,941,475 | ||||||
3.00%, 07/01/32 |
348 | 338,894 | ||||||
3.00%, 08/01/32 |
1,143 | 1,114,320 | ||||||
3.00%, 09/01/32 |
2,659 | 2,592,964 | ||||||
3.00%, 10/01/32 |
432 | 421,167 | ||||||
3.00%, 11/01/32 |
5,925 | 5,775,761 | ||||||
3.00%, 12/01/32 |
5,348 | 5,203,437 | ||||||
3.00%, 01/01/33 |
3,966 | 3,866,304 | ||||||
3.00%, 02/01/33 |
3,484 | 3,381,581 | ||||||
3.00%, 03/01/33 |
68 | 66,748 | ||||||
3.00%, 05/01/33 |
8,801 | 8,547,585 | ||||||
3.00%, 07/01/33 |
1,679 | 1,636,612 | ||||||
3.00%, 08/01/33 |
527 | 513,712 | ||||||
3.00%, 11/01/33 |
455 | 443,229 | ||||||
3.00%, 10/01/35 |
4,481 | 4,345,971 | ||||||
3.00%, 07/01/37 |
6,792 | 6,585,595 | ||||||
3.00%, 03/01/42 |
22 | 20,845 | ||||||
3.00%, 08/01/42 |
7 | 6,201 | ||||||
3.00%, 10/01/42 |
670 | 634,581 | ||||||
3.00%, 11/01/42 |
14,188 | 13,437,559 | ||||||
3.00%, 12/01/42 |
46 | 43,508 | ||||||
3.00%, 01/01/43 |
4,891 | 4,632,818 | ||||||
3.00%, 02/01/43 |
3,614 | 3,422,224 | ||||||
3.00%, 03/01/43 |
1,123 | 1,063,672 | ||||||
3.00%, 04/01/43 |
678 | 642,053 | ||||||
3.00%, 05/01/43 |
893 | 845,963 | ||||||
3.00%, 06/01/43 |
969 | 917,831 | ||||||
3.00%, 07/01/43 |
2,004 | 1,897,680 | ||||||
3.00%, 08/01/43 |
964 | 913,020 | ||||||
3.00%, 09/01/43 |
2,404 | 2,277,703 | ||||||
3.00%, 10/01/43 |
1,121 | 1,062,192 | ||||||
3.00%, 04/01/44 |
46 | 43,532 | ||||||
3.00%, 01/01/45 |
8 | 7,095 | ||||||
3.00%, 02/01/45 |
1,786 | 1,681,216 | ||||||
3.00%, 03/01/45 |
225 | 211,811 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 04/01/45 |
$ | 24,335 | $ | 22,902,062 | ||||
3.00%, 05/01/45 |
7,568 | 7,122,845 | ||||||
3.00%, 06/01/45 |
895 | 842,164 | ||||||
3.00%, 07/01/45 |
2,545 | 2,395,425 | ||||||
3.00%, 08/01/45 |
656 | 618,385 | ||||||
3.00%, 10/01/45 |
170 | 160,048 | ||||||
3.00%, 11/01/45 |
601 | 565,936 | ||||||
3.00%, 12/01/45 |
5,864 | 5,518,876 | ||||||
3.00%, 01/01/46 |
1,729 | 1,627,316 | ||||||
3.00%, 02/01/46 |
122 | 114,476 | ||||||
3.00%, 03/01/46 |
19,586 | 18,429,363 | ||||||
3.00%, 04/01/46 |
471 | 443,244 | ||||||
3.00%, 05/01/46 |
507 | 476,742 | ||||||
3.00%, 06/01/46 |
933 | 878,012 | ||||||
3.00%, 07/01/46 |
689 | 647,803 | ||||||
3.00%, 08/01/46 |
15,171 | 14,275,882 | ||||||
3.00%, 09/01/46 |
12,070 | 11,400,821 | ||||||
3.00%, 10/01/46 |
27,795 | 26,154,533 | ||||||
3.00%, 11/01/46 |
29,515 | 27,773,434 | ||||||
3.00%, 12/01/46 |
48,098 | 45,258,885 | ||||||
3.00%, 01/01/47 |
11,386 | 10,714,199 | ||||||
3.00%, 02/01/47 |
54,464 | 51,251,586 | ||||||
3.00%, 03/01/47 |
965 | 908,081 | ||||||
3.00%, 04/01/47 |
1,322 | 1,244,302 | ||||||
3.00%, 05/01/47 |
16,532 | 15,555,583 | ||||||
3.00%, 06/01/47 |
14,254 | 13,412,256 | ||||||
3.00%, 07/01/47 |
13,673 | 12,865,910 | ||||||
3.00%, 08/01/47 |
2,444 | 2,299,436 | ||||||
3.00%, 10/01/47 |
4,380 | 4,121,818 | ||||||
3.00%, 11/01/47 |
445 | 418,627 | ||||||
3.00%, 12/01/47 |
740 | 696,592 | ||||||
3.00%, 01/01/48 |
2,814 | 2,647,299 | ||||||
3.00%, 02/01/48 |
1,003 | 943,977 | ||||||
3.00%, 07/01/48 |
378 | 354,446 | ||||||
3.00%, 10/01/48 |
420 | 393,656 | ||||||
3.00%, 11/01/48 |
772 | 723,208 | ||||||
3.13%, 08/01/41, (12 mo. LIBOR US + 1.732%)(b) |
61 | 62,689 | ||||||
3.21%, 11/01/41, (12 mo. LIBOR US + 1.892%)(b) |
378 | 386,976 | ||||||
3.25%, 06/01/43, (12 mo. LIBOR US + 1.495%)(b) |
37 | 36,964 | ||||||
3.50%, 08/01/23 |
1 | 673 | ||||||
3.50%, 10/01/23 |
13 | 13,196 | ||||||
3.50%, 11/01/23 |
2 | 1,755 | ||||||
3.50%, 10/01/25 |
68 | 67,122 | ||||||
3.50%, 11/01/25 |
2,430 | 2,408,553 | ||||||
3.50%, 12/01/25 |
19 | 19,581 | ||||||
3.50%, 01/01/26 |
77 | 76,132 | ||||||
3.50%, 02/01/26 |
243 | 240,554 | ||||||
3.50%, 03/01/26 |
565 | 560,155 | ||||||
3.50%, 04/01/26 |
65 | 65,097 | ||||||
3.50%, 05/01/26 |
28 | 27,701 | ||||||
3.50%, 06/01/26 |
200 | 198,309 | ||||||
3.50%, 07/01/26 |
219 | 218,089 | ||||||
3.50%, 08/01/26 |
382 | 378,775 | ||||||
3.50%, 09/01/26 |
9 | 8,962 | ||||||
3.50%, 10/01/26 |
728 | 721,197 | ||||||
3.50%, 01/01/27 |
28 | 28,158 | ||||||
3.50%, 02/01/27 |
2 | 2,161 | ||||||
3.50%, 03/01/27 |
149 | 147,666 | ||||||
3.50%, 04/01/27 |
17 | 17,221 | ||||||
3.50%, 01/01/28 |
289 | 285,420 |
S C H E D U L E O F I N V E S T M E N T S |
87 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 12/01/28 |
$ | 62 | $ | 61,278 | ||||
3.50%, 02/01/29 |
18 | 17,623 | ||||||
3.50%, 03/01/29 |
12 | 11,909 | ||||||
3.50%, 06/01/29 |
1,196 | 1,184,621 | ||||||
3.50%, 07/01/29 |
116 | 114,773 | ||||||
3.50%, 08/01/29 |
193 | 190,733 | ||||||
3.50%, 09/01/29 |
27 | 26,809 | ||||||
3.50%, 10/01/29 |
993 | 983,786 | ||||||
3.50%, 11/01/29 |
12 | 12,000 | ||||||
3.50%, 01/01/30 |
15 | 15,184 | ||||||
3.50%, 06/01/30 |
157 | 155,920 | ||||||
3.50%, 09/01/30 |
19 | 18,710 | ||||||
3.50%, 05/01/31 |
2,233 | 2,211,067 | ||||||
3.50%, 01/01/32 |
1,183 | 1,171,049 | ||||||
3.50%, 03/01/32 |
163 | 160,880 | ||||||
3.50%, 04/01/32 |
1,947 | 1,927,302 | ||||||
3.50%, 05/01/32 |
1,900 | 1,880,391 | ||||||
3.50%, 06/01/32 |
1,671 | 1,653,536 | ||||||
3.50%, 07/01/32 |
1,917 | 1,896,919 | ||||||
3.50%, 09/01/32 |
1,221 | 1,208,732 | ||||||
3.50%, 01/01/33 |
881 | 871,844 | ||||||
3.50%, 02/01/33 |
498 | 493,379 | ||||||
3.50%, 03/01/33 |
1,700 | 1,682,717 | ||||||
3.50%, 06/01/33 |
1,369 | 1,355,056 | ||||||
3.50%, 07/01/33 |
843 | 834,966 | ||||||
3.50%, 09/01/33 |
777 | 769,710 | ||||||
3.50%, 05/01/35 |
7,660 | 7,553,099 | ||||||
3.50%, 03/01/38 |
6,081 | 5,946,142 | ||||||
3.50%, 06/01/38 |
6,272 | 6,098,549 | ||||||
3.50%, 02/01/41 |
12 | 11,267 | ||||||
3.50%, 10/01/41 |
15 | 14,284 | ||||||
3.50%, 11/01/41 |
47 | 45,604 | ||||||
3.50%, 01/01/42 |
160 | 155,335 | ||||||
3.50%, 02/01/42 |
239 | 233,402 | ||||||
3.50%, 03/01/42 |
1,926 | 1,874,347 | ||||||
3.50%, 04/01/42 |
1,756 | 1,708,615 | ||||||
3.50%, 05/01/42 |
1,246 | 1,212,516 | ||||||
3.50%, 06/01/42 |
555 | 539,620 | ||||||
3.50%, 08/01/42 |
58 | 56,446 | ||||||
3.50%, 09/01/42 |
4,636 | 4,510,750 | ||||||
3.50%, 10/01/42 |
1,529 | 1,487,738 | ||||||
3.50%, 11/01/42 |
913 | 888,660 | ||||||
3.50%, 01/01/43 |
1,123 | 1,092,796 | ||||||
3.50%, 02/01/43 |
1,022 | 994,843 | ||||||
3.50%, 04/01/43 |
22 | 21,372 | ||||||
3.50%, 06/01/43 |
3,037 | 2,953,963 | ||||||
3.50%, 07/01/43 |
3,050 | 2,966,667 | ||||||
3.50%, 08/01/43 |
16 | 15,235 | ||||||
3.50%, 09/01/43 |
16 | 15,468 | ||||||
3.50%, 01/01/44 |
208 | 202,684 | ||||||
3.50%, 08/01/44 |
451 | 437,665 | ||||||
3.50%, 09/01/44 |
1,664 | 1,618,157 | ||||||
3.50%, 10/01/44 |
9,422 | 9,137,852 | ||||||
3.50%, 11/01/44 |
528 | 512,158 | ||||||
3.50%, 12/01/44 |
5,159 | 5,002,868 | ||||||
3.50%, 02/01/45 |
1,215 | 1,179,965 | ||||||
3.50%, 03/01/45 |
4,746 | 4,603,270 | ||||||
3.50%, 04/01/45 |
3 | 3,343 | ||||||
3.50%, 05/01/45 |
51 | 49,537 | ||||||
3.50%, 06/01/45 |
658 | 638,290 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 08/01/45 |
$ | 13,399 | $ | 13,013,343 | ||||
3.50%, 09/01/45 |
7 | 7,131 | ||||||
3.50%, 11/01/45 |
369 | 357,471 | ||||||
3.50%, 12/01/45 |
6,814 | 6,605,391 | ||||||
3.50%, 01/01/46 |
6,180 | 5,991,531 | ||||||
3.50%, 03/01/46 |
6,596 | 6,374,248 | ||||||
3.50%, 04/01/46 |
2,011 | 1,942,889 | ||||||
3.50%, 05/01/46 |
22,825 | 22,053,555 | ||||||
3.50%, 06/01/46 |
6,373 | 6,185,734 | ||||||
3.50%, 07/01/46 |
6,046 | 5,842,174 | ||||||
3.50%, 08/01/46 |
5,114 | 4,944,331 | ||||||
3.50%, 09/01/46 |
6,493 | 6,278,182 | ||||||
3.50%, 10/01/46 |
587 | 566,628 | ||||||
3.50%, 11/01/46 |
1,125 | 1,086,218 | ||||||
3.50%, 12/01/46 |
7,194 | 6,966,797 | ||||||
3.50%, 01/01/47 |
1,901 | 1,837,265 | ||||||
3.50%, 02/01/47 |
6,418 | 6,208,140 | ||||||
3.50%, 03/01/47 |
8,049 | 7,777,095 | ||||||
3.50%, 04/01/47 |
3,015 | 2,913,134 | ||||||
3.50%, 05/01/47 |
5,469 | 5,283,917 | ||||||
3.50%, 06/01/47 |
169 | 163,508 | ||||||
3.50%, 07/01/47 |
6,731 | 6,503,433 | ||||||
3.50%, 08/01/47 |
3,690 | 3,564,876 | ||||||
3.50%, 09/01/47 |
26,659 | 25,785,936 | ||||||
3.50%, 10/01/47 |
797 | 770,150 | ||||||
3.50%, 11/01/47 |
2,220 | 2,144,064 | ||||||
3.50%, 12/01/47 |
7,100 | 6,862,832 | ||||||
3.50%, 01/01/48 |
871 | 840,201 | ||||||
3.50%, 02/01/48 |
2,855 | 2,743,950 | ||||||
3.50%, 03/01/48 |
13,282 | 12,830,738 | ||||||
3.50%, 04/01/48 |
2,628 | 2,538,289 | ||||||
3.50%, 05/01/48 |
9,095 | 8,786,850 | ||||||
3.50%, 09/01/48 |
2,979 | 2,878,478 | ||||||
3.50%, 04/01/49 |
3,177 | 3,058,188 | ||||||
3.50%, 05/01/49 |
1,129 | 1,086,824 | ||||||
3.50%, 06/01/49 |
1,262 | 1,214,540 | ||||||
3.50%, 07/01/52 |
6,802 | 6,492,916 | ||||||
4.00%, 04/01/23 |
0 | (c) | 21 | |||||
4.00%, 04/01/24 |
3 | 2,967 | ||||||
4.00%, 05/01/24 |
10 | 9,183 | ||||||
4.00%, 06/01/24 |
1 | 555 | ||||||
4.00%, 07/01/24 |
5 | 4,623 | ||||||
4.00%, 08/01/24 |
1 | 966 | ||||||
4.00%, 09/01/24 |
4 | 4,378 | ||||||
4.00%, 11/01/24 |
6 | 5,605 | ||||||
4.00%, 12/01/24 |
10 | 9,239 | ||||||
4.00%, 01/01/25 |
5 | 5,046 | ||||||
4.00%, 02/01/25 |
13 | 13,003 | ||||||
4.00%, 03/01/25 |
7 | 7,000 | ||||||
4.00%, 04/01/25 |
12 | 11,883 | ||||||
4.00%, 05/01/25 |
386 | 387,764 | ||||||
4.00%, 06/01/25 |
11 | 11,196 | ||||||
4.00%, 07/01/25 |
11 | 11,561 | ||||||
4.00%, 08/01/25 |
27 | 27,332 | ||||||
4.00%, 09/01/25 |
0 | (c) | 467 | |||||
4.00%, 10/01/25 |
313 | 312,996 | ||||||
4.00%, 02/01/26 |
319 | 319,388 | ||||||
4.00%, 03/01/26 |
1 | 783 | ||||||
4.00%, 04/01/26 |
5 | 5,261 | ||||||
4.00%, 05/01/26 |
17 | 16,525 |
88 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 07/01/26 |
$ | 9 | $ | 9,338 | ||||
4.00%, 11/01/28 |
7 | 7,425 | ||||||
4.00%, 05/01/33 |
1,158 | 1,161,953 | ||||||
4.00%, 09/01/33 |
1 | 986 | ||||||
4.00%, 11/01/33 |
24 | 24,464 | ||||||
4.00%, 01/01/34 |
199 | 199,321 | ||||||
4.00%, 11/01/34 |
551 | 554,102 | ||||||
4.00%, 07/01/38 |
2,531 | 2,544,068 | ||||||
4.00%, 04/01/39 |
15 | 15,660 | ||||||
4.00%, 06/01/39 |
30 | 30,021 | ||||||
4.00%, 07/01/39 |
75 | 75,341 | ||||||
4.00%, 08/01/39 |
9 | 8,827 | ||||||
4.00%, 09/01/39 |
11 | 11,237 | ||||||
4.00%, 10/01/39 |
79 | 78,976 | ||||||
4.00%, 11/01/39 |
15 | 15,196 | ||||||
4.00%, 12/01/39 |
26 | 25,982 | ||||||
4.00%, 01/01/40 |
48 | 48,254 | ||||||
4.00%, 02/01/40 |
9 | 9,112 | ||||||
4.00%, 03/01/40 |
4 | 4,017 | ||||||
4.00%, 05/01/40 |
21 | 20,692 | ||||||
4.00%, 06/01/40 |
6 | 6,062 | ||||||
4.00%, 09/01/40 |
9 | 9,577 | ||||||
4.00%, 10/01/40 |
111 | 112,024 | ||||||
4.00%, 12/01/40 |
949 | 951,166 | ||||||
4.00%, 01/01/41 |
230 | 230,299 | ||||||
4.00%, 02/01/41 |
247 | 246,761 | ||||||
4.00%, 04/01/41 |
42 | 42,342 | ||||||
4.00%, 06/01/41 |
37 | 36,694 | ||||||
4.00%, 07/01/41 |
22 | 22,073 | ||||||
4.00%, 07/01/41, (12 mo. LIBOR US + 1.890%)(b) |
21 | 21,649 | ||||||
4.00%, 08/01/41 |
40 | 40,017 | ||||||
4.00%, 09/01/41 |
3,101 | 3,100,160 | ||||||
4.00%, 10/01/41 |
116 | 115,921 | ||||||
4.00%, 11/01/41 |
373 | 374,010 | ||||||
4.00%, 12/01/41 |
79 | 79,237 | ||||||
4.00%, 01/01/42 |
33 | 33,445 | ||||||
4.00%, 02/01/42 |
5,463 | 5,462,729 | ||||||
4.00%, 03/01/42 |
51 | 50,240 | ||||||
4.00%, 05/01/42 |
161 | 160,791 | ||||||
4.00%, 07/01/42 |
411 | 411,695 | ||||||
4.00%, 08/01/42 |
1,829 | 1,827,292 | ||||||
4.00%, 04/01/43 |
2,045 | 2,042,140 | ||||||
4.00%, 08/01/43 |
284 | 283,889 | ||||||
4.00%, 10/01/43 |
204 | 203,556 | ||||||
4.00%, 11/01/43 |
4 | 3,961 | ||||||
4.00%, 12/01/43 |
860 | 858,659 | ||||||
4.00%, 01/01/44 |
60 | 59,139 | ||||||
4.00%, 02/01/44 |
952 | 950,568 | ||||||
4.00%, 03/01/44 |
23 | 23,016 | ||||||
4.00%, 04/01/44 |
538 | 537,545 | ||||||
4.00%, 05/01/44 |
509 | 508,077 | ||||||
4.00%, 06/01/44 |
1,440 | 1,438,111 | ||||||
4.00%, 07/01/44 |
2,550 | 2,545,749 | ||||||
4.00%, 08/01/44 |
27 | 26,468 | ||||||
4.00%, 09/01/44 |
585 | 583,858 | ||||||
4.00%, 10/01/44 |
393 | 392,365 | ||||||
4.00%, 11/01/44 |
315 | 310,712 | ||||||
4.00%, 12/01/44 |
983 | 981,493 | ||||||
4.00%, 01/01/45 |
1,243 | 1,241,685 | ||||||
4.00%, 02/01/45 |
6,979 | 6,969,297 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 04/01/45 |
$ | 5,397 | $ | 5,363,474 | ||||
4.00%, 06/01/45 |
14 | 13,981 | ||||||
4.00%, 07/01/45 |
1,291 | 1,281,364 | ||||||
4.00%, 08/01/45 |
21 | 21,028 | ||||||
4.00%, 09/01/45 |
2,516 | 2,497,420 | ||||||
4.00%, 10/01/45 |
1,128 | 1,119,831 | ||||||
4.00%, 11/01/45 |
846 | 840,884 | ||||||
4.00%, 12/01/45 |
605 | 600,875 | ||||||
4.00%, 01/01/46 |
1,276 | 1,267,581 | ||||||
4.00%, 02/01/46 |
995 | 987,478 | ||||||
4.00%, 03/01/46 |
1,148 | 1,138,334 | ||||||
4.00%, 04/01/46 |
1,183 | 1,175,069 | ||||||
4.00%, 05/01/46 |
4,189 | 4,151,991 | ||||||
4.00%, 06/01/46 |
118 | 115,798 | ||||||
4.00%, 07/01/46 |
2,335 | 2,330,157 | ||||||
4.00%, 08/01/46 |
68 | 67,257 | ||||||
4.00%, 09/01/46 |
1,059 | 1,049,403 | ||||||
4.00%, 10/01/46 |
946 | 939,029 | ||||||
4.00%, 11/01/46 |
17,310 | 17,152,213 | ||||||
4.00%, 12/01/46 |
34 | 34,168 | ||||||
4.00%, 01/01/47 |
228 | 226,237 | ||||||
4.00%, 02/01/47 |
4,853 | 4,808,164 | ||||||
4.00%, 04/01/47 |
181 | 179,312 | ||||||
4.00%, 06/01/47 |
3,729 | 3,695,148 | ||||||
4.00%, 07/01/47 |
871 | 862,516 | ||||||
4.00%, 08/01/47 |
3,002 | 2,973,416 | ||||||
4.00%, 09/01/47 |
108 | 107,069 | ||||||
4.00%, 10/01/47 |
955 | 945,895 | ||||||
4.00%, 11/01/47 |
3,798 | 3,768,111 | ||||||
4.00%, 12/01/47 |
6,533 | 6,474,713 | ||||||
4.00%, 01/01/48 |
4,097 | 4,073,721 | ||||||
4.00%, 02/01/48 |
10,103 | 10,015,053 | ||||||
4.00%, 04/01/48 |
1,211 | 1,196,887 | ||||||
4.00%, 05/01/48 |
631 | 628,555 | ||||||
4.00%, 06/01/48 |
14,370 | 14,265,603 | ||||||
4.00%, 07/01/48 |
79 | 77,935 | ||||||
4.00%, 08/01/48 |
1,386 | 1,369,958 | ||||||
4.00%, 09/01/48 |
1,229 | 1,213,982 | ||||||
4.00%, 10/01/48 |
9,396 | 9,281,479 | ||||||
4.00%, 11/01/48 |
904 | 893,348 | ||||||
4.00%, 12/01/48 |
2,978 | 2,944,318 | ||||||
4.00%, 01/01/49 |
4,787 | 4,743,907 | ||||||
4.00%, 02/01/49 |
19,793 | 19,567,379 | ||||||
4.00%, 03/01/49 |
1,024 | 1,015,703 | ||||||
4.00%, 04/01/49 |
3,214 | 3,170,171 | ||||||
4.00%, 05/01/49 |
692 | 682,305 | ||||||
4.00%, 06/01/52 |
6,865 | 6,710,682 | ||||||
4.00%, 08/01/52 |
43,245 | 42,278,437 | ||||||
4.50%, 03/01/23 |
0 | (c) | 205 | |||||
4.50%, 04/01/23 |
0 | (c) | 257 | |||||
4.50%, 05/01/23 |
1 | 817 | ||||||
4.50%, 06/01/23 |
0 | (c) | 419 | |||||
4.50%, 01/01/24 |
1 | 768 | ||||||
4.50%, 02/01/24 |
0 | (c) | 357 | |||||
4.50%, 04/01/24 |
9 | 8,616 | ||||||
4.50%, 07/01/24 |
86 | 87,355 | ||||||
4.50%, 08/01/24 |
33 | 33,167 | ||||||
4.50%, 09/01/24 |
73 | 73,953 | ||||||
4.50%, 10/01/24 |
96 | 96,263 | ||||||
4.50%, 11/01/24 |
15 | 14,693 |
S C H E D U L E O F I N V E S T M E N T S |
89 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 04/01/25 |
$ | 6 | $ | 6,008 | ||||
4.50%, 05/01/25 |
2 | 1,818 | ||||||
4.50%, 07/01/25 |
3 | 3,196 | ||||||
4.50%, 08/01/25 |
11 | 11,039 | ||||||
4.50%, 09/01/25 |
7 | 7,399 | ||||||
4.50%, 09/01/26 |
10 | 9,624 | ||||||
4.50%, 08/01/30 |
728 | 736,354 | ||||||
4.50%, 08/01/33 |
2 | 2,145 | ||||||
4.50%, 03/01/34 |
0 | (c) | 462 | |||||
4.50%, 04/01/34 |
2 | 1,732 | ||||||
4.50%, 05/01/34 |
0 | (c) | 339 | |||||
4.50%, 06/01/34 |
0 | (c) | 490 | |||||
4.50%, 06/01/35 |
2 | 1,593 | ||||||
4.50%, 08/01/35 |
47 | 47,503 | ||||||
4.50%, 10/01/35 |
3 | 2,887 | ||||||
4.50%, 11/01/35 |
20 | 20,332 | ||||||
4.50%, 01/01/36 |
4 | 4,560 | ||||||
4.50%, 08/01/36 |
8 | 8,243 | ||||||
4.50%, 06/01/38 |
41 | 41,676 | ||||||
4.50%, 07/01/38 |
2 | 1,533 | ||||||
4.50%, 10/01/38 |
1 | 526 | ||||||
4.50%, 02/01/39 |
41 | 41,853 | ||||||
4.50%, 03/01/39 |
2,513 | 2,568,559 | ||||||
4.50%, 04/01/39 |
36 | 36,817 | ||||||
4.50%, 05/01/39 |
2,493 | 2,547,590 | ||||||
4.50%, 06/01/39 |
72 | 73,065 | ||||||
4.50%, 07/01/39 |
178 | 181,364 | ||||||
4.50%, 08/01/39 |
62 | 63,457 | ||||||
4.50%, 09/01/39 |
269 | 274,320 | ||||||
4.50%, 10/01/39 |
2,284 | 2,334,725 | ||||||
4.50%, 11/01/39 |
60 | 60,500 | ||||||
4.50%, 12/01/39 |
76 | 76,977 | ||||||
4.50%, 01/01/40 |
65 | 66,031 | ||||||
4.50%, 02/01/40 |
318 | 325,010 | ||||||
4.50%, 03/01/40 |
9 | 8,750 | ||||||
4.50%, 04/01/40 |
89 | 91,716 | ||||||
4.50%, 05/01/40 |
64 | 65,807 | ||||||
4.50%, 06/01/40 |
20 | 19,316 | ||||||
4.50%, 07/01/40 |
59 | 60,325 | ||||||
4.50%, 08/01/40 |
185 | 190,987 | ||||||
4.50%, 09/01/40 |
1,310 | 1,339,288 | ||||||
4.50%, 10/01/40 |
17 | 17,575 | ||||||
4.50%, 11/01/40 |
1 | 1,292 | ||||||
4.50%, 01/01/41 |
4 | 4,278 | ||||||
4.50%, 02/01/41 |
2,771 | 2,832,152 | ||||||
4.50%, 03/01/41 |
104 | 105,614 | ||||||
4.50%, 04/01/41 |
128 | 130,965 | ||||||
4.50%, 05/01/41 |
3,620 | 3,704,409 | ||||||
4.50%, 06/01/41 |
4,458 | 4,555,320 | ||||||
4.50%, 07/01/41 |
72 | 73,000 | ||||||
4.50%, 08/01/41 |
564 | 575,939 | ||||||
4.50%, 10/01/41 |
180 | 183,072 | ||||||
4.50%, 11/01/41 |
15 | 15,446 | ||||||
4.50%, 01/01/42 |
5 | 4,773 | ||||||
4.50%, 03/01/42 |
28 | 28,768 | ||||||
4.50%, 05/01/42 |
2,020 | 2,064,714 | ||||||
4.50%, 09/01/43 |
1,461 | 1,493,130 | ||||||
4.50%, 10/01/43 |
946 | 965,891 | ||||||
4.50%, 11/01/43 |
184 | 188,162 | ||||||
4.50%, 12/01/43 |
172 | 175,832 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 01/01/44 |
$ | 131 | $ | 133,437 | ||||
4.50%, 02/01/44 |
509 | 520,510 | ||||||
4.50%, 03/01/44 |
1,327 | 1,358,094 | ||||||
4.50%, 04/01/44 |
5 | 5,330 | ||||||
4.50%, 05/01/44 |
237 | 242,305 | ||||||
4.50%, 06/01/44 |
157 | 159,776 | ||||||
4.50%, 07/01/44 |
163 | 166,338 | ||||||
4.50%, 08/01/44 |
26 | 26,124 | ||||||
4.50%, 09/01/44 |
55 | 56,395 | ||||||
4.50%, 10/01/44 |
499 | 510,475 | ||||||
4.50%, 11/01/44 |
708 | 722,614 | ||||||
4.50%, 12/01/44 |
1,358 | 1,386,244 | ||||||
4.50%, 01/01/45 |
1,688 | 1,721,878 | ||||||
4.50%, 03/01/45 |
333 | 339,353 | ||||||
4.50%, 06/01/45 |
200 | 203,025 | ||||||
4.50%, 07/01/45 |
1,515 | 1,543,354 | ||||||
4.50%, 08/01/45 |
572 | 582,077 | ||||||
4.50%, 09/01/45 |
441 | 449,406 | ||||||
4.50%, 10/01/45 |
350 | 356,446 | ||||||
4.50%, 11/01/45 |
69 | 69,604 | ||||||
4.50%, 01/01/46 |
433 | 441,816 | ||||||
4.50%, 03/01/46 |
394 | 401,286 | ||||||
4.50%, 04/01/46 |
338 | 341,904 | ||||||
4.50%, 05/01/46 |
1,452 | 1,473,746 | ||||||
4.50%, 06/01/46 |
5,373 | 5,468,046 | ||||||
4.50%, 07/01/46 |
1,834 | 1,868,161 | ||||||
4.50%, 08/01/46 |
160 | 161,532 | ||||||
4.50%, 09/01/46 |
3,068 | 3,122,098 | ||||||
4.50%, 02/01/47 |
711 | 719,115 | ||||||
4.50%, 04/01/47 |
168 | 170,596 | ||||||
4.50%, 05/01/47 |
1,244 | 1,254,972 | ||||||
4.50%, 06/01/47 |
1,273 | 1,284,575 | ||||||
4.50%, 08/01/47 |
908 | 921,298 | ||||||
4.50%, 09/01/47 |
869 | 891,641 | ||||||
4.50%, 05/01/48 |
1,298 | 1,317,976 | ||||||
4.50%, 06/01/48 |
2,012 | 2,029,351 | ||||||
4.50%, 07/01/48 |
1,016 | 1,025,536 | ||||||
4.50%, 08/01/48 |
1,715 | 1,728,729 | ||||||
4.50%, 09/01/48 |
1,219 | 1,227,150 | ||||||
4.50%, 10/01/48 |
6,499 | 6,601,056 | ||||||
4.50%, 11/01/48 |
1,867 | 1,901,241 | ||||||
4.50%, 12/01/48 |
1,470 | 1,481,787 | ||||||
4.50%, 01/01/49 |
1,022 | 1,029,335 | ||||||
4.50%, 02/01/49 |
1,056 | 1,070,186 | ||||||
4.50%, 03/01/49 |
2,684 | 2,733,415 | ||||||
5.00%, 11/01/22 |
0 | (c) | 15 | |||||
5.00%, 12/01/22 |
0 | (c) | 54 | |||||
5.00%, 05/01/23 |
0 | (c) | 336 | |||||
5.00%, 06/01/23 |
4 | 4,013 | ||||||
5.00%, 07/01/23 |
1 | 629 | ||||||
5.00%, 08/01/23 |
0 | (c) | 216 | |||||
5.00%, 12/01/23 |
4 | 3,800 | ||||||
5.00%, 01/01/24 |
0 | (c) | 365 | |||||
5.00%, 07/01/24 |
0 | (c) | 332 | |||||
5.00%, 10/01/24 |
3 | 3,014 | ||||||
5.00%, 12/01/24 |
2 | 1,630 | ||||||
5.00%, 06/01/25 |
2 | 1,629 | ||||||
5.00%, 08/01/25 |
277 | 282,186 | ||||||
5.00%, 06/01/26 |
12 | 12,571 | ||||||
5.00%, 02/01/30 |
4 | 4,605 |
90 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 04/01/33 |
$ | 2 | $ | 2,235 | ||||
5.00%, 06/01/33 |
217 | 224,161 | ||||||
5.00%, 08/01/33 |
45 | 46,216 | ||||||
5.00%, 09/01/33 |
53 | 55,134 | ||||||
5.00%, 10/01/33 |
105 | 108,536 | ||||||
5.00%, 11/01/33 |
50 | 51,329 | ||||||
5.00%, 12/01/33 |
495 | 511,327 | ||||||
5.00%, 01/01/34 |
6 | 6,260 | ||||||
5.00%, 03/01/34 |
14 | 14,345 | ||||||
5.00%, 04/01/34 |
13 | 13,093 | ||||||
5.00%, 05/01/34 |
58 | 59,617 | ||||||
5.00%, 06/01/34 |
22 | 23,927 | ||||||
5.00%, 11/01/34 |
6 | 6,134 | ||||||
5.00%, 12/01/34 |
9 | 8,808 | ||||||
5.00%, 01/01/35 |
4 | 4,412 | ||||||
5.00%, 02/01/35 |
5 | 4,767 | ||||||
5.00%, 04/01/35 |
3 | 3,436 | ||||||
5.00%, 05/01/35 |
14 | 14,662 | ||||||
5.00%, 06/01/35 |
10 | 10,588 | ||||||
5.00%, 07/01/35 |
2,584 | 2,676,785 | ||||||
5.00%, 08/01/35 |
493 | 510,724 | ||||||
5.00%, 09/01/35 |
98 | 101,375 | ||||||
5.00%, 10/01/35 |
10 | 11,042 | ||||||
5.00%, 11/01/35 |
30 | 32,319 | ||||||
5.00%, 12/01/35 |
57 | 60,053 | ||||||
5.00%, 01/01/36 |
342 | 353,780 | ||||||
5.00%, 03/01/36 |
1 | 1,469 | ||||||
5.00%, 04/01/36 |
10 | 10,017 | ||||||
5.00%, 06/01/36 |
41 | 41,948 | ||||||
5.00%, 07/01/36 |
0 | (c) | 431 | |||||
5.00%, 08/01/36 |
19 | 19,904 | ||||||
5.00%, 10/01/36 |
30 | 31,000 | ||||||
5.00%, 11/01/36 |
873 | 903,752 | ||||||
5.00%, 01/01/37 |
475 | 491,959 | ||||||
5.00%, 02/01/37 |
411 | 425,586 | ||||||
5.00%, 06/01/37 |
18 | 18,456 | ||||||
5.00%, 01/01/38 |
5 | 4,874 | ||||||
5.00%, 02/01/38 |
654 | 677,876 | ||||||
5.00%, 03/01/38 |
2,627 | 2,738,310 | ||||||
5.00%, 04/01/38 |
51 | 53,886 | ||||||
5.00%, 05/01/38 |
3 | 2,753 | ||||||
5.00%, 06/01/38 |
7 | 7,293 | ||||||
5.00%, 09/01/38 |
12 | 11,397 | ||||||
5.00%, 11/01/38 |
10 | 10,932 | ||||||
5.00%, 12/01/38 |
370 | 385,520 | ||||||
5.00%, 01/01/39 |
138 | 144,087 | ||||||
5.00%, 02/01/39 |
29 | 30,019 | ||||||
5.00%, 03/01/39 |
13 | 13,667 | ||||||
5.00%, 05/01/39 |
79 | 82,151 | ||||||
5.00%, 06/01/39 |
2 | 2,167 | ||||||
5.00%, 07/01/39 |
16 | 17,142 | ||||||
5.00%, 08/01/39 |
3,585 | 3,738,767 | ||||||
5.00%, 09/01/39 |
32 | 33,608 | ||||||
5.00%, 10/01/39 |
445 | 464,675 | ||||||
5.00%, 12/01/39 |
20 | 20,817 | ||||||
5.00%, 01/01/40 |
256 | 266,777 | ||||||
5.00%, 02/01/40 |
65 | 68,699 | ||||||
5.00%, 03/01/40 |
1,210 | 1,264,531 | ||||||
5.00%, 04/01/40 |
122 | 128,058 | ||||||
5.00%, 06/01/40 |
3 | 2,793 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 07/01/40 |
$ | 156 | $ | 161,571 | ||||
5.00%, 08/01/40 |
1,743 | 1,820,988 | ||||||
5.00%, 09/01/40 |
888 | 928,827 | ||||||
5.00%, 11/01/40 |
71 | 74,527 | ||||||
5.00%, 02/01/41 |
236 | 247,423 | ||||||
5.00%, 03/01/41 |
2 | 2,136 | ||||||
5.00%, 04/01/41 |
72 | 75,084 | ||||||
5.00%, 05/01/41 |
3 | 3,442 | ||||||
5.00%, 07/01/41 |
281 | 293,884 | ||||||
5.00%, 08/01/41 |
1,227 | 1,283,173 | ||||||
5.00%, 09/01/41 |
143 | 149,661 | ||||||
5.00%, 10/01/41 |
99 | 103,302 | ||||||
5.00%, 04/01/44 |
61 | 63,194 | ||||||
5.00%, 03/01/47 |
2,409 | 2,484,443 | ||||||
5.00%, 05/01/47 |
24 | 24,235 | ||||||
5.00%, 07/01/47 |
1,469 | 1,500,140 | ||||||
5.00%, 03/01/48 |
818 | 836,948 | ||||||
5.00%, 04/01/48 |
1,910 | 1,950,839 | ||||||
5.00%, 05/01/48 |
897 | 916,700 | ||||||
5.00%, 06/01/48 |
346 | 359,689 | ||||||
5.00%, 07/01/48 |
747 | 762,639 | ||||||
5.00%, 08/01/48 |
3,709 | 3,788,238 | ||||||
5.00%, 09/01/48 |
809 | 835,652 | ||||||
5.00%, 10/01/48 |
2,305 | 2,367,681 | ||||||
5.00%, 11/01/48 |
760 | 782,281 | ||||||
5.00%, 01/01/49 |
1,884 | 1,946,549 | ||||||
5.00%, 02/01/49 |
788 | 805,105 | ||||||
5.00%, 04/01/49 |
177 | 180,393 | ||||||
5.50%, 10/01/22 |
0 | (c) | 7 | |||||
5.50%, 01/01/23 |
0 | (c) | 13 | |||||
5.50%, 04/01/23 |
0 | (c) | 268 | |||||
5.50%, 07/01/24 |
0 | (c) | 93 | |||||
5.50%, 02/01/29 |
0 | (c) | 371 | |||||
5.50%, 04/01/29 |
3 | 3,144 | ||||||
5.50%, 07/01/31 |
0 | (c) | 167 | |||||
5.50%, 11/01/31 |
0 | (c) | 156 | |||||
5.50%, 12/01/31 |
1 | 1,226 | ||||||
5.50%, 01/01/32 |
0 | (c) | 104 | |||||
5.50%, 02/01/32 |
1 | 778 | ||||||
5.50%, 04/01/32 |
11 | 11,459 | ||||||
5.50%, 09/01/32 |
34 | 34,825 | ||||||
5.50%, 10/01/32 |
13 | 13,439 | ||||||
5.50%, 11/01/32 |
1 | 733 | ||||||
5.50%, 12/01/32 |
38 | 40,551 | ||||||
5.50%, 01/01/33 |
6 | 6,665 | ||||||
5.50%, 03/01/33 |
3 | 3,608 | ||||||
5.50%, 04/01/33 |
12 | 12,661 | ||||||
5.50%, 05/01/33 |
6 | 6,805 | ||||||
5.50%, 06/01/33 |
19 | 19,715 | ||||||
5.50%, 07/01/33 |
19 | 19,085 | ||||||
5.50%, 08/01/33 |
2 | 1,678 | ||||||
5.50%, 09/01/33 |
1 | 526 | ||||||
5.50%, 10/01/33 |
142 | 150,078 | ||||||
5.50%, 11/01/33 |
11 | 11,618 | ||||||
5.50%, 12/01/33 |
1 | 631 | ||||||
5.50%, 01/01/34 |
59 | 62,162 | ||||||
5.50%, 02/01/34 |
636 | 667,696 | ||||||
5.50%, 03/01/34 |
232 | 244,861 | ||||||
5.50%, 07/01/34 |
8 | 9,276 | ||||||
5.50%, 08/01/34 |
10 | 10,018 |
S C H E D U L E O F I N V E S T M E N T S |
91 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.50%, 09/01/34 |
$ | 2 | $ | 1,581 | ||||
5.50%, 10/01/34 |
120 | 126,255 | ||||||
5.50%, 11/01/34 |
1 | 1,669 | ||||||
5.50%, 12/01/34 |
220 | 231,065 | ||||||
5.50%, 01/01/35 |
1,448 | 1,525,176 | ||||||
5.50%, 02/01/35 |
401 | 421,644 | ||||||
5.50%, 03/01/35 |
12 | 12,588 | ||||||
5.50%, 04/01/35 |
206 | 217,150 | ||||||
5.50%, 05/01/35 |
655 | 693,011 | ||||||
5.50%, 06/01/35 |
1,734 | 1,833,718 | ||||||
5.50%, 07/01/35 |
11 | 11,689 | ||||||
5.50%, 08/01/35 |
91 | 96,519 | ||||||
5.50%, 09/01/35 |
6 | 5,992 | ||||||
5.50%, 10/01/35 |
100 | 105,518 | ||||||
5.50%, 11/01/35 |
18 | 18,132 | ||||||
5.50%, 12/01/35 |
368 | 389,497 | ||||||
5.50%, 01/01/36 |
18 | 19,468 | ||||||
5.50%, 02/01/36 |
8 | 9,250 | ||||||
5.50%, 03/01/36 |
34 | 34,917 | ||||||
5.50%, 04/01/36 |
4 | 4,145 | ||||||
5.50%, 05/01/36 |
502 | 531,505 | ||||||
5.50%, 06/01/36 |
15 | 15,843 | ||||||
5.50%, 07/01/36 |
758 | 803,962 | ||||||
5.50%, 08/01/36 |
94 | 99,817 | ||||||
5.50%, 09/01/36 |
0 | (c) | 179 | |||||
5.50%, 11/01/36 |
12 | 12,334 | ||||||
5.50%, 12/01/36 |
6 | 7,328 | ||||||
5.50%, 01/01/37 |
79 | 83,584 | ||||||
5.50%, 02/01/37 |
15 | 15,066 | ||||||
5.50%, 03/01/37 |
4 | 4,594 | ||||||
5.50%, 04/01/37 |
15 | 15,524 | ||||||
5.50%, 05/01/37 |
48 | 50,174 | ||||||
5.50%, 07/01/37 |
7 | 8,458 | ||||||
5.50%, 09/01/37 |
8 | 8,688 | ||||||
5.50%, 11/01/37 |
16 | 18,062 | ||||||
5.50%, 12/01/37 |
9 | 9,840 | ||||||
5.50%, 01/01/38 |
30 | 31,722 | ||||||
5.50%, 02/01/38 |
6 | 6,177 | ||||||
5.50%, 04/01/38 |
792 | 840,404 | ||||||
5.50%, 05/01/38 |
320 | 339,784 | ||||||
5.50%, 06/01/38 |
40 | 43,506 | ||||||
5.50%, 07/01/38 |
114 | 120,477 | ||||||
5.50%, 08/01/38 |
31 | 32,669 | ||||||
5.50%, 09/01/38 |
100 | 106,128 | ||||||
5.50%, 10/01/38 |
31 | 33,027 | ||||||
5.50%, 11/01/38 |
17 | 17,664 | ||||||
5.50%, 12/01/38 |
114 | 121,798 | ||||||
5.50%, 01/01/39 |
1,582 | 1,666,544 | ||||||
5.50%, 02/01/39 |
61 | 64,852 | ||||||
5.50%, 03/01/39 |
1 | 1,183 | ||||||
5.50%, 04/01/39 |
18 | 19,150 | ||||||
5.50%, 05/01/39 |
19 | 20,483 | ||||||
5.50%, 06/01/39 |
33 | 35,297 | ||||||
5.50%, 09/01/39 |
536 | 567,689 | ||||||
5.50%, 10/01/39 |
5 | 5,346 | ||||||
5.50%, 11/01/39 |
1,228 | 1,301,324 | ||||||
5.50%, 12/01/39 |
109 | 112,053 | ||||||
5.50%, 01/01/40 |
89 | 94,201 | ||||||
5.50%, 02/01/40 |
29 | 30,396 | ||||||
5.50%, 03/01/40 |
7 | 7,014 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.50%, 05/01/40 |
$ | 12 | $ | 12,165 | ||||
5.50%, 06/01/40 |
29 | 30,737 | ||||||
5.50%, 03/01/41 |
10 | 10,285 | ||||||
5.50%, 06/01/41 |
3,856 | 4,081,568 | ||||||
6.00%, 12/01/22 |
1 | 1,403 | ||||||
6.00%, 10/01/25 |
0 | (c) | 81 | |||||
6.00%, 11/01/25 |
0 | (c) | 84 | |||||
6.00%, 02/01/26 |
1 | 554 | ||||||
6.00%, 08/01/26 |
1 | 912 | ||||||
6.00%, 02/01/28 |
0 | (c) | 52 | |||||
6.00%, 04/01/28 |
2 | 1,416 | ||||||
6.00%, 06/01/28 |
2 | 2,236 | ||||||
6.00%, 07/01/28 |
3 | 2,883 | ||||||
6.00%, 11/01/28 |
1 | 668 | ||||||
6.00%, 12/01/28 |
0 | (c) | 323 | |||||
6.00%, 01/01/29 |
6 | 5,622 | ||||||
6.00%, 02/01/29 |
0 | (c) | 71 | |||||
6.00%, 03/01/29 |
4 | 4,242 | ||||||
6.00%, 05/01/29 |
5 | 4,720 | ||||||
6.00%, 06/01/29 |
0 | (c) | 326 | |||||
6.00%, 07/01/29 |
1 | 1,345 | ||||||
6.00%, 09/01/29 |
0 | (c) | 414 | |||||
6.00%, 12/01/30 |
5 | 4,794 | ||||||
6.00%, 03/01/31 |
1 | 852 | ||||||
6.00%, 04/01/31 |
0 | (c) | 311 | |||||
6.00%, 06/01/31 |
1 | 982 | ||||||
6.00%, 10/01/31 |
0 | (c) | 319 | |||||
6.00%, 12/01/31 |
1 | 842 | ||||||
6.00%, 01/01/32 |
22 | 22,721 | ||||||
6.00%, 02/01/32 |
3 | 3,702 | ||||||
6.00%, 03/01/32 |
16 | 17,129 | ||||||
6.00%, 04/01/32 |
1 | 570 | ||||||
6.00%, 09/01/32 |
3 | 2,889 | ||||||
6.00%, 10/01/32 |
4 | 4,246 | ||||||
6.00%, 11/01/32 |
4 | 4,559 | ||||||
6.00%, 12/01/32 |
64 | 67,041 | ||||||
6.00%, 01/01/33 |
4 | 3,710 | ||||||
6.00%, 02/01/33 |
5 | 5,444 | ||||||
6.00%, 03/01/33 |
5 | 5,408 | ||||||
6.00%, 04/01/33 |
3 | 2,978 | ||||||
6.00%, 05/01/33 |
0 | (c) | 150 | |||||
6.00%, 09/01/33 |
4 | 4,037 | ||||||
6.00%, 10/01/33 |
12 | 13,703 | ||||||
6.00%, 11/01/33 |
16 | 15,676 | ||||||
6.00%, 05/01/34 |
9 | 9,729 | ||||||
6.00%, 06/01/34 |
13 | 13,684 | ||||||
6.00%, 07/01/34 |
11 | 11,456 | ||||||
6.00%, 08/01/34 |
3 | 3,257 | ||||||
6.00%, 10/01/34 |
8 | 8,505 | ||||||
6.00%, 12/01/34 |
2 | 2,651 | ||||||
6.00%, 05/01/35 |
10 | 10,408 | ||||||
6.00%, 06/01/35 |
4 | 3,650 | ||||||
6.00%, 07/01/35 |
3 | 2,574 | ||||||
6.00%, 08/01/35 |
22 | 23,876 | ||||||
6.00%, 09/01/35 |
2 | 2,354 | ||||||
6.00%, 12/01/35 |
6 | 6,490 | ||||||
6.00%, 01/01/36 |
4 | 4,170 | ||||||
6.00%, 02/01/36 |
6 | 6,823 | ||||||
6.00%, 03/01/36 |
2 | 1,936 | ||||||
6.00%, 05/01/36 |
9 | 10,481 |
92 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.00%, 06/01/36 |
$ | 17 | $ | 18,489 | ||||
6.00%, 07/01/36 |
10 | 10,146 | ||||||
6.00%, 08/01/36 |
3 | 3,051 | ||||||
6.00%, 09/01/36 |
304 | 325,917 | ||||||
6.00%, 10/01/36 |
409 | 435,957 | ||||||
6.00%, 11/01/36 |
23 | 24,416 | ||||||
6.00%, 12/01/36 |
72 | 76,316 | ||||||
6.00%, 01/01/37 |
1 | 1,922 | ||||||
6.00%, 02/01/37 |
283 | 303,427 | ||||||
6.00%, 03/01/37 |
5 | 4,816 | ||||||
6.00%, 05/01/37 |
7 | 7,120 | ||||||
6.00%, 07/01/37 |
5 | 5,326 | ||||||
6.00%, 08/01/37 |
7 | 8,119 | ||||||
6.00%, 09/01/37 |
8 | 7,950 | ||||||
6.00%, 10/01/37 |
20 | 20,914 | ||||||
6.00%, 11/01/37 |
11 | 11,965 | ||||||
6.00%, 12/01/37 |
50 | 53,976 | ||||||
6.00%, 01/01/38 |
59 | 64,084 | ||||||
6.00%, 02/01/38 |
1 | 1,476 | ||||||
6.00%, 04/01/38 |
31 | 33,026 | ||||||
6.00%, 05/01/38 |
34 | 36,740 | ||||||
6.00%, 06/01/38 |
16 | 16,730 | ||||||
6.00%, 07/01/38 |
18 | 20,253 | ||||||
6.00%, 08/01/38 |
15 | 16,387 | ||||||
6.00%, 09/01/38 |
1,353 | 1,454,550 | ||||||
6.00%, 10/01/38 |
1 | 818 | ||||||
6.00%, 11/01/38 |
5 | 5,878 | ||||||
6.00%, 12/01/38 |
2 | 2,087 | ||||||
6.00%, 01/01/39 |
7 | 7,288 | ||||||
6.00%, 02/01/39 |
2 | 2,047 | ||||||
6.00%, 11/01/39 |
4 | 4,594 | ||||||
6.00%, 12/01/39 |
1 | 969 | ||||||
6.00%, 04/01/40 |
7 | 7,441 | ||||||
6.00%, 07/01/40 |
3,872 | 4,155,763 | ||||||
6.50%, 03/01/24 |
0 | (c) | 197 | |||||
6.50%, 04/01/24 |
0 | (c) | 75 | |||||
6.50%, 06/01/24 |
0 | (c) | 61 | |||||
6.50%, 07/01/24 |
0 | (c) | 332 | |||||
6.50%, 09/01/24 |
2 | 2,369 | ||||||
6.50%, 12/01/25 |
0 | (c) | 89 | |||||
6.50%, 01/01/26 |
0 | (c) | 98 | |||||
6.50%, 02/01/26 |
0 | (c) | 177 | |||||
6.50%, 03/01/26 |
0 | (c) | 199 | |||||
6.50%, 04/01/26 |
1 | 1,014 | ||||||
6.50%, 03/01/27 |
0 | (c) | 304 | |||||
6.50%, 04/01/28 |
0 | (c) | 200 | |||||
6.50%, 05/01/28 |
1 | 607 | ||||||
6.50%, 06/01/28 |
0 | (c) | 390 | |||||
6.50%, 07/01/28 |
1 | 816 | ||||||
6.50%, 09/01/28 |
0 | (c) | 568 | |||||
6.50%, 10/01/28 |
0 | (c) | 645 | |||||
6.50%, 12/01/28 |
2 | 2,077 | ||||||
6.50%, 01/01/29 |
4 | 3,362 | ||||||
6.50%, 02/01/29 |
3 | 2,912 | ||||||
6.50%, 03/01/29 |
4 | 3,540 | ||||||
6.50%, 04/01/29 |
4 | 3,938 | ||||||
6.50%, 05/01/29 |
0 | (c) | 1,122 | |||||
6.50%, 06/01/29 |
0 | (c) | 630 | |||||
6.50%, 07/01/29 |
0 | (c) | 619 | |||||
6.50%, 08/01/29 |
3 | 3,299 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.50%, 09/01/29 |
$ | 5 | $ | 5,033 | ||||
6.50%, 08/01/30 |
1 | 909 | ||||||
6.50%, 01/01/31 |
0 | (c) | 135 | |||||
6.50%, 03/01/31 |
0 | (c) | 387 | |||||
6.50%, 05/01/31 |
1 | 885 | ||||||
6.50%, 06/01/31 |
8 | 8,828 | ||||||
6.50%, 07/01/31 |
2 | 1,840 | ||||||
6.50%, 08/01/31 |
3 | 2,885 | ||||||
6.50%, 09/01/31 |
2 | 1,298 | ||||||
6.50%, 10/01/31 |
0 | (c) | 387 | |||||
6.50%, 11/01/31 |
0 | (c) | 520 | |||||
6.50%, 12/01/31 |
6 | 6,458 | ||||||
6.50%, 01/01/32 |
0 | (c) | 46 | |||||
6.50%, 02/01/32 |
3 | 3,508 | ||||||
6.50%, 03/01/32 |
3 | 3,795 | ||||||
6.50%, 04/01/32 |
2 | 2,426 | ||||||
6.50%, 05/01/32 |
0 | (c) | 186 | |||||
6.50%, 07/01/32 |
1 | 812 | ||||||
6.50%, 08/01/32 |
9 | 8,685 | ||||||
6.50%, 09/01/32 |
1 | 1,273 | ||||||
6.50%, 10/01/32 |
2 | 2,218 | ||||||
6.50%, 11/01/32 |
1 | 800 | ||||||
6.50%, 12/01/32 |
3 | 3,164 | ||||||
6.50%, 12/01/33 |
6 | 6,589 | ||||||
6.50%, 04/01/34 |
20 | 21,466 | ||||||
6.50%, 07/01/34 |
2 | 1,991 | ||||||
6.50%, 09/01/34 |
3 | 4,050 | ||||||
6.50%, 01/01/35 |
2 | 2,713 | ||||||
6.50%, 04/01/35 |
1 | 749 | ||||||
6.50%, 08/01/35 |
6 | 6,078 | ||||||
6.50%, 02/01/36 |
0 | (c) | 488 | |||||
6.50%, 06/01/36 |
1 | 1,342 | ||||||
6.50%, 08/01/36 |
1 | 1,447 | ||||||
6.50%, 09/01/36 |
35 | 37,740 | ||||||
6.50%, 10/01/36 |
11 | 12,010 | ||||||
6.50%, 11/01/36 |
1 | 903 | ||||||
6.50%, 08/01/37 |
3 | 3,141 | ||||||
6.50%, 10/01/37 |
10 | 10,547 | ||||||
6.50%, 11/01/37 |
4 | 3,898 | ||||||
6.50%, 12/01/37 |
15 | 16,594 | ||||||
6.50%, 01/01/38 |
1 | 908 | ||||||
6.50%, 02/01/38 |
18 | 19,299 | ||||||
6.50%, 07/01/38 |
2 | 1,759 | ||||||
6.50%, 08/01/38 |
1 | 1,129 | ||||||
6.50%, 10/01/38 |
1 | 550 | ||||||
6.50%, 12/01/38 |
2 | 2,704 | ||||||
6.50%, 01/01/39 |
11 | 11,409 | ||||||
6.50%, 09/01/39 |
18 | 19,924 | ||||||
7.00%, 04/01/23 |
0 | (c) | 52 | |||||
7.00%, 07/01/23 |
0 | (c) | 75 | |||||
7.00%, 09/01/23 |
0 | (c) | 19 | |||||
7.00%, 02/01/24 |
0 | (c) | 7 | |||||
7.00%, 05/01/24 |
0 | (c) | 97 | |||||
7.00%, 07/01/24 |
0 | (c) | 51 | |||||
7.00%, 12/01/25 |
0 | (c) | 9 | |||||
7.00%, 03/01/26 |
1 | 1,077 | ||||||
7.00%, 06/01/26 |
0 | (c) | 162 | |||||
7.00%, 12/01/26 |
0 | (c) | 144 | |||||
7.00%, 01/01/27 |
0 | (c) | 103 | |||||
7.00%, 02/01/27 |
0 | (c) | 474 |
S C H E D U L E O F I N V E S T M E N T S |
93 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
7.00%, 03/01/27 |
$ | 0 | (c) | $ | 144 | |||
7.00%, 04/01/27 |
0 | (c) | 34 | |||||
7.00%, 05/01/27 |
0 | (c) | 57 | |||||
7.00%, 09/01/27 |
1 | 735 | ||||||
7.00%, 10/01/27 |
0 | (c) | 279 | |||||
7.00%, 11/01/27 |
0 | (c) | 324 | |||||
7.00%, 12/01/27 |
1 | 761 | ||||||
7.00%, 05/01/28 |
1 | 581 | ||||||
7.00%, 07/01/28 |
0 | (c) | 25 | |||||
7.00%, 10/01/28 |
0 | (c) | 335 | |||||
7.00%, 11/01/28 |
1 | 809 | ||||||
7.00%, 12/01/28 |
2 | 1,846 | ||||||
7.00%, 03/01/29 |
0 | (c) | 222 | |||||
7.00%, 06/01/29 |
1 | 1,585 | ||||||
7.00%, 07/01/29 |
2 | 2,782 | ||||||
7.00%, 09/01/29 |
0 | (c) | 196 | |||||
7.00%, 10/01/29 |
1 | 1,180 | ||||||
7.00%, 01/01/30 |
0 | (c) | 16 | |||||
7.00%, 02/01/30 |
0 | (c) | 101 | |||||
7.00%, 05/01/30 |
0 | (c) | 124 | |||||
7.00%, 12/01/30 |
0 | (c) | 485 | |||||
7.00%, 01/01/31 |
1 | 793 | ||||||
7.00%, 02/01/31 |
1 | 755 | ||||||
7.00%, 05/01/31 |
0 | (c) | 480 | |||||
7.00%, 07/01/31 |
1 | 1,272 | ||||||
7.00%, 08/01/31 |
1 | 1,427 | ||||||
7.00%, 09/01/31 |
2 | 2,058 | ||||||
7.00%, 12/01/31 |
1 | 1,782 | ||||||
7.00%, 02/01/32 |
1 | 1,522 | ||||||
7.00%, 03/01/32 |
3 | 3,302 | ||||||
7.00%, 05/01/32 |
1 | 1,590 | ||||||
7.00%, 06/01/32 |
1 | 1,714 | ||||||
7.00%, 07/01/32 |
3 | 3,701 | ||||||
7.00%, 08/01/32 |
3 | 2,760 | ||||||
7.00%, 09/01/32 |
1 | 685 | ||||||
7.00%, 11/01/32 |
1 | 913 | ||||||
7.00%, 10/01/33 |
9 | 9,830 | ||||||
7.00%, 11/01/36 |
2 | 1,996 | ||||||
7.00%, 12/01/36 |
6 | 6,340 | ||||||
7.00%, 09/01/38 |
2 | 1,774 | ||||||
7.50%, 04/01/23 |
0 | (c) | 156 | |||||
7.50%, 01/01/24 |
0 | (c) | 5 | |||||
7.50%, 05/01/24 |
0 | (c) | 17 | |||||
7.50%, 06/01/24 |
0 | (c) | 8 | |||||
7.50%, 11/01/25 |
0 | (c) | 159 | |||||
7.50%, 01/01/26 |
0 | (c) | 409 | |||||
7.50%, 03/01/26 |
0 | (c) | 201 | |||||
7.50%, 04/01/26 |
0 | (c) | 94 | |||||
7.50%, 05/01/26 |
0 | (c) | 153 | |||||
7.50%, 10/01/26 |
0 | (c) | 163 | |||||
7.50%, 12/01/26 |
0 | (c) | 22 | |||||
7.50%, 04/01/27 |
0 | (c) | 106 | |||||
7.50%, 06/01/27 |
0 | (c) | 70 | |||||
7.50%, 08/01/27 |
0 | (c) | 199 | |||||
7.50%, 09/01/27 |
0 | (c) | 48 | |||||
7.50%, 12/01/27 |
0 | (c) | 460 | |||||
7.50%, 03/01/28 |
1 | 793 | ||||||
7.50%, 07/01/28 |
0 | (c) | 154 | |||||
7.50%, 11/01/28 |
0 | (c) | 164 | |||||
7.50%, 07/01/29 |
7 | 7,540 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
7.50%, 12/01/29 |
$ | 0 | (c) | $ | 67 | |||
7.50%, 01/01/30 |
0 | (c) | 161 | |||||
7.50%, 03/01/30 |
0 | (c) | 74 | |||||
7.50%, 05/01/30 |
0 | (c) | 89 | |||||
7.50%, 06/01/30 |
0 | (c) | 32 | |||||
7.50%, 07/01/30 |
0 | (c) | 11 | |||||
7.50%, 08/01/30 |
0 | (c) | 639 | |||||
7.50%, 09/01/30 |
1 | 1,269 | ||||||
7.50%, 10/01/30 |
1 | 670 | ||||||
7.50%, 11/01/30 |
1 | 1,009 | ||||||
7.50%, 12/01/30 |
1 | 705 | ||||||
7.50%, 01/01/31 |
0 | (c) | 36 | |||||
7.50%, 02/01/31 |
0 | (c) | 83 | |||||
7.50%, 09/01/31 |
1 | 1,224 | ||||||
7.50%, 01/01/32 |
1 | 1,527 | ||||||
8.00%, 11/01/22 |
0 | (c) | 1 | |||||
8.00%, 12/01/22 |
0 | (c) | 27 | |||||
8.00%, 12/01/23 |
0 | (c) | 4 | |||||
8.00%, 04/01/24 |
0 | (c) | 28 | |||||
8.00%, 05/01/24 |
0 | (c) | 16 | |||||
8.00%, 05/01/25 |
0 | (c) | 89 | |||||
8.00%, 10/01/25 |
0 | (c) | 18 | |||||
8.00%, 11/01/25 |
0 | (c) | 322 | |||||
8.00%, 09/01/26 |
1 | 526 | ||||||
8.00%, 10/01/26 |
0 | (c) | 119 | |||||
8.00%, 11/01/26 |
0 | (c) | 278 | |||||
8.00%, 03/01/27 |
0 | (c) | 242 | |||||
8.00%, 05/01/27 |
0 | (c) | 247 | |||||
8.00%, 06/01/27 |
0 | (c) | 112 | |||||
8.00%, 09/01/27 |
0 | (c) | 138 | |||||
8.00%, 11/01/27 |
0 | (c) | 58 | |||||
8.00%, 10/01/29 |
0 | (c) | 78 | |||||
8.00%, 11/01/29 |
0 | (c) | 433 | |||||
8.00%, 12/01/29 |
0 | (c) | 141 | |||||
8.00%, 01/01/30 |
0 | (c) | 63 | |||||
8.00%, 03/01/30 |
1 | 687 | ||||||
8.00%, 07/01/30 |
0 | (c) | 51 | |||||
8.00%, 06/01/31 |
1 | 1,276 | ||||||
8.50%, 03/01/23 |
0 | (c) | 18 | |||||
8.50%, 06/01/24 |
0 | (c) | 9 | |||||
8.50%, 11/01/24 |
0 | (c) | 37 | |||||
8.50%, 01/01/25 |
0 | (c) | 48 | |||||
8.50%, 03/01/25 |
0 | (c) | 101 | |||||
8.50%, 06/01/25 |
0 | (c) | 38 | |||||
8.50%, 09/01/25 |
0 | (c) | 117 | |||||
8.50%, 07/01/30 |
0 | (c) | 221 | |||||
9.00%, 04/01/25 |
0 | (c) | 69 | |||||
9.00%, 10/01/25 |
0 | (c) | 59 | |||||
9.50%, 06/01/25 |
0 | (c) | 41 | |||||
10.00%, 04/01/25 |
0 | (c) | 32 | |||||
Federal National Mortgage Association |
||||||||
2.07%, 09/01/41, (12 mo. LIBOR US + 1.815%)(b) |
45 | 46,551 | ||||||
2.07%, 10/01/41, (12 mo. LIBOR US + 1.815%)(b) |
574 | 592,596 | ||||||
2.24%, 02/01/42, (12 mo. LIBOR US + 1.805%)(b) |
338 | 342,748 | ||||||
2.50%, 12/01/31 |
342 | 328,009 | ||||||
2.51%, 12/01/38, (12 mo. LIBOR US + 1.817%)(b) |
194 | 195,140 | ||||||
3.00%, 07/01/30 |
1,403 | 1,371,131 | ||||||
3.00%, 08/01/31 |
36 | 34,875 | ||||||
3.00%, 09/01/34 |
6,837 | 6,645,808 | ||||||
3.00%, 02/01/47 |
7,327 | 6,933,608 |
94 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 03/01/47 |
$ | 5,147 | $ | 4,799,678 | ||||
3.00%, 05/01/52 |
14,654 | 13,575,034 | ||||||
3.38%, 06/01/43, (12 mo. LIBOR US + 1.535%)(b) |
781 | 793,558 | ||||||
3.50%, 05/01/32 |
348 | 342,456 | ||||||
3.50%, 02/01/35 |
762 | 752,640 | ||||||
3.50%, 09/01/46 |
114 | 112,302 | ||||||
3.50%, 01/01/47 |
585 | 575,076 | ||||||
3.50%, 11/01/51 |
6,196 | 6,027,254 | ||||||
3.50%, 06/01/52 |
14,949 | 14,272,589 | ||||||
3.51%, 08/01/41, (12 mo. LIBOR US + 1.750%)(b) |
66 | 67,259 | ||||||
3.95%, 08/01/42, (12 mo. LIBOR US + 1.695%)(b) |
654 | 670,877 | ||||||
4.00%, 02/01/47 |
8,190 | 8,173,349 | ||||||
4.00%, 07/01/52 |
8,917 | 8,719,256 | ||||||
4.00%, 09/01/52 |
10,700 | 10,441,562 | ||||||
4.00%, 01/01/57 |
4,748 | 4,736,908 | ||||||
4.00%, 02/01/57 |
5,365 | 5,351,609 | ||||||
4.50%, 02/01/44 |
1,012 | 1,032,892 | ||||||
5.00%, 08/01/52 |
8,960 | 9,190,238 | ||||||
8.50%, 10/01/22 |
0 | (c) | 1 | |||||
Government National Mortgage Association |
||||||||
1.50%, 04/20/51 |
551 | 468,398 | ||||||
2.00%, 07/20/50 |
8,857 | 7,849,439 | ||||||
2.00%, 08/20/50 |
75,763 | 67,142,843 | ||||||
2.00%, 09/20/50 |
5,153 | 4,566,435 | ||||||
2.00%, 10/20/50 |
670 | 593,386 | ||||||
2.00%, 11/20/50 |
23,649 | 20,957,974 | ||||||
2.00%, 12/20/50 |
54,547 | 48,340,965 | ||||||
2.00%, 01/20/51 |
18,395 | 16,301,623 | ||||||
2.00%, 02/20/51 |
28,871 | 25,648,068 | ||||||
2.00%, 06/20/51 |
2,984 | 2,647,144 | ||||||
2.00%, 07/20/51 |
1,607 | 1,425,157 | ||||||
2.00%, 08/20/51 |
3,798 | 3,366,900 | ||||||
2.00%, 10/20/51 |
310,325 | 274,916,730 | ||||||
2.00%, 11/20/51 |
37,037 | 32,800,026 | ||||||
2.00%, 12/20/51 |
308,871 | 273,437,677 | ||||||
2.00%, 01/20/52 |
19,779 | 17,503,450 | ||||||
2.00%, 03/20/52 |
49,990 | 44,130,401 | ||||||
2.00%, 04/20/52 |
32,120 | 28,355,349 | ||||||
2.00%, 06/20/52 |
9,976 | 8,806,878 | ||||||
2.00%, 09/21/52(a) |
330,415 | 291,765,479 | ||||||
2.50%, 03/20/27 |
34 | 32,303 | ||||||
2.50%, 08/20/27 |
48 | 45,212 | ||||||
2.50%, 09/20/27 |
63 | 59,587 | ||||||
2.50%, 01/20/28 |
211 | 199,780 | ||||||
2.50%, 04/20/28 |
117 | 111,169 | ||||||
2.50%, 11/20/30 |
100 | 94,727 | ||||||
2.50%, 04/20/32 |
305 | 290,518 | ||||||
2.50%, 12/20/42 |
470 | 432,851 | ||||||
2.50%, 03/15/43 |
53 | 48,555 | ||||||
2.50%, 03/20/43 |
176 | 161,996 | ||||||
2.50%, 04/15/43 |
31 | 28,720 | ||||||
2.50%, 01/20/45 |
20 | 18,324 | ||||||
2.50%, 04/15/45 |
39 | 35,599 | ||||||
2.50%, 06/15/45 |
64 | 59,109 | ||||||
2.50%, 10/20/45 |
11,021 | 10,153,132 | ||||||
2.50%, 09/15/46 |
17 | 15,051 | ||||||
2.50%, 10/15/46 |
383 | 349,003 | ||||||
2.50%, 11/20/46 |
225 | 208,673 | ||||||
2.50%, 12/20/46 |
10,129 | 9,385,647 | ||||||
2.50%, 01/20/47 |
4,703 | 4,358,182 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
2.50%, 11/20/47 |
$ | 105 | $ | 97,009 | ||||
2.50%, 10/20/49 |
2,261 | 2,065,237 | ||||||
2.50%, 04/20/50 |
15,743 | 14,469,208 | ||||||
2.50%, 06/20/50 |
17,745 | 16,308,885 | ||||||
2.50%, 08/20/50 |
10,550 | 9,695,774 | ||||||
2.50%, 09/20/50 |
28,945 | 26,602,020 | ||||||
2.50%, 01/20/51 |
79,662 | 73,214,824 | ||||||
2.50%, 02/20/51 |
81,887 | 75,035,506 | ||||||
2.50%, 05/20/51 |
213,629 | 195,556,632 | ||||||
2.50%, 06/20/51 |
3,615 | 3,308,349 | ||||||
2.50%, 07/20/51 |
255,661 | 233,874,285 | ||||||
2.50%, 08/20/51 |
115,067 | 105,225,921 | ||||||
2.50%, 09/20/51 |
11,920 | 10,897,142 | ||||||
2.50%, 11/20/51 |
38,618 | 35,291,468 | ||||||
2.50%, 12/20/51 |
115,729 | 105,724,067 | ||||||
2.50%, 01/20/52 |
24,108 | 22,016,172 | ||||||
2.50%, 02/20/52 |
6,943 | 6,338,599 | ||||||
2.50%, 03/20/52 |
19,792 | 18,063,287 | ||||||
2.50%, 04/20/52 |
20,994 | 19,150,439 | ||||||
2.50%, 05/20/52 |
29,845 | 27,224,494 | ||||||
2.50%, 07/20/52 |
9,959 | 9,084,818 | ||||||
2.50%, 08/20/52 |
20,000 | 18,225,156 | ||||||
2.50%, 09/21/52(a) |
138,067 | 125,797,374 | ||||||
3.00%, 01/20/27 |
124 | 120,324 | ||||||
3.00%, 04/15/27 |
58 | 56,370 | ||||||
3.00%, 04/20/27 |
73 | 70,858 | ||||||
3.00%, 05/20/27 |
2,915 | 2,831,855 | ||||||
3.00%, 07/15/27 |
1,417 | 1,376,414 | ||||||
3.00%, 09/15/27 |
21 | 20,609 | ||||||
3.00%, 09/20/27 |
113 | 110,005 | ||||||
3.00%, 10/15/27 |
327 | 318,085 | ||||||
3.00%, 11/20/27 |
18 | 17,766 | ||||||
3.00%, 01/20/28 |
16 | 16,012 | ||||||
3.00%, 09/20/28 |
52 | 50,266 | ||||||
3.00%, 10/20/28 |
67 | 65,675 | ||||||
3.00%, 11/20/28 |
170 | 165,422 | ||||||
3.00%, 01/20/29 |
52 | 50,371 | ||||||
3.00%, 05/20/29 |
141 | 137,632 | ||||||
3.00%, 10/20/30 |
17 | 16,177 | ||||||
3.00%, 12/20/31 |
196 | 189,901 | ||||||
3.00%, 01/20/42 |
15 | 14,131 | ||||||
3.00%, 04/15/42 |
284 | 272,081 | ||||||
3.00%, 07/20/42 |
175 | 167,760 | ||||||
3.00%, 08/15/42 |
419 | 401,221 | ||||||
3.00%, 08/20/42 |
171 | 163,322 | ||||||
3.00%, 09/15/42 |
5,966 | 5,714,204 | ||||||
3.00%, 09/20/42 |
486 | 467,263 | ||||||
3.00%, 10/15/42 |
873 | 835,660 | ||||||
3.00%, 10/20/42 |
5,852 | 5,600,588 | ||||||
3.00%, 11/15/42 |
4,878 | 4,672,048 | ||||||
3.00%, 11/20/42 |
361 | 344,992 | ||||||
3.00%, 12/15/42 |
313 | 299,814 | ||||||
3.00%, 12/20/42 |
1,290 | 1,234,296 | ||||||
3.00%, 01/20/43 |
9,074 | 8,683,438 | ||||||
3.00%, 02/15/43 |
539 | 516,344 | ||||||
3.00%, 02/20/43 |
380 | 363,242 | ||||||
3.00%, 03/15/43 |
245 | 234,312 | ||||||
3.00%, 04/15/43 |
373 | 356,062 | ||||||
3.00%, 04/20/43 |
4,547 | 4,349,094 | ||||||
3.00%, 05/15/43 |
151 | 144,725 |
S C H E D U L E O F I N V E S T M E N T S |
95 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 06/15/43 |
$ | 69 | $ | 65,436 | ||||
3.00%, 07/15/43 |
91 | 87,172 | ||||||
3.00%, 08/15/43 |
754 | 721,172 | ||||||
3.00%, 09/15/43 |
1,420 | 1,358,565 | ||||||
3.00%, 09/20/43 |
1,033 | 988,072 | ||||||
3.00%, 11/20/43 |
37 | 35,613 | ||||||
3.00%, 12/20/43 |
10 | 9,744 | ||||||
3.00%, 01/15/44 |
354 | 339,235 | ||||||
3.00%, 01/20/44 |
3,076 | 2,942,258 | ||||||
3.00%, 02/20/44 |
1,001 | 956,907 | ||||||
3.00%, 03/20/44 |
1,056 | 1,009,968 | ||||||
3.00%, 04/20/44 |
21 | 19,638 | ||||||
3.00%, 05/15/44 |
15 | 14,134 | ||||||
3.00%, 06/20/44 |
192 | 183,222 | ||||||
3.00%, 07/20/44 |
586 | 558,721 | ||||||
3.00%, 08/20/44 |
21,332 | 20,402,141 | ||||||
3.00%, 09/20/44 |
693 | 661,200 | ||||||
3.00%, 10/15/44 |
507 | 483,621 | ||||||
3.00%, 10/20/44 |
3,632 | 3,473,518 | ||||||
3.00%, 12/20/44 |
19 | 17,850 | ||||||
3.00%, 01/20/45 |
29 | 27,570 | ||||||
3.00%, 03/15/45 |
955 | 909,676 | ||||||
3.00%, 03/20/45 |
16 | 15,055 | ||||||
3.00%, 04/20/45 |
252 | 240,054 | ||||||
3.00%, 05/15/45 |
2,326 | 2,211,986 | ||||||
3.00%, 05/20/45 |
9,215 | 8,777,430 | ||||||
3.00%, 07/15/45 |
51 | 48,355 | ||||||
3.00%, 07/20/45 |
15,036 | 14,321,265 | ||||||
3.00%, 08/15/45 |
2,146 | 2,040,988 | ||||||
3.00%, 08/20/45 |
32,726 | 31,170,538 | ||||||
3.00%, 09/20/45 |
366 | 348,916 | ||||||
3.00%, 10/20/45 |
8,637 | 8,226,757 | ||||||
3.00%, 11/20/45 |
3,747 | 3,568,757 | ||||||
3.00%, 12/20/45 |
11,672 | 11,118,065 | ||||||
3.00%, 01/20/46 |
4,610 | 4,391,054 | ||||||
3.00%, 02/20/46 |
11,730 | 11,173,137 | ||||||
3.00%, 03/20/46 |
5,067 | 4,837,991 | ||||||
3.00%, 04/20/46 |
4,292 | 4,086,934 | ||||||
3.00%, 05/20/46 |
14,971 | 14,256,949 | ||||||
3.00%, 06/20/46 |
11,129 | 10,598,487 | ||||||
3.00%, 07/15/46 |
503 | 477,861 | ||||||
3.00%, 07/20/46 |
16,463 | 15,678,422 | ||||||
3.00%, 08/20/46 |
31,756 | 30,241,677 | ||||||
3.00%, 09/20/46 |
25,640 | 24,417,040 | ||||||
3.00%, 10/20/46 |
8,945 | 8,518,099 | ||||||
3.00%, 11/15/46 |
146 | 139,140 | ||||||
3.00%, 11/20/46 |
17,124 | 16,307,456 | ||||||
3.00%, 12/15/46 |
5,392 | 5,127,565 | ||||||
3.00%, 12/20/46 |
31,378 | 29,881,331 | ||||||
3.00%, 01/20/47 |
22,903 | 21,810,852 | ||||||
3.00%, 02/15/47 |
12,463 | 11,848,259 | ||||||
3.00%, 02/20/47 |
6,552 | 6,239,292 | ||||||
3.00%, 03/20/47 |
17,607 | 16,767,746 | ||||||
3.00%, 04/20/47 |
910 | 865,896 | ||||||
3.00%, 06/15/47 |
178 | 169,513 | ||||||
3.00%, 06/20/47 |
6,710 | 6,386,477 | ||||||
3.00%, 07/20/47 |
2,449 | 2,331,004 | ||||||
3.00%, 08/20/47 |
1,023 | 973,322 | ||||||
3.00%, 09/15/47 |
114 | 108,341 | ||||||
3.00%, 09/20/47 |
6,668 | 6,346,949 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 11/20/47 |
$ | 13,972 | $ | 13,298,903 | ||||
3.00%, 12/15/47 |
30 | 28,335 | ||||||
3.00%, 12/20/47 |
908 | 864,685 | ||||||
3.00%, 02/20/48 |
4,705 | 4,461,473 | ||||||
3.00%, 03/20/48 |
3,304 | 3,144,635 | ||||||
3.00%, 04/20/48 |
7,106 | 6,763,599 | ||||||
3.00%, 05/20/48 |
3,046 | 2,899,730 | ||||||
3.00%, 08/20/48 |
2,693 | 2,563,183 | ||||||
3.00%, 09/20/48 |
1,645 | 1,566,104 | ||||||
3.00%, 10/20/48 |
1,068 | 1,016,972 | ||||||
3.00%, 11/20/48 |
2,435 | 2,317,233 | ||||||
3.00%, 12/20/48 |
1,495 | 1,422,852 | ||||||
3.00%, 01/20/49 |
559 | 532,148 | ||||||
3.00%, 02/20/49 |
577 | 549,328 | ||||||
3.00%, 06/20/49 |
3,603 | 3,429,424 | ||||||
3.00%, 07/20/49 |
5,592 | 5,308,610 | ||||||
3.00%, 09/20/49 |
23,798 | 22,566,569 | ||||||
3.00%, 10/20/49 |
19,661 | 18,638,622 | ||||||
3.00%, 12/20/49 |
38,104 | 36,100,263 | ||||||
3.00%, 01/20/50 |
24,420 | 23,129,437 | ||||||
3.00%, 02/15/50 |
3,302 | 3,124,940 | ||||||
3.00%, 02/20/50 |
43,078 | 40,789,627 | ||||||
3.00%, 03/20/50 |
8,269 | 7,829,501 | ||||||
3.00%, 04/20/50 |
991 | 937,991 | ||||||
3.00%, 06/20/51 |
11,581 | 10,922,630 | ||||||
3.00%, 08/20/51 |
8,586 | 8,092,533 | ||||||
3.00%, 09/20/51 |
18,591 | 17,518,348 | ||||||
3.00%, 10/20/51 |
1,083 | 1,019,924 | ||||||
3.00%, 11/20/51 |
29,122 | 27,425,372 | ||||||
3.00%, 12/20/51 |
4,865 | 4,580,214 | ||||||
3.00%, 07/20/52 |
30,040 | 28,184,267 | ||||||
3.00%, 08/20/52 |
29,849 | 28,024,514 | ||||||
3.00%, 09/21/52(a) |
166,087 | 155,881,733 | ||||||
3.50%, 08/15/24 |
112 | 110,891 | ||||||
3.50%, 12/15/25 |
5 | 4,512 | ||||||
3.50%, 02/15/26 |
82 | 80,377 | ||||||
3.50%, 05/15/26 |
15 | 14,715 | ||||||
3.50%, 12/20/26 |
76 | 74,256 | ||||||
3.50%, 03/20/27 |
13 | 12,877 | ||||||
3.50%, 04/20/27 |
42 | 41,765 | ||||||
3.50%, 01/20/29 |
10 | 9,644 | ||||||
3.50%, 07/15/29 |
140 | 137,374 | ||||||
3.50%, 02/20/31 |
69 | 66,014 | ||||||
3.50%, 01/15/41 |
12 | 12,210 | ||||||
3.50%, 01/20/41 |
76 | 74,456 | ||||||
3.50%, 09/15/41 |
184 | 180,794 | ||||||
3.50%, 10/15/41 |
17 | 16,171 | ||||||
3.50%, 11/15/41 |
67 | 65,918 | ||||||
3.50%, 11/20/41 |
351 | 344,649 | ||||||
3.50%, 12/15/41 |
1,894 | 1,856,383 | ||||||
3.50%, 01/15/42 |
188 | 184,881 | ||||||
3.50%, 01/20/42 |
126 | 124,056 | ||||||
3.50%, 02/15/42 |
398 | 390,615 | ||||||
3.50%, 02/20/42 |
77 | 75,337 | ||||||
3.50%, 03/15/42 |
175 | 170,341 | ||||||
3.50%, 03/20/42 |
10,305 | 10,129,922 | ||||||
3.50%, 04/15/42 |
429 | 420,093 | ||||||
3.50%, 05/15/42 |
403 | 394,480 | ||||||
3.50%, 05/20/42 |
103 | 101,498 | ||||||
3.50%, 06/15/42 |
120 | 117,575 |
96 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 07/15/42 |
$ | 394 | $ | 386,387 | ||||
3.50%, 08/15/42 |
54 | 52,839 | ||||||
3.50%, 08/20/42 |
1,105 | 1,085,817 | ||||||
3.50%, 09/15/42 |
1,166 | 1,142,833 | ||||||
3.50%, 09/20/42 |
13,930 | 13,693,071 | ||||||
3.50%, 10/15/42 |
1,112 | 1,088,947 | ||||||
3.50%, 10/20/42 |
14,578 | 14,330,400 | ||||||
3.50%, 11/15/42 |
459 | 449,453 | ||||||
3.50%, 11/20/42 |
14,701 | 14,450,687 | ||||||
3.50%, 12/20/42 |
11,457 | 11,262,477 | ||||||
3.50%, 01/15/43 |
358 | 350,917 | ||||||
3.50%, 01/20/43 |
1,884 | 1,851,939 | ||||||
3.50%, 02/15/43 |
90 | 87,842 | ||||||
3.50%, 03/15/43 |
9,438 | 9,247,845 | ||||||
3.50%, 03/20/43 |
37 | 36,721 | ||||||
3.50%, 04/15/43 |
120 | 117,784 | ||||||
3.50%, 04/20/43 |
2,693 | 2,646,487 | ||||||
3.50%, 05/15/43 |
982 | 961,318 | ||||||
3.50%, 05/20/43 |
889 | 873,513 | ||||||
3.50%, 06/15/43 |
9,250 | 9,063,213 | ||||||
3.50%, 08/15/43 |
244 | 239,086 | ||||||
3.50%, 09/20/43 |
2,853 | 2,803,073 | ||||||
3.50%, 10/15/43 |
59 | 57,671 | ||||||
3.50%, 10/20/43 |
1,356 | 1,332,183 | ||||||
3.50%, 01/20/44 |
3 | 2,945 | ||||||
3.50%, 02/20/44 |
744 | 730,395 | ||||||
3.50%, 04/20/44 |
253 | 247,682 | ||||||
3.50%, 06/15/44 |
4 | 4,203 | ||||||
3.50%, 07/15/44 |
48 | 46,545 | ||||||
3.50%, 09/15/44 |
456 | 447,111 | ||||||
3.50%, 09/20/44 |
7,401 | 7,246,910 | ||||||
3.50%, 10/20/44 |
1,258 | 1,232,240 | ||||||
3.50%, 12/15/44 |
95 | 92,469 | ||||||
3.50%, 12/20/44 |
722 | 706,759 | ||||||
3.50%, 01/15/45 |
127 | 122,734 | ||||||
3.50%, 03/15/45 |
65 | 63,328 | ||||||
3.50%, 04/15/45 |
308 | 300,960 | ||||||
3.50%, 04/20/45 |
8,841 | 8,625,527 | ||||||
3.50%, 05/20/45 |
90 | 88,445 | ||||||
3.50%, 06/20/45 |
2,610 | 2,546,490 | ||||||
3.50%, 09/20/45 |
4,874 | 4,755,485 | ||||||
3.50%, 10/20/45 |
193 | 188,509 | ||||||
3.50%, 11/20/45 |
8,699 | 8,486,602 | ||||||
3.50%, 12/20/45 |
6,962 | 6,792,719 | ||||||
3.50%, 01/20/46 |
698 | 680,564 | ||||||
3.50%, 02/20/46 |
271 | 264,720 | ||||||
3.50%, 03/20/46 |
17,710 | 17,272,216 | ||||||
3.50%, 04/20/46 |
11,079 | 10,804,947 | ||||||
3.50%, 05/20/46 |
2,535 | 2,472,878 | ||||||
3.50%, 06/15/46 |
408 | 398,236 | ||||||
3.50%, 06/20/46 |
45,960 | 44,824,299 | ||||||
3.50%, 07/15/46 |
1,763 | 1,721,252 | ||||||
3.50%, 07/20/46 |
2,654 | 2,588,657 | ||||||
3.50%, 08/15/46 |
3,235 | 3,156,685 | ||||||
3.50%, 08/20/46 |
87 | 84,519 | ||||||
3.50%, 09/15/46 |
2,824 | 2,755,871 | ||||||
3.50%, 09/20/46 |
5,483 | 5,347,795 | ||||||
3.50%, 10/15/46 |
1,284 | 1,252,345 | ||||||
3.50%, 10/20/46 |
334 | 326,064 | ||||||
3.50%, 11/20/46 |
4,570 | 4,456,374 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 12/20/46 |
$ | 8,771 | $ | 8,554,501 | ||||
3.50%, 01/20/47 |
23,724 | 23,137,653 | ||||||
3.50%, 02/20/47 |
53,479 | 52,157,554 | ||||||
3.50%, 03/20/47 |
14,579 | 14,205,507 | ||||||
3.50%, 04/20/47 |
10,130 | 9,870,313 | ||||||
3.50%, 05/20/47 |
759 | 739,890 | ||||||
3.50%, 06/15/47 |
1,054 | 1,026,867 | ||||||
3.50%, 06/20/47 |
3,901 | 3,800,684 | ||||||
3.50%, 07/20/47 |
1,623 | 1,581,605 | ||||||
3.50%, 08/20/47 |
15,218 | 14,827,877 | ||||||
3.50%, 09/15/47 |
459 | 447,752 | ||||||
3.50%, 09/20/47 |
27,506 | 26,801,035 | ||||||
3.50%, 10/15/47 |
1,325 | 1,292,375 | ||||||
3.50%, 10/20/47 |
18,391 | 17,946,427 | ||||||
3.50%, 11/15/47 |
3,106 | 3,027,503 | ||||||
3.50%, 11/20/47 |
19,983 | 19,468,920 | ||||||
3.50%, 12/15/47 |
23,019 | 22,453,811 | ||||||
3.50%, 12/20/47 |
20,955 | 20,425,187 | ||||||
3.50%, 01/15/48 |
5,142 | 5,012,231 | ||||||
3.50%, 01/20/48 |
19,977 | 19,478,297 | ||||||
3.50%, 02/15/48 |
195 | 189,394 | ||||||
3.50%, 02/20/48 |
17,047 | 16,609,446 | ||||||
3.50%, 03/20/48 |
93 | 90,800 | ||||||
3.50%, 04/15/48 |
404 | 393,338 | ||||||
3.50%, 04/20/48 |
17,230 | 16,796,473 | ||||||
3.50%, 05/15/48 |
56 | 54,981 | ||||||
3.50%, 09/15/48 |
1,201 | 1,169,159 | ||||||
3.50%, 09/20/48 |
4,117 | 4,009,915 | ||||||
3.50%, 10/20/48 |
1,583 | 1,540,445 | ||||||
3.50%, 01/20/49 |
2,682 | 2,613,261 | ||||||
3.50%, 03/20/49 |
234 | 227,312 | ||||||
3.50%, 06/20/49 |
630 | 610,208 | ||||||
3.50%, 07/20/49 |
52 | 50,272 | ||||||
3.50%, 09/20/49 |
12,018 | 11,664,064 | ||||||
3.50%, 10/20/49 |
839 | 814,279 | ||||||
3.50%, 11/15/49 |
543 | 528,027 | ||||||
3.50%, 12/20/49 |
6,709 | 6,509,764 | ||||||
3.50%, 01/20/50 |
34,468 | 33,443,366 | ||||||
3.50%, 02/20/50 |
55 | 53,435 | ||||||
3.50%, 03/20/50 |
994 | 964,676 | ||||||
3.50%, 11/20/50 |
814 | 789,845 | ||||||
3.50%, 06/20/51 |
1,030 | 999,121 | ||||||
3.50%, 07/20/51 |
757 | 734,011 | ||||||
3.50%, 09/21/52(a) |
113,925 | 109,844,170 | ||||||
4.00%, 07/15/24 |
7 | 6,672 | ||||||
4.00%, 08/15/24 |
11 | 11,239 | ||||||
4.00%, 12/15/24 |
12 | 12,370 | ||||||
4.00%, 11/15/25 |
19 | 18,726 | ||||||
4.00%, 05/15/26 |
17 | 17,521 | ||||||
4.00%, 07/20/26 |
10 | 10,241 | ||||||
4.00%, 06/15/39 |
64 | 64,332 | ||||||
4.00%, 07/20/40 |
38 | 38,240 | ||||||
4.00%, 08/15/40 |
39 | 38,910 | ||||||
4.00%, 09/15/40 |
168 | 168,864 | ||||||
4.00%, 10/15/40 |
117 | 117,071 | ||||||
4.00%, 11/15/40 |
95 | 95,636 | ||||||
4.00%, 11/20/40 |
245 | 246,771 | ||||||
4.00%, 12/15/40 |
59 | 59,069 | ||||||
4.00%, 01/15/41 |
191 | 190,798 | ||||||
4.00%, 01/20/41 |
60 | 60,360 |
S C H E D U L E O F I N V E S T M E N T S |
97 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 02/15/41 |
$ | 2,176 | $ | 2,180,562 | ||||
4.00%, 03/15/41 |
277 | 277,924 | ||||||
4.00%, 04/15/41 |
1,521 | 1,523,747 | ||||||
4.00%, 05/15/41 |
452 | 452,734 | ||||||
4.00%, 06/15/41 |
0 | (c) | 366 | |||||
4.00%, 07/15/41 |
718 | 719,076 | ||||||
4.00%, 07/20/41 |
17 | 17,014 | ||||||
4.00%, 08/15/41 |
48 | 48,029 | ||||||
4.00%, 08/20/41 |
32 | 31,907 | ||||||
4.00%, 09/15/41 |
225 | 225,859 | ||||||
4.00%, 09/20/41 |
100 | 100,860 | ||||||
4.00%, 10/15/41 |
31 | 31,036 | ||||||
4.00%, 11/15/41 |
15 | 15,501 | ||||||
4.00%, 11/20/41 |
260 | 261,255 | ||||||
4.00%, 12/15/41 |
583 | 584,122 | ||||||
4.00%, 12/20/41 |
82 | 82,306 | ||||||
4.00%, 01/15/42 |
308 | 309,277 | ||||||
4.00%, 01/20/42 |
256 | 257,460 | ||||||
4.00%, 02/15/42 |
1,405 | 1,406,605 | ||||||
4.00%, 02/20/42 |
98 | 98,749 | ||||||
4.00%, 03/15/42 |
2,749 | 2,751,982 | ||||||
4.00%, 04/15/42 |
1,459 | 1,460,138 | ||||||
4.00%, 05/15/42 |
502 | 502,131 | ||||||
4.00%, 05/20/42 |
7 | 6,686 | ||||||
4.00%, 06/20/42 |
9 | 9,365 | ||||||
4.00%, 07/20/42 |
168 | 169,431 | ||||||
4.00%, 08/15/42 |
480 | 480,375 | ||||||
4.00%, 08/20/42 |
1,645 | 1,655,703 | ||||||
4.00%, 10/15/42 |
246 | 246,490 | ||||||
4.00%, 11/20/42 |
368 | 370,062 | ||||||
4.00%, 04/20/43 |
165 | 165,721 | ||||||
4.00%, 05/15/43 |
7 | 6,539 | ||||||
4.00%, 05/20/43 |
1,230 | 1,231,577 | ||||||
4.00%, 06/20/43 |
29 | 29,220 | ||||||
4.00%, 09/15/43 |
135 | 134,602 | ||||||
4.00%, 09/20/43 |
25 | 24,712 | ||||||
4.00%, 02/20/44 |
105 | 104,883 | ||||||
4.00%, 03/15/44 |
118 | 117,664 | ||||||
4.00%, 03/20/44 |
224 | 223,530 | ||||||
4.00%, 04/15/44 |
16 | 15,692 | ||||||
4.00%, 04/20/44 |
379 | 378,606 | ||||||
4.00%, 05/15/44 |
73 | 72,708 | ||||||
4.00%, 07/15/44 |
37 | 36,678 | ||||||
4.00%, 07/20/44 |
2,038 | 2,037,505 | ||||||
4.00%, 08/15/44 |
14 | 14,069 | ||||||
4.00%, 08/20/44 |
3,260 | 3,258,396 | ||||||
4.00%, 09/15/44 |
225 | 223,687 | ||||||
4.00%, 10/20/44 |
4,540 | 4,537,540 | ||||||
4.00%, 01/15/45 |
15 | 15,411 | ||||||
4.00%, 01/20/45 |
4,799 | 4,797,036 | ||||||
4.00%, 02/15/45 |
2 | 2,039 | ||||||
4.00%, 03/15/45 |
29 | 28,432 | ||||||
4.00%, 03/20/45 |
856 | 855,907 | ||||||
4.00%, 04/15/45 |
36 | 35,847 | ||||||
4.00%, 04/20/45 |
206 | 205,569 | ||||||
4.00%, 05/15/45 |
35 | 34,421 | ||||||
4.00%, 06/15/45 |
169 | 168,115 | ||||||
4.00%, 06/20/45 |
2,050 | 2,047,724 | ||||||
4.00%, 07/15/45 |
46 | 46,000 | ||||||
4.00%, 08/15/45 |
40 | 40,139 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 08/20/45 |
$ | 801 | $ | 800,786 | ||||
4.00%, 09/15/45 |
253 | 252,025 | ||||||
4.00%, 09/20/45 |
6,973 | 6,966,339 | ||||||
4.00%, 10/20/45 |
290 | 289,742 | ||||||
4.00%, 11/15/45 |
46 | 45,913 | ||||||
4.00%, 11/20/45 |
4,772 | 4,766,623 | ||||||
4.00%, 01/20/46 |
1,236 | 1,234,502 | ||||||
4.00%, 03/20/46 |
8,574 | 8,564,784 | ||||||
4.00%, 04/15/46 |
446 | 445,072 | ||||||
4.00%, 04/20/46 |
4,531 | 4,526,174 | ||||||
4.00%, 05/15/46 |
5 | 4,851 | ||||||
4.00%, 07/20/46 |
1,052 | 1,046,696 | ||||||
4.00%, 08/15/46 |
57 | 57,290 | ||||||
4.00%, 09/20/46 |
2,103 | 2,093,230 | ||||||
4.00%, 10/15/46 |
100 | 99,441 | ||||||
4.00%, 11/15/46 |
179 | 178,205 | ||||||
4.00%, 11/20/46 |
3,800 | 3,783,067 | ||||||
4.00%, 12/15/46 |
1,434 | 1,431,118 | ||||||
4.00%, 12/20/46 |
2,046 | 2,036,751 | ||||||
4.00%, 01/20/47 |
6,178 | 6,149,813 | ||||||
4.00%, 03/20/47 |
198 | 197,462 | ||||||
4.00%, 04/20/47 |
13,462 | 13,396,418 | ||||||
4.00%, 06/20/47 |
23,787 | 23,671,810 | ||||||
4.00%, 07/20/47 |
35,989 | 35,814,284 | ||||||
4.00%, 08/20/47 |
8,525 | 8,493,730 | ||||||
4.00%, 09/20/47 |
914 | 909,198 | ||||||
4.00%, 10/15/47 |
24 | 23,826 | ||||||
4.00%, 10/20/47 |
1,126 | 1,120,360 | ||||||
4.00%, 11/20/47 |
31,980 | 31,824,906 | ||||||
4.00%, 12/20/47 |
4,473 | 4,451,287 | ||||||
4.00%, 01/15/48 |
1,578 | 1,574,856 | ||||||
4.00%, 01/20/48 |
7,125 | 7,111,493 | ||||||
4.00%, 02/20/48 |
4,147 | 4,127,019 | ||||||
4.00%, 03/20/48 |
21,650 | 21,550,634 | ||||||
4.00%, 04/20/48 |
2,047 | 2,036,019 | ||||||
4.00%, 05/15/48 |
124 | 123,500 | ||||||
4.00%, 05/20/48 |
1,489 | 1,480,970 | ||||||
4.00%, 06/20/48 |
9,273 | 9,223,838 | ||||||
4.00%, 07/20/48 |
5,267 | 5,238,999 | ||||||
4.00%, 08/20/48 |
15,407 | 15,326,046 | ||||||
4.00%, 09/20/48 |
9,230 | 9,181,334 | ||||||
4.00%, 10/20/48 |
1,422 | 1,414,423 | ||||||
4.00%, 11/20/48 |
13,731 | 13,659,016 | ||||||
4.00%, 12/20/48 |
4,331 | 4,307,946 | ||||||
4.00%, 02/20/49 |
1,613 | 1,604,054 | ||||||
4.00%, 05/20/49 |
1,643 | 1,632,893 | ||||||
4.00%, 06/20/49 |
1,591 | 1,580,937 | ||||||
4.00%, 07/20/49 |
5,396 | 5,337,522 | ||||||
4.00%, 09/15/49 |
86 | 85,805 | ||||||
4.00%, 02/20/50 |
275 | 273,488 | ||||||
4.00%, 07/20/50 |
399 | 397,110 | ||||||
4.00%, 07/20/52 |
10,764 | 10,610,174 | ||||||
4.00%, 09/20/52 |
26,925 | 26,539,225 | ||||||
4.00%, 09/21/52(a) |
91,238 | 89,905,069 | ||||||
4.50%, 04/20/26 |
10 | 9,869 | ||||||
4.50%, 07/15/33 |
1 | 1,330 | ||||||
4.50%, 08/15/33 |
15 | 15,463 | ||||||
4.50%, 11/20/33 |
2 | 2,472 | ||||||
4.50%, 06/15/34 |
2 | 1,695 | ||||||
4.50%, 01/15/35 |
1 | 757 |
98 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 06/20/35 |
$ | 15 | $ | 14,865 | ||||
4.50%, 08/15/35 |
10 | 9,941 | ||||||
4.50%, 10/15/35 |
0 | (c) | 490 | |||||
4.50%, 03/15/39 |
82 | 85,012 | ||||||
4.50%, 03/20/39 |
35 | 35,667 | ||||||
4.50%, 04/15/39 |
281 | 288,622 | ||||||
4.50%, 05/15/39 |
89 | 90,863 | ||||||
4.50%, 06/15/39 |
80 | 80,552 | ||||||
4.50%, 07/15/39 |
301 | 308,158 | ||||||
4.50%, 08/15/39 |
1,330 | 1,359,820 | ||||||
4.50%, 09/15/39 |
37 | 37,699 | ||||||
4.50%, 10/15/39 |
6 | 6,327 | ||||||
4.50%, 11/15/39 |
45 | 45,890 | ||||||
4.50%, 11/20/39 |
424 | 435,606 | ||||||
4.50%, 12/15/39 |
67 | 68,397 | ||||||
4.50%, 01/15/40 |
158 | 162,318 | ||||||
4.50%, 01/20/40 |
457 | 469,877 | ||||||
4.50%, 02/15/40 |
121 | 122,647 | ||||||
4.50%, 03/15/40 |
85 | 86,720 | ||||||
4.50%, 04/15/40 |
35 | 35,617 | ||||||
4.50%, 05/15/40 |
28 | 27,938 | ||||||
4.50%, 05/20/40 |
73 | 74,610 | ||||||
4.50%, 06/15/40 |
2,554 | 2,613,087 | ||||||
4.50%, 06/20/40 |
27 | 27,680 | ||||||
4.50%, 07/15/40 |
1,029 | 1,052,416 | ||||||
4.50%, 08/15/40 |
3,051 | 3,120,468 | ||||||
4.50%, 08/20/40 |
707 | 726,131 | ||||||
4.50%, 09/15/40 |
168 | 171,930 | ||||||
4.50%, 10/15/40 |
68 | 69,839 | ||||||
4.50%, 10/20/40 |
2,070 | 2,126,447 | ||||||
4.50%, 12/15/40 |
14 | 14,285 | ||||||
4.50%, 01/15/41 |
8 | 7,666 | ||||||
4.50%, 01/20/41 |
159 | 163,443 | ||||||
4.50%, 02/15/41 |
6 | 6,399 | ||||||
4.50%, 02/20/41 |
31 | 31,910 | ||||||
4.50%, 03/15/41 |
86 | 88,497 | ||||||
4.50%, 03/20/41 |
126 | 128,951 | ||||||
4.50%, 04/15/41 |
20 | 20,994 | ||||||
4.50%, 04/20/41 |
4,246 | 4,362,489 | ||||||
4.50%, 05/15/41 |
49 | 49,958 | ||||||
4.50%, 06/15/41 |
45 | 46,319 | ||||||
4.50%, 06/20/41 |
2,601 | 2,672,338 | ||||||
4.50%, 07/15/41 |
35 | 35,495 | ||||||
4.50%, 07/20/41 |
296 | 303,923 | ||||||
4.50%, 08/15/41 |
48 | 48,168 | ||||||
4.50%, 08/20/41 |
50 | 50,987 | ||||||
4.50%, 09/15/41 |
41 | 42,034 | ||||||
4.50%, 09/20/41 |
1,426 | 1,465,215 | ||||||
4.50%, 11/20/41 |
1,436 | 1,475,233 | ||||||
4.50%, 12/20/41 |
47 | 48,507 | ||||||
4.50%, 01/20/42 |
96 | 98,764 | ||||||
4.50%, 02/20/42 |
57 | 58,388 | ||||||
4.50%, 03/20/42 |
14 | 14,091 | ||||||
4.50%, 04/20/42 |
25 | 25,248 | ||||||
4.50%, 05/20/42 |
19 | 19,124 | ||||||
4.50%, 08/20/43 |
10 | 10,118 | ||||||
4.50%, 09/20/43 |
75 | 76,936 | ||||||
4.50%, 11/20/43 |
668 | 683,029 | ||||||
4.50%, 08/20/44 |
20 | 20,505 | ||||||
4.50%, 09/20/44 |
127 | 129,525 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 10/20/44 |
$ | 93 | $ | 95,066 | ||||
4.50%, 11/20/44 |
141 | 143,798 | ||||||
4.50%, 06/20/45 |
150 | 153,879 | ||||||
4.50%, 09/15/45 |
18 | 18,579 | ||||||
4.50%, 10/15/45 |
46 | 46,565 | ||||||
4.50%, 10/20/45 |
49 | 49,862 | ||||||
4.50%, 11/20/45 |
2,782 | 2,841,738 | ||||||
4.50%, 12/20/45 |
152 | 155,082 | ||||||
4.50%, 01/20/46 |
7 | 6,952 | ||||||
4.50%, 02/15/46 |
151 | 153,002 | ||||||
4.50%, 02/20/46 |
734 | 750,102 | ||||||
4.50%, 05/20/46 |
109 | 111,263 | ||||||
4.50%, 07/20/46 |
255 | 260,609 | ||||||
4.50%, 08/15/46 |
16 | 16,531 | ||||||
4.50%, 08/20/46 |
10 | 10,595 | ||||||
4.50%, 09/15/46 |
76 | 76,783 | ||||||
4.50%, 09/20/46 |
457 | 468,802 | ||||||
4.50%, 10/15/46 |
21 | 21,124 | ||||||
4.50%, 10/20/46 |
1,501 | 1,536,029 | ||||||
4.50%, 11/20/46 |
431 | 440,751 | ||||||
4.50%, 02/20/47 |
244 | 249,132 | ||||||
4.50%, 04/20/47 |
295 | 299,260 | ||||||
4.50%, 05/20/47 |
948 | 962,439 | ||||||
4.50%, 06/15/47 |
65 | 65,019 | ||||||
4.50%, 06/20/47 |
835 | 848,038 | ||||||
4.50%, 07/20/47 |
1,893 | 1,922,166 | ||||||
4.50%, 08/15/47 |
23 | 22,936 | ||||||
4.50%, 10/20/47 |
1,914 | 1,941,362 | ||||||
4.50%, 01/20/48 |
143 | 144,284 | ||||||
4.50%, 02/20/48 |
2,341 | 2,370,376 | ||||||
4.50%, 03/20/48 |
2,558 | 2,590,151 | ||||||
4.50%, 04/20/48 |
6,226 | 6,304,207 | ||||||
4.50%, 06/20/48 |
11,634 | 11,768,636 | ||||||
4.50%, 07/20/48 |
7,576 | 7,664,248 | ||||||
4.50%, 08/20/48 |
5,784 | 5,851,037 | ||||||
4.50%, 09/20/48 |
772 | 780,899 | ||||||
4.50%, 10/20/48 |
1,926 | 1,948,667 | ||||||
4.50%, 11/20/48 |
187 | 188,860 | ||||||
4.50%, 12/20/48 |
7,986 | 8,078,516 | ||||||
4.50%, 01/20/49 |
15,334 | 15,511,594 | ||||||
4.50%, 02/20/49 |
960 | 968,832 | ||||||
4.50%, 03/20/49 |
1,667 | 1,686,414 | ||||||
4.50%, 04/20/49 |
3,442 | 3,480,369 | ||||||
4.50%, 05/20/49 |
2,952 | 2,986,596 | ||||||
4.50%, 08/20/49 |
2,433 | 2,461,582 | ||||||
4.50%, 09/20/49 |
39 | 38,958 | ||||||
4.50%, 02/20/50 |
8,846 | 8,948,153 | ||||||
4.50%, 03/20/50 |
4,202 | 4,250,848 | ||||||
4.50%, 04/20/50 |
3,585 | 3,588,711 | ||||||
4.50%, 05/20/50 |
3,002 | 3,036,428 | ||||||
4.50%, 03/20/51 |
2,404 | 2,432,042 | ||||||
4.50%, 09/21/52(a) |
37,000 | 37,005,781 | ||||||
5.00%, 11/15/24 |
130 | 129,519 | ||||||
5.00%, 03/15/33 |
3 | 3,289 | ||||||
5.00%, 05/20/33 |
168 | 174,511 | ||||||
5.00%, 06/15/33 |
5 | 4,880 | ||||||
5.00%, 07/15/33 |
18 | 18,454 | ||||||
5.00%, 07/20/33 |
1 | 1,173 | ||||||
5.00%, 08/15/33 |
67 | 69,194 | ||||||
5.00%, 09/15/33 |
40 | 41,327 |
S C H E D U L E O F I N V E S T M E N T S |
99 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 10/15/33 |
$ | 27 | $ | 27,185 | ||||
5.00%, 01/15/34 |
1 | 793 | ||||||
5.00%, 01/20/34 |
1 | 1,507 | ||||||
5.00%, 02/15/34 |
28 | 28,922 | ||||||
5.00%, 04/15/34 |
2 | 2,357 | ||||||
5.00%, 05/15/34 |
3 | 2,572 | ||||||
5.00%, 05/20/34 |
1 | 821 | ||||||
5.00%, 06/15/34 |
23 | 23,550 | ||||||
5.00%, 07/15/34 |
15 | 15,382 | ||||||
5.00%, 12/15/34 |
3 | 2,638 | ||||||
5.00%, 01/15/35 |
9 | 10,052 | ||||||
5.00%, 03/15/35 |
1 | 608 | ||||||
5.00%, 05/15/35 |
2 | 1,610 | ||||||
5.00%, 07/20/35 |
695 | 723,868 | ||||||
5.00%, 08/15/35 |
21 | 21,978 | ||||||
5.00%, 09/15/35 |
8 | 7,608 | ||||||
5.00%, 10/15/35 |
57 | 59,029 | ||||||
5.00%, 11/15/35 |
10 | 10,504 | ||||||
5.00%, 12/15/35 |
11 | 11,361 | ||||||
5.00%, 04/20/36 |
23 | 24,207 | ||||||
5.00%, 09/15/36 |
18 | 18,469 | ||||||
5.00%, 12/15/36 |
2,736 | 2,848,493 | ||||||
5.00%, 04/20/37 |
1 | 1,057 | ||||||
5.00%, 12/15/37 |
2 | 2,212 | ||||||
5.00%, 01/15/38 |
0 | (c) | 149 | |||||
5.00%, 02/15/38 |
0 | (c) | 278 | |||||
5.00%, 03/15/38 |
1 | 572 | ||||||
5.00%, 03/20/38 |
5 | 5,093 | ||||||
5.00%, 04/15/38 |
15 | 14,692 | ||||||
5.00%, 04/20/38 |
124 | 129,617 | ||||||
5.00%, 05/15/38 |
67 | 68,906 | ||||||
5.00%, 05/20/38 |
2 | 1,585 | ||||||
5.00%, 06/15/38 |
33 | 35,139 | ||||||
5.00%, 06/20/38 |
12 | 12,965 | ||||||
5.00%, 07/15/38 |
2 | 2,344 | ||||||
5.00%, 08/15/38 |
28 | 29,592 | ||||||
5.00%, 08/20/38 |
10 | 10,731 | ||||||
5.00%, 10/15/38 |
14 | 13,973 | ||||||
5.00%, 10/20/38 |
14 | 14,145 | ||||||
5.00%, 12/15/38 |
7 | 7,418 | ||||||
5.00%, 01/15/39 |
1,073 | 1,122,414 | ||||||
5.00%, 02/15/39 |
278 | 290,931 | ||||||
5.00%, 03/15/39 |
65 | 67,927 | ||||||
5.00%, 04/15/39 |
41 | 43,117 | ||||||
5.00%, 05/15/39 |
14 | 13,656 | ||||||
5.00%, 05/20/39 |
6 | 6,055 | ||||||
5.00%, 06/15/39 |
83 | 85,793 | ||||||
5.00%, 06/20/39 |
26 | 26,965 | ||||||
5.00%, 07/15/39 |
2,585 | 2,708,817 | ||||||
5.00%, 08/15/39 |
91 | 96,347 | ||||||
5.00%, 09/15/39 |
292 | 305,985 | ||||||
5.00%, 10/15/39 |
34 | 36,167 | ||||||
5.00%, 10/20/39 |
780 | 817,105 | ||||||
5.00%, 11/15/39 |
45 | 47,066 | ||||||
5.00%, 12/15/39 |
15 | 15,411 | ||||||
5.00%, 02/15/40 |
300 | 316,429 | ||||||
5.00%, 03/15/40 |
29 | 29,953 | ||||||
5.00%, 04/15/40 |
11 | 11,627 | ||||||
5.00%, 05/15/40 |
571 | 597,222 | ||||||
5.00%, 05/20/40 |
10 | 10,933 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 06/15/40 |
$ | 104 | $ | 108,212 | ||||
5.00%, 06/20/40 |
28 | 29,808 | ||||||
5.00%, 07/15/40 |
33 | 34,397 | ||||||
5.00%, 07/20/40 |
2,806 | 2,938,215 | ||||||
5.00%, 08/15/40 |
11 | 11,600 | ||||||
5.00%, 08/20/40 |
863 | 903,105 | ||||||
5.00%, 12/15/40 |
69 | 71,597 | ||||||
5.00%, 01/20/41 |
56 | 59,019 | ||||||
5.00%, 02/20/41 |
24 | 25,061 | ||||||
5.00%, 04/15/41 |
11 | 11,274 | ||||||
5.00%, 04/20/41 |
1 | 1,232 | ||||||
5.00%, 05/20/41 |
33 | 34,658 | ||||||
5.00%, 06/20/41 |
7 | 7,472 | ||||||
5.00%, 07/20/41 |
9 | 9,157 | ||||||
5.00%, 09/20/41 |
12 | 12,638 | ||||||
5.00%, 10/20/41 |
8 | 8,024 | ||||||
5.00%, 11/20/41 |
2,545 | 2,664,326 | ||||||
5.00%, 12/20/41 |
17 | 18,068 | ||||||
5.00%, 02/20/42 |
80 | 84,139 | ||||||
5.00%, 03/20/42 |
14 | 14,659 | ||||||
5.00%, 07/20/42 |
485 | 507,535 | ||||||
5.00%, 08/20/42 |
24 | 24,887 | ||||||
5.00%, 10/20/42 |
1 | 1,523 | ||||||
5.00%, 01/20/43 |
140 | 146,415 | ||||||
5.00%, 04/20/43 |
33 | 34,978 | ||||||
5.00%, 05/20/43 |
22 | 22,811 | ||||||
5.00%, 11/20/43 |
77 | 80,819 | ||||||
5.00%, 01/20/44 |
100 | 104,331 | ||||||
5.00%, 03/15/44 |
2,013 | 2,110,711 | ||||||
5.00%, 05/20/44 |
241 | 252,567 | ||||||
5.00%, 06/20/44 |
31 | 32,915 | ||||||
5.00%, 07/20/44 |
184 | 192,775 | ||||||
5.00%, 08/20/44 |
82 | 85,827 | ||||||
5.00%, 12/20/44 |
261 | 273,192 | ||||||
5.00%, 04/20/45 |
121 | 126,588 | ||||||
5.00%, 08/20/45 |
14 | 15,061 | ||||||
5.00%, 09/20/45 |
11 | 11,516 | ||||||
5.00%, 10/20/45 |
81 | 84,312 | ||||||
5.00%, 11/20/45 |
5 | 5,496 | ||||||
5.00%, 02/20/46 |
575 | 602,506 | ||||||
5.00%, 04/20/46 |
108 | 112,589 | ||||||
5.00%, 05/20/46 |
10 | 10,074 | ||||||
5.00%, 07/20/46 |
11 | 11,628 | ||||||
5.00%, 04/20/47 |
107 | 112,517 | ||||||
5.00%, 07/15/47 |
317 | 330,715 | ||||||
5.00%, 08/15/47 |
149 | 155,027 | ||||||
5.00%, 09/20/47 |
15 | 15,966 | ||||||
5.00%, 03/20/48 |
566 | 585,258 | ||||||
5.00%, 04/20/48 |
3,020 | 3,111,225 | ||||||
5.00%, 05/20/48 |
1,544 | 1,588,164 | ||||||
5.00%, 08/20/48 |
1,263 | 1,298,166 | ||||||
5.00%, 09/20/48 |
1,149 | 1,181,723 | ||||||
5.00%, 11/20/48 |
6,654 | 6,834,358 | ||||||
5.00%, 12/20/48 |
1,542 | 1,580,907 | ||||||
5.00%, 01/20/49 |
3,882 | 3,989,350 | ||||||
5.00%, 02/20/49 |
966 | 992,693 | ||||||
5.00%, 04/20/49 |
687 | 705,932 | ||||||
5.00%, 06/20/49 |
1,576 | 1,619,699 | ||||||
5.00%, 07/20/49 |
1,412 | 1,452,684 | ||||||
5.00%, 09/20/49 |
15 | 15,413 |
100 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 10/20/49 |
$ | 57 | $ | 59,144 | ||||
5.00%, 11/20/49 |
447 | 460,095 | ||||||
5.00%, 02/20/50 |
687 | 707,802 | ||||||
5.00%, 05/20/50 |
1,364 | 1,404,797 | ||||||
5.00%, 11/20/51 |
2,309 | 2,384,604 | ||||||
5.00%, 09/21/52(a) |
46,000 | 46,607,344 | ||||||
5.50%, 01/15/24 |
2 | 2,212 | ||||||
5.50%, 12/15/31 |
22 | 22,041 | ||||||
5.50%, 05/20/32 |
0 | (c) | 290 | |||||
5.50%, 10/15/32 |
2 | 1,983 | ||||||
5.50%, 11/15/32 |
2 | 2,008 | ||||||
5.50%, 01/15/33 |
7 | 8,059 | ||||||
5.50%, 02/15/33 |
9 | 9,170 | ||||||
5.50%, 03/15/33 |
12 | 12,742 | ||||||
5.50%, 04/15/33 |
25 | 26,764 | ||||||
5.50%, 05/15/33 |
20 | 21,396 | ||||||
5.50%, 06/15/33 |
2 | 1,877 | ||||||
5.50%, 07/15/33 |
7 | 7,366 | ||||||
5.50%, 08/15/33 |
34 | 35,407 | ||||||
5.50%, 09/15/33 |
10 | 10,715 | ||||||
5.50%, 10/15/33 |
5 | 5,398 | ||||||
5.50%, 11/15/33 |
41 | 42,226 | ||||||
5.50%, 12/15/33 |
7 | 7,800 | ||||||
5.50%, 01/15/34 |
28 | 28,228 | ||||||
5.50%, 02/15/34 |
0 | (c) | 345 | |||||
5.50%, 03/15/34 |
15 | 15,612 | ||||||
5.50%, 04/15/34 |
16 | 17,272 | ||||||
5.50%, 05/15/34 |
39 | 41,449 | ||||||
5.50%, 06/15/34 |
19 | 19,987 | ||||||
5.50%, 07/15/34 |
9 | 9,248 | ||||||
5.50%, 10/15/34 |
4 | 4,495 | ||||||
5.50%, 11/15/34 |
10 | 11,037 | ||||||
5.50%, 11/20/34 |
850 | 905,555 | ||||||
5.50%, 12/15/34 |
5 | 5,273 | ||||||
5.50%, 02/15/35 |
17 | 18,297 | ||||||
5.50%, 03/15/35 |
13 | 14,027 | ||||||
5.50%, 04/15/35 |
12 | 13,429 | ||||||
5.50%, 05/15/35 |
11 | 11,594 | ||||||
5.50%, 06/15/35 |
19 | 20,687 | ||||||
5.50%, 07/15/35 |
20 | 20,985 | ||||||
5.50%, 08/15/35 |
4 | 4,615 | ||||||
5.50%, 09/15/35 |
17 | 17,282 | ||||||
5.50%, 10/15/35 |
9 | 9,058 | ||||||
5.50%, 11/15/35 |
3 | 3,294 | ||||||
5.50%, 12/15/35 |
12 | 12,899 | ||||||
5.50%, 01/15/36 |
4 | 4,767 | ||||||
5.50%, 02/15/36 |
2 | 1,985 | ||||||
5.50%, 03/15/36 |
668 | 707,425 | ||||||
5.50%, 03/20/36 |
179 | 190,748 | ||||||
5.50%, 04/15/36 |
3 | 3,145 | ||||||
5.50%, 07/15/36 |
1 | 1,239 | ||||||
5.50%, 07/20/36 |
237 | 252,479 | ||||||
5.50%, 11/20/36 |
0 | (c) | 483 | |||||
5.50%, 12/15/36 |
5 | 5,806 | ||||||
5.50%, 01/15/37 |
0 | (c) | 224 | |||||
5.50%, 03/15/37 |
37 | 38,690 | ||||||
5.50%, 04/15/37 |
14 | 15,051 | ||||||
5.50%, 05/15/37 |
1 | 1,484 | ||||||
5.50%, 07/15/37 |
2 | 2,178 | ||||||
5.50%, 01/15/38 |
1 | 1,036 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.50%, 01/20/38 |
$ | 1 | $ | 840 | ||||
5.50%, 02/15/38 |
10 | 11,279 | ||||||
5.50%, 03/15/38 |
4 | 4,079 | ||||||
5.50%, 05/15/38 |
10 | 11,374 | ||||||
5.50%, 06/15/38 |
72 | 76,523 | ||||||
5.50%, 06/20/38 |
918 | 979,121 | ||||||
5.50%, 07/15/38 |
24 | 25,552 | ||||||
5.50%, 07/20/38 |
10 | 11,020 | ||||||
5.50%, 08/15/38 |
39 | 41,672 | ||||||
5.50%, 09/15/38 |
11 | 11,671 | ||||||
5.50%, 09/20/38 |
7 | 7,375 | ||||||
5.50%, 10/15/38 |
598 | 637,205 | ||||||
5.50%, 10/20/38 |
29 | 30,736 | ||||||
5.50%, 11/15/38 |
16 | 17,634 | ||||||
5.50%, 11/20/38 |
1 | 615 | ||||||
5.50%, 12/15/38 |
10 | 10,701 | ||||||
5.50%, 12/20/38 |
25 | 26,463 | ||||||
5.50%, 01/15/39 |
35 | 36,499 | ||||||
5.50%, 01/20/39 |
11 | 11,942 | ||||||
5.50%, 02/15/39 |
4 | 3,964 | ||||||
5.50%, 02/20/39 |
45 | 47,854 | ||||||
5.50%, 03/20/39 |
687 | 732,722 | ||||||
5.50%, 04/15/39 |
8 | 8,987 | ||||||
5.50%, 05/15/39 |
2 | 1,672 | ||||||
5.50%, 11/15/39 |
4 | 3,997 | ||||||
5.50%, 12/15/39 |
165 | 175,176 | ||||||
5.50%, 01/15/40 |
1,494 | 1,593,892 | ||||||
5.50%, 03/15/40 |
20 | 21,119 | ||||||
5.50%, 04/15/40 |
34 | 35,018 | ||||||
5.50%, 07/20/40 |
1,393 | 1,484,977 | ||||||
5.50%, 11/15/40 |
16 | 17,269 | ||||||
5.50%, 12/20/40 |
7 | 7,621 | ||||||
5.50%, 04/20/41 |
26 | 28,154 | ||||||
5.50%, 10/20/41 |
21 | 22,715 | ||||||
5.50%, 11/20/41 |
20 | 21,256 | ||||||
5.50%, 01/20/42 |
6 | 6,109 | ||||||
5.50%, 07/20/42 |
6 | 5,919 | ||||||
5.50%, 11/20/42 |
46 | 49,333 | ||||||
5.50%, 06/20/43 |
108 | 115,353 | ||||||
5.50%, 07/20/43 |
24 | 25,430 | ||||||
5.50%, 04/20/44 |
38 | 40,236 | ||||||
5.50%, 08/20/44 |
35 | 37,613 | ||||||
5.50%, 01/20/47 |
21 | 22,663 | ||||||
5.50%, 02/20/47 |
26 | 27,214 | ||||||
5.50%, 03/20/48 |
49 | 51,546 | ||||||
5.50%, 04/20/48 |
79 | 83,690 | ||||||
5.50%, 11/20/48 |
697 | 727,764 | ||||||
6.00%, 01/15/24 |
0 | (c) | 349 | |||||
6.00%, 04/15/26 |
1 | 1,190 | ||||||
6.00%, 05/15/26 |
2 | 1,582 | ||||||
6.00%, 04/15/28 |
0 | (c) | 344 | |||||
6.00%, 05/15/28 |
1 | 885 | ||||||
6.00%, 07/20/28 |
0 | (c) | 158 | |||||
6.00%, 09/15/28 |
0 | (c) | 190 | |||||
6.00%, 09/20/28 |
0 | (c) | 242 | |||||
6.00%, 10/15/28 |
0 | (c) | 280 | |||||
6.00%, 12/15/28 |
1 | 1,129 | ||||||
6.00%, 01/15/29 |
8 | 8,366 | ||||||
6.00%, 02/15/29 |
25 | 26,444 | ||||||
6.00%, 03/15/29 |
1 | 592 |
S C H E D U L E O F I N V E S T M E N T S |
101 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.00%, 04/15/29 |
$ | 2 | $ | 1,897 | ||||
6.00%, 05/15/29 |
3 | 2,607 | ||||||
6.00%, 05/20/29 |
1 | 670 | ||||||
6.00%, 06/15/29 |
2 | 1,869 | ||||||
6.00%, 07/15/29 |
0 | (c) | 160 | |||||
6.00%, 08/20/29 |
0 | (c) | 175 | |||||
6.00%, 06/15/31 |
1 | 781 | ||||||
6.00%, 10/15/31 |
2 | 2,406 | ||||||
6.00%, 11/15/31 |
2 | 1,703 | ||||||
6.00%, 12/15/31 |
4 | 3,575 | ||||||
6.00%, 01/15/32 |
0 | (c) | 412 | |||||
6.00%, 02/15/32 |
4 | 3,826 | ||||||
6.00%, 03/15/32 |
1 | 1,903 | ||||||
6.00%, 04/15/32 |
4 | 4,212 | ||||||
6.00%, 05/15/32 |
2 | 1,888 | ||||||
6.00%, 06/15/32 |
1 | 1,242 | ||||||
6.00%, 07/15/32 |
2 | 1,594 | ||||||
6.00%, 08/15/32 |
3 | 3,599 | ||||||
6.00%, 09/15/32 |
4 | 4,225 | ||||||
6.00%, 10/15/32 |
10 | 11,565 | ||||||
6.00%, 12/15/32 |
29 | 31,363 | ||||||
6.00%, 01/15/33 |
1 | 1,409 | ||||||
6.00%, 02/15/33 |
9 | 9,939 | ||||||
6.00%, 06/15/33 |
15 | 15,647 | ||||||
6.00%, 08/15/33 |
2 | 1,609 | ||||||
6.00%, 09/15/33 |
40 | 42,148 | ||||||
6.00%, 11/15/33 |
4 | 4,479 | ||||||
6.00%, 12/15/33 |
52 | 55,635 | ||||||
6.00%, 07/15/34 |
6 | 6,701 | ||||||
6.00%, 08/15/34 |
3 | 3,437 | ||||||
6.00%, 09/15/34 |
2 | 2,489 | ||||||
6.00%, 10/15/34 |
10 | 11,146 | ||||||
6.00%, 11/15/34 |
1 | 602 | ||||||
6.00%, 09/15/35 |
3 | 3,384 | ||||||
6.00%, 11/15/35 |
1 | 1,580 | ||||||
6.00%, 12/15/35 |
10 | 10,944 | ||||||
6.00%, 01/15/36 |
1 | 729 | ||||||
6.00%, 01/20/36 |
3 | 3,088 | ||||||
6.00%, 04/15/36 |
4 | 4,244 | ||||||
6.00%, 06/15/36 |
9 | 9,649 | ||||||
6.00%, 07/15/36 |
3 | 3,364 | ||||||
6.00%, 08/15/36 |
15 | 15,708 | ||||||
6.00%, 10/15/36 |
3 | 3,072 | ||||||
6.00%, 11/15/36 |
14 | 14,730 | ||||||
6.00%, 01/15/37 |
24 | 24,804 | ||||||
6.00%, 01/20/37 |
1 | 1,295 | ||||||
6.00%, 02/15/37 |
2 | 1,632 | ||||||
6.00%, 03/15/37 |
1,332 | 1,437,275 | ||||||
6.00%, 04/15/37 |
28 | 29,045 | ||||||
6.00%, 05/15/37 |
20 | 22,451 | ||||||
6.00%, 06/15/37 |
3 | 3,646 | ||||||
6.00%, 08/15/37 |
1 | 1,337 | ||||||
6.00%, 09/15/37 |
7 | 7,025 | ||||||
6.00%, 10/20/37 |
21 | 23,172 | ||||||
6.00%, 11/15/37 |
0 | (c) | 414 | |||||
6.00%, 11/20/37 |
20 | 21,851 | ||||||
6.00%, 12/15/37 |
4 | 5,584 | ||||||
6.00%, 01/15/38 |
18 | 19,392 | ||||||
6.00%, 02/15/38 |
10 | 11,084 | ||||||
6.00%, 03/15/38 |
3 | 2,977 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.00%, 05/15/38 |
$ | 18 | $ | 18,955 | ||||
6.00%, 06/15/38 |
3 | 3,558 | ||||||
6.00%, 06/20/38 |
14 | 14,772 | ||||||
6.00%, 08/15/38 |
8 | 8,718 | ||||||
6.00%, 09/20/38 |
1,436 | 1,551,700 | ||||||
6.00%, 10/15/38 |
1 | 1,372 | ||||||
6.00%, 11/15/38 |
4 | 4,613 | ||||||
6.00%, 12/15/38 |
535 | 580,212 | ||||||
6.00%, 01/15/39 |
69 | 74,495 | ||||||
6.00%, 06/15/39 |
5 | 5,156 | ||||||
6.00%, 09/15/39 |
36 | 37,373 | ||||||
6.00%, 09/20/39 |
103 | 112,600 | ||||||
6.00%, 11/15/39 |
244 | 263,774 | ||||||
6.00%, 12/15/39 |
4 | 4,111 | ||||||
6.00%, 04/20/40 |
183 | 199,355 | ||||||
6.00%, 12/15/40 |
7 | 7,671 | ||||||
6.00%, 12/20/40 |
4 | 4,514 | ||||||
6.00%, 11/20/41 |
2 | 2,079 | ||||||
6.00%, 01/20/42 |
17 | 18,081 | ||||||
6.00%, 04/20/42 |
4 | 4,004 | ||||||
6.00%, 07/20/45 |
133 | 145,149 | ||||||
6.00%, 01/20/46 |
378 | 411,605 | ||||||
6.00%, 09/21/52(a) |
7,000 | 7,285,742 | ||||||
6.50%, 09/15/23 |
0 | (c) | 162 | |||||
6.50%, 10/15/23 |
0 | (c) | 6 | |||||
6.50%, 11/15/23 |
0 | (c) | 83 | |||||
6.50%, 04/15/24 |
0 | (c) | 153 | |||||
6.50%, 05/15/24 |
0 | (c) | 125 | |||||
6.50%, 07/15/24 |
0 | (c) | 190 | |||||
6.50%, 10/15/24 |
0 | (c) | 50 | |||||
6.50%, 03/15/26 |
0 | (c) | 447 | |||||
6.50%, 04/15/26 |
0 | (c) | 98 | |||||
6.50%, 03/15/28 |
1 | 764 | ||||||
6.50%, 04/15/28 |
0 | (c) | 169 | |||||
6.50%, 06/15/28 |
0 | (c) | 163 | |||||
6.50%, 08/15/28 |
0 | (c) | 52 | |||||
6.50%, 09/15/28 |
2 | 1,787 | ||||||
6.50%, 10/15/28 |
7 | 6,907 | ||||||
6.50%, 10/20/28 |
0 | (c) | 392 | |||||
6.50%, 11/15/28 |
1 | 774 | ||||||
6.50%, 12/15/28 |
4 | 4,237 | ||||||
6.50%, 01/15/29 |
5 | 5,677 | ||||||
6.50%, 02/15/29 |
0 | (c) | 139 | |||||
6.50%, 03/15/29 |
2 | 1,947 | ||||||
6.50%, 04/15/29 |
1 | 728 | ||||||
6.50%, 05/15/29 |
0 | (c) | 86 | |||||
6.50%, 05/20/29 |
0 | (c) | 309 | |||||
6.50%, 06/15/29 |
0 | (c) | 233 | |||||
6.50%, 07/15/29 |
11 | 11,659 | ||||||
6.50%, 08/15/29 |
7 | 6,920 | ||||||
6.50%, 09/15/29 |
1 | 777 | ||||||
6.50%, 12/15/29 |
0 | (c) | 99 | |||||
6.50%, 05/15/31 |
2 | 2,096 | ||||||
6.50%, 06/15/31 |
0 | (c) | 714 | |||||
6.50%, 07/15/31 |
0 | (c) | 173 | |||||
6.50%, 09/15/31 |
5 | 5,887 | ||||||
6.50%, 11/15/31 |
16 | 17,598 | ||||||
6.50%, 12/15/31 |
6 | 5,678 | ||||||
6.50%, 01/15/32 |
2 | 1,962 | ||||||
6.50%, 02/20/32 |
0 | (c) | 185 |
102 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.50%, 03/15/32 |
$ | 5 | $ | 5,277 | ||||
6.50%, 04/15/32 |
5 | 5,367 | ||||||
6.50%, 05/20/32 |
8 | 8,170 | ||||||
6.50%, 06/15/32 |
1 | 1,462 | ||||||
6.50%, 07/15/32 |
2 | 2,333 | ||||||
6.50%, 08/15/32 |
5 | 4,717 | ||||||
6.50%, 10/15/32 |
2 | 2,081 | ||||||
6.50%, 12/15/32 |
1 | 1,105 | ||||||
6.50%, 01/15/33 |
5 | 4,684 | ||||||
6.50%, 03/15/33 |
3 | 2,861 | ||||||
6.50%, 04/15/33 |
1 | 1,514 | ||||||
6.50%, 05/15/33 |
3 | 3,125 | ||||||
6.50%, 07/15/34 |
1 | 804 | ||||||
6.50%, 08/15/34 |
1 | 1,574 | ||||||
6.50%, 08/20/34 |
1 | 824 | ||||||
6.50%, 11/15/34 |
2 | 2,407 | ||||||
6.50%, 12/15/35 |
3 | 2,789 | ||||||
6.50%, 04/15/36 |
14 | 15,014 | ||||||
6.50%, 10/15/36 |
19 | 20,215 | ||||||
6.50%, 05/15/37 |
8 | 7,845 | ||||||
6.50%, 07/15/37 |
2 | 2,060 | ||||||
6.50%, 08/15/37 |
0 | (c) | 314 | |||||
6.50%, 11/15/37 |
4 | 4,507 | ||||||
6.50%, 12/15/37 |
1 | 1,431 | ||||||
6.50%, 01/15/38 |
1 | 1,474 | ||||||
6.50%, 08/20/38 |
7 | 8,118 | ||||||
6.50%, 09/15/38 |
3 | 3,548 | ||||||
6.50%, 10/20/38 |
648 | 712,474 | ||||||
6.50%, 11/15/38 |
10 | 10,517 | ||||||
6.50%, 12/15/38 |
8 | 8,130 | ||||||
6.50%, 01/15/39 |
0 | (c) | 160 | |||||
7.00%, 06/15/23 |
0 | (c) | 62 | |||||
7.00%, 07/15/23 |
0 | (c) | 61 | |||||
7.00%, 08/15/23 |
0 | (c) | 598 | |||||
7.00%, 09/15/23 |
0 | (c) | 20 | |||||
7.00%, 10/15/23 |
0 | (c) | 50 | |||||
7.00%, 11/15/23 |
0 | (c) | 281 | |||||
7.00%, 12/15/23 |
0 | (c) | 124 | |||||
7.00%, 01/15/24 |
0 | (c) | 77 | |||||
7.00%, 04/15/24 |
0 | (c) | 174 | |||||
7.00%, 05/15/24 |
0 | (c) | 252 | |||||
7.00%, 06/15/24 |
0 | (c) | 193 | |||||
7.00%, 09/15/24 |
0 | (c) | 252 | |||||
7.00%, 10/15/24 |
0 | (c) | 438 | |||||
7.00%, 11/15/24 |
0 | (c) | 153 | |||||
7.00%, 01/15/25 |
0 | (c) | 51 | |||||
7.00%, 07/15/25 |
0 | (c) | 91 | |||||
7.00%, 10/15/25 |
0 | (c) | 126 | |||||
7.00%, 12/15/25 |
1 | 601 | ||||||
7.00%, 01/15/26 |
0 | (c) | 103 | |||||
7.00%, 02/15/26 |
0 | (c) | 175 | |||||
7.00%, 04/15/26 |
0 | (c) | 404 | |||||
7.00%, 06/15/26 |
1 | 837 | ||||||
7.00%, 11/15/26 |
0 | (c) | 261 | |||||
7.00%, 05/15/27 |
0 | (c) | 275 | |||||
7.00%, 06/15/27 |
0 | (c) | 494 | |||||
7.00%, 10/15/27 |
0 | (c) | 487 | |||||
7.00%, 11/15/27 |
1 | 1,161 | ||||||
7.00%, 12/15/27 |
1 | 1,718 | ||||||
7.00%, 01/15/28 |
1 | 734 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
7.00%, 02/15/28 |
$ | 0 | (c) | $ | 33 | |||
7.00%, 03/15/28 |
1 | 921 | ||||||
7.00%, 04/15/28 |
0 | (c) | 646 | |||||
7.00%, 06/15/28 |
3 | 2,719 | ||||||
7.00%, 07/15/28 |
1 | 547 | ||||||
7.00%, 08/15/28 |
1 | 944 | ||||||
7.00%, 09/15/28 |
4 | 3,126 | ||||||
7.00%, 10/15/28 |
0 | (c) | 316 | |||||
7.00%, 11/15/28 |
4 | 4,772 | ||||||
7.00%, 12/15/28 |
1 | 1,313 | ||||||
7.00%, 03/15/29 |
5 | 4,630 | ||||||
7.00%, 04/15/29 |
0 | (c) | 90 | |||||
7.00%, 05/15/29 |
0 | (c) | 128 | |||||
7.00%, 06/15/29 |
0 | (c) | 399 | |||||
7.00%, 07/15/29 |
0 | (c) | 351 | |||||
7.00%, 08/15/29 |
2 | 2,054 | ||||||
7.00%, 11/15/29 |
0 | (c) | 76 | |||||
7.00%, 12/15/29 |
1 | 591 | ||||||
7.00%, 12/15/30 |
1 | 1,073 | ||||||
7.00%, 02/15/31 |
1 | 593 | ||||||
7.00%, 07/15/31 |
3 | 3,971 | ||||||
7.00%, 08/15/31 |
1 | 1,548 | ||||||
7.00%, 09/15/31 |
1 | 1,801 | ||||||
7.00%, 10/15/31 |
0 | (c) | 143 | |||||
7.00%, 02/15/32 |
1 | 697 | ||||||
7.00%, 04/15/32 |
3 | 2,653 | ||||||
7.00%, 05/15/32 |
1 | 1,420 | ||||||
7.00%, 12/15/37 |
7 | 7,846 | ||||||
7.50%, 01/15/23 |
0 | (c) | 100 | |||||
7.50%, 06/15/23 |
0 | (c) | 12 | |||||
7.50%, 07/15/23 |
0 | (c) | 42 | |||||
7.50%, 11/15/23 |
0 | (c) | 49 | |||||
7.50%, 12/15/23 |
0 | (c) | 42 | |||||
7.50%, 02/15/24 |
0 | (c) | 235 | |||||
7.50%, 04/15/24 |
0 | (c) | 97 | |||||
7.50%, 05/15/24 |
1 | 627 | ||||||
7.50%, 06/15/24 |
0 | (c) | 275 | |||||
7.50%, 08/15/25 |
0 | (c) | 23 | |||||
7.50%, 09/15/25 |
0 | (c) | 790 | |||||
7.50%, 11/15/25 |
0 | (c) | 50 | |||||
7.50%, 12/15/25 |
0 | (c) | 136 | |||||
7.50%, 03/15/26 |
1 | 977 | ||||||
7.50%, 06/15/26 |
0 | (c) | 192 | |||||
7.50%, 08/15/26 |
0 | (c) | 59 | |||||
7.50%, 01/15/27 |
0 | (c) | 86 | |||||
7.50%, 06/15/27 |
0 | (c) | 313 | |||||
7.50%, 10/15/27 |
0 | (c) | 583 | |||||
7.50%, 12/15/27 |
1 | 805 | ||||||
7.50%, 01/15/28 |
0 | (c) | 104 | |||||
7.50%, 06/15/28 |
2 | 1,694 | ||||||
7.50%, 07/15/28 |
2 | 1,837 | ||||||
7.50%, 08/15/28 |
0 | (c) | 300 | |||||
7.50%, 09/15/28 |
0 | (c) | 121 | |||||
7.50%, 12/15/28 |
0 | (c) | 77 | |||||
7.50%, 01/15/29 |
0 | (c) | 48 | |||||
7.50%, 03/15/29 |
1 | 937 | ||||||
7.50%, 04/15/29 |
0 | (c) | 76 | |||||
7.50%, 08/15/29 |
0 | (c) | 464 | |||||
7.50%, 09/15/29 |
0 | (c) | 99 | |||||
7.50%, 10/15/29 |
0 | (c) | 123 |
S C H E D U L E O F I N V E S T M E N T S |
103 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
7.50%, 11/15/29 |
$ | 0 | (c) | $ | 103 | |||
7.50%, 12/15/29 |
2 | 2,005 | ||||||
7.50%, 08/15/30 |
3 | 2,995 | ||||||
7.50%, 11/15/30 |
0 | (c) | 27 | |||||
7.50%, 12/15/30 |
0 | (c) | 298 | |||||
7.50%, 03/15/32 |
1 | 892 | ||||||
8.00%, 02/15/23 |
0 | (c) | 195 | |||||
8.00%, 03/15/23 |
0 | (c) | 6 | |||||
8.00%, 10/15/23 |
0 | (c) | 145 | |||||
8.00%, 12/15/23 |
0 | (c) | 169 | |||||
8.00%, 03/15/24 |
0 | (c) | 54 | |||||
8.00%, 04/15/24 |
0 | (c) | 17 | |||||
8.00%, 06/15/25 |
0 | (c) | 49 | |||||
8.00%, 07/15/25 |
0 | (c) | 343 | |||||
8.00%, 08/15/25 |
0 | (c) | 341 | |||||
8.00%, 09/15/25 |
0 | (c) | 98 | |||||
8.00%, 10/15/25 |
1 | 527 | ||||||
8.00%, 11/15/25 |
0 | (c) | 234 | |||||
8.00%, 05/15/26 |
0 | (c) | 280 | |||||
8.00%, 06/15/26 |
0 | (c) | 261 | |||||
8.00%, 07/15/26 |
0 | (c) | 268 | |||||
8.00%, 08/15/26 |
0 | (c) | 91 | |||||
8.00%, 09/15/26 |
1 | 870 | ||||||
8.00%, 02/15/27 |
1 | 516 | ||||||
8.00%, 08/15/27 |
1 | 1,310 | ||||||
8.00%, 12/15/27 |
0 | (c) | 180 | |||||
8.00%, 04/15/28 |
0 | (c) | 47 | |||||
8.00%, 08/20/29 |
0 | (c) | 101 | |||||
8.00%, 09/15/29 |
1 | 556 | ||||||
8.00%, 10/15/29 |
0 | (c) | 246 | |||||
8.00%, 01/15/30 |
0 | (c) | 51 | |||||
8.00%, 02/15/30 |
0 | (c) | 248 | |||||
8.00%, 06/15/30 |
0 | (c) | 354 | |||||
8.00%, 06/20/30 |
0 | (c) | 47 | |||||
8.00%, 12/15/30 |
2 | 2,242 | ||||||
8.00%, 07/15/31 |
0 | 132 | ||||||
8.00%, 03/15/32 |
1 | 960 | ||||||
8.50%, 12/15/22 |
0 | (c) | 3 | |||||
8.50%, 05/15/23 |
0 | (c) | 11 | |||||
8.50%, 08/15/24 |
0 | (c) | 149 | |||||
8.50%, 09/15/24 |
0 | (c) | 104 | |||||
8.50%, 10/15/24 |
0 | (c) | 5 | |||||
8.50%, 03/15/25 |
1 | 556 | ||||||
8.50%, 04/15/25 |
0 | (c) | 59 | |||||
8.50%, 09/15/26 |
0 | (c) | 140 | |||||
8.50%, 01/15/27 |
0 | (c) | 63 | |||||
8.50%, 07/15/27 |
0 | (c) | 174 | |||||
8.50%, 08/15/27 |
1 | 616 | ||||||
8.50%, 02/15/30 |
1 | 1,016 | ||||||
8.50%, 07/15/30 |
0 | (c) | 305 | |||||
8.50%, 04/15/31 |
0 | (c) | 62 | |||||
9.00%, 11/15/24 |
0 | (c) | 27 | |||||
9.00%, 03/15/25 |
0 | (c) | 361 | |||||
9.50%, 01/15/25 |
0 | (c) | 86 | |||||
9.50%, 02/15/25 |
0 | (c) | 237 | |||||
9.50%, 06/15/25 |
0 | (c) | 42 | |||||
Uniform Mortgage-Backed Securities |
||||||||
1.50%, 11/01/35 |
2,369 | 2,130,050 | ||||||
1.50%, 12/01/35 |
6,916 | 6,223,326 | ||||||
1.50%, 01/01/36 |
5,127 | 4,605,790 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
1.50%, 03/01/36 |
$ | 16,068 | $ | 14,443,137 | ||||
1.50%, 06/01/36 |
1,575 | 1,415,725 | ||||||
1.50%, 07/01/36 |
1,099 | 987,445 | ||||||
1.50%, 08/01/36 |
2,459 | 2,210,374 | ||||||
1.50%, 09/01/36 |
9,172 | 8,245,098 | ||||||
1.50%, 10/01/36 |
20,012 | 17,990,538 | ||||||
1.50%, 11/01/36 |
17,416 | 15,654,397 | ||||||
1.50%, 12/01/36 |
3,196 | 2,873,026 | ||||||
1.50%, 01/01/37 |
6,049 | 5,440,213 | ||||||
1.50%, 02/01/37 |
120,401 | 108,225,664 | ||||||
1.50%, 03/01/37 |
125,463 | 112,755,603 | ||||||
1.50%, 04/01/37 |
22,441 | 20,167,794 | ||||||
1.50%, 11/01/50 |
58,456 | 47,981,457 | ||||||
1.50%, 01/01/51 |
26,839 | 22,029,776 | ||||||
1.50%, 02/01/51 |
1,706 | 1,400,644 | ||||||
1.50%, 05/01/51 |
87,812 | 72,084,917 | ||||||
1.50%, 07/01/51 |
73,398 | 60,248,305 | ||||||
1.50%, 11/01/51 |
102,957 | 84,451,397 | ||||||
1.50%, 09/15/52(a) |
20,775 | 16,983,968 | ||||||
2.00%, 05/01/26 |
276 | 265,111 | ||||||
2.00%, 08/01/28 |
193 | 185,017 | ||||||
2.00%, 11/01/28 |
40 | 37,747 | ||||||
2.00%, 01/01/29 |
7 | 6,251 | ||||||
2.00%, 05/01/29 |
305 | 290,648 | ||||||
2.00%, 01/01/30 |
35 | 33,596 | ||||||
2.00%, 04/01/30 |
62 | 57,972 | ||||||
2.00%, 11/01/31 |
368 | 345,057 | ||||||
2.00%, 01/01/32 |
123 | 115,674 | ||||||
2.00%, 02/01/32 |
37 | 34,650 | ||||||
2.00%, 03/01/32 |
303 | 284,011 | ||||||
2.00%, 04/01/32 |
111 | 104,030 | ||||||
2.00%, 07/01/32 |
21 | 19,837 | ||||||
2.00%, 11/01/32 |
9 | 8,016 | ||||||
2.00%, 06/01/35 |
2,932 | 2,708,507 | ||||||
2.00%, 08/01/35 |
18,975 | 17,525,292 | ||||||
2.00%, 09/01/35 |
8,467 | 7,820,238 | ||||||
2.00%, 10/01/35 |
44,525 | 41,110,307 | ||||||
2.00%, 11/01/35 |
63,644 | 58,755,723 | ||||||
2.00%, 12/01/35 |
116,598 | 107,712,909 | ||||||
2.00%, 01/01/36 |
43,367 | 40,065,889 | ||||||
2.00%, 02/01/36 |
246,713 | 227,926,960 | ||||||
2.00%, 03/01/36 |
102,617 | 94,714,037 | ||||||
2.00%, 04/01/36 |
8,340 | 7,698,667 | ||||||
2.00%, 05/01/36 |
96,759 | 89,248,957 | ||||||
2.00%, 06/01/36 |
67,177 | 61,951,737 | ||||||
2.00%, 07/01/36 |
9,146 | 8,439,300 | ||||||
2.00%, 08/01/36 |
19,258 | 17,760,036 | ||||||
2.00%, 10/01/36 |
3,241 | 2,989,423 | ||||||
2.00%, 11/01/36 |
58,124 | 53,604,870 | ||||||
2.00%, 12/01/36 |
79,563 | 73,388,343 | ||||||
2.00%, 01/01/37 |
135,595 | 125,063,962 | ||||||
2.00%, 02/01/37 |
41,038 | 37,845,713 | ||||||
2.00%, 04/01/37 |
50,668 | 46,698,674 | ||||||
2.00%, 05/01/37 |
36,065 | 33,239,813 | ||||||
2.00%, 06/01/37 |
78,819 | 72,654,461 | ||||||
2.00%, 09/19/37(a) |
1,337 | 1,232,354 | ||||||
2.00%, 07/01/50 |
60,835 | 52,627,531 | ||||||
2.00%, 09/01/50 |
33,255 | 28,759,121 | ||||||
2.00%, 10/01/50 |
170,813 | 147,877,028 | ||||||
2.00%, 11/01/50 |
39,821 | 34,468,674 |
104 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
2.00%, 12/01/50 |
$ | 132,979 | $ | 115,085,119 | ||||
2.00%, 01/01/51 |
53,091 | 45,902,902 | ||||||
2.00%, 02/01/51 |
469,513 | 405,435,754 | ||||||
2.00%, 03/01/51 |
402,729 | 347,420,875 | ||||||
2.00%, 04/01/51 |
413,571 | 356,722,378 | ||||||
2.00%, 05/01/51(d) |
446,399 | 384,908,665 | ||||||
2.00%, 05/01/51 |
72,916 | 62,995,197 | ||||||
2.00%, 06/01/51 |
234,121 | 202,071,020 | ||||||
2.00%, 07/01/51 |
218,392 | 188,557,007 | ||||||
2.00%, 08/01/51 |
831 | 718,126 | ||||||
2.00%, 09/01/51 |
66,145 | 57,045,505 | ||||||
2.00%, 10/01/51 |
376,994 | 325,234,341 | ||||||
2.00%, 11/01/51 |
434,170 | 374,210,140 | ||||||
2.00%, 12/01/51 |
507,519 | 437,404,961 | ||||||
2.00%, 01/01/52 |
105,949 | 91,325,088 | ||||||
2.00%, 02/01/52 |
453,928 | 390,689,775 | ||||||
2.00%, 03/01/52 |
16,966 | 14,598,957 | ||||||
2.00%, 09/14/52(a) |
202,700 | 174,365,383 | ||||||
2.50%, 05/01/23 |
30 | 29,819 | ||||||
2.50%, 03/01/25 |
131 | 127,649 | ||||||
2.50%, 11/01/26 |
10 | 9,744 | ||||||
2.50%, 03/01/27 |
441 | 426,533 | ||||||
2.50%, 05/01/27 |
2,329 | 2,252,530 | ||||||
2.50%, 07/01/27 |
27 | 26,438 | ||||||
2.50%, 09/01/27 |
691 | 674,878 | ||||||
2.50%, 10/01/27 |
2,356 | 2,278,172 | ||||||
2.50%, 11/01/27 |
1,051 | 1,016,600 | ||||||
2.50%, 12/01/27 |
413 | 399,596 | ||||||
2.50%, 01/01/28 |
3,412 | 3,300,578 | ||||||
2.50%, 02/01/28 |
1,382 | 1,335,764 | ||||||
2.50%, 03/01/28 |
3,187 | 3,080,317 | ||||||
2.50%, 04/01/28 |
2,409 | 2,328,329 | ||||||
2.50%, 05/01/28 |
873 | 844,073 | ||||||
2.50%, 06/01/28 |
1,866 | 1,803,133 | ||||||
2.50%, 07/01/28 |
653 | 630,869 | ||||||
2.50%, 08/01/28 |
534 | 515,850 | ||||||
2.50%, 09/01/28 |
2,773 | 2,681,282 | ||||||
2.50%, 10/01/28 |
297 | 286,913 | ||||||
2.50%, 12/01/28 |
129 | 124,411 | ||||||
2.50%, 05/01/29 |
17 | 15,936 | ||||||
2.50%, 06/01/29 |
322 | 309,515 | ||||||
2.50%, 09/01/29 |
235 | 225,458 | ||||||
2.50%, 11/01/29 |
16 | 15,140 | ||||||
2.50%, 12/01/29 |
1,214 | 1,171,918 | ||||||
2.50%, 01/01/30 |
2,264 | 2,174,187 | ||||||
2.50%, 02/01/30 |
3,658 | 3,513,018 | ||||||
2.50%, 03/01/30 |
8 | 7,703 | ||||||
2.50%, 04/01/30 |
1,557 | 1,494,359 | ||||||
2.50%, 05/01/30 |
15,052 | 14,445,707 | ||||||
2.50%, 06/01/30 |
31,308 | 30,048,239 | ||||||
2.50%, 07/01/30 |
11,121 | 10,674,331 | ||||||
2.50%, 08/01/30 |
5,828 | 5,616,990 | ||||||
2.50%, 09/01/30 |
1,221 | 1,171,726 | ||||||
2.50%, 10/01/30 |
2,053 | 1,970,331 | ||||||
2.50%, 11/01/30 |
445 | 426,342 | ||||||
2.50%, 12/01/30 |
955 | 916,831 | ||||||
2.50%, 01/01/31 |
51 | 48,239 | ||||||
2.50%, 02/01/31 |
1,049 | 1,007,725 | ||||||
2.50%, 03/01/31 |
2,961 | 2,853,763 | ||||||
2.50%, 04/01/31 |
2,867 | 2,747,808 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
2.50%, 05/01/31 |
$ | 3,348 | $ | 3,209,193 | ||||
2.50%, 06/01/31 |
782 | 749,950 | ||||||
2.50%, 07/01/31 |
2,566 | 2,459,976 | ||||||
2.50%, 08/01/31 |
1,906 | 1,824,234 | ||||||
2.50%, 09/01/31 |
2,532 | 2,427,791 | ||||||
2.50%, 10/01/31 |
13,133 | 12,637,611 | ||||||
2.50%, 11/01/31 |
9,790 | 9,386,162 | ||||||
2.50%, 12/01/31 |
4,243 | 4,067,243 | ||||||
2.50%, 01/01/32 |
12,912 | 12,380,084 | ||||||
2.50%, 02/01/32 |
9,651 | 9,252,492 | ||||||
2.50%, 03/01/32 |
6,397 | 6,132,556 | ||||||
2.50%, 04/01/32 |
13,186 | 12,642,093 | ||||||
2.50%, 05/01/32 |
16,058 | 15,395,109 | ||||||
2.50%, 06/01/32 |
1,593 | 1,526,977 | ||||||
2.50%, 07/01/32 |
11,462 | 10,989,322 | ||||||
2.50%, 08/01/32 |
15 | 14,015 | ||||||
2.50%, 09/01/32 |
1,027 | 984,737 | ||||||
2.50%, 10/01/32 |
2,738 | 2,624,867 | ||||||
2.50%, 11/01/32 |
1,793 | 1,718,128 | ||||||
2.50%, 12/01/32 |
3,259 | 3,123,864 | ||||||
2.50%, 01/01/33 |
24,916 | 23,912,809 | ||||||
2.50%, 02/01/33 |
1,422 | 1,365,181 | ||||||
2.50%, 04/01/33 |
628 | 598,878 | ||||||
2.50%, 06/01/34 |
493 | 467,616 | ||||||
2.50%, 07/01/34 |
119 | 112,449 | ||||||
2.50%, 08/01/34 |
228 | 216,535 | ||||||
2.50%, 09/01/34 |
4,461 | 4,232,821 | ||||||
2.50%, 10/01/34 |
9,049 | 8,581,224 | ||||||
2.50%, 11/01/34 |
15,314 | 14,528,790 | ||||||
2.50%, 12/01/34 |
5,025 | 4,766,216 | ||||||
2.50%, 01/01/35 |
10,347 | 9,809,960 | ||||||
2.50%, 02/01/35 |
15,202 | 14,526,491 | ||||||
2.50%, 03/01/35 |
22,273 | 21,109,386 | ||||||
2.50%, 04/01/35 |
2,052 | 1,944,701 | ||||||
2.50%, 05/01/35 |
2,565 | 2,431,240 | ||||||
2.50%, 06/01/35 |
11,313 | 10,721,487 | ||||||
2.50%, 07/01/35 |
41,142 | 38,995,087 | ||||||
2.50%, 08/01/35 |
31,628 | 29,974,450 | ||||||
2.50%, 09/01/35 |
25,799 | 24,452,677 | ||||||
2.50%, 10/01/35 |
27,913 | 26,452,288 | ||||||
2.50%, 11/01/35 |
5,629 | 5,333,500 | ||||||
2.50%, 12/01/35 |
4,417 | 4,184,339 | ||||||
2.50%, 01/01/36 |
2,913 | 2,760,874 | ||||||
2.50%, 02/01/36 |
8,323 | 7,886,453 | ||||||
2.50%, 03/01/36 |
7,837 | 7,428,083 | ||||||
2.50%, 04/01/36 |
3,930 | 3,722,679 | ||||||
2.50%, 06/01/36 |
3,585 | 3,396,018 | ||||||
2.50%, 07/01/36 |
1,076 | 1,019,116 | ||||||
2.50%, 08/01/36 |
8,577 | 8,124,956 | ||||||
2.50%, 02/01/37 |
1,041 | 985,609 | ||||||
2.50%, 03/01/37 |
1,139 | 1,078,847 | ||||||
2.50%, 04/01/37 |
2,272 | 2,150,267 | ||||||
2.50%, 09/19/37(a) |
44,366 | 41,967,463 | ||||||
2.50%, 10/01/42 |
404 | 368,570 | ||||||
2.50%, 11/01/42 |
225 | 205,502 | ||||||
2.50%, 12/01/42 |
32 | 29,627 | ||||||
2.50%, 01/01/43 |
930 | 848,243 | ||||||
2.50%, 02/01/43 |
2,280 | 2,079,241 | ||||||
2.50%, 03/01/43 |
1,014 | 925,008 | ||||||
2.50%, 04/01/43 |
4,931 | 4,496,581 |
S C H E D U L E O F I N V E S T M E N T S |
105 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
2.50%, 05/01/43 |
$ | 485 | $ | 441,993 | ||||
2.50%, 06/01/43 |
2,850 | 2,599,117 | ||||||
2.50%, 07/01/43 |
347 | 316,497 | ||||||
2.50%, 08/01/43 |
343 | 313,084 | ||||||
2.50%, 04/01/45 |
226 | 205,072 | ||||||
2.50%, 05/01/45 |
323 | 293,127 | ||||||
2.50%, 07/01/45 |
44 | 39,463 | ||||||
2.50%, 03/01/46 |
2,282 | 2,068,780 | ||||||
2.50%, 05/01/46 |
54 | 49,114 | ||||||
2.50%, 06/01/46 |
340 | 308,183 | ||||||
2.50%, 07/01/46 |
69 | 62,758 | ||||||
2.50%, 08/01/46 |
482 | 436,744 | ||||||
2.50%, 09/01/46 |
231 | 209,318 | ||||||
2.50%, 10/01/46 |
159 | 143,933 | ||||||
2.50%, 11/01/46 |
7 | 6,024 | ||||||
2.50%, 12/01/46 |
288 | 261,141 | ||||||
2.50%, 01/01/47 |
45 | 40,717 | ||||||
2.50%, 02/01/47 |
2,050 | 1,857,502 | ||||||
2.50%, 04/01/47 |
3,638 | 3,296,411 | ||||||
2.50%, 12/01/47 |
423 | 383,461 | ||||||
2.50%, 07/01/49 |
6,689 | 6,063,060 | ||||||
2.50%, 03/01/50 |
34,679 | 31,302,724 | ||||||
2.50%, 04/01/50 |
2,753 | 2,489,581 | ||||||
2.50%, 05/01/50 |
14,512 | 13,106,276 | ||||||
2.50%, 06/01/50 |
49,071 | 44,134,425 | ||||||
2.50%, 07/01/50 |
61,304 | 55,259,364 | ||||||
2.50%, 08/01/50 |
64,372 | 58,039,793 | ||||||
2.50%, 09/01/50 |
258,022 | 232,506,739 | ||||||
2.50%, 10/01/50 |
289,562 | 260,551,012 | ||||||
2.50%, 11/01/50 |
491,283 | 441,512,104 | ||||||
2.50%, 12/01/50 |
122,423 | 109,904,692 | ||||||
2.50%, 01/01/51 |
101,873 | 91,463,853 | ||||||
2.50%, 02/01/51 |
64,868 | 58,186,194 | ||||||
2.50%, 03/01/51 |
1,785 | 1,604,547 | ||||||
2.50%, 04/01/51 |
29,231 | 26,191,639 | ||||||
2.50%, 05/01/51 |
21,057 | 18,897,917 | ||||||
2.50%, 06/01/51 |
1,045 | 942,617 | ||||||
2.50%, 07/01/51 |
202,361 | 181,403,547 | ||||||
2.50%, 08/01/51 |
190,495 | 170,873,698 | ||||||
2.50%, 09/01/51 |
179,783 | 161,064,780 | ||||||
2.50%, 10/01/51 |
196,148 | 175,676,589 | ||||||
2.50%, 11/01/51 |
88,194 | 79,039,825 | ||||||
2.50%, 12/01/51 |
176,059 | 157,695,488 | ||||||
2.50%, 01/01/52 |
207,353 | 185,587,760 | ||||||
2.50%, 02/01/52 |
44,510 | 39,854,577 | ||||||
2.50%, 03/01/52 |
111,044 | 99,246,150 | ||||||
2.50%, 04/01/52 |
140,335 | 125,406,194 | ||||||
2.50%, 05/01/52 |
4,221 | 3,778,140 | ||||||
2.50%, 07/01/52 |
49,765 | 44,477,940 | ||||||
2.50%, 09/14/52(a) |
569,780 | 508,706,705 | ||||||
3.00%, 09/01/22 |
0 | (c) | 3 | |||||
3.00%, 12/01/22 |
0 | (c) | 471 | |||||
3.00%, 11/01/25 |
14 | 14,067 | ||||||
3.00%, 12/01/25 |
18 | 17,852 | ||||||
3.00%, 01/01/26 |
248 | 242,504 | ||||||
3.00%, 02/01/26 |
304 | 298,177 | ||||||
3.00%, 07/01/26 |
4 | 3,574 | ||||||
3.00%, 09/01/26 |
36 | 35,313 | ||||||
3.00%, 10/01/26 |
8 | 8,265 | ||||||
3.00%, 11/01/26 |
1,032 | 1,011,617 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 12/01/26 |
$ | 1,876 | $ | 1,838,226 | ||||
3.00%, 01/01/27 |
1,625 | 1,592,538 | ||||||
3.00%, 02/01/27 |
43 | 42,307 | ||||||
3.00%, 03/01/27 |
151 | 147,868 | ||||||
3.00%, 04/01/27 |
64 | 62,053 | ||||||
3.00%, 05/01/27 |
172 | 168,740 | ||||||
3.00%, 06/01/27 |
764 | 748,404 | ||||||
3.00%, 07/01/27 |
1,491 | 1,459,941 | ||||||
3.00%, 08/01/27 |
2,635 | 2,582,622 | ||||||
3.00%, 09/01/27 |
3 | 2,781 | ||||||
3.00%, 10/01/27 |
411 | 402,745 | ||||||
3.00%, 11/01/27 |
3,812 | 3,736,280 | ||||||
3.00%, 01/01/28 |
1,152 | 1,129,355 | ||||||
3.00%, 03/01/28 |
243 | 238,040 | ||||||
3.00%, 04/01/28 |
520 | 508,549 | ||||||
3.00%, 05/01/28 |
465 | 455,787 | ||||||
3.00%, 08/01/28 |
1,818 | 1,779,705 | ||||||
3.00%, 09/01/28 |
272 | 266,557 | ||||||
3.00%, 11/01/28 |
2,383 | 2,335,103 | ||||||
3.00%, 12/01/28 |
659 | 644,562 | ||||||
3.00%, 01/01/29 |
772 | 757,712 | ||||||
3.00%, 02/01/29 |
407 | 397,683 | ||||||
3.00%, 03/01/29 |
426 | 416,708 | ||||||
3.00%, 04/01/29 |
4,478 | 4,376,980 | ||||||
3.00%, 05/01/29 |
1,666 | 1,629,566 | ||||||
3.00%, 06/01/29 |
690 | 674,389 | ||||||
3.00%, 07/01/29 |
761 | 743,825 | ||||||
3.00%, 08/01/29 |
1,254 | 1,224,320 | ||||||
3.00%, 09/01/29 |
401 | 391,469 | ||||||
3.00%, 10/01/29 |
3,027 | 2,957,374 | ||||||
3.00%, 11/01/29 |
4,168 | 4,071,528 | ||||||
3.00%, 12/01/29 |
301 | 293,492 | ||||||
3.00%, 01/01/30 |
551 | 537,722 | ||||||
3.00%, 02/01/30 |
2,368 | 2,313,613 | ||||||
3.00%, 03/01/30 |
29,662 | 29,029,977 | ||||||
3.00%, 04/01/30 |
7,236 | 7,065,160 | ||||||
3.00%, 05/01/30 |
4,411 | 4,308,227 | ||||||
3.00%, 06/01/30 |
1,934 | 1,889,127 | ||||||
3.00%, 07/01/30 |
5,120 | 5,002,457 | ||||||
3.00%, 08/01/30 |
540 | 527,603 | ||||||
3.00%, 09/01/30 |
2,370 | 2,315,402 | ||||||
3.00%, 10/01/30 |
2,625 | 2,564,730 | ||||||
3.00%, 11/01/30 |
1,441 | 1,407,070 | ||||||
3.00%, 01/01/31 |
4,533 | 4,426,082 | ||||||
3.00%, 02/01/31 |
5,681 | 5,548,553 | ||||||
3.00%, 03/01/31 |
10,086 | 9,839,475 | ||||||
3.00%, 04/01/31 |
1,295 | 1,260,172 | ||||||
3.00%, 05/01/31 |
9,733 | 9,499,286 | ||||||
3.00%, 06/01/31 |
5,909 | 5,767,326 | ||||||
3.00%, 07/01/31 |
703 | 685,583 | ||||||
3.00%, 08/01/31 |
147 | 142,408 | ||||||
3.00%, 09/01/31 |
7,065 | 6,896,569 | ||||||
3.00%, 11/01/31 |
902 | 880,052 | ||||||
3.00%, 12/01/31 |
3,283 | 3,207,511 | ||||||
3.00%, 01/01/32 |
6,811 | 6,643,173 | ||||||
3.00%, 02/01/32 |
11,218 | 10,941,932 | ||||||
3.00%, 03/01/32 |
1,592 | 1,552,625 | ||||||
3.00%, 04/01/32 |
3,900 | 3,802,001 | ||||||
3.00%, 05/01/32 |
1,304 | 1,272,068 | ||||||
3.00%, 06/01/32 |
6,901 | 6,724,858 |
106 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 07/01/32 |
$ | 841 | $ | 819,622 | ||||
3.00%, 08/01/32 |
3,304 | 3,217,240 | ||||||
3.00%, 09/01/32 |
10,034 | 9,796,440 | ||||||
3.00%, 10/01/32 |
955 | 927,090 | ||||||
3.00%, 11/01/32 |
3,857 | 3,756,746 | ||||||
3.00%, 12/01/32 |
16,601 | 16,180,527 | ||||||
3.00%, 01/01/33 |
1,968 | 1,917,495 | ||||||
3.00%, 02/01/33 |
3,417 | 3,328,544 | ||||||
3.00%, 03/01/33 |
1,415 | 1,377,836 | ||||||
3.00%, 04/01/33 |
346 | 337,479 | ||||||
3.00%, 05/01/33 |
2,498 | 2,423,223 | ||||||
3.00%, 06/01/33 |
602 | 586,177 | ||||||
3.00%, 09/01/33 |
2,251 | 2,192,203 | ||||||
3.00%, 10/01/33 |
5,435 | 5,292,327 | ||||||
3.00%, 02/01/34 |
5,619 | 5,481,053 | ||||||
3.00%, 05/01/34 |
806 | 783,092 | ||||||
3.00%, 06/01/34 |
3,817 | 3,710,217 | ||||||
3.00%, 07/01/34 |
7,581 | 7,371,329 | ||||||
3.00%, 08/01/34 |
2,889 | 2,808,243 | ||||||
3.00%, 09/01/34 |
7,421 | 7,209,892 | ||||||
3.00%, 10/01/34 |
3,171 | 3,080,833 | ||||||
3.00%, 11/01/34 |
6,913 | 6,721,317 | ||||||
3.00%, 12/01/34 |
1,668 | 1,620,898 | ||||||
3.00%, 01/01/35 |
4,278 | 4,151,263 | ||||||
3.00%, 02/01/35 |
10,511 | 10,213,160 | ||||||
3.00%, 03/01/35 |
16,328 | 15,866,128 | ||||||
3.00%, 04/01/35 |
9,027 | 8,771,783 | ||||||
3.00%, 05/01/35 |
2,280 | 2,212,847 | ||||||
3.00%, 06/01/35 |
2,188 | 2,123,518 | ||||||
3.00%, 07/01/35 |
12,891 | 12,504,274 | ||||||
3.00%, 08/01/35 |
898 | 870,176 | ||||||
3.00%, 09/01/35 |
608 | 589,960 | ||||||
3.00%, 10/01/35 |
1,499 | 1,454,210 | ||||||
3.00%, 12/01/35 |
15,622 | 15,043,163 | ||||||
3.00%, 05/01/36 |
2,066 | 2,002,268 | ||||||
3.00%, 07/01/36 |
926 | 897,414 | ||||||
3.00%, 09/01/36 |
5,467 | 5,296,591 | ||||||
3.00%, 12/01/36 |
2,621 | 2,517,301 | ||||||
3.00%, 01/01/37 |
5,958 | 5,714,286 | ||||||
3.00%, 02/01/37 |
6,302 | 6,044,209 | ||||||
3.00%, 09/19/37(a) |
30,150 | 29,201,924 | ||||||
3.00%, 05/01/41 |
617 | 579,659 | ||||||
3.00%, 04/01/42 |
24 | 22,835 | ||||||
3.00%, 08/01/42 |
931 | 880,439 | ||||||
3.00%, 09/01/42 |
3,605 | 3,411,581 | ||||||
3.00%, 10/01/42 |
4,123 | 3,901,867 | ||||||
3.00%, 11/01/42 |
18,352 | 17,364,709 | ||||||
3.00%, 12/01/42 |
30,596 | 28,949,780 | ||||||
3.00%, 01/01/43 |
15,439 | 14,607,559 | ||||||
3.00%, 02/01/43 |
7,185 | 6,798,438 | ||||||
3.00%, 03/01/43 |
11,628 | 10,987,709 | ||||||
3.00%, 04/01/43 |
12,436 | 11,765,802 | ||||||
3.00%, 05/01/43 |
12,649 | 11,968,998 | ||||||
3.00%, 06/01/43 |
4,585 | 4,337,631 | ||||||
3.00%, 07/01/43 |
3,761 | 3,558,814 | ||||||
3.00%, 08/01/43 |
11,838 | 11,201,843 | ||||||
3.00%, 09/01/43 |
17,718 | 16,766,124 | ||||||
3.00%, 10/01/43 |
610 | 577,512 | ||||||
3.00%, 11/01/43 |
55 | 51,635 | ||||||
3.00%, 12/01/43 |
641 | 606,783 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 01/01/44 |
$ | 14,228 | $ | 13,464,011 | ||||
3.00%, 02/01/44 |
14,096 | 13,338,733 | ||||||
3.00%, 07/01/44 |
46,250 | 43,764,293 | ||||||
3.00%, 10/01/44 |
33,748 | 31,934,590 | ||||||
3.00%, 11/01/44 |
4,339 | 4,105,672 | ||||||
3.00%, 12/01/44 |
209 | 196,364 | ||||||
3.00%, 01/01/45 |
4,347 | 4,113,234 | ||||||
3.00%, 02/01/45 |
3,519 | 3,309,754 | ||||||
3.00%, 03/01/45 |
927 | 871,655 | ||||||
3.00%, 04/01/45 |
2,707 | 2,544,096 | ||||||
3.00%, 05/01/45 |
17,435 | 16,428,074 | ||||||
3.00%, 06/01/45 |
27 | 24,811 | ||||||
3.00%, 07/01/45 |
6,055 | 5,708,632 | ||||||
3.00%, 08/01/45 |
7,164 | 6,769,331 | ||||||
3.00%, 09/01/45 |
910 | 856,060 | ||||||
3.00%, 10/01/45 |
473 | 444,075 | ||||||
3.00%, 12/01/45 |
756 | 711,652 | ||||||
3.00%, 01/01/46 |
4,547 | 4,275,705 | ||||||
3.00%, 02/01/46 |
1,523 | 1,432,308 | ||||||
3.00%, 03/01/46 |
703 | 661,384 | ||||||
3.00%, 04/01/46 |
3,317 | 3,118,869 | ||||||
3.00%, 05/01/46 |
2,718 | 2,555,014 | ||||||
3.00%, 06/01/46 |
3,965 | 3,728,006 | ||||||
3.00%, 07/01/46 |
69,125 | 64,985,483 | ||||||
3.00%, 08/01/46 |
14,719 | 13,837,333 | ||||||
3.00%, 09/01/46 |
15,544 | 14,612,126 | ||||||
3.00%, 10/01/46 |
42,334 | 39,765,339 | ||||||
3.00%, 11/01/46 |
58,995 | 55,454,231 | ||||||
3.00%, 12/01/46 |
109,175 | 102,633,049 | ||||||
3.00%, 01/01/47 |
53,263 | 50,073,720 | ||||||
3.00%, 02/01/47 |
70,559 | 66,329,964 | ||||||
3.00%, 03/01/47 |
19,517 | 18,351,933 | ||||||
3.00%, 04/01/47 |
22,868 | 21,496,998 | ||||||
3.00%, 05/01/47 |
927 | 871,553 | ||||||
3.00%, 07/01/47 |
16,947 | 15,932,232 | ||||||
3.00%, 08/01/47 |
1,153 | 1,083,483 | ||||||
3.00%, 09/01/47 |
432 | 406,011 | ||||||
3.00%, 10/01/47 |
383 | 359,701 | ||||||
3.00%, 11/01/47 |
160 | 150,169 | ||||||
3.00%, 12/01/47 |
18,349 | 17,249,091 | ||||||
3.00%, 01/01/48 |
3,163 | 2,973,438 | ||||||
3.00%, 03/01/48 |
9,829 | 9,233,207 | ||||||
3.00%, 04/01/48 |
31 | 29,041 | ||||||
3.00%, 05/01/48 |
232 | 217,688 | ||||||
3.00%, 07/01/48 |
2,757 | 2,592,181 | ||||||
3.00%, 09/01/48 |
1,964 | 1,845,967 | ||||||
3.00%, 11/01/48 |
18,105 | 17,017,700 | ||||||
3.00%, 02/01/49 |
2,424 | 2,278,830 | ||||||
3.00%, 04/01/49 |
5,502 | 5,131,575 | ||||||
3.00%, 05/01/49 |
12,242 | 11,424,977 | ||||||
3.00%, 06/01/49 |
2,484 | 2,316,882 | ||||||
3.00%, 07/01/49 |
1,829 | 1,707,154 | ||||||
3.00%, 08/01/49 |
10,457 | 9,754,101 | ||||||
3.00%, 09/01/49 |
16,676 | 15,552,297 | ||||||
3.00%, 10/01/49 |
29,899 | 27,899,030 | ||||||
3.00%, 11/01/49 |
21,415 | 19,940,423 | ||||||
3.00%, 12/01/49 |
20,450 | 19,067,744 | ||||||
3.00%, 01/01/50 |
22,508 | 21,009,799 | ||||||
3.00%, 02/01/50 |
43,734 | 40,800,192 | ||||||
3.00%, 03/01/50 |
73,817 | 68,785,376 |
S C H E D U L E O F I N V E S T M E N T S |
107 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 04/01/50 |
$ | 36,129 | $ | 33,664,825 | ||||
3.00%, 05/01/50 |
34,560 | 32,236,807 | ||||||
3.00%, 06/01/50 |
17,342 | 16,173,523 | ||||||
3.00%, 07/01/50 |
69,940 | 65,301,197 | ||||||
3.00%, 08/01/50 |
101,034 | 94,186,118 | ||||||
3.00%, 09/01/50 |
10,410 | 9,684,485 | ||||||
3.00%, 10/01/50 |
34,090 | 31,680,885 | ||||||
3.00%, 11/01/50 |
51,629 | 48,280,034 | ||||||
3.00%, 12/01/50 |
9,403 | 8,759,558 | ||||||
3.00%, 01/01/51 |
4,763 | 4,431,956 | ||||||
3.00%, 03/01/51 |
5,481 | 5,086,703 | ||||||
3.00%, 05/01/51 |
42,074 | 39,416,371 | ||||||
3.00%, 06/01/51 |
20,340 | 18,921,108 | ||||||
3.00%, 07/01/51 |
17,412 | 16,163,723 | ||||||
3.00%, 08/01/51 |
22,957 | 21,305,033 | ||||||
3.00%, 10/01/51 |
7,288 | 6,772,249 | ||||||
3.00%, 11/01/51 |
25,837 | 23,963,817 | ||||||
3.00%, 04/01/52 |
6,104 | 5,658,272 | ||||||
3.00%, 09/14/52(a) |
119,775 | 110,857,378 | ||||||
3.50%, 08/01/25 |
23 | 23,176 | ||||||
3.50%, 09/01/25 |
247 | 244,856 | ||||||
3.50%, 10/01/25 |
157 | 155,145 | ||||||
3.50%, 11/01/25 |
45 | 44,482 | ||||||
3.50%, 12/01/25 |
666 | 659,235 | ||||||
3.50%, 01/01/26 |
89 | 88,346 | ||||||
3.50%, 02/01/26 |
71 | 70,380 | ||||||
3.50%, 03/01/26 |
56 | 55,790 | ||||||
3.50%, 04/01/26 |
213 | 209,759 | ||||||
3.50%, 05/01/26 |
38 | 37,274 | ||||||
3.50%, 06/01/26 |
31 | 31,603 | ||||||
3.50%, 07/01/26 |
3 | 2,620 | ||||||
3.50%, 08/01/26 |
98 | 96,659 | ||||||
3.50%, 09/01/26 |
4,347 | 4,303,692 | ||||||
3.50%, 10/01/26 |
87 | 86,852 | ||||||
3.50%, 12/01/26 |
38 | 37,584 | ||||||
3.50%, 01/01/27 |
266 | 263,481 | ||||||
3.50%, 02/01/27 |
16 | 15,722 | ||||||
3.50%, 03/01/27 |
347 | 343,700 | ||||||
3.50%, 04/01/27 |
620 | 614,112 | ||||||
3.50%, 07/01/27 |
312 | 308,698 | ||||||
3.50%, 01/01/28 |
339 | 335,849 | ||||||
3.50%, 07/01/28 |
457 | 451,935 | ||||||
3.50%, 10/01/28 |
427 | 420,130 | ||||||
3.50%, 11/01/28 |
80 | 79,332 | ||||||
3.50%, 12/01/28 |
165 | 162,373 | ||||||
3.50%, 01/01/29 |
202 | 199,660 | ||||||
3.50%, 03/01/29 |
364 | 359,856 | ||||||
3.50%, 05/01/29 |
41 | 40,260 | ||||||
3.50%, 07/01/29 |
10 | 9,797 | ||||||
3.50%, 08/01/29 |
28 | 27,568 | ||||||
3.50%, 09/01/29 |
236 | 234,083 | ||||||
3.50%, 10/01/29 |
20 | 19,462 | ||||||
3.50%, 11/01/29 |
1,908 | 1,875,524 | ||||||
3.50%, 12/01/29 |
1,217 | 1,203,840 | ||||||
3.50%, 04/01/30 |
224 | 221,189 | ||||||
3.50%, 06/01/30 |
521 | 512,714 | ||||||
3.50%, 08/01/30 |
245 | 242,883 | ||||||
3.50%, 11/01/30 |
314 | 310,131 | ||||||
3.50%, 02/01/31 |
38 | 37,235 | ||||||
3.50%, 03/01/31 |
1,474 | 1,455,958 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 04/01/31 |
$ | 450 | $ | 444,993 | ||||
3.50%, 05/01/31 |
226 | 223,360 | ||||||
3.50%, 06/01/31 |
6,394 | 6,327,356 | ||||||
3.50%, 07/01/31 |
2,146 | 2,117,323 | ||||||
3.50%, 08/01/31 |
1,247 | 1,232,513 | ||||||
3.50%, 09/01/31 |
213 | 210,795 | ||||||
3.50%, 12/01/31 |
833 | 823,537 | ||||||
3.50%, 01/01/32 |
4,489 | 4,431,820 | ||||||
3.50%, 02/01/32 |
832 | 819,656 | ||||||
3.50%, 03/01/32 |
533 | 526,922 | ||||||
3.50%, 04/01/32 |
2,420 | 2,390,557 | ||||||
3.50%, 05/01/32 |
4,333 | 4,285,204 | ||||||
3.50%, 06/01/32 |
3,988 | 3,932,729 | ||||||
3.50%, 07/01/32 |
2,782 | 2,751,806 | ||||||
3.50%, 08/01/32 |
1,319 | 1,303,076 | ||||||
3.50%, 09/01/32 |
559 | 553,487 | ||||||
3.50%, 11/01/32 |
4,570 | 4,515,117 | ||||||
3.50%, 12/01/32 |
1,875 | 1,853,376 | ||||||
3.50%, 01/01/33 |
936 | 920,929 | ||||||
3.50%, 02/01/33 |
1,911 | 1,887,929 | ||||||
3.50%, 03/01/33 |
5,418 | 5,341,843 | ||||||
3.50%, 04/01/33 |
2,346 | 2,320,546 | ||||||
3.50%, 05/01/33 |
659 | 651,979 | ||||||
3.50%, 09/01/33 |
1,803 | 1,783,435 | ||||||
3.50%, 10/01/33 |
373 | 369,383 | ||||||
3.50%, 11/01/33 |
333 | 329,082 | ||||||
3.50%, 12/01/33 |
671 | 664,092 | ||||||
3.50%, 01/01/34 |
3,231 | 3,195,266 | ||||||
3.50%, 02/01/34 |
1,567 | 1,549,192 | ||||||
3.50%, 03/01/34 |
4,461 | 4,409,394 | ||||||
3.50%, 04/01/34 |
11,579 | 11,446,324 | ||||||
3.50%, 05/01/34 |
7,079 | 6,996,940 | ||||||
3.50%, 06/01/34 |
2,177 | 2,152,287 | ||||||
3.50%, 07/01/34 |
8,166 | 8,077,677 | ||||||
3.50%, 08/01/34 |
689 | 681,269 | ||||||
3.50%, 09/01/34 |
613 | 603,426 | ||||||
3.50%, 10/01/34 |
1,214 | 1,196,173 | ||||||
3.50%, 11/01/34 |
8,579 | 8,482,097 | ||||||
3.50%, 12/01/34 |
6,571 | 6,496,067 | ||||||
3.50%, 01/01/35 |
275 | 271,973 | ||||||
3.50%, 02/01/35 |
1,902 | 1,880,227 | ||||||
3.50%, 03/01/35 |
3,509 | 3,468,118 | ||||||
3.50%, 04/01/35 |
1,071 | 1,058,421 | ||||||
3.50%, 05/01/35 |
2,716 | 2,684,797 | ||||||
3.50%, 06/01/35 |
9,091 | 8,957,640 | ||||||
3.50%, 07/01/35 |
4,048 | 4,001,194 | ||||||
3.50%, 10/01/35 |
810 | 800,322 | ||||||
3.50%, 11/01/35 |
2,676 | 2,645,038 | ||||||
3.50%, 12/01/35 |
2,255 | 2,229,015 | ||||||
3.50%, 02/01/36 |
5,199 | 5,134,570 | ||||||
3.50%, 09/15/37(a) |
10,000 | 9,819,949 | ||||||
3.50%, 01/01/38 |
3,304 | 3,227,449 | ||||||
3.50%, 02/01/38 |
1,941 | 1,895,783 | ||||||
3.50%, 10/01/40 |
17 | 16,895 | ||||||
3.50%, 11/01/40 |
298 | 289,394 | ||||||
3.50%, 12/01/40 |
651 | 632,365 | ||||||
3.50%, 01/01/41 |
52 | 50,907 | ||||||
3.50%, 02/01/41 |
16 | 15,472 | ||||||
3.50%, 03/01/41 |
39 | 38,254 | ||||||
3.50%, 06/01/41 |
24 | 23,497 |
108 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 09/01/41 |
$ | 759 | $ | 737,524 | ||||
3.50%, 10/01/41 |
11 | 11,023 | ||||||
3.50%, 11/01/41 |
176 | 170,798 | ||||||
3.50%, 12/01/41 |
271 | 263,807 | ||||||
3.50%, 01/01/42 |
1,005 | 976,521 | ||||||
3.50%, 02/01/42 |
969 | 942,527 | ||||||
3.50%, 03/01/42 |
14,024 | 13,631,394 | ||||||
3.50%, 04/01/42 |
351 | 342,428 | ||||||
3.50%, 05/01/42 |
2,846 | 2,767,183 | ||||||
3.50%, 06/01/42 |
221 | 214,529 | ||||||
3.50%, 07/01/42 |
1,839 | 1,787,623 | ||||||
3.50%, 08/01/42 |
14,532 | 14,125,019 | ||||||
3.50%, 09/01/42 |
4,690 | 4,558,348 | ||||||
3.50%, 10/01/42 |
12,396 | 12,048,562 | ||||||
3.50%, 11/01/42 |
2,013 | 1,956,894 | ||||||
3.50%, 12/01/42 |
11,185 | 10,858,483 | ||||||
3.50%, 01/01/43 |
802 | 779,745 | ||||||
3.50%, 04/01/43 |
690 | 670,800 | ||||||
3.50%, 05/01/43 |
3,157 | 3,068,568 | ||||||
3.50%, 06/01/43 |
9,151 | 8,890,519 | ||||||
3.50%, 07/01/43 |
3,936 | 3,830,073 | ||||||
3.50%, 08/01/43 |
418 | 405,761 | ||||||
3.50%, 09/01/43 |
219 | 212,868 | ||||||
3.50%, 10/01/43 |
2,305 | 2,245,591 | ||||||
3.50%, 11/01/43 |
202 | 196,126 | ||||||
3.50%, 12/01/43 |
201 | 196,089 | ||||||
3.50%, 01/01/44 |
325 | 316,625 | ||||||
3.50%, 02/01/44 |
402 | 390,746 | ||||||
3.50%, 04/01/44 |
8,336 | 8,099,896 | ||||||
3.50%, 05/01/44 |
2,376 | 2,313,618 | ||||||
3.50%, 06/01/44 |
714 | 691,738 | ||||||
3.50%, 09/01/44 |
1,443 | 1,399,848 | ||||||
3.50%, 10/01/44 |
5,182 | 5,027,109 | ||||||
3.50%, 11/01/44 |
16,179 | 15,675,320 | ||||||
3.50%, 12/01/44 |
972 | 941,993 | ||||||
3.50%, 01/01/45 |
408 | 396,908 | ||||||
3.50%, 02/01/45 |
12,201 | 11,849,195 | ||||||
3.50%, 03/01/45 |
2,242 | 2,171,082 | ||||||
3.50%, 04/01/45 |
2,105 | 2,039,105 | ||||||
3.50%, 05/01/45 |
970 | 938,498 | ||||||
3.50%, 06/01/45 |
3,452 | 3,343,916 | ||||||
3.50%, 07/01/45 |
9,601 | 9,305,659 | ||||||
3.50%, 08/01/45 |
17,183 | 16,695,552 | ||||||
3.50%, 09/01/45 |
6,385 | 6,188,492 | ||||||
3.50%, 10/01/45 |
5,373 | 5,217,218 | ||||||
3.50%, 11/01/45 |
9,152 | 8,864,364 | ||||||
3.50%, 12/01/45 |
7,612 | 7,374,127 | ||||||
3.50%, 01/01/46 |
22,418 | 21,734,285 | ||||||
3.50%, 02/01/46 |
35,101 | 33,990,396 | ||||||
3.50%, 03/01/46 |
10,514 | 10,159,198 | ||||||
3.50%, 04/01/46 |
15,611 | 15,109,327 | ||||||
3.50%, 05/01/46 |
4,900 | 4,732,445 | ||||||
3.50%, 06/01/46 |
10,093 | 9,732,699 | ||||||
3.50%, 07/01/46 |
34,819 | 33,616,519 | ||||||
3.50%, 08/01/46 |
3,747 | 3,616,335 | ||||||
3.50%, 09/01/46 |
10,752 | 10,382,009 | ||||||
3.50%, 10/01/46 |
17,081 | 16,509,054 | ||||||
3.50%, 11/01/46 |
19,612 | 18,947,376 | ||||||
3.50%, 12/01/46 |
54,594 | 52,789,305 | ||||||
3.50%, 01/01/47 |
34,499 | 33,333,183 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 02/01/47 |
$ | 21,450 | $ | 20,735,569 | ||||
3.50%, 03/01/47 |
1,909 | 1,851,082 | ||||||
3.50%, 04/01/47 |
8,532 | 8,236,130 | ||||||
3.50%, 05/01/47 |
23,003 | 22,248,422 | ||||||
3.50%, 06/01/47 |
11,318 | 10,923,653 | ||||||
3.50%, 07/01/47 |
82,459 | 79,922,694 | ||||||
3.50%, 08/01/47 |
46,920 | 45,338,497 | ||||||
3.50%, 09/01/47 |
14,529 | 14,026,565 | ||||||
3.50%, 10/01/47 |
11,246 | 10,853,058 | ||||||
3.50%, 11/01/47 |
27,402 | 26,460,615 | ||||||
3.50%, 12/01/47 |
38,693 | 37,374,751 | ||||||
3.50%, 01/01/48 |
52,933 | 51,104,671 | ||||||
3.50%, 02/01/48 |
41,869 | 40,453,367 | ||||||
3.50%, 03/01/48 |
39,836 | 38,476,624 | ||||||
3.50%, 04/01/48 |
9,098 | 8,790,754 | ||||||
3.50%, 05/01/48 |
407 | 393,193 | ||||||
3.50%, 06/01/48 |
8,519 | 8,221,430 | ||||||
3.50%, 07/01/48 |
18,210 | 17,584,682 | ||||||
3.50%, 09/01/48 |
1,773 | 1,711,538 | ||||||
3.50%, 10/01/48 |
2,320 | 2,239,018 | ||||||
3.50%, 11/01/48 |
25,281 | 24,405,234 | ||||||
3.50%, 01/01/49 |
2,530 | 2,441,546 | ||||||
3.50%, 02/01/49 |
2,014 | 1,943,235 | ||||||
3.50%, 03/01/49 |
3,217 | 3,092,751 | ||||||
3.50%, 04/01/49 |
6,731 | 6,473,913 | ||||||
3.50%, 05/01/49 |
21,190 | 20,362,158 | ||||||
3.50%, 06/01/49 |
22,724 | 21,867,047 | ||||||
3.50%, 07/01/49 |
21,733 | 20,897,619 | ||||||
3.50%, 09/01/49 |
256 | 245,076 | ||||||
3.50%, 11/01/49 |
13,550 | 13,049,097 | ||||||
3.50%, 12/01/49 |
13,044 | 12,544,872 | ||||||
3.50%, 01/01/50 |
6,901 | 6,631,448 | ||||||
3.50%, 02/01/50 |
5,026 | 4,845,522 | ||||||
3.50%, 03/01/50 |
5,436 | 5,256,587 | ||||||
3.50%, 04/01/50 |
9,715 | 9,331,138 | ||||||
3.50%, 05/01/50 |
4,917 | 4,746,693 | ||||||
3.50%, 06/01/50 |
30,802 | 29,644,495 | ||||||
3.50%, 07/01/50 |
3,893 | 3,749,471 | ||||||
3.50%, 08/01/50 |
3,023 | 2,928,607 | ||||||
3.50%, 09/01/50 |
3,484 | 3,360,145 | ||||||
3.50%, 10/01/50 |
2,236 | 2,159,045 | ||||||
3.50%, 05/01/51 |
1,142 | 1,093,546 | ||||||
3.50%, 08/01/51 |
1,945 | 1,859,399 | ||||||
3.50%, 09/01/51 |
2,636 | 2,530,470 | ||||||
3.50%, 10/01/51 |
3,191 | 3,059,455 | ||||||
3.50%, 05/01/52 |
19,905 | 18,981,121 | ||||||
3.50%, 06/01/52 |
9,864 | 9,417,648 | ||||||
3.50%, 09/15/52(a) |
43,550 | 41,491,582 | ||||||
4.00%, 04/01/23 |
1 | 692 | ||||||
4.00%, 02/01/24 |
2 | 1,477 | ||||||
4.00%, 03/01/24 |
117 | 117,312 | ||||||
4.00%, 04/01/24 |
58 | 58,739 | ||||||
4.00%, 05/01/24 |
3 | 3,424 | ||||||
4.00%, 06/01/24 |
9 | 9,183 | ||||||
4.00%, 07/01/24 |
23 | 23,706 | ||||||
4.00%, 08/01/24 |
4 | 3,917 | ||||||
4.00%, 09/01/24 |
7 | 6,890 | ||||||
4.00%, 10/01/24 |
12 | 12,441 | ||||||
4.00%, 11/01/24 |
2 | 2,165 | ||||||
4.00%, 12/01/24 |
12 | 12,741 |
S C H E D U L E O F I N V E S T M E N T S |
109 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 01/01/25 |
$ | 5 | $ | 4,788 | ||||
4.00%, 02/01/25 |
7 | 7,576 | ||||||
4.00%, 03/01/25 |
20 | 20,035 | ||||||
4.00%, 04/01/25 |
16 | 15,053 | ||||||
4.00%, 05/01/25 |
25 | 24,442 | ||||||
4.00%, 06/01/25 |
6 | 5,854 | ||||||
4.00%, 07/01/25 |
71 | 70,638 | ||||||
4.00%, 08/01/25 |
2 | 2,617 | ||||||
4.00%, 09/01/25 |
429 | 429,218 | ||||||
4.00%, 10/01/25 |
490 | 490,199 | ||||||
4.00%, 11/01/25 |
219 | 219,243 | ||||||
4.00%, 12/01/25 |
7 | 6,867 | ||||||
4.00%, 01/01/26 |
15 | 14,984 | ||||||
4.00%, 03/01/26 |
361 | 362,107 | ||||||
4.00%, 05/01/26 |
10 | 10,615 | ||||||
4.00%, 06/01/26 |
1,750 | 1,752,986 | ||||||
4.00%, 07/01/26 |
85 | 84,599 | ||||||
4.00%, 08/01/26 |
17 | 17,168 | ||||||
4.00%, 09/01/26 |
546 | 546,871 | ||||||
4.00%, 03/01/27 |
485 | 487,486 | ||||||
4.00%, 08/01/27 |
137 | 137,623 | ||||||
4.00%, 02/01/29 |
164 | 163,936 | ||||||
4.00%, 12/01/30 |
751 | 749,147 | ||||||
4.00%, 01/01/31 |
479 | 477,440 | ||||||
4.00%, 02/01/31 |
338 | 336,596 | ||||||
4.00%, 10/01/31 |
1,070 | 1,067,301 | ||||||
4.00%, 02/01/32 |
2,585 | 2,578,951 | ||||||
4.00%, 04/01/32 |
8 | 7,669 | ||||||
4.00%, 05/01/32 |
1,410 | 1,416,511 | ||||||
4.00%, 06/01/32 |
8 | 7,672 | ||||||
4.00%, 07/01/32 |
710 | 712,065 | ||||||
4.00%, 05/01/33 |
131 | 131,728 | ||||||
4.00%, 07/01/33 |
761 | 770,483 | ||||||
4.00%, 08/01/33 |
1,256 | 1,266,437 | ||||||
4.00%, 09/01/33 |
2,198 | 2,203,424 | ||||||
4.00%, 10/01/33 |
433 | 439,121 | ||||||
4.00%, 11/01/33 |
73 | 73,206 | ||||||
4.00%, 12/01/33 |
2,004 | 2,006,008 | ||||||
4.00%, 01/01/34 |
357 | 357,473 | ||||||
4.00%, 05/01/34 |
463 | 467,678 | ||||||
4.00%, 06/01/34 |
445 | 450,340 | ||||||
4.00%, 07/01/34 |
643 | 646,980 | ||||||
4.00%, 08/01/34 |
226 | 226,330 | ||||||
4.00%, 10/01/34 |
1,171 | 1,179,938 | ||||||
4.00%, 11/01/35 |
340 | 344,691 | ||||||
4.00%, 01/01/36 |
16 | 15,808 | ||||||
4.00%, 10/01/37 |
19,595 | 19,596,970 | ||||||
4.00%, 06/01/38 |
317 | 317,119 | ||||||
4.00%, 03/01/39 |
16 | 16,379 | ||||||
4.00%, 04/01/39 |
35 | 34,792 | ||||||
4.00%, 05/01/39 |
387 | 387,136 | ||||||
4.00%, 07/01/39 |
20 | 19,861 | ||||||
4.00%, 08/01/39 |
352 | 351,925 | ||||||
4.00%, 09/01/39 |
31 | 30,637 | ||||||
4.00%, 10/01/39 |
2 | 2,226 | ||||||
4.00%, 11/01/39 |
104 | 104,772 | ||||||
4.00%, 12/01/39 |
4 | 3,245 | ||||||
4.00%, 02/01/40 |
18 | 17,721 | ||||||
4.00%, 05/01/40 |
18 | 18,822 | ||||||
4.00%, 07/01/40 |
44 | 43,635 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 08/01/40 |
$ | 1,067 | $ | 1,066,149 | ||||
4.00%, 09/01/40 |
887 | 886,843 | ||||||
4.00%, 10/01/40 |
414 | 414,893 | ||||||
4.00%, 11/01/40 |
117 | 117,180 | ||||||
4.00%, 12/01/40 |
2,186 | 2,186,219 | ||||||
4.00%, 01/01/41 |
2,159 | 2,157,536 | ||||||
4.00%, 02/01/41 |
960 | 960,026 | ||||||
4.00%, 03/01/41 |
222 | 222,473 | ||||||
4.00%, 04/01/41 |
37 | 37,228 | ||||||
4.00%, 05/01/41 |
356 | 355,430 | ||||||
4.00%, 08/01/41 |
3 | 2,766 | ||||||
4.00%, 09/01/41 |
2,451 | 2,448,592 | ||||||
4.00%, 10/01/41 |
358 | 358,158 | ||||||
4.00%, 11/01/41 |
142 | 141,523 | ||||||
4.00%, 12/01/41 |
887 | 886,640 | ||||||
4.00%, 01/01/42 |
1,234 | 1,232,168 | ||||||
4.00%, 02/01/42 |
225 | 224,584 | ||||||
4.00%, 03/01/42 |
6,270 | 6,256,780 | ||||||
4.00%, 05/01/42 |
955 | 953,061 | ||||||
4.00%, 06/01/42 |
39 | 39,071 | ||||||
4.00%, 07/01/42 |
419 | 419,182 | ||||||
4.00%, 08/01/42 |
3 | 2,708 | ||||||
4.00%, 09/01/42 |
6 | 5,583 | ||||||
4.00%, 12/01/42 |
191 | 191,115 | ||||||
4.00%, 01/01/43 |
9 | 8,549 | ||||||
4.00%, 08/01/43 |
23 | 22,164 | ||||||
4.00%, 09/01/43 |
1,373 | 1,372,372 | ||||||
4.00%, 10/01/43 |
174 | 174,604 | ||||||
4.00%, 11/01/43 |
359 | 358,130 | ||||||
4.00%, 12/01/43 |
5 | 5,231 | ||||||
4.00%, 01/01/44 |
908 | 906,106 | ||||||
4.00%, 02/01/44 |
11 | 10,640 | ||||||
4.00%, 03/01/44 |
1,440 | 1,439,787 | ||||||
4.00%, 04/01/44 |
1,101 | 1,100,434 | ||||||
4.00%, 05/01/44 |
10,358 | 10,342,491 | ||||||
4.00%, 06/01/44 |
3,153 | 3,149,158 | ||||||
4.00%, 07/01/44 |
8,713 | 8,708,083 | ||||||
4.00%, 08/01/44 |
248 | 247,257 | ||||||
4.00%, 09/01/44 |
185 | 183,851 | ||||||
4.00%, 10/01/44 |
2,223 | 2,215,671 | ||||||
4.00%, 11/01/44 |
5,008 | 4,995,940 | ||||||
4.00%, 12/01/44 |
2,788 | 2,781,194 | ||||||
4.00%, 01/01/45 |
9,630 | 9,608,538 | ||||||
4.00%, 02/01/45 |
8,377 | 8,356,448 | ||||||
4.00%, 03/01/45 |
13,421 | 13,397,136 | ||||||
4.00%, 04/01/45 |
918 | 910,242 | ||||||
4.00%, 06/01/45 |
7,560 | 7,536,237 | ||||||
4.00%, 07/01/45 |
14,444 | 14,399,874 | ||||||
4.00%, 08/01/45 |
343 | 339,586 | ||||||
4.00%, 09/01/45 |
14,154 | 14,039,087 | ||||||
4.00%, 10/01/45 |
3,658 | 3,634,662 | ||||||
4.00%, 11/01/45 |
7,703 | 7,641,163 | ||||||
4.00%, 12/01/45 |
816 | 807,981 | ||||||
4.00%, 01/01/46 |
2,534 | 2,514,659 | ||||||
4.00%, 02/01/46 |
4,121 | 4,097,065 | ||||||
4.00%, 03/01/46 |
11,392 | 11,309,923 | ||||||
4.00%, 04/01/46 |
7,501 | 7,433,855 | ||||||
4.00%, 05/01/46 |
9,340 | 9,259,421 | ||||||
4.00%, 06/01/46 |
15,814 | 15,762,449 | ||||||
4.00%, 07/01/46 |
1,391 | 1,377,205 |
110 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.00%, 08/01/46 |
$ | 8,751 | $ | 8,681,208 | ||||
4.00%, 09/01/46 |
11,070 | 11,009,469 | ||||||
4.00%, 10/01/46 |
3,096 | 3,087,817 | ||||||
4.00%, 11/01/46 |
9,585 | 9,525,876 | ||||||
4.00%, 01/01/47 |
3,918 | 3,885,401 | ||||||
4.00%, 02/01/47 |
3,352 | 3,322,320 | ||||||
4.00%, 03/01/47 |
8,997 | 8,906,779 | ||||||
4.00%, 04/01/47 |
10,613 | 10,502,482 | ||||||
4.00%, 05/01/47 |
9,595 | 9,504,933 | ||||||
4.00%, 06/01/47 |
18,721 | 18,536,028 | ||||||
4.00%, 07/01/47 |
10,046 | 9,946,769 | ||||||
4.00%, 08/01/47 |
25,467 | 25,217,315 | ||||||
4.00%, 09/01/47 |
25,621 | 25,374,992 | ||||||
4.00%, 10/01/47 |
23,280 | 23,058,863 | ||||||
4.00%, 11/01/47 |
14,215 | 14,084,628 | ||||||
4.00%, 12/01/47 |
9,170 | 9,089,100 | ||||||
4.00%, 01/01/48 |
9,735 | 9,638,545 | ||||||
4.00%, 02/01/48 |
44,306 | 43,889,586 | ||||||
4.00%, 03/01/48 |
3,215 | 3,180,232 | ||||||
4.00%, 04/01/48 |
13,980 | 13,838,263 | ||||||
4.00%, 05/01/48 |
6,364 | 6,288,864 | ||||||
4.00%, 06/01/48 |
1,681 | 1,668,692 | ||||||
4.00%, 07/01/48 |
12,707 | 12,595,576 | ||||||
4.00%, 08/01/48 |
3,997 | 3,966,219 | ||||||
4.00%, 09/01/48 |
2,971 | 2,940,015 | ||||||
4.00%, 10/01/48 |
9,433 | 9,337,323 | ||||||
4.00%, 11/01/48 |
5,888 | 5,823,196 | ||||||
4.00%, 12/01/48 |
9,476 | 9,370,064 | ||||||
4.00%, 01/01/49 |
11,176 | 11,068,952 | ||||||
4.00%, 02/01/49 |
5,500 | 5,444,620 | ||||||
4.00%, 03/01/49 |
12,495 | 12,337,738 | ||||||
4.00%, 04/01/49 |
9,756 | 9,654,441 | ||||||
4.00%, 05/01/49 |
9,531 | 9,417,397 | ||||||
4.00%, 06/01/49 |
33,801 | 33,413,863 | ||||||
4.00%, 07/01/49 |
29,563 | 29,399,588 | ||||||
4.00%, 09/01/49 |
13,964 | 13,791,546 | ||||||
4.00%, 11/01/49 |
2,006 | 1,986,122 | ||||||
4.00%, 12/01/49 |
19,996 | 19,752,702 | ||||||
4.00%, 01/01/50 |
3,391 | 3,359,200 | ||||||
4.00%, 03/01/50 |
3,042 | 2,986,244 | ||||||
4.00%, 04/01/50 |
4,126 | 4,064,548 | ||||||
4.00%, 05/01/50 |
4,505 | 4,435,673 | ||||||
4.00%, 07/01/50 |
843 | 829,992 | ||||||
4.00%, 12/01/50 |
5,201 | 5,120,663 | ||||||
4.00%, 05/01/51 |
915 | 896,970 | ||||||
4.00%, 06/01/52 |
6,932 | 6,822,352 | ||||||
4.00%, 09/14/52(a) |
108,269 | 105,672,235 | ||||||
4.50%, 04/01/23 |
1 | 1,293 | ||||||
4.50%, 05/01/23 |
0 | (c) | 166 | |||||
4.50%, 06/01/23 |
4 | 4,831 | ||||||
4.50%, 01/01/24 |
0 | (c) | 238 | |||||
4.50%, 02/01/24 |
0 | (c) | 449 | |||||
4.50%, 03/01/24 |
12 | 11,855 | ||||||
4.50%, 03/01/24 |
0 | (c) | 197 | |||||
4.50%, 04/01/24 |
0 | 197 | ||||||
4.50%, 07/01/24 |
2 | 2,225 | ||||||
4.50%, 08/01/24 |
2 | 2,233 | ||||||
4.50%, 10/01/24 |
196 | 196,941 | ||||||
4.50%, 11/01/24 |
2 | 2,373 | ||||||
4.50%, 12/01/24 |
16 | 16,051 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 01/01/25 |
$ | 1 | $ | 1,177 | ||||
4.50%, 02/01/25 |
262 | 263,188 | ||||||
4.50%, 04/01/25 |
328 | 332,008 | ||||||
4.50%, 05/01/25 |
15 | 14,918 | ||||||
4.50%, 06/01/25 |
287 | 290,196 | ||||||
4.50%, 09/01/25 |
10 | 10,519 | ||||||
4.50%, 04/01/26 |
9 | 9,347 | ||||||
4.50%, 10/01/26 |
1,242 | 1,254,254 | ||||||
4.50%, 01/01/27 |
135 | 136,362 | ||||||
4.50%, 11/01/28 |
1 | 1,022 | ||||||
4.50%, 08/01/31 |
1,503 | 1,519,282 | ||||||
4.50%, 08/01/33 |
35 | 36,050 | ||||||
4.50%, 09/01/33 |
7 | 7,126 | ||||||
4.50%, 10/01/33 |
16 | 17,433 | ||||||
4.50%, 11/01/33 |
26 | 26,733 | ||||||
4.50%, 12/01/33 |
520 | 528,013 | ||||||
4.50%, 01/01/34 |
1,645 | 1,669,800 | ||||||
4.50%, 02/01/34 |
322 | 326,802 | ||||||
4.50%, 04/01/34 |
2 | 1,616 | ||||||
4.50%, 05/01/34 |
10 | 10,001 | ||||||
4.50%, 06/01/34 |
549 | 557,984 | ||||||
4.50%, 07/01/34 |
1 | 511 | ||||||
4.50%, 08/01/34 |
1,433 | 1,451,559 | ||||||
4.50%, 09/01/34 |
320 | 324,473 | ||||||
4.50%, 12/01/34 |
3 | 3,283 | ||||||
4.50%, 01/01/35 |
1 | 867 | ||||||
4.50%, 02/01/35 |
0 | (c) | 440 | |||||
4.50%, 03/01/35 |
1 | 1,509 | ||||||
4.50%, 05/01/35 |
0 | (c) | 201 | |||||
4.50%, 07/01/35 |
0 | (c) | 370 | |||||
4.50%, 08/01/35 |
1 | 1,254 | ||||||
4.50%, 09/01/35 |
9 | 8,986 | ||||||
4.50%, 10/01/35 |
2 | 1,713 | ||||||
4.50%, 12/01/35 |
38 | 39,023 | ||||||
4.50%, 01/01/36 |
1 | 562 | ||||||
4.50%, 03/01/36 |
2 | 2,126 | ||||||
4.50%, 07/01/37 |
4 | 3,809 | ||||||
4.50%, 03/01/38 |
3 | 3,050 | ||||||
4.50%, 04/01/38 |
110 | 112,730 | ||||||
4.50%, 05/01/38 |
43 | 44,203 | ||||||
4.50%, 06/01/38 |
18 | 18,566 | ||||||
4.50%, 09/01/38 |
12,289 | 12,500,356 | ||||||
4.50%, 11/01/38 |
3 | 3,238 | ||||||
4.50%, 01/01/39 |
10 | 10,381 | ||||||
4.50%, 02/01/39 |
792 | 808,077 | ||||||
4.50%, 03/01/39 |
50 | 50,552 | ||||||
4.50%, 04/01/39 |
1,555 | 1,587,678 | ||||||
4.50%, 05/01/39 |
903 | 922,618 | ||||||
4.50%, 06/01/39 |
166 | 168,610 | ||||||
4.50%, 07/01/39 |
182 | 185,129 | ||||||
4.50%, 08/01/39 |
2,563 | 2,617,695 | ||||||
4.50%, 09/01/39 |
78 | 79,883 | ||||||
4.50%, 10/01/39 |
5,840 | 5,962,149 | ||||||
4.50%, 11/01/39 |
32 | 32,115 | ||||||
4.50%, 12/01/39 |
356 | 363,722 | ||||||
4.50%, 01/01/40 |
1,676 | 1,711,354 | ||||||
4.50%, 02/01/40 |
354 | 361,038 | ||||||
4.50%, 03/01/40 |
284 | 290,742 | ||||||
4.50%, 04/01/40 |
105 | 107,762 | ||||||
4.50%, 05/01/40 |
164 | 167,810 |
S C H E D U L E O F I N V E S T M E N T S |
111 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 06/01/40 |
$ | 30 | $ | 31,107 | ||||
4.50%, 07/01/40 |
55 | 55,597 | ||||||
4.50%, 08/01/40 |
132 | 135,195 | ||||||
4.50%, 09/01/40 |
2,185 | 2,230,881 | ||||||
4.50%, 10/01/40 |
300 | 306,440 | ||||||
4.50%, 12/01/40 |
2,262 | 2,309,538 | ||||||
4.50%, 01/01/41 |
2,275 | 2,322,697 | ||||||
4.50%, 02/01/41 |
440 | 447,840 | ||||||
4.50%, 03/01/41 |
955 | 975,017 | ||||||
4.50%, 04/01/41 |
15,803 | 16,134,154 | ||||||
4.50%, 05/01/41 |
13,434 | 13,716,123 | ||||||
4.50%, 06/01/41 |
5,577 | 5,693,478 | ||||||
4.50%, 07/01/41 |
339 | 345,677 | ||||||
4.50%, 08/01/41 |
3,575 | 3,650,065 | ||||||
4.50%, 09/01/41 |
6,001 | 6,127,191 | ||||||
4.50%, 10/01/41 |
105 | 108,008 | ||||||
4.50%, 11/01/41 |
283 | 289,380 | ||||||
4.50%, 12/01/41 |
3,276 | 3,376,823 | ||||||
4.50%, 01/01/42 |
3,041 | 3,105,496 | ||||||
4.50%, 04/01/42 |
116 | 118,278 | ||||||
4.50%, 07/01/42 |
2,973 | 3,034,498 | ||||||
4.50%, 09/01/42 |
1,562 | 1,595,265 | ||||||
4.50%, 10/01/42 |
2,092 | 2,136,358 | ||||||
4.50%, 01/01/43 |
159 | 161,881 | ||||||
4.50%, 09/01/43 |
2,962 | 3,045,804 | ||||||
4.50%, 10/01/43 |
870 | 888,524 | ||||||
4.50%, 11/01/43 |
2,046 | 2,088,119 | ||||||
4.50%, 12/01/43 |
1,516 | 1,558,389 | ||||||
4.50%, 01/01/44 |
313 | 319,408 | ||||||
4.50%, 02/01/44 |
445 | 454,948 | ||||||
4.50%, 03/01/44 |
7,774 | 7,939,635 | ||||||
4.50%, 04/01/44 |
1,444 | 1,481,828 | ||||||
4.50%, 05/01/44 |
590 | 600,567 | ||||||
4.50%, 06/01/44 |
1,571 | 1,604,308 | ||||||
4.50%, 07/01/44 |
244 | 248,803 | ||||||
4.50%, 08/01/44 |
1,060 | 1,081,705 | ||||||
4.50%, 09/01/44 |
38 | 38,588 | ||||||
4.50%, 10/01/44 |
241 | 246,027 | ||||||
4.50%, 11/01/44 |
60 | 62,184 | ||||||
4.50%, 12/01/44 |
8,430 | 8,597,633 | ||||||
4.50%, 01/01/45 |
994 | 1,013,586 | ||||||
4.50%, 02/01/45 |
9,805 | 9,987,288 | ||||||
4.50%, 03/01/45 |
1,353 | 1,370,457 | ||||||
4.50%, 04/01/45 |
5 | 4,699 | ||||||
4.50%, 08/01/45 |
2,334 | 2,379,930 | ||||||
4.50%, 09/01/45 |
396 | 403,529 | ||||||
4.50%, 10/01/45 |
6,202 | 6,362,272 | ||||||
4.50%, 11/01/45 |
478 | 487,317 | ||||||
4.50%, 12/01/45 |
136 | 138,063 | ||||||
4.50%, 01/01/46 |
83 | 84,260 | ||||||
4.50%, 02/01/46 |
7,612 | 7,766,342 | ||||||
4.50%, 03/01/46 |
23,473 | 23,967,032 | ||||||
4.50%, 04/01/46 |
5,606 | 5,713,684 | ||||||
4.50%, 05/01/46 |
1,174 | 1,195,572 | ||||||
4.50%, 06/01/46 |
1,329 | 1,356,562 | ||||||
4.50%, 07/01/46 |
929 | 945,412 | ||||||
4.50%, 08/01/46 |
6,826 | 6,951,946 | ||||||
4.50%, 09/01/46 |
206 | 208,912 | ||||||
4.50%, 10/01/46 |
772 | 780,604 | ||||||
4.50%, 11/01/46 |
96 | 96,957 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 12/01/46 |
$ | 735 | $ | 742,850 | ||||
4.50%, 01/01/47 |
716 | 722,745 | ||||||
4.50%, 02/01/47 |
460 | 465,073 | ||||||
4.50%, 03/01/47 |
1,329 | 1,347,290 | ||||||
4.50%, 04/01/47 |
3,501 | 3,538,048 | ||||||
4.50%, 05/01/47 |
1,755 | 1,779,117 | ||||||
4.50%, 06/01/47 |
6,213 | 6,262,839 | ||||||
4.50%, 07/01/47 |
1,688 | 1,703,428 | ||||||
4.50%, 08/01/47 |
6,033 | 6,166,716 | ||||||
4.50%, 09/01/47 |
4,401 | 4,438,690 | ||||||
4.50%, 10/01/47 |
7,018 | 7,109,170 | ||||||
4.50%, 11/01/47 |
2,580 | 2,614,794 | ||||||
4.50%, 12/01/47 |
679 | 685,109 | ||||||
4.50%, 01/01/48 |
1,857 | 1,875,387 | ||||||
4.50%, 02/01/48 |
4,706 | 4,775,946 | ||||||
4.50%, 03/01/48 |
706 | 717,137 | ||||||
4.50%, 04/01/48 |
8,623 | 8,674,006 | ||||||
4.50%, 05/01/48 |
5,565 | 5,623,270 | ||||||
4.50%, 06/01/48 |
3,368 | 3,390,084 | ||||||
4.50%, 07/01/48 |
3,685 | 3,709,090 | ||||||
4.50%, 08/01/48 |
29,722 | 29,993,793 | ||||||
4.50%, 09/01/48 |
6,853 | 6,916,769 | ||||||
4.50%, 10/01/48 |
13,155 | 13,237,919 | ||||||
4.50%, 11/01/48 |
6,591 | 6,669,966 | ||||||
4.50%, 12/01/48 |
31,126 | 31,342,683 | ||||||
4.50%, 01/01/49 |
19,440 | 19,591,574 | ||||||
4.50%, 02/01/49 |
12,107 | 12,235,095 | ||||||
4.50%, 03/01/49 |
6,396 | 6,415,854 | ||||||
4.50%, 04/01/49 |
13,943 | 14,079,992 | ||||||
4.50%, 05/01/49 |
6,253 | 6,285,756 | ||||||
4.50%, 07/01/49 |
1,674 | 1,679,522 | ||||||
4.50%, 08/01/49 |
2,116 | 2,122,732 | ||||||
4.50%, 09/01/49 |
3,960 | 3,973,849 | ||||||
4.50%, 10/01/49 |
1,952 | 1,959,652 | ||||||
4.50%, 11/01/49 |
970 | 974,010 | ||||||
4.50%, 12/01/49 |
13,946 | 14,174,366 | ||||||
4.50%, 01/01/50 |
2,436 | 2,445,954 | ||||||
4.50%, 02/01/50 |
5,950 | 5,961,084 | ||||||
4.50%, 03/01/50 |
7,214 | 7,251,343 | ||||||
4.50%, 04/01/50 |
6,893 | 6,873,648 | ||||||
4.50%, 09/01/50 |
921 | 925,799 | ||||||
4.50%, 06/01/52 |
4,141 | 4,118,710 | ||||||
4.50%, 09/14/52(a) |
33,125 | 32,923,145 | ||||||
5.00%, 01/01/23 |
0 | (c) | 72 | |||||
5.00%, 05/01/23 |
0 | (c) | 76 | |||||
5.00%, 06/01/23 |
0 | (c) | 613 | |||||
5.00%, 07/01/23 |
99 | 99,557 | ||||||
5.00%, 08/01/23 |
0 | (c) | 126 | |||||
5.00%, 09/01/23 |
4 | 3,817 | ||||||
5.00%, 10/01/23 |
0 | (c) | 153 | |||||
5.00%, 11/01/23 |
0 | (c) | 351 | |||||
5.00%, 12/01/23 |
6 | 5,893 | ||||||
5.00%, 01/01/24 |
0 | (c) | 267 | |||||
5.00%, 02/01/24 |
0 | (c) | 1 | |||||
5.00%, 12/01/24 |
1 | 1,386 | ||||||
5.00%, 05/01/25 |
5 | 4,712 | ||||||
5.00%, 09/01/25 |
2 | 1,587 | ||||||
5.00%, 11/01/32 |
2 | 1,977 | ||||||
5.00%, 03/01/33 |
2 | 2,547 | ||||||
5.00%, 05/01/33 |
22 | 23,473 |
112 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 06/01/33 |
$ | 3 | $ | 2,689 | ||||
5.00%, 07/01/33 |
97 | 99,968 | ||||||
5.00%, 08/01/33 |
365 | 378,204 | ||||||
5.00%, 09/01/33 |
48 | 49,791 | ||||||
5.00%, 10/01/33 |
1 | 735 | ||||||
5.00%, 11/01/33 |
1,630 | 1,683,088 | ||||||
5.00%, 02/01/34 |
3 | 3,296 | ||||||
5.00%, 03/01/34 |
25 | 25,679 | ||||||
5.00%, 04/01/34 |
21 | 22,249 | ||||||
5.00%, 05/01/34 |
662 | 683,421 | ||||||
5.00%, 06/01/34 |
1 | 647 | ||||||
5.00%, 07/01/34 |
9 | 9,504 | ||||||
5.00%, 08/01/34 |
25 | 25,579 | ||||||
5.00%, 09/01/34 |
4 | 4,576 | ||||||
5.00%, 10/01/34 |
9 | 9,370 | ||||||
5.00%, 12/01/34 |
226 | 233,600 | ||||||
5.00%, 01/01/35 |
148 | 152,550 | ||||||
5.00%, 02/01/35 |
847 | 875,681 | ||||||
5.00%, 03/01/35 |
45 | 46,952 | ||||||
5.00%, 04/01/35 |
11 | 11,636 | ||||||
5.00%, 05/01/35 |
8 | 8,027 | ||||||
5.00%, 06/01/35 |
86 | 88,868 | ||||||
5.00%, 07/01/35 |
95 | 98,412 | ||||||
5.00%, 08/01/35 |
60 | 61,552 | ||||||
5.00%, 09/01/35 |
129 | 132,443 | ||||||
5.00%, 10/01/35 |
45 | 46,726 | ||||||
5.00%, 11/01/35 |
436 | 454,984 | ||||||
5.00%, 12/01/35 |
5 | 5,425 | ||||||
5.00%, 01/01/36 |
16 | 16,891 | ||||||
5.00%, 02/01/36 |
9 | 8,981 | ||||||
5.00%, 03/01/36 |
551 | 570,717 | ||||||
5.00%, 04/01/36 |
1 | 955 | ||||||
5.00%, 05/01/36 |
427 | 442,179 | ||||||
5.00%, 06/01/36 |
43 | 44,980 | ||||||
5.00%, 07/01/36 |
25 | 25,683 | ||||||
5.00%, 08/01/36 |
1 | 808 | ||||||
5.00%, 11/01/36 |
3 | 2,701 | ||||||
5.00%, 12/01/36 |
2 | 1,817 | ||||||
5.00%, 02/01/37 |
15 | 15,179 | ||||||
5.00%, 03/01/37 |
9 | 9,164 | ||||||
5.00%, 04/01/37 |
2 | 1,894 | ||||||
5.00%, 05/01/37 |
10 | 10,666 | ||||||
5.00%, 06/01/37 |
7 | 6,986 | ||||||
5.00%, 07/01/37 |
434 | 448,689 | ||||||
5.00%, 01/01/38 |
6 | 6,091 | ||||||
5.00%, 02/01/38 |
704 | 728,456 | ||||||
5.00%, 03/01/38 |
42 | 43,297 | ||||||
5.00%, 04/01/38 |
95 | 101,482 | ||||||
5.00%, 05/01/38 |
23 | 23,788 | ||||||
5.00%, 06/01/38 |
3 | 2,756 | ||||||
5.00%, 07/01/38 |
71 | 74,000 | ||||||
5.00%, 11/01/38 |
0 | (c) | 91 | |||||
5.00%, 12/01/38 |
4 | 4,637 | ||||||
5.00%, 01/01/39 |
210 | 220,055 | ||||||
5.00%, 02/01/39 |
35 | 36,859 | ||||||
5.00%, 03/01/39 |
469 | 487,957 | ||||||
5.00%, 04/01/39 |
3,788 | 3,953,179 | ||||||
5.00%, 05/01/39 |
878 | 915,851 | ||||||
5.00%, 06/01/39 |
784 | 810,567 | ||||||
5.00%, 07/01/39 |
33 | 33,878 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 08/01/39 |
$ | 244 | $ | 254,212 | ||||
5.00%, 09/01/39 |
475 | 495,727 | ||||||
5.00%, 10/01/39 |
358 | 372,963 | ||||||
5.00%, 11/01/39 |
61 | 63,967 | ||||||
5.00%, 12/01/39 |
614 | 640,071 | ||||||
5.00%, 01/01/40 |
112 | 116,892 | ||||||
5.00%, 02/01/40 |
52 | 54,186 | ||||||
5.00%, 03/01/40 |
266 | 277,618 | ||||||
5.00%, 04/01/40 |
1,030 | 1,076,042 | ||||||
5.00%, 05/01/40 |
8,961 | 9,357,480 | ||||||
5.00%, 06/01/40 |
228 | 239,231 | ||||||
5.00%, 07/01/40 |
1,060 | 1,107,209 | ||||||
5.00%, 08/01/40 |
5,784 | 6,033,347 | ||||||
5.00%, 09/01/40 |
744 | 776,801 | ||||||
5.00%, 10/01/40 |
129 | 135,112 | ||||||
5.00%, 11/01/40 |
18 | 18,627 | ||||||
5.00%, 12/01/40 |
1,657 | 1,730,767 | ||||||
5.00%, 01/01/41 |
213 | 222,288 | ||||||
5.00%, 02/01/41 |
515 | 537,106 | ||||||
5.00%, 03/01/41 |
1,555 | 1,623,633 | ||||||
5.00%, 04/01/41 |
2,674 | 2,791,604 | ||||||
5.00%, 05/01/41 |
7,624 | 7,961,124 | ||||||
5.00%, 06/01/41 |
1,107 | 1,155,812 | ||||||
5.00%, 07/01/41 |
543 | 566,758 | ||||||
5.00%, 08/01/41 |
1,258 | 1,313,048 | ||||||
5.00%, 11/01/41 |
118 | 122,983 | ||||||
5.00%, 04/01/42 |
406 | 424,238 | ||||||
5.00%, 08/01/43 |
26 | 27,250 | ||||||
5.00%, 09/01/43 |
608 | 636,263 | ||||||
5.00%, 10/01/43 |
1,029 | 1,076,411 | ||||||
5.00%, 11/01/43 |
43 | 44,861 | ||||||
5.00%, 12/01/43 |
141 | 147,060 | ||||||
5.00%, 01/01/44 |
1,687 | 1,764,475 | ||||||
5.00%, 03/01/44 |
563 | 583,217 | ||||||
5.00%, 06/01/44 |
160 | 165,778 | ||||||
5.00%, 07/01/44 |
61 | 62,969 | ||||||
5.00%, 08/01/44 |
134 | 138,346 | ||||||
5.00%, 09/01/44 |
959 | 992,123 | ||||||
5.00%, 11/01/44 |
419 | 433,165 | ||||||
5.00%, 01/01/45 |
8 | 8,189 | ||||||
5.00%, 07/01/45 |
3,437 | 3,588,976 | ||||||
5.00%, 03/01/47 |
64 | 65,319 | ||||||
5.00%, 04/01/47 |
91 | 92,929 | ||||||
5.00%, 05/01/47 |
783 | 803,021 | ||||||
5.00%, 07/01/47 |
671 | 698,140 | ||||||
5.00%, 08/01/47 |
176 | 179,152 | ||||||
5.00%, 09/01/47 |
990 | 1,010,171 | ||||||
5.00%, 10/01/47 |
501 | 511,776 | ||||||
5.00%, 11/01/47 |
84 | 85,932 | ||||||
5.00%, 02/01/48 |
787 | 802,858 | ||||||
5.00%, 03/01/48 |
1,532 | 1,563,742 | ||||||
5.00%, 04/01/48 |
1,979 | 2,028,821 | ||||||
5.00%, 06/01/48 |
1,998 | 2,041,757 | ||||||
5.00%, 07/01/48 |
4,171 | 4,277,591 | ||||||
5.00%, 08/01/48 |
5,787 | 5,932,819 | ||||||
5.00%, 09/01/48 |
6,009 | 6,168,105 | ||||||
5.00%, 10/01/48 |
3,502 | 3,597,020 | ||||||
5.00%, 11/01/48 |
2,449 | 2,516,823 | ||||||
5.00%, 12/01/48 |
1,528 | 1,563,922 | ||||||
5.00%, 01/01/49 |
11,263 | 11,533,560 |
S C H E D U L E O F I N V E S T M E N T S |
113 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.00%, 02/01/49 |
$ | 6,408 | $ | 6,565,536 | ||||
5.00%, 03/01/49 |
5,215 | 5,330,651 | ||||||
5.00%, 04/01/49 |
7,975 | 8,157,216 | ||||||
5.00%, 05/01/49 |
1,911 | 1,968,683 | ||||||
5.00%, 07/01/49 |
8,257 | 8,445,340 | ||||||
5.00%, 08/01/49 |
2,760 | 2,816,531 | ||||||
5.00%, 09/01/49 |
1,317 | 1,349,385 | ||||||
5.00%, 10/01/49 |
4,497 | 4,589,593 | ||||||
5.00%, 11/01/49 |
1,192 | 1,216,000 | ||||||
5.00%, 03/01/50 |
470 | 479,893 | ||||||
5.00%, 05/01/50 |
614 | 622,062 | ||||||
5.00%, 01/01/51 |
1,159 | 1,175,206 | ||||||
5.00%, 09/15/52(a) |
1,500 | 1,513,711 | ||||||
5.50%, 11/01/22 |
0 | (c) | 54 | |||||
5.50%, 02/01/23 |
0 | (c) | 384 | |||||
5.50%, 09/01/23 |
0 | (c) | 100 | |||||
5.50%, 10/01/23 |
0 | (c) | 174 | |||||
5.50%, 11/01/23 |
0 | (c) | 318 | |||||
5.50%, 12/01/23 |
0 | (c) | 260 | |||||
5.50%, 01/01/25 |
0 | (c) | 79 | |||||
5.50%, 05/01/25 |
0 | (c) | 70 | |||||
5.50%, 03/01/28 |
225 | 226,415 | ||||||
5.50%, 10/01/28 |
0 | (c) | 295 | |||||
5.50%, 12/01/28 |
0 | (c) | 180 | |||||
5.50%, 07/01/29 |
1 | 1,474 | ||||||
5.50%, 04/01/31 |
2 | 1,705 | ||||||
5.50%, 12/01/31 |
14 | 15,180 | ||||||
5.50%, 01/01/32 |
6 | 6,442 | ||||||
5.50%, 02/01/32 |
2 | 1,982 | ||||||
5.50%, 11/01/32 |
2 | 2,537 | ||||||
5.50%, 12/01/32 |
6 | 6,543 | ||||||
5.50%, 01/01/33 |
27 | 27,527 | ||||||
5.50%, 02/01/33 |
6 | 6,667 | ||||||
5.50%, 03/01/33 |
28 | 29,001 | ||||||
5.50%, 04/01/33 |
67 | 70,718 | ||||||
5.50%, 05/01/33 |
604 | 633,122 | ||||||
5.50%, 06/01/33 |
43 | 46,532 | ||||||
5.50%, 07/01/33 |
130 | 135,847 | ||||||
5.50%, 08/01/33 |
1 | 1,297 | ||||||
5.50%, 09/01/33 |
5 | 5,925 | ||||||
5.50%, 10/01/33 |
248 | 260,472 | ||||||
5.50%, 11/01/33 |
1,161 | 1,217,998 | ||||||
5.50%, 12/01/33 |
1 | 1,022 | ||||||
5.50%, 01/01/34 |
39 | 40,507 | ||||||
5.50%, 02/01/34 |
26 | 26,316 | ||||||
5.50%, 03/01/34 |
11 | 12,270 | ||||||
5.50%, 04/01/34 |
57 | 60,224 | ||||||
5.50%, 05/01/34 |
53 | 55,617 | ||||||
5.50%, 06/01/34 |
26 | 25,967 | ||||||
5.50%, 07/01/34 |
17 | 17,321 | ||||||
5.50%, 09/01/34 |
853 | 896,848 | ||||||
5.50%, 10/01/34 |
1 | 757 | ||||||
5.50%, 11/01/34 |
24 | 24,910 | ||||||
5.50%, 12/01/34 |
18 | 18,245 | ||||||
5.50%, 01/01/35 |
40 | 42,584 | ||||||
5.50%, 02/01/35 |
70 | 74,411 | ||||||
5.50%, 03/01/35 |
29 | 31,220 | ||||||
5.50%, 04/01/35 |
24 | 25,205 | ||||||
5.50%, 05/01/35 |
13 | 12,929 | ||||||
5.50%, 06/01/35 |
23 | 24,964 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.50%, 07/01/35 |
$ | 24 | $ | 25,548 | ||||
5.50%, 08/01/35 |
10 | 10,531 | ||||||
5.50%, 09/01/35 |
205 | 216,340 | ||||||
5.50%, 10/01/35 |
14 | 13,926 | ||||||
5.50%, 11/01/35 |
36 | 38,576 | ||||||
5.50%, 12/01/35 |
45 | 48,653 | ||||||
5.50%, 01/01/36 |
17 | 17,773 | ||||||
5.50%, 02/01/36 |
66 | 69,459 | ||||||
5.50%, 03/01/36 |
1 | 618 | ||||||
5.50%, 04/01/36 |
1,386 | 1,465,804 | ||||||
5.50%, 05/01/36 |
344 | 363,727 | ||||||
5.50%, 06/01/36 |
1 | 819 | ||||||
5.50%, 07/01/36 |
12 | 12,886 | ||||||
5.50%, 08/01/36 |
27 | 28,970 | ||||||
5.50%, 09/01/36 |
2,253 | 2,364,030 | ||||||
5.50%, 10/01/36 |
13 | 13,909 | ||||||
5.50%, 11/01/36 |
18 | 19,280 | ||||||
5.50%, 12/01/36 |
28 | 29,287 | ||||||
5.50%, 01/01/37 |
28 | 30,039 | ||||||
5.50%, 02/01/37 |
67 | 70,604 | ||||||
5.50%, 03/01/37 |
42 | 44,791 | ||||||
5.50%, 04/01/37 |
8 | 8,972 | ||||||
5.50%, 05/01/37 |
258 | 274,096 | ||||||
5.50%, 06/01/37 |
153 | 163,443 | ||||||
5.50%, 07/01/37 |
21 | 24,927 | ||||||
5.50%, 08/01/37 |
1,793 | 1,897,688 | ||||||
5.50%, 09/01/37 |
1 | 535 | ||||||
5.50%, 10/01/37 |
3 | 3,320 | ||||||
5.50%, 11/01/37 |
11 | 11,563 | ||||||
5.50%, 12/01/37 |
61 | 64,865 | ||||||
5.50%, 01/01/38 |
14 | 14,060 | ||||||
5.50%, 02/01/38 |
35 | 35,882 | ||||||
5.50%, 03/01/38 |
748 | 793,128 | ||||||
5.50%, 04/01/38 |
69 | 72,676 | ||||||
5.50%, 05/01/38 |
218 | 230,227 | ||||||
5.50%, 06/01/38 |
259 | 272,483 | ||||||
5.50%, 07/01/38 |
530 | 562,607 | ||||||
5.50%, 08/01/38 |
61 | 64,571 | ||||||
5.50%, 09/01/38 |
7 | 7,486 | ||||||
5.50%, 10/01/38 |
3 | 3,183 | ||||||
5.50%, 11/01/38 |
1,047 | 1,109,160 | ||||||
5.50%, 12/01/38 |
37 | 37,558 | ||||||
5.50%, 01/01/39 |
37 | 38,605 | ||||||
5.50%, 02/01/39 |
39 | 41,556 | ||||||
5.50%, 03/01/39 |
12 | 13,108 | ||||||
5.50%, 04/01/39 |
19 | 20,888 | ||||||
5.50%, 06/01/39 |
156 | 164,759 | ||||||
5.50%, 07/01/39 |
18 | 18,854 | ||||||
5.50%, 08/01/39 |
1 | 1,306 | ||||||
5.50%, 09/01/39 |
27 | 29,029 | ||||||
5.50%, 10/01/39 |
7 | 7,008 | ||||||
5.50%, 11/01/39 |
32 | 34,058 | ||||||
5.50%, 12/01/39 |
75 | 78,225 | ||||||
5.50%, 01/01/40 |
37 | 39,688 | ||||||
5.50%, 03/01/40 |
62 | 65,323 | ||||||
5.50%, 05/01/40 |
141 | 148,944 | ||||||
5.50%, 06/01/40 |
81 | 85,943 | ||||||
5.50%, 07/01/40 |
1,800 | 1,906,141 | ||||||
5.50%, 09/01/40 |
4,336 | 4,592,035 | ||||||
5.50%, 07/01/41 |
296 | 313,027 |
114 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
5.50%, 09/01/41 |
$ | 7,527 | $ | 7,927,981 | ||||
5.50%, 05/01/44 |
5,599 | 5,928,874 | ||||||
5.50%, 01/01/47 |
1,917 | 2,027,143 | ||||||
5.50%, 06/01/48 |
100 | 104,370 | ||||||
5.50%, 11/01/48 |
81 | 83,596 | ||||||
5.50%, 12/01/48 |
327 | 339,087 | ||||||
5.50%, 02/01/49 |
571 | 598,313 | ||||||
5.50%, 03/01/49 |
122 | 126,503 | ||||||
6.00%, 05/01/24 |
0 | (c) | 25 | |||||
6.00%, 12/01/24 |
0 | (c) | 308 | |||||
6.00%, 03/01/28 |
1 | 537 | ||||||
6.00%, 04/01/28 |
0 | (c) | 85 | |||||
6.00%, 11/01/28 |
0 | (c) | 574 | |||||
6.00%, 12/01/28 |
0 | (c) | 1,401 | |||||
6.00%, 01/01/29 |
2 | 2,649 | ||||||
6.00%, 02/01/29 |
6 | 7,028 | ||||||
6.00%, 03/01/29 |
2 | 2,177 | ||||||
6.00%, 04/01/29 |
3 | 2,652 | ||||||
6.00%, 05/01/29 |
0 | (c) | 187 | |||||
6.00%, 06/01/29 |
1 | 878 | ||||||
6.00%, 07/01/29 |
2 | 1,803 | ||||||
6.00%, 04/01/30 |
1 | 1,146 | ||||||
6.00%, 04/01/31 |
1 | 1,077 | ||||||
6.00%, 05/01/31 |
5 | 5,594 | ||||||
6.00%, 11/01/31 |
7 | 7,314 | ||||||
6.00%, 02/01/32 |
3 | 2,839 | ||||||
6.00%, 03/01/32 |
2 | 2,356 | ||||||
6.00%, 04/01/32 |
4 | 4,477 | ||||||
6.00%, 06/01/32 |
1 | 1,364 | ||||||
6.00%, 09/01/32 |
3 | 3,073 | ||||||
6.00%, 11/01/32 |
35 | 37,894 | ||||||
6.00%, 12/01/32 |
26 | 26,942 | ||||||
6.00%, 01/01/33 |
25 | 25,468 | ||||||
6.00%, 02/01/33 |
6 | 6,950 | ||||||
6.00%, 03/01/33 |
21 | 21,904 | ||||||
6.00%, 05/01/33 |
2 | 2,546 | ||||||
6.00%, 10/01/33 |
3 | 2,758 | ||||||
6.00%, 11/01/33 |
2 | 1,575 | ||||||
6.00%, 12/01/33 |
20 | 20,686 | ||||||
6.00%, 02/01/34 |
4 | 4,581 | ||||||
6.00%, 03/01/34 |
1,553 | 1,649,399 | ||||||
6.00%, 04/01/34 |
3 | 2,754 | ||||||
6.00%, 05/01/34 |
248 | 263,147 | ||||||
6.00%, 08/01/34 |
336 | 357,682 | ||||||
6.00%, 09/01/34 |
18 | 18,501 | ||||||
6.00%, 10/01/34 |
15 | 16,395 | ||||||
6.00%, 11/01/34 |
102 | 108,158 | ||||||
6.00%, 12/01/34 |
6 | 5,801 | ||||||
6.00%, 01/01/35 |
29 | 30,709 | ||||||
6.00%, 02/01/35 |
11 | 11,800 | ||||||
6.00%, 04/01/35 |
3 | 3,685 | ||||||
6.00%, 06/01/35 |
9 | 9,972 | ||||||
6.00%, 07/01/35 |
95 | 101,166 | ||||||
6.00%, 09/01/35 |
14 | 14,478 | ||||||
6.00%, 10/01/35 |
40 | 42,562 | ||||||
6.00%, 12/01/35 |
37 | 38,747 | ||||||
6.00%, 01/01/36 |
7 | 7,099 | ||||||
6.00%, 02/01/36 |
2 | 2,091 | ||||||
6.00%, 03/01/36 |
1 | 980 | ||||||
6.00%, 05/01/36 |
25 | 27,235 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.00%, 06/01/36 |
$ | 518 | $ | 554,016 | ||||
6.00%, 07/01/36 |
10 | 10,859 | ||||||
6.00%, 08/01/36 |
489 | 523,322 | ||||||
6.00%, 10/01/36 |
19 | 20,062 | ||||||
6.00%, 11/01/36 |
37 | 39,879 | ||||||
6.00%, 12/01/36 |
11 | 11,843 | ||||||
6.00%, 01/01/37 |
3 | 3,360 | ||||||
6.00%, 02/01/37 |
74 | 76,542 | ||||||
6.00%, 03/01/37 |
32 | 33,592 | ||||||
6.00%, 04/01/37 |
16 | 18,085 | ||||||
6.00%, 06/01/37 |
30 | 32,541 | ||||||
6.00%, 07/01/37 |
23 | 25,811 | ||||||
6.00%, 08/01/37 |
18 | 18,232 | ||||||
6.00%, 09/01/37 |
13 | 14,814 | ||||||
6.00%, 10/01/37 |
7 | 7,309 | ||||||
6.00%, 11/01/37 |
36 | 37,716 | ||||||
6.00%, 12/01/37 |
28 | 31,384 | ||||||
6.00%, 01/01/38 |
99 | 105,368 | ||||||
6.00%, 02/01/38 |
40 | 43,232 | ||||||
6.00%, 03/01/38 |
365 | 391,404 | ||||||
6.00%, 04/01/38 |
27 | 29,054 | ||||||
6.00%, 05/01/38 |
910 | 975,829 | ||||||
6.00%, 07/01/38 |
20 | 20,562 | ||||||
6.00%, 08/01/38 |
98 | 102,379 | ||||||
6.00%, 09/01/38 |
28 | 30,222 | ||||||
6.00%, 10/01/38 |
15 | 16,780 | ||||||
6.00%, 11/01/38 |
11 | 11,496 | ||||||
6.00%, 12/01/38 |
7 | 7,312 | ||||||
6.00%, 06/01/39 |
2,693 | 2,878,636 | ||||||
6.00%, 09/01/39 |
2 | 1,967 | ||||||
6.00%, 10/01/39 |
217 | 231,778 | ||||||
6.00%, 04/01/40 |
35 | 37,986 | ||||||
6.00%, 09/01/40 |
4 | 4,619 | ||||||
6.00%, 10/01/40 |
49 | 52,944 | ||||||
6.00%, 07/01/41 |
758 | 811,208 | ||||||
6.00%, 02/01/49 |
1,142 | 1,223,048 | ||||||
6.50%, 08/01/23 |
0 | (c) | 176 | |||||
6.50%, 09/01/23 |
0 | (c) | 15 | |||||
6.50%, 12/01/23 |
0 | (c) | 176 | |||||
6.50%, 01/01/24 |
0 | (c) | 366 | |||||
6.50%, 03/01/24 |
0 | (c) | 15 | |||||
6.50%, 04/01/24 |
0 | (c) | 19 | |||||
6.50%, 06/01/24 |
0 | (c) | 140 | |||||
6.50%, 10/01/24 |
0 | (c) | 16 | |||||
6.50%, 11/01/24 |
0 | (c) | 101 | |||||
6.50%, 06/01/25 |
0 | (c) | 139 | |||||
6.50%, 08/01/25 |
0 | (c) | 161 | |||||
6.50%, 12/01/25 |
0 | (c) | 154 | |||||
6.50%, 01/01/26 |
2 | 1,660 | ||||||
6.50%, 02/01/26 |
0 | (c) | 188 | |||||
6.50%, 03/01/26 |
0 | (c) | 393 | |||||
6.50%, 04/01/26 |
0 | (c) | 308 | |||||
6.50%, 05/01/26 |
0 | (c) | 280 | |||||
6.50%, 06/01/26 |
0 | (c) | 67 | |||||
6.50%, 09/01/26 |
1 | 631 | ||||||
6.50%, 11/01/26 |
0 | (c) | 105 | |||||
6.50%, 03/01/27 |
0 | (c) | 298 | |||||
6.50%, 04/01/27 |
0 | (c) | 165 | |||||
6.50%, 09/01/27 |
0 | (c) | 9 | |||||
6.50%, 11/01/27 |
0 | (c) | 108 |
S C H E D U L E O F I N V E S T M E N T S |
115 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.50%, 12/01/27 |
$ | 2 | $ | 1,894 | ||||
6.50%, 01/01/28 |
1 | 612 | ||||||
6.50%, 02/01/28 |
0 | (c) | 77 | |||||
6.50%, 04/01/28 |
2 | 2,076 | ||||||
6.50%, 05/01/28 |
1 | 934 | ||||||
6.50%, 08/01/28 |
5 | 5,935 | ||||||
6.50%, 09/01/28 |
1 | 1,412 | ||||||
6.50%, 10/01/28 |
1 | 1,895 | ||||||
6.50%, 11/01/28 |
0 | (c) | 682 | |||||
6.50%, 12/01/28 |
1 | 1,425 | ||||||
6.50%, 01/01/29 |
2 | 2,066 | ||||||
6.50%, 02/01/29 |
2 | 2,255 | ||||||
6.50%, 03/01/29 |
5 | 4,669 | ||||||
6.50%, 04/01/29 |
1 | 1,477 | ||||||
6.50%, 05/01/29 |
2 | 1,464 | ||||||
6.50%, 06/01/29 |
14 | 14,379 | ||||||
6.50%, 07/01/29 |
2 | 3,176 | ||||||
6.50%, 08/01/29 |
0 | (c) | 309 | |||||
6.50%, 09/01/29 |
1 | 663 | ||||||
6.50%, 11/01/29 |
0 | (c) | 205 | |||||
6.50%, 05/01/30 |
0 | (c) | 149 | |||||
6.50%, 10/01/30 |
0 | (c) | 27 | |||||
6.50%, 12/01/30 |
1 | 673 | ||||||
6.50%, 01/01/31 |
0 | (c) | 115 | |||||
6.50%, 03/01/31 |
1 | 763 | ||||||
6.50%, 04/01/31 |
2 | 2,548 | ||||||
6.50%, 05/01/31 |
5 | 5,231 | ||||||
6.50%, 06/01/31 |
0 | (c) | 97 | |||||
6.50%, 07/01/31 |
3 | 3,191 | ||||||
6.50%, 08/01/31 |
2 | 1,690 | ||||||
6.50%, 09/01/31 |
3 | 3,433 | ||||||
6.50%, 10/01/31 |
6 | 6,796 | ||||||
6.50%, 11/01/31 |
2 | 2,222 | ||||||
6.50%, 12/01/31 |
5 | 4,223 | ||||||
6.50%, 02/01/32 |
2 | 3,493 | ||||||
6.50%, 03/01/32 |
11 | 12,019 | ||||||
6.50%, 04/01/32 |
1 | 774 | ||||||
6.50%, 05/01/32 |
6 | 6,331 | ||||||
6.50%, 06/01/32 |
2 | 2,692 | ||||||
6.50%, 07/01/32 |
7 | 7,649 | ||||||
6.50%, 08/01/32 |
17 | 17,961 | ||||||
6.50%, 09/01/32 |
14 | 14,358 | ||||||
6.50%, 11/01/32 |
0 | (c) | 358 | |||||
6.50%, 01/01/33 |
1 | 559 | ||||||
6.50%, 03/01/33 |
5 | 5,200 | ||||||
6.50%, 05/01/33 |
1 | 1,022 | ||||||
6.50%, 06/01/33 |
6 | 6,075 | ||||||
6.50%, 07/01/33 |
0 | (c) | 79 | |||||
6.50%, 09/01/33 |
0 | (c) | 233 | |||||
6.50%, 11/01/33 |
5 | 5,074 | ||||||
6.50%, 01/01/34 |
8 | 9,111 | ||||||
6.50%, 03/01/34 |
0 | (c) | 312 | |||||
6.50%, 05/01/34 |
15 | 16,280 | ||||||
6.50%, 08/01/34 |
10 | 10,423 | ||||||
6.50%, 09/01/34 |
21 | 21,806 | ||||||
6.50%, 10/01/34 |
3 | 2,865 | ||||||
6.50%, 11/01/34 |
1 | 1,044 | ||||||
6.50%, 04/01/35 |
3 | 3,325 | ||||||
6.50%, 02/01/36 |
6 | 6,414 | ||||||
6.50%, 05/01/36 |
1 | 976 |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
6.50%, 06/01/36 |
$ | 0 | (c) | $ | 476 | |||
6.50%, 07/01/36 |
1 | 1,621 | ||||||
6.50%, 08/01/36 |
39 | 43,162 | ||||||
6.50%, 09/01/36 |
162 | 176,059 | ||||||
6.50%, 10/01/36 |
32 | 34,331 | ||||||
6.50%, 11/01/36 |
0 | (c) | 389 | |||||
6.50%, 12/01/36 |
30 | 32,392 | ||||||
6.50%, 02/01/37 |
6 | 6,830 | ||||||
6.50%, 03/01/37 |
3 | 2,978 | ||||||
6.50%, 06/01/37 |
1 | 710 | ||||||
6.50%, 07/01/37 |
45 | 48,265 | ||||||
6.50%, 08/01/37 |
1,341 | 1,457,480 | ||||||
6.50%, 09/01/37 |
10 | 10,508 | ||||||
6.50%, 10/01/37 |
90 | 98,132 | ||||||
6.50%, 11/01/37 |
20 | 21,069 | ||||||
6.50%, 12/01/37 |
53 | 57,691 | ||||||
6.50%, 01/01/38 |
5 | 5,082 | ||||||
6.50%, 02/01/38 |
8 | 8,664 | ||||||
6.50%, 03/01/38 |
17 | 18,025 | ||||||
6.50%, 05/01/38 |
41 | 44,006 | ||||||
6.50%, 06/01/38 |
12 | 13,143 | ||||||
6.50%, 09/01/38 |
4 | 4,915 | ||||||
6.50%, 12/01/38 |
6 | 6,488 | ||||||
6.50%, 01/01/39 |
8 | 8,767 | ||||||
6.50%, 03/01/39 |
4 | 4,255 | ||||||
6.50%, 05/01/39 |
3 | 3,035 | ||||||
6.50%, 10/01/39 |
1,288 | 1,404,530 | ||||||
6.50%, 05/01/40 |
861 | 938,288 | ||||||
7.00%, 06/01/23 |
0 | (c) | 7 | |||||
7.00%, 07/01/23 |
0 | (c) | 294 | |||||
7.00%, 09/01/23 |
0 | (c) | 24 | |||||
7.00%, 10/01/23 |
0 | (c) | 246 | |||||
7.00%, 12/01/23 |
0 | (c) | 152 | |||||
7.00%, 01/01/24 |
0 | (c) | 50 | |||||
7.00%, 02/01/24 |
1 | 1,215 | ||||||
7.00%, 03/01/24 |
0 | (c) | 235 | |||||
7.00%, 05/01/24 |
1 | 1,197 | ||||||
7.00%, 10/01/24 |
0 | (c) | 15 | |||||
7.00%, 11/01/24 |
0 | (c) | 220 | |||||
7.00%, 07/01/25 |
0 | (c) | 6 | |||||
7.00%, 08/01/25 |
0 | (c) | 204 | |||||
7.00%, 09/01/25 |
0 | (c) | 114 | |||||
7.00%, 10/01/25 |
0 | (c) | 134 | |||||
7.00%, 12/01/25 |
2 | 2,346 | ||||||
7.00%, 02/01/26 |
0 | (c) | 627 | |||||
7.00%, 03/01/26 |
0 | (c) | 397 | |||||
7.00%, 04/01/26 |
0 | (c) | 97 | |||||
7.00%, 05/01/26 |
0 | (c) | 1,329 | |||||
7.00%, 08/01/26 |
0 | (c) | 144 | |||||
7.00%, 11/01/26 |
2 | 2,542 | ||||||
7.00%, 02/01/27 |
0 | (c) | 35 | |||||
7.00%, 04/01/27 |
0 | (c) | 155 | |||||
7.00%, 07/01/27 |
0 | (c) | 305 | |||||
7.00%, 08/01/27 |
2 | 1,553 | ||||||
7.00%, 09/01/27 |
1 | 884 | ||||||
7.00%, 11/01/27 |
0 | (c) | 203 | |||||
7.00%, 12/01/27 |
0 | (c) | 194 | |||||
7.00%, 03/01/28 |
1 | 641 | ||||||
7.00%, 04/01/28 |
2 | 2,160 | ||||||
7.00%, 07/01/28 |
1 | 976 |
116 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
7.00%, 08/01/28 |
$ | 0 | (c) | $ | 379 | |||
7.00%, 01/01/29 |
0 | (c) | 488 | |||||
7.00%, 02/01/29 |
0 | (c) | 826 | |||||
7.00%, 05/01/29 |
1 | 717 | ||||||
7.00%, 06/01/29 |
1 | 641 | ||||||
7.00%, 07/01/29 |
0 | (c) | 53 | |||||
7.00%, 08/01/29 |
1 | 1,411 | ||||||
7.00%, 10/01/29 |
0 | (c) | 157 | |||||
7.00%, 01/01/30 |
0 | (c) | 85 | |||||
7.00%, 02/01/30 |
0 | (c) | 249 | |||||
7.00%, 09/01/30 |
1 | 666 | ||||||
7.00%, 11/01/30 |
3 | 3,137 | ||||||
7.00%, 12/01/30 |
0 | (c) | 120 | |||||
7.00%, 02/01/31 |
0 | (c) | 169 | |||||
7.00%, 09/01/31 |
1 | 858 | ||||||
7.00%, 11/01/31 |
0 | (c) | 51 | |||||
7.00%, 03/01/32 |
4 | 4,670 | ||||||
7.00%, 04/01/32 |
28 | 31,360 | ||||||
7.00%, 05/01/32 |
11 | 11,697 | ||||||
7.00%, 07/01/32 |
0 | (c) | 534 | |||||
7.00%, 08/01/32 |
1 | 996 | ||||||
7.00%, 10/01/32 |
0 | (c) | 821 | |||||
7.00%, 12/01/32 |
10 | 10,855 | ||||||
7.00%, 01/01/36 |
2 | 2,549 | ||||||
7.00%, 07/01/36 |
1 | 885 | ||||||
7.00%, 08/01/36 |
1 | 1,139 | ||||||
7.00%, 01/01/37 |
2 | 1,738 | ||||||
7.00%, 03/01/37 |
3 | 2,685 | ||||||
7.00%, 04/01/37 |
447 | 492,302 | ||||||
7.00%, 05/01/37 |
6 | 6,892 | ||||||
7.00%, 06/01/37 |
7 | 7,373 | ||||||
7.00%, 09/01/37 |
0 | (c) | 501 | |||||
7.00%, 12/01/37 |
11 | 12,355 | ||||||
7.00%, 05/01/38 |
0 | (c) | 518 | |||||
7.00%, 12/01/38 |
3 | 3,016 | ||||||
7.00%, 01/01/39 |
0 | (c) | 438 | |||||
7.50%, 11/01/22 |
0 | (c) | 51 | |||||
7.50%, 02/01/23 |
0 | (c) | 3 | |||||
7.50%, 06/01/23 |
0 | (c) | 23 | |||||
7.50%, 03/01/24 |
0 | (c) | 45 | |||||
7.50%, 04/01/24 |
1 | 1,560 | ||||||
7.50%, 05/01/24 |
0 | (c) | 130 | |||||
7.50%, 06/01/24 |
0 | (c) | 27 | |||||
7.50%, 07/01/24 |
0 | (c) | 421 | |||||
7.50%, 08/01/24 |
0 | (c) | 191 | |||||
7.50%, 09/01/24 |
0 | (c) | 35 | |||||
7.50%, 09/01/25 |
0 | (c) | 146 | |||||
7.50%, 10/01/25 |
0 | (c) | 201 | |||||
7.50%, 11/01/25 |
0 | (c) | 401 | |||||
7.50%, 12/01/25 |
0 | (c) | 313 | |||||
7.50%, 05/01/26 |
0 | (c) | 109 | |||||
7.50%, 07/01/26 |
0 | (c) | 13 | |||||
7.50%, 08/01/26 |
0 | (c) | 117 | |||||
7.50%, 01/01/27 |
0 | (c) | 24 | |||||
7.50%, 04/01/27 |
0 | (c) | 323 | |||||
7.50%, 07/01/27 |
0 | (c) | 487 | |||||
7.50%, 09/01/27 |
0 | (c) | 71 | |||||
7.50%, 11/01/27 |
0 | (c) | 115 | |||||
7.50%, 01/01/28 |
0 | (c) | 175 | |||||
7.50%, 07/01/29 |
1 | 714 |
Security |
Par/ Shares (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
7.50%, 08/01/29 |
$ | 4 | $ | 3,863 | ||||
7.50%, 09/01/29 |
2 | 1,632 | ||||||
7.50%, 10/01/29 |
0 | (c) | 73 | |||||
7.50%, 05/01/30 |
0 | (c) | 173 | |||||
7.50%, 06/01/30 |
0 | (c) | 630 | |||||
7.50%, 12/01/30 |
2 | 1,771 | ||||||
7.50%, 01/01/31 |
0 | (c) | 195 | |||||
7.50%, 03/01/31 |
0 | (c) | 12 | |||||
7.50%, 05/01/31 |
2 | 2,886 | ||||||
7.50%, 06/01/31 |
0 | (c) | 818 | |||||
7.50%, 07/01/32 |
0 | (c) | 155 | |||||
7.50%, 10/01/32 |
0 | (c) | 52 | |||||
7.50%, 03/01/33 |
2 | 2,384 | ||||||
7.50%, 06/01/33 |
0 | (c) | 312 | |||||
7.50%, 12/01/37 |
0 | (c) | 366 | |||||
8.00%, 11/01/22 |
0 | (c) | 1 | |||||
8.00%, 02/01/23 |
0 | (c) | 1 | |||||
8.00%, 10/01/23 |
0 | (c) | 35 | |||||
8.00%, 07/01/24 |
0 | (c) | 32 | |||||
8.00%, 08/01/25 |
0 | (c) | 249 | |||||
8.00%, 10/01/25 |
0 | (c) | 136 | |||||
8.00%, 12/01/25 |
0 | (c) | 55 | |||||
8.00%, 01/01/26 |
0 | (c) | 245 | |||||
8.00%, 09/01/26 |
1 | 842 | ||||||
8.00%, 08/01/27 |
0 | (c) | 132 | |||||
8.00%, 06/01/28 |
0 | (c) | 143 | |||||
8.00%, 07/01/29 |
0 | (c) | 242 | |||||
8.00%, 08/01/29 |
2 | 1,623 | ||||||
8.00%, 04/01/30 |
0 | (c) | 85 | |||||
8.00%, 06/01/30 |
0 | (c) | 261 | |||||
8.00%, 10/01/30 |
0 | (c) | 190 | |||||
8.50%, 06/01/25 |
0 | (c) | 41 | |||||
8.50%, 09/01/25 |
0 | (c) | 32 | |||||
8.50%, 12/01/25 |
0 | (c) | 62 | |||||
8.50%, 12/01/26 |
0 | (c) | 297 | |||||
8.50%, 03/01/27 |
2 | 1,592 | ||||||
8.50%, 02/01/28 |
0 | (c) | 256 | |||||
8.50%, 04/01/30 |
1 | 780 | ||||||
8.50%, 05/01/32 |
2 | 2,344 | ||||||
9.00%, 11/01/26 |
0 | (c) | 15 | |||||
9.00%, 06/01/27 |
0 | (c) | 297 | |||||
9.00%, 09/01/30 |
0 | (c) | 297 | |||||
9.00%, 10/01/30 |
0 | (c) | 88 | |||||
|
|
|||||||
21,191,769,863 | ||||||||
|
|
|||||||
Total
Long-Term Investments — 100.1% |
|
21,191,769,863 | ||||||
|
|
|||||||
Short-Term Securities |
||||||||
Money Market Funds — 10.0% | ||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares, 2.42%(e)(f)(g) |
2,120,660 | 2,121,296,030 | ||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 2.07%(e)(f) |
100 | 100,000 | ||||||
|
|
|||||||
Total
Short-Term Securities — 10.0% |
2,121,396,030 | |||||||
|
|
|||||||
Total
Investments Before TBA Sales |
|
23,313,165,893 | ||||||
|
|
S C H E D U L E O F I N V E S T M E N T S |
117 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® MBS ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
|
||||||||
TBA Sales Commitments(a) |
||||||||
Mortgage-Backed Securities — (0.7)% | ||||||||
Government National Mortgage Association, 3.50%, 09/21/52 |
$ | (1,541 | ) | $ | (1,485,801 | ) | ||
Uniform Mortgage-Backed Securities |
||||||||
2.00%, 09/14/52 |
(55,080 | ) | (47,380,634 | ) | ||||
2.50%, 09/14/52 |
(29,615 | ) | (26,440,642 | ) | ||||
3.00%, 09/19/37 |
(11,273 | ) | (10,918,517 | ) | ||||
3.00%, 09/14/52 |
(14,654 | ) | (13,562,964 | ) | ||||
4.00%, 09/14/52 |
(38,940 | ) | (38,006,048 | ) | ||||
|
|
|||||||
Total
TBA Sales Commitments — (0.7)% |
|
(137,794,606 | ) | |||||
|
|
|||||||
Total
Investments, Net of TBA Sales |
|
23,175,371,287 | ||||||
Liabilities in Excess of Other Assets — (9.4)% |
|
(2,008,948,629 | ) | |||||
|
|
|||||||
Net Assets — 100.0% |
|
$ | 21,166,422,659 | |||||
|
|
(a) |
Represents or includes a TBA transaction. |
(b) |
Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(c) |
Rounds to less than 1,000. |
(d) |
All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. |
(e) |
Affiliate of the Fund. |
(f) |
Annualized 7-day yield as of period end. |
(g) |
All or a portion of this security represents an investment of TBA cash collateral. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the six months ended August 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
||||||||||||||||||||||||||||||||||||||||||
Affiliated Issuer |
Value at 02/28/22 |
Purchases at Cost |
Proceeds from Sale |
Net Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value at 08/31/22 |
Shares Held at 08/31/22 (000) |
Income |
Capital Gain Distributions from Underlying Funds |
|
||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||
|
BlackRock Cash Funds: Institutional, SL Agency Shares |
$ | 3,760,436,149 | $ | — | $ | (1,638,925,335 | )(a) | $ | (985,546 | ) | $ | 770,762 | $ | 2,121,296,030 | 2,120,660 | $ | 12,938,822 | $ | — | ||||||||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
100,000 | 0 | (a) | — | — | — | 100,000 | 100 | 498 | — | ||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||||||
$ | (985,546 | ) | $ | 770,762 | $ | 2,121,396,030 | $ | 12,939,320 | $ | — | ||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Represents net amount purchased (sold). |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
|
||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
||||||||||||||||
Investments |
||||||||||||||||
Assets |
||||||||||||||||
U.S. Government Agency Obligations |
$ | — | $ | 21,191,769,864 | $ | — | $ | 21,191,769,864 | ||||||||
Money Market Funds |
2,121,396,030 | — | — | 2,121,396,030 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
2,121,396,030 | 21,191,769,864 | — | 23,313,165,894 | |||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Liabilities |
||||||||||||||||
TBA Sales Commitments |
— | (137,794,606 | ) | — | (137,794,606 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 2,121,396,030 | $ | 21,053,975,258 | $ | — | $ | 23,175,371,288 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
118 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Statements of Assets and Liabilities (unaudited)
August 31, 2022
iShares Agency Bond ETF |
iShares Government/Credit Bond ETF |
iShares Intermediate Government/Credit Bond ETF |
iShares MBS ETF |
|||||||||||||||||
|
||||||||||||||||||||
ASSETS |
||||||||||||||||||||
Investments, at value — unaffiliated(a)(b) |
$ | 610,872,046 | $ | 162,892,633 | $ | 2,372,296,746 | $ | 21,191,769,864 | ||||||||||||
Investments, at value — affiliated(c) |
280,000 | 3,646,424 | 45,445,247 | 2,121,396,030 | ||||||||||||||||
Cash |
6,134 | 8,329 | 3,833 | 862 | ||||||||||||||||
Receivables: |
||||||||||||||||||||
Investments sold |
994,971 | 1,900,139 | 32,349,731 | 609,998 | ||||||||||||||||
Securities lending income — affiliated |
5,220 | 860 | 7,391 | — | ||||||||||||||||
TBA sales commitments |
— | — | — | 140,603,999 | ||||||||||||||||
Capital shares sold |
— | 262,433 | 1,897,023 | — | ||||||||||||||||
Dividends — unaffiliated |
— | — | — | 4,296,254 | ||||||||||||||||
Dividends — affiliated |
2,811 | 936 | 11,206 | 176 | ||||||||||||||||
Interest — unaffiliated |
5,257,050 | 1,083,558 | 13,091,476 | 49,196,564 | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
Total assets |
617,418,232 | 169,795,312 | 2,465,102,653 | 23,507,873,747 | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
LIABILITIES |
||||||||||||||||||||
Cash received as collateral for TBA commitments |
— | — | — | 387,000 | ||||||||||||||||
Collateral on securities loaned, at value |
— | 2,910,424 | 35,217,247 | — | ||||||||||||||||
TBA sales commitments, at value(d) |
— | — | — | 137,794,606 | ||||||||||||||||
Payables: |
||||||||||||||||||||
Investments purchased |
957,481 | 1,800,998 | 36,669,027 | 2,202,696,654 | ||||||||||||||||
Investment advisory fees |
105,484 | 28,036 | 404,448 | 572,828 | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
Total liabilities |
1,062,965 | 4,739,458 | 72,290,722 | 2,341,451,088 | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
NET ASSETS |
$ | 616,355,267 | $ | 165,055,854 | $ | 2,392,811,931 | $ | 21,166,422,659 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
NET ASSETS CONSIST OF |
||||||||||||||||||||
Paid-in capital |
$ | 666,438,325 | $ | 227,163,136 | $ | 2,584,056,957 | $ | 23,566,009,505 | ||||||||||||
Accumulated loss |
(50,083,058 | ) | (62,107,282 | ) | (191,245,026 | ) | (2,399,586,846 | ) | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
NET ASSETS |
$ | 616,355,267 | $ | 165,055,854 | $ | 2,392,811,931 | $ | 21,166,422,659 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
NET ASSET VALUE |
||||||||||||||||||||
Shares outstanding |
5,650,000 | 1,550,000 | 22,850,000 | 218,600,000 | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
Net asset value |
$ | 109.09 | $ | 106.49 | $ | 104.72 | $ | 96.83 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
Shares authorized |
Unlimited | Unlimited | Unlimited | Unlimited | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
Par value |
None | None | None | None | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||
(a) Investments, at cost — unaffiliated |
$ | 647,498,799 | $ | 183,882,404 | $ | 2,540,712,881 | $ | 23,198,885,553 | ||||||||||||
(b) Securities loaned, at value |
$ | — | $ | 2,815,128 | $ | 34,019,290 | $ | — | ||||||||||||
(c) Investments, at cost — affiliated |
$ | 280,000 | $ | 3,646,424 | $ | 45,445,247 | $ | 2,120,161,248 | ||||||||||||
(d) Proceeds from TBA sales commitments |
$ | — | $ | — | $ | — | $ | 140,603,999 |
See notes to financial statements.
F I N A N C I A L S T A T E M E N T S |
119 |
Statements of Operations (unaudited)
Six Months Ended August 31, 2022
iShares Agency Bond ETF |
iShares Government/Credit Bond ETF |
iShares Intermediate Government/Credit Bond ETF |
iShares MBS ETF |
|||||||||||||||||||||||||
|
||||||||||||||||||||||||||||
INVESTMENT INCOME |
||||||||||||||||||||||||||||
Dividends — affiliated |
$ | 10,656 | $ | 7,154 | $ | 35,969 | $ | 12,939,320 | ||||||||||||||||||||
Interest — unaffiliated |
4,609,128 | 3,110,435 | 22,876,376 | 213,871,230 | ||||||||||||||||||||||||
Securities lending income — affiliated — net |
5,654 | 6,417 | 56,559 | — | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total investment income |
4,625,438 | 3,124,006 | 22,968,904 | 226,810,550 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
EXPENSES |
||||||||||||||||||||||||||||
Investment advisory fees |
654,073 | 327,529 | 2,465,648 | 4,122,485 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total expenses |
654,073 | 327,529 | 2,465,648 | 4,122,485 | ||||||||||||||||||||||||
Less: |
||||||||||||||||||||||||||||
Investment advisory fees waived |
— | — | — | (835,534 | ) | |||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total expenses after fees waived |
654,073 | 327,529 | 2,465,648 | 3,286,951 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Net investment income |
3,971,365 | 2,796,477 | 20,503,256 | 223,523,599 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS) |
||||||||||||||||||||||||||||
Net realized gain (loss) from: |
||||||||||||||||||||||||||||
Investments — unaffiliated |
(10,505,065 | ) | (1,410,724 | ) | (6,258,325 | ) | (191,859,858 | ) | ||||||||||||||||||||
Investments — affiliated |
— | — | — | (985,546 | ) | |||||||||||||||||||||||
In-kind redemptions — unaffiliated(a) |
(2,239,849 | ) | (38,127,086 | ) | (18,909,376 | ) | — | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
(12,744,914 | ) | (39,537,810 | ) | (25,167,701 | ) | (192,845,404 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Net change in unrealized appreciation (depreciation) on: |
||||||||||||||||||||||||||||
Investments — unaffiliated |
(23,275,880 | ) | (394,330 | ) | (129,498,922 | ) | (1,590,776,915 | ) | ||||||||||||||||||||
Investments — affiliated |
— | — | — | 770,762 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
(23,275,880 | ) | (394,330 | ) | (129,498,922 | ) | (1,590,006,153 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Net realized and unrealized loss |
(36,020,794 | ) | (39,932,140 | ) | (154,666,623 | ) | (1,782,851,557 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS |
$ | (32,049,429 | ) | $ | (37,135,663 | ) | $ | (134,163,367 | ) | $ | (1,559,327,958 | ) | ||||||||||||||||
|
|
|
|
|
|
|
|
(a) |
See Note 2 of the Notes to Financial Statements. |
See notes to financial statements.
120 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Statements of Changes in Net Assets
iShares Agency Bond ETF |
iShares Government/Credit Bond ETF |
|||||||||||||||||||||||||||
|
|
|
|
|||||||||||||||||||||||||
Six Months Ended 08/31/22 |
Year Ended 02/28/22 |
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
|||||||||||||||||||||||||
|
||||||||||||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS |
||||||||||||||||||||||||||||
OPERATIONS |
||||||||||||||||||||||||||||
Net investment income |
$ | 3,971,365 | $ | 5,730,894 | $ | 2,796,477 | $ | 4,343,836 | ||||||||||||||||||||
Net realized loss |
(12,744,914 | ) | (894,231 | ) | (39,537,810 | ) | (3,208,557 | ) | ||||||||||||||||||||
Net change in unrealized appreciation (depreciation) |
(23,275,880 | ) | (20,276,051 | ) | (394,330 | ) | (18,136,061 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Net decrease in net assets resulting from operations |
(32,049,429 | ) | (15,439,388 | ) | (37,135,663 | ) | (17,000,782 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS(a) |
||||||||||||||||||||||||||||
Decrease in net assets resulting from distributions to shareholders |
(3,788,596 | ) | (7,598,945 | ) | (2,921,244 | ) | (4,169,470 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
CAPITAL SHARE TRANSACTIONS |
||||||||||||||||||||||||||||
Net increase (decrease) in net assets derived from capital share transactions |
(60,634,509 | ) | (52,170,914 | ) | (222,428,106 | ) | 168,208,885 | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
NET ASSETS |
||||||||||||||||||||||||||||
Total increase (decrease) in net assets |
(96,472,534 | ) | (75,209,247 | ) | (262,485,013 | ) | 147,038,633 | |||||||||||||||||||||
Beginning of period |
712,827,801 | 788,037,048 | 427,540,867 | 280,502,234 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
End of period |
$ | 616,355,267 | $ | 712,827,801 | $ | 165,055,854 | $ | 427,540,867 | ||||||||||||||||||||
|
|
|
|
|
|
|
|
(a) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
See notes to financial statements.
F I N A N C I A L S T A T E M E N T S |
121 |
Statements of Changes in Net Assets (continued)
iShares Intermediate Government/Credit Bond ETF |
iShares MBS ETF |
|||||||||||||||||||||||||||
|
|
|
||||||||||||||||||||||||||
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
|||||||||||||||||||||||||
|
||||||||||||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS |
||||||||||||||||||||||||||||
OPERATIONS |
||||||||||||||||||||||||||||
Net investment income |
$ | 20,503,256 | $ | 34,863,443 | $ | 223,523,599 | $ | 286,513,748 | ||||||||||||||||||||
Net realized gain (loss) |
(25,167,701 | ) | 3,851,487 | (192,845,404 | ) | (217,821,506 | ) | |||||||||||||||||||||
Net change in unrealized appreciation (depreciation) |
(129,498,922 | ) | (110,162,104 | ) | (1,590,006,153 | ) | (884,118,060 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Net decrease in net assets resulting from operations |
(134,163,367 | ) | (71,447,174 | ) | (1,559,327,958 | ) | (815,425,818 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS(a) |
||||||||||||||||||||||||||||
Decrease in net assets resulting from distributions to shareholders |
(20,008,984 | ) | (34,880,467 | ) | (202,827,801 | ) | (263,023,925 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
CAPITAL SHARE TRANSACTIONS |
||||||||||||||||||||||||||||
Net increase (decrease) in net assets derived from capital share transactions |
(19,971,530 | ) | 358,884,121 | (1,152,045,353 | ) | (1,321,516,523 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
NET ASSETS |
||||||||||||||||||||||||||||
Total increase (decrease) in net assets |
(174,143,881 | ) | 252,556,480 | (2,914,201,112 | ) | (2,399,966,266 | ) | |||||||||||||||||||||
Beginning of period |
2,566,955,812 | 2,314,399,332 | 24,080,623,771 | 26,480,590,037 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||
End of period |
$ | 2,392,811,931 | $ | 2,566,955,812 | $ | 21,166,422,659 | $ | 24,080,623,771 | ||||||||||||||||||||
|
|
|
|
|
|
|
|
(a) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
See notes to financial statements.
122 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
(For a share outstanding throughout each period)
iShares Agency Bond ETF | ||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
Year Ended 02/28/21 |
Year Ended 02/29/20 |
Year Ended 02/28/19 |
Year Ended 02/28/18 |
|||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
$ | 114.97 | $ | 118.50 | $ | 118.95 | $ | 112.08 | $ | 111.42 | $ | 113.11 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net investment income(a) |
0.68 | 0.85 | 1.25 | 2.61 | 2.57 | 1.83 | ||||||||||||||||||||||||||||||
Net realized and unrealized gain (loss)(b) |
(5.91 | ) | (3.24 | ) | 0.87 | 6.89 | 0.57 | (1.70 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net increase (decrease) from investment operations |
(5.23 | ) | (2.39 | ) | 2.12 | 9.50 | 3.14 | 0.13 | ||||||||||||||||||||||||||||
|
|
|
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|
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|
|
|||||||||||||||||||||||||
Distributions(c) |
||||||||||||||||||||||||||||||||||||
From net investment income |
(0.65 | ) | (0.84 | ) | (2.11 | ) | (2.63 | ) | (2.48 | ) | (1.82 | ) | ||||||||||||||||||||||||
From net realized gain |
— | (0.30 | ) | (0.46 | ) | — | — | — | ||||||||||||||||||||||||||||
|
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|
|
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|
|
|
|
|
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|
|||||||||||||||||||||||||
Total distributions |
(0.65 | ) | (1.14 | ) | (2.57 | ) | (2.63 | ) | (2.48 | ) | (1.82 | ) | ||||||||||||||||||||||||
|
|
|
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|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net asset value, end of period |
$ | 109.09 | $ | 114.97 | $ | 118.50 | $ | 118.95 | $ | 112.08 | $ | 111.42 | ||||||||||||||||||||||||
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|
|
|||||||||||||||||||||||||
Total Return(d) |
||||||||||||||||||||||||||||||||||||
Based on net asset value |
(4.56 | )%(e) | (2.02 | )% | 1.77 | % | 8.57 | % | 2.86 | % | 0.10 | % | ||||||||||||||||||||||||
|
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|
|
|
|
|||||||||||||||||||||||||
Ratios to Average Net Assets(f) |
||||||||||||||||||||||||||||||||||||
Total expenses |
0.20 | %(g) | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net investment income |
1.21 | %(g) | 0.73 | % | 1.04 | % | 2.27 | % | 2.31 | % | 1.62 | % | ||||||||||||||||||||||||
|
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|
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|
|
|||||||||||||||||||||||||
Supplemental Data |
||||||||||||||||||||||||||||||||||||
Net assets, end of period (000) |
$ | 616,355 | $ | 712,828 | $ | 788,037 | $ | 594,747 | $ | 627,634 | $ | 445,697 | ||||||||||||||||||||||||
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|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Portfolio turnover rate(h) |
53 | %(e) | 146 | % | 158 | % | 72 | % | 69 | % | 78 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Based on average shares outstanding. |
(b) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(c) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(d) |
Where applicable, assumes the reinvestment of distributions. |
(e) |
Not annualized. |
(f) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(g) |
Annualized. |
(h) |
Portfolio turnover rate excludes in-kind transactions. |
See notes to financial statements.
F I N A N C I A L H I G H L I G H T S |
123 |
Financial Highlights (continued)
(For a share outstanding throughout each period)
iShares Government/Credit Bond ETF | ||||||||||||||||||||||||||||||||||||||
|
|
|||||||||||||||||||||||||||||||||||||
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
Year Ended 02/28/21 |
Year Ended 02/29/20 |
Year Ended 02/28/19 |
Year Ended 02/28/18 |
|||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
$ | 117.13 | $ | 121.96 | $ | 122.67 | $ | 111.23 | $ | 111.13 | $ | 113.20 | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
Net investment income(a) |
0.95 | 1.52 | 1.88 | 2.94 | 2.87 | 2.57 | ||||||||||||||||||||||||||||||||
Net realized and unrealized gain (loss)(b) |
(10.60 | ) | (4.87 | ) | (0.63 | ) | 11.59 | 0.13 | (1.99 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
Net increase (decrease) from investment operations |
(9.65 | ) | (3.35 | ) | 1.25 | 14.53 | 3.00 | 0.58 | ||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
Distributions from net investment income(c) |
(0.99 | ) | (1.48 | ) | (1.96 | ) | (3.09 | ) | (2.90 | ) | (2.65 | ) | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
Net asset value, end of period |
$ | 106.49 | $ | 117.13 | $ | 121.96 | $ | 122.67 | $ | 111.23 | $ | 111.13 | ||||||||||||||||||||||||||
|
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|
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|
|||||||||||||||||||||||||||
Total Return(d) |
||||||||||||||||||||||||||||||||||||||
Based on net asset value |
(8.27 | )%(e) | (2.76 | )% | 0.99 | % | 13.24 | % | 2.76 | % | 0.48 | % | ||||||||||||||||||||||||||
|
|
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|
|
|
|||||||||||||||||||||||||||
Ratios to Average Net Assets(f) |
||||||||||||||||||||||||||||||||||||||
Total expenses |
0.20 | %(g) | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
Net investment income |
1.71 | %(g) | 1.26 | % | 1.51 | % | 2.52 | % | 2.60 | % | 2.26 | % | ||||||||||||||||||||||||||
|
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|
|||||||||||||||||||||||||||
Supplemental Data |
||||||||||||||||||||||||||||||||||||||
Net assets, end of period (000) |
$ | 165,056 | $ | 427,541 | $ | 280,502 | $ | 226,938 | $ | 100,108 | $ | 144,464 | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
Portfolio turnover rate(h) |
10 | %(e) | 21 | % | 24 | % | 16 | % | 24 | % | 17 | % | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Based on average shares outstanding. |
(b) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(c) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(d) |
Where applicable, assumes the reinvestment of distributions. |
(e) |
Not annualized. |
(f) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(g) |
Annualized. |
(h) |
Portfolio turnover rate excludes in-kind transactions. |
See notes to financial statements.
124 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Financial Highlights (continued)
(For a share outstanding throughout each period)
iShares Intermediate Government/Credit Bond ETF | ||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
Year Ended 02/28/21 |
Year Ended 02/29/20 |
Year Ended 02/28/19 |
Year Ended 02/28/18 |
|||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
$ | 111.36 | $ | 116.01 | $ | 115.67 | $ | 108.94 | $ | 108.09 | $ | 110.32 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net investment income(a) |
0.89 | 1.63 | 2.04 | 2.57 | 2.41 | 2.10 | ||||||||||||||||||||||||||||||
Net realized and unrealized gain (loss)(b) |
(6.66 | ) | (4.64 | ) | 0.41 | 6.73 | 0.82 | (2.22 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net increase (decrease) from investment operations |
(5.77 | ) | (3.01 | ) | 2.45 | 9.30 | 3.23 | (0.12 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Distributions from net investment income(c) |
(0.87 | ) | (1.64 | ) | (2.11 | ) | (2.57 | ) | (2.38 | ) | (2.11 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net asset value, end of period |
$ | 104.72 | $ | 111.36 | $ | 116.01 | $ | 115.67 | $ | 108.94 | $ | 108.09 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total Return(d) |
||||||||||||||||||||||||||||||||||||
Based on net asset value |
(5.20 | )%(e) | (2.61 | )% | 2.11 | % | 8.63 | % | 3.04 | % | (0.14 | )% | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Ratios to Average Net Assets(f) |
||||||||||||||||||||||||||||||||||||
Total expenses |
0.20 | %(g) | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | 0.20 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net investment income |
1.66 | %(g) | 1.42 | % | 1.75 | % | 2.29 | % | 2.24 | % | 1.90 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Supplemental Data |
||||||||||||||||||||||||||||||||||||
Net assets, end of period (000) |
$ | 2,392,812 | $ | 2,566,956 | $ | 2,314,399 | $ | 2,186,171 | $ | 2,206,040 | $ | 1,902,403 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Portfolio turnover rate(h) |
11 | %(e) | 30 | % | 26 | % | 19 | % | 21 | % | 19 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Based on average shares outstanding. |
(b) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(c) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(d) |
Where applicable, assumes the reinvestment of distributions. |
(e) |
Not annualized. |
(f) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(g) |
Annualized. |
(h) |
Portfolio turnover rate excludes in-kind transactions. |
See notes to financial statements.
F I N A N C I A L H I G H L I G H T S |
125 |
Financial Highlights (continued)
(For a share outstanding throughout each period)
iShares MBS ETF | ||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
Six Months Ended 08/31/22 (unaudited) |
Year Ended 02/28/22 |
Year Ended 02/28/21 |
Year Ended 02/29/20 |
Year Ended 02/28/19 |
Year Ended 02/28/18 |
|||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
$ | 104.74 | $ | 109.29 | $ | 109.75 | $ | 105.07 | $ | 104.27 | $ | 106.68 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net investment income(a) |
1.01 | 1.21 | 1.77 | 2.92 | 3.04 | 2.26 | ||||||||||||||||||||||||||||||
Net
realized and unrealized gain |
(8.00 | ) | (4.65 | ) | 0.02 | 4.71 | 0.56 | (2.24 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net increase (decrease) from investment operations |
(6.99 | ) | (3.44 | ) | 1.79 | 7.63 | 3.60 | 0.02 | ||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Distributions(c) |
||||||||||||||||||||||||||||||||||||
From net investment income |
(0.92 | ) | (1.11 | ) | (1.98 | ) | (2.95 | ) | (2.80 | ) | (2.39 | ) | ||||||||||||||||||||||||
Return of capital |
— | — | (0.27 | ) | — | — | (0.04 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total distributions |
(0.92 | ) | (1.11 | ) | (2.25 | ) | (2.95 | ) | (2.80 | ) | (2.43 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net asset value, end of period |
$ | 96.83 | $ | 104.74 | $ | 109.29 | $ | 109.75 | $ | 105.07 | $ | 104.27 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total Return(d) |
||||||||||||||||||||||||||||||||||||
Based on net asset value |
(6.71 | )%(e) | (3.15 | )% | 1.62 | % | 7.35 | % | 3.53 | % | (0.01 | )% | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Ratios to Average Net Assets(f) |
||||||||||||||||||||||||||||||||||||
Total expenses |
0.04 | %(g) | 0.05 | % | 0.06 | % | 0.07 | % | 0.09 | % | 0.14 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total expenses after fees waived |
0.03 | %(g) | 0.04 | % | 0.05 | % | 0.06 | % | 0.08 | % | 0.13 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Net investment income |
2.03 | %(g) | 1.12 | % | 1.60 | % | 2.72 | % | 2.93 | % | 2.12 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Supplemental Data |
||||||||||||||||||||||||||||||||||||
Net assets, end of period (000) |
$ | 21,166,423 | $ | 24,080,624 | $ | 26,480,590 | $ | 23,837,087 | $ | 15,592,245 | $ | 11,876,376 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Portfolio turnover rate(h)(i) |
123 | %(e) | 349 | % | 405 | % | 253 | % | 343 | % | 745 | % | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Based on average shares outstanding. |
(b) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(c) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(d) |
Where applicable, assumes the reinvestment of distributions. |
(e) |
Not annualized. |
(f) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(g) |
Annualized. |
(h) |
Portfolio turnover rate excludes in-kind transactions. |
(i) |
Includes mortgage dollar roll transactions (“MDRs”). |
See notes to financial statements.
126 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Notes to Financial Statements (unaudited)
1. |
ORGANIZATION |
iShares Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust is organized as a Delaware statutory trust and is authorized to have multiple series or portfolios.
These financial statements relate only to the following funds (each, a “Fund” and collectively, the “Funds”):
iShares ETF |
Diversification Classification |
|||
Agency Bond |
Diversified | |||
Government/Credit Bond |
Diversified | |||
Intermediate Government/Credit Bond |
Diversified | |||
MBS |
Diversified |
2. |
SIGNIFICANT ACCOUNTING POLICIES |
The financial statements are prepared in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), which may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. Each Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. Below is a summary of significant accounting policies:
Investment Transactions and Income Recognition: For financial reporting purposes, investment transactions are recorded on the dates the transactions are executed (the “trade dates”). Realized gains and losses on investment transactions are determined using the specific identification method. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized daily on an accrual basis.
Collateralization: If required by an exchange or counterparty agreement, the Funds may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments.
In-kind Redemptions: For financial reporting purposes, in-kind redemptions are treated as sales of securities resulting in realized capital gains or losses to the Funds. Because such gains or losses are not taxable to the Funds and are not distributed to existing Fund shareholders, the gains or losses are reclassified from accumulated net realized gain (loss) to paid-in capital at the end of the Funds’ tax year. These reclassifications have no effect on net assets or net asset value (“NAV”) per share.
Distributions: Dividends and distributions paid by each Fund are recorded on the ex-dividend dates. Distributions are determined on a tax basis and may differ from net investment income and net realized capital gains for financial reporting purposes. Dividends and distributions are paid in U.S. dollars and cannot be automatically reinvested in additional shares of the Funds. The character and timing of distributions are determined in accordance with U.S. federal income tax regulations, which may differ from U.S. GAAP.
Indemnifications: In the normal course of business, each Fund enters into contracts that contain a variety of representations that provide general indemnification. The Funds’ maximum exposure under these arrangements is unknown because it involves future potential claims against the Funds, which cannot be predicted with any certainty.
3. |
INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS |
Investment Valuation Policies: Each Fund’s investments are valued at fair value (also referred to as “market value” within the financial statements) each day that the Fund’s listing exchange is open and, for financial reporting purposes, as of the report date. U.S. GAAP defines fair value as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Board of Trustees of the Trust (the “Board”) of each Fund has approved the designation of BlackRock Fund Advisors (“BFA”), the Funds’ investment adviser, as the valuation designee for each Fund. Each Fund determines the fair values of its financial instruments using various independent dealers or pricing services under BFA’s policies. If a security’s market price is not readily available or does not otherwise accurately represent the fair value of the security, the security will be valued in accordance with BFA’s policies and procedures as reflecting fair value. BFA has formed a committee (the “Valuation Committee”) to develop pricing policies and procedures and to oversee the pricing function for all financial instruments, with assistance from other BlackRock pricing committees.
Fair Value Inputs and Methodologies: The following methods and inputs are used to establish the fair value of each Fund’s assets and liabilities:
• |
Fixed-income investments for which market quotations are readily available are generally valued using the last available bid price or current market quotations provided by independent dealers or third-party pricing services. Pricing services generally value fixed income securities assuming orderly transactions of an institutional round lot size, but a fund may hold or transact in such securities in smaller, odd lot sizes. Odd lots may trade at lower prices than institutional round lots. The pricing services may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data (e.g., recent representative bids and offers), market data, credit quality information, perceived market movements, news, and other relevant information. Certain fixed-income securities, including asset-backed and mortgage related securities may be valued based on valuation models that consider the estimated cash flows |
N O T E S T O F I N A N C I A L S T A T E M E N T S |
127 |
Notes to Financial Statements (unaudited) (continued)
of each tranche of the entity, establish a benchmark yield and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. The amortized cost method of valuation may be used with respect to debt obligations with sixty days or less remaining to maturity unless BFA determines such method does not represent fair value. |
• |
Investments in open-end U.S. mutual funds (including money market funds) are valued at that day’s published NAV. |
If events (e.g., market volatility, company announcement or a natural disaster) occur that are expected to materially affect the value of such investment, or in the event that application of these methods of valuation results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available, the investment will be valued by the Valuation Committee, in accordance with BFA’s policies and procedures as reflecting fair value (“Fair Valued Investments”). The fair valuation approaches that may be used by the Valuation Committee include market approach, income approach and cost approach. Valuation techniques such as discounted cash flow, use of market comparables and matrix pricing are types of valuation approaches and are typically used in determining fair value. When determining the price for Fair Valued Investments, the Valuation Committee seeks to determine the price that each Fund might reasonably expect to receive or pay from the current sale or purchase of that asset or liability in an arm’s-length transaction. Fair value determinations shall be based upon all available factors that the Valuation Committee deems relevant and consistent with the principles of fair value measurement.
Fair value pricing could result in a difference between the prices used to calculate a fund’s NAV and the prices used by the fund’s underlying index, which in turn could result in a difference between the fund’s performance and the performance of the fund’s underlying index.
Fair Value Hierarchy: Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
• |
Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access; |
• |
Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and |
• |
Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities.
4. |
SECURITIES AND OTHER INVESTMENTS |
Asset-Backed and Mortgage-Backed Securities: Asset-backed securities are generally issued as pass-through certificates or as debt instruments. Asset-backed securities issued as pass-through certificates represent undivided fractional ownership interests in an underlying pool of assets. Asset-backed securities issued as debt instruments, which are also known as collateralized obligations, are typically issued as the debt of a special purpose entity organized solely for the purpose of owning such assets and issuing such debt. Asset-backed securities are often backed by a pool of assets representing the obligations of a number of different parties. The yield characteristics of certain asset-backed securities may differ from traditional debt securities. One such major difference is that all or a principal part of the obligations may be prepaid at any time because the underlying assets (i.e., loans) may be prepaid at any time. As a result, a decrease in interest rates in the market may result in increases in the level of prepayments as borrowers, particularly mortgagors, refinance and repay their loans. An increased prepayment rate with respect to an asset-backed security will have the effect of shortening the maturity of the security. In addition, a fund may subsequently have to reinvest the proceeds at lower interest rates. If a fund has purchased such an asset-backed security at a premium, a faster than anticipated prepayment rate could result in a loss of principal to the extent of the premium paid.
For mortgage pass-through securities (the “Mortgage Assets”) there are a number of important differences among the agencies and instrumentalities of the U.S. Government that issue mortgage-related securities and among the securities that they issue. For example, mortgage-related securities guaranteed by Ginnie Mae are guaranteed as to the timely payment of principal and interest by Ginnie Mae and such guarantee is backed by the full faith and credit of the United States. However, mortgage-related securities issued by Freddie Mac and Fannie Mae, including Freddie Mac and Fannie Mae guaranteed mortgage pass-through certificates, which are solely the obligations of Freddie Mac and Fannie Mae, are not backed by or entitled to the full faith and credit of the United States, but are supported by the right of the issuer to borrow from the U.S. Treasury.
Non-agency mortgage-backed securities are securities issued by non-governmental issuers and have no direct or indirect government guarantees of payment and are subject to various risks. Non-agency mortgage loans are obligations of the borrowers thereunder only and are not typically insured or guaranteed by any other person or entity. The ability of a borrower to repay a loan is dependent upon the income or assets of the borrower. A number of factors, including a general economic downturn, acts of God, terrorism, social unrest and civil disturbances, may impair a borrower’s ability to repay its loans.
128 |
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Notes to Financial Statements (unaudited) (continued)
Stripped Bonds: A stripped bond is a bond that has had its coupon payments and principal repayment stripped into two separate components then selling the separate parts as a zero-coupon bond and an interest paying coupon bond. Once stripped, each component trades as a separate security. Stripped bonds have a greater sensitivity to changes in interest rates than similar maturity debt obligations which provide for regular interest payments.
Zero-Coupon Bonds: Zero-coupon bonds are normally issued at a significant discount from face value and do not provide for periodic interest payments. These bonds may experience greater volatility in market value than other debt obligations of similar maturity which provide for regular interest payments.
TBA Commitments: TBA commitments are forward agreements for the purchase or sale of securities, including mortgage-backed securities for a fixed price, with payment and delivery on an agreed upon future settlement date. The specific securities to be delivered are not identified at the trade date. However, delivered securities must meet specified terms, including issuer, rate and mortgage terms. When entering into TBA commitments, a fund may take possession of or deliver the underlying mortgage-backed securities but can extend the settlement or roll the transaction. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date, if there are expenses or delays in connection with the TBA transactions, or if the counterparty fails to complete the transaction.
To mitigate counterparty risk, a fund enters into a two-way collateral agreement for TBA transactions with certain counterparties. Under such agreement, the “in-the-money” party of a TBA transaction may at any time require the other party to pledge collateral assets (in the form of cash or securities) to offset any loss the in-the-money party would incur upon cancellation of the TBA transaction. A party is in-the-money if they are the buyer and the market value of the TBA transaction increases or if they are the seller and the market value of the TBA transaction decreases. Cash collateral received from the counterparty may be reinvested in money market funds, including those managed by the Funds’ investment adviser, or its affiliates. Such collateral, if any, is noted in the Schedule of Investments and the obligation to return the collateral is presented as a liability in the Statements of Assets and Liabilities. Securities pledged as collateral by a fund, if any, are noted in the Schedule of Investments.
Mortgage Dollar Roll Transactions: Certain Funds may sell TBA mortgage-backed securities and simultaneously contract to repurchase substantially similar (i.e., same type, coupon and maturity) securities on a specific future date at an agreed upon price. During the period between the sale and repurchase, a fund is not entitled to receive interest and principal payments on the securities sold. Mortgage dollar roll transactions are treated as purchases and sales and a fund realizes gains and losses on these transactions. Mortgage dollar rolls involve the risk that the market value of the securities that a fund is required to purchase may decline below the agreed upon repurchase price of those securities.
Securities Lending: Each Fund may lend its securities to approved borrowers, such as brokers, dealers and other financial institutions. The borrower pledges and maintains with the Fund collateral consisting of cash, an irrevocable letter of credit issued by an approved bank, or securities issued or guaranteed by the U.S. government. The initial collateral received by each Fund is required to have a value of at least 102% of the current market value of the loaned securities for securities traded on U.S. exchanges and a value of at least 105% for all other securities. The collateral is maintained thereafter at a value equal to at least 100% of the current value of the securities on loan. The market value of the loaned securities is determined at the close of each business day of the Fund and any additional required collateral is delivered to the Fund or excess collateral is returned by the Fund, on the next business day. During the term of the loan, each Fund is entitled to all distributions made on or in respect of the loaned securities but does not receive interest income on securities received as collateral. Loans of securities are terminable at any time and the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.
As of period end, any securities on loan were collateralized by cash and/or U.S. Government obligations. Cash collateral invested in money market funds managed by BFA, or its affiliates is disclosed in the Schedule of Investments. Any non-cash collateral received cannot be sold, re-invested or pledged by the Fund, except in the event of borrower default. The securities on loan, if any, are also disclosed in each Fund’s Schedule of Investments. The market value of any securities on loan and the value of any related cash collateral are disclosed in the Statements of Assets and Liabilities.
Securities lending transactions are entered into by the Funds under Master Securities Lending Agreements (each, an “MSLA”) which provide the right, in the event of default (including bankruptcy or insolvency) for the non-defaulting party to liquidate the collateral and calculate a net exposure to the defaulting party or request additional collateral. In the event that a borrower defaults, the Funds, as lender, would offset the market value of the collateral received against the market value of the securities loaned. When the value of the collateral is greater than that of the market value of the securities loaned, the lender is left with a net amount payable to the defaulting party. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of an MSLA counterparty’s bankruptcy or insolvency. Under the MSLA, absent an event of default, the borrower can resell or re-pledge the loaned securities, and the Funds can reinvest cash collateral received in connection with loaned securities. Upon an event of default, the parties’ obligations to return the securities or collateral to the other party are extinguished, and the parties can resell or re-pledge the loaned securities or the collateral received in connection with the loaned securities in order to satisfy the defaulting party’s net payment obligation for all transactions under the MSLA. The defaulting party remains liable for any deficiency.
N O T E S T O F I N A N C I A L S T A T E M E N T S |
129 |
Notes to Financial Statements (unaudited) (continued)
As of period end, the following table is a summary of the securities on loan by counterparty which are subject to offset under an MSLA:
|
||||||||||||||||
iShares ETF and Counterparty | |
Securities Loaned at Value |
|
|
Cash Collateral Received |
(a) |
|
Non-Cash Collateral Received, at Fair Value |
(a) |
Net Amount | ||||||
|
||||||||||||||||
Government/Credit Bond |
||||||||||||||||
Barclays Bank PLC |
$ | 658,755 | $ | (658,755 | ) | $ | — | $ | — | |||||||
Barclays Capital, Inc. |
350,427 | (350,427 | ) | — | — | |||||||||||
BNP Paribas SA |
247,365 | (247,365 | ) | — | — | |||||||||||
BofA Securities, Inc. |
349,336 | (349,336 | ) | — | — | |||||||||||
Citigroup Global Markets, Inc. |
192,788 | (192,788 | ) | — | — | |||||||||||
Deutsche Bank Securities, Inc. |
130,561 | (130,561 | ) | — | — | |||||||||||
Goldman Sachs & Co. LLC |
162,119 | (162,119 | ) | — | — | |||||||||||
HSBC Securities (USA), Inc. |
9,920 | (9,920 | ) | — | — | |||||||||||
J.P. Morgan Securities LLC |
98,231 | (98,231 | ) | — | — | |||||||||||
Morgan Stanley |
126,527 | (126,527 | ) | — | — | |||||||||||
Nomura Securities International, Inc. |
40,108 | (40,108 | ) | — | — | |||||||||||
RBC Capital Markets LLC |
224,965 | (224,965 | ) | — | — | |||||||||||
Scotia Capital (USA), Inc. |
35,717 | (35,717 | ) | — | — | |||||||||||
Toronto-Dominion Bank |
99,882 | (99,882 | ) | — | — | |||||||||||
Wells Fargo Securities LLC |
88,427 | (88,427 | ) | — | — | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 2,815,128 | $ | (2,815,128 | ) | $ | — | $ | — | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Intermediate Government/Credit Bond |
||||||||||||||||
Barclays Bank PLC |
$ | 3,885,387 | $ | (3,885,387 | ) | $ | — | $ | — | |||||||
Barclays Capital, Inc. |
1,680,514 | (1,680,514 | ) | — | — | |||||||||||
BMO Capital Markets Corp. |
1,385,029 | (1,385,029 | ) | — | — | |||||||||||
BNP Paribas SA |
3,050,657 | (3,050,657 | ) | — | — | |||||||||||
BofA Securities, Inc. |
2,012,215 | (2,012,215 | ) | — | — | |||||||||||
Citadel Clearing LLC |
275,842 | (275,842 | ) | — | — | |||||||||||
Citigroup Global Markets, Inc. |
2,992,057 | (2,992,057 | ) | — | — | |||||||||||
Credit Suisse Securities (USA) LLC |
434,483 | (434,483 | ) | — | — | |||||||||||
Deutsche Bank Securities, Inc. |
1,525,334 | (1,525,334 | ) | — | — | |||||||||||
Goldman Sachs & Co. LLC |
2,609,383 | (2,609,383 | ) | — | — | |||||||||||
HSBC Securities (USA), Inc. |
1,020,060 | (1,020,060 | ) | — | — | |||||||||||
J.P. Morgan Securities LLC |
3,753,511 | (3,753,511 | ) | — | — | |||||||||||
Jefferies LLC |
136,997 | (136,997 | ) | — | — | |||||||||||
Mitsubishi UFJ Securities Holdings Co., Ltd. |
687,230 | (687,230 | ) | — | — | |||||||||||
Morgan Stanley |
1,924,704 | (1,924,704 | ) | — | — | |||||||||||
Nomura Securities International, Inc. |
743,702 | (743,702 | ) | — | — | |||||||||||
RBC Capital Markets LLC |
3,233,130 | (3,233,130 | ) | — | — | |||||||||||
Scotia Capital (USA), Inc. |
63,358 | (63,358 | ) | — | — | |||||||||||
Toronto-Dominion Bank |
1,117,868 | (1,117,868 | ) | — | — | |||||||||||
Wells Fargo Securities LLC |
1,487,829 | (1,487,829 | ) | — | — | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 34,019,290 | $ | (34,019,290 | ) | $ | — | $ | — | ||||||||
|
|
|
|
|
|
|
|
(a) |
Collateral received in excess of the market value of securities on loan is not presented in this table. The total cash collateral received by each Fund is disclosed in the Fund’s statement of assets and liabilities. |
The risks of securities lending include the risk that the borrower may not provide additional collateral when required or may not return the securities when due. To mitigate these risks, each Fund benefits from a borrower default indemnity provided by BlackRock, Inc. (“BlackRock”). BlackRock’s indemnity allows for full replacement of the securities loaned to the extent the collateral received does not cover the value of the securities loaned in the event of borrower default. Each Fund could incur a loss if the value of an investment purchased with cash collateral falls below the market value of the loaned securities or if the value of an investment purchased with cash collateral falls below the value of the original cash collateral received. Such losses are borne entirely by each Fund.
5. |
INVESTMENT ADVISORY AGREEMENT AND OTHER TRANSACTIONS WITH AFFILIATES |
Investment Advisory Fees: Pursuant to an Investment Advisory Agreement with the Trust, BFA manages the investment of each Fund’s assets. BFA is a California corporation indirectly owned by BlackRock. Under the Investment Advisory Agreement, BFA is responsible for substantially all expenses of the Funds, except (i) interest and taxes; (ii) brokerage commissions and other expenses connected with the execution of portfolio transactions; (iii) distribution fees; (iv) the advisory fee payable to BFA; and (v) litigation expenses and any extraordinary expenses (in each case as determined by a majority of the independent trustees).
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Notes to Financial Statements (unaudited) (continued)
For its investment advisory services to each of the following Funds, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Funds, based on the average daily net assets of each Fund as follows:
iShares ETF | Investment Advisory Fees | |||
Agency Bond |
0.20% | |||
Government/Credit Bond |
0.20 | |||
Intermediate Government/Credit Bond |
0.20 |
For its investment advisory services to the iShares MBS ETF, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Fund, based on the Fund’s allocable portion of the aggregate of the average daily net assets of the Fund and certain other iShares funds, as follows:
Aggregate Average Daily Net Assets | Investment Advisory Fees | |||
First $121 billion |
0.0400% | |||
Over $121 billion, up to and including $181 billion |
0.0380 | |||
Over $181 billion, up to and including $231 billion |
0.0361 | |||
Over $231 billion, up to and including $281 billion |
0.0343 | |||
Over $281 billion |
0.0326 |
Expense waivers: The total of the investment advisory fee and any other fund expenses are a fund’s total annual operating expenses. For the iShares MBS ETF, BFA has contractually agreed to waive a portion of its investment advisory fee for the Fund through February 28, 2027 in order to limit total annual operating expenses after fee waiver to 0.04% of average daily net assets.
This amount is included in investment advisory fees waived in the Statements of Operations. For the six months ended August 31, 2022, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:
iShares ETF | Amounts Waived | |||
MBS |
$ | 835,534 |
Distributor: BlackRock Investments, LLC, an affiliate of BFA, is the distributor for each Fund. Pursuant to the distribution agreement, BFA is responsible for any fees or expenses for distribution services provided to the Funds.
Securities Lending: The U.S. Securities and Exchange Commission (the “SEC”) has issued an exemptive order which permits BlackRock Institutional Trust Company, N.A. (“BTC”), an affiliate of BFA, to serve as securities lending agent for the Funds, subject to applicable conditions. As securities lending agent, BTC bears all operational costs directly related to securities lending, including any custodial costs. Each Fund is responsible for fees in connection with the investment of cash collateral received for securities on loan (the “collateral investment fees”). The cash collateral is invested in a money market fund, BlackRock Cash Funds: Institutional or BlackRock Cash Funds: Treasury, managed by BFA, or its affiliates. However, BTC has agreed to reduce the amount of securities lending income it receives in order to effectively limit the collateral investment fees each Fund bears to an annual rate of 0.04%. The SL Agency Shares of such money market fund will not be subject to a sales load, distribution fee or service fee. The money market fund in which the cash collateral has been invested may, under certain circumstances, impose a liquidity fee of up to 2% of the value redeemed or temporarily restrict redemptions for up to 10 business days during a 90 day period, in the event that the money market fund’s weekly liquid assets fall below certain thresholds.
Securities lending income is equal to the total of income earned from the reinvestment of cash collateral, net of fees and other payments to and from borrowers of securities, and less the collateral investment fees. Each Fund retains a portion of securities lending income and remits the remaining portion to BTC as compensation for its services as securities lending agent.
Pursuant to the current securities lending agreement, each Fund retains 82% of securities lending income (which excludes collateral investment fees), and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.
In addition, commencing the business day following the date that the aggregate securities lending income plus the collateral investment fees generated across all 1940 Act iShares exchange-traded funds (the “iShares ETF Complex”) in that calendar year exceeds a specified threshold, each Fund, pursuant to the securities lending agreement, will retain for the remainder of that calendar year 85% of securities lending income (which excludes collateral investment fees) and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.
The share of securities lending income earned by each Fund is shown as securities lending income – affiliated – net in its Statements of Operations. For the six months ended August 31, 2022, the Funds paid BTC the following amounts for securities lending agent services:
iShares ETF |
Fees Paid to BTC |
|||
Agency Bond |
$ | 1,694 | ||
Government/Credit Bond |
2,336 | |||
Intermediate Government/Credit Bond |
20,375 |
N O T E S T O F I N A N C I A L S T A T E M E N T S |
131 |
Notes to Financial Statements (unaudited) (continued)
Officers and Trustees: Certain officers and/or trustees of the Trust are officers and/or trustees of BlackRock or its affiliates.
Other Transactions: Cross trading is the buying or selling of portfolio securities between funds to which BFA (or an affiliate) serves as investment adviser. At its regularly scheduled quarterly meetings, the Board reviews such transactions as of the most recent calendar quarter for compliance with the requirements and restrictions set forth by Rule 17a-7.
For the six months ended August 31, 2022, transactions executed by the Funds pursuant to Rule 17a-7 under the 1940 Act were as follows:
iShares ETF | Purchases | Sales |
Net Realized Gain (Loss) |
|||||||||
Agency Bond |
$ | 23,497,545 | $ | 42,107,680 | $ | 135,987 | ||||||
Government/Credit Bond |
178,371 | — | — | |||||||||
Intermediate Government/Credit Bond |
7,768,269 | 1,490,985 | (319,865) |
Each Fund may invest its positive cash balances in certain money market funds managed by BFA or an affiliate. The income earned on these temporary cash investments is shown as dividends – affiliated in the Statements of Operations.
A fund, in order to improve its portfolio liquidity and its ability to track its underlying index, may invest in shares of other iShares funds that invest in securities in the fund’s underlying index.
6. |
PURCHASES AND SALES |
For the six months ended August 31, 2022, purchases and sales of investments, including mortgage dollar rolls and excluding short-term securities and in-kind transactions, were as follows:
U.S. Government Securities | Other Securities | |||||||||||||||
iShares ETF | Purchases | Sales | Purchases | Sales | ||||||||||||
Agency Bond |
$ | 342,896,477 | $ | 294,578,455 | $ | — | $ | 49,495,920 | ||||||||
Government/Credit Bond |
24,100,265 | 21,349,737 | 7,898,979 | 9,601,560 | ||||||||||||
Intermediate Government/Credit Bond |
176,076,853 | 172,830,252 | 93,829,417 | 85,344,392 | ||||||||||||
MBS |
26,850,898,768 | 28,052,416,436 | 201,419,725 | 204,443,133 |
For the six months ended August 31, 2022, in-kind transactions were as follows:
iShares ETF |
In-kind Purchases |
In-kind Sales |
||||||
Agency Bond |
$ | — | $ | 55,193,715 | ||||
Government/Credit Bond |
94,003,538 | 314,369,224 | ||||||
Intermediate Government/Credit Bond |
338,281,362 | 359,360,154 | ||||||
MBS |
197,682,012 | — |
7. |
INCOME TAX INFORMATION |
Each Fund is treated as an entity separate from the Trust’s other funds for federal income tax purposes. It is each Fund’s policy to comply with the requirements of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies, and to distribute substantially all of its taxable income to its shareholders. Therefore, no U.S. federal income tax provision is required.
Management has analyzed tax laws and regulations and their application to the Funds as of August 31, 2022, inclusive of the open tax return years, and does not believe that there are any uncertain tax positions that require recognition of a tax liability in the Funds’ financial statements.
As of February 28, 2022, the Funds had non-expiring capital loss carryforwards available to offset future realized capital gains as follows:
iShares ETF | Non-Expiring | |||
Agency Bond |
$ | 1,289,974 | ||
Government/Credit Bond |
1,879,693 | |||
Intermediate Government/Credit Bond |
817,609 | |||
MBS |
244,387,410 |
132 |
2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Notes to Financial Statements (unaudited) (continued)
As of August 31, 2022, gross unrealized appreciation and depreciation based on cost of investments (including short positions and derivatives, if any) for U.S. federal income tax purposes were as follows:
iShares ETF | Tax Cost |
Gross Unrealized Appreciation |
Gross Unrealized Depreciation |
Net Unrealized Appreciation (Depreciation) | ||||||||||||
Agency Bond |
$ | 648,044,226 | $ | — | $ | (36,892,180 | ) | $ | (36,892,180 | ) | ||||||
Government/Credit Bond |
187,576,635 | 74,121 | (21,111,699 | ) | (21,037,578 | ) | ||||||||||
Intermediate Government/Credit Bond |
2,586,654,077 | 396,380 | (169,308,464 | ) | (168,912,084 | ) | ||||||||||
MBS |
25,336,691,671 | 2,167,955 | (2,022,884,338 | ) | (2,020,716,383 | ) |
8. |
PRINCIPAL RISKS |
In the normal course of business, each Fund invests in securities or other instruments and may enter into certain transactions, and such activities subject the Fund to various risks, including, among others, fluctuations in the market (market risk) or failure of an issuer to meet all of its obligations. The value of securities or other instruments may also be affected by various factors, including, without limitation: (i) the general economy; (ii) the overall market as well as local, regional or global political and/or social instability; (iii) regulation, taxation or international tax treaties between various countries; or (iv) currency, interest rate or price fluctuations. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness or other public health issues, recessions, or other events could have a significant impact on the Funds and their investments. Each Fund’s prospectus provides details of the risks to which the Fund is subject.
BFA uses a “passive” or index approach to try to achieve each Fund’s investment objective following the securities included in its underlying index during upturns as well as downturns. BFA does not take steps to reduce market exposure or to lessen the effects of a declining market. Divergence from the underlying index and the composition of the portfolio is monitored by BFA.
The Funds may be exposed to additional risks when reinvesting cash collateral in money market funds that do not seek to maintain a stable NAV per share of $1.00, which may be subject to redemption gates or liquidity fees under certain circumstances.
Market Risk: Each Fund may be exposed to prepayment risk, which is the risk that borrowers may exercise their option to prepay principal earlier than scheduled during periods of declining interest rates, which would force each Fund to reinvest in lower yielding securities. Each Fund may also be exposed to reinvestment risk, which is the risk that income from each Fund’s portfolio will decline if each Fund invests the proceeds from matured, traded or called fixed-income securities at market interest rates that are below each Fund portfolio’s current earnings rate.
Municipal securities are subject to the risk that litigation, legislation or other political events, local business or economic conditions, credit rating downgrades, or the bankruptcy of the issuer could have a significant effect on an issuer’s ability to make payments of principal and/or interest or otherwise affect the value of such securities. Municipal securities can be significantly affected by political or economic changes, including changes made in the law after issuance of the securities, as well as uncertainties in the municipal market related to, taxation, legislative changes or the rights of municipal security holders, including in connection with an issuer insolvency. Municipal securities backed by current or anticipated revenues from a specific project or specific assets can be negatively affected by the discontinuance of the tax benefits supporting the project or assets or the inability to collect revenues for the project or from the assets. Municipal securities may be less liquid than taxable bonds, and there may be less publicly available information on the financial condition of municipal security issuers than for issuers of other securities.
An outbreak of respiratory disease caused by a novel coronavirus has developed into a global pandemic and has resulted in closing borders, quarantines, disruptions to supply chains and customer activity, as well as general concern and uncertainty. The impact of this pandemic, and other global health crises that may arise in the future, could affect the economies of many nations, individual companies and the market in general in ways that cannot necessarily be foreseen at the present time. This pandemic may result in substantial market volatility and may adversely impact the prices and liquidity of a fund’s investments. Although vaccines have been developed and approved for use by various governments, the duration of this pandemic and its effects cannot be determined with certainty.
Counterparty Credit Risk: The Funds may be exposed to counterparty credit risk, or the risk that an entity may fail to or be unable to perform on its commitments related to unsettled or open transactions, including making timely interest and/or principal payments or otherwise honoring its obligations. The Funds manage counterparty credit risk by entering into transactions only with counterparties that the Manager believes have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially expose the Funds to market, issuer and counterparty credit risks, consist principally of financial instruments and receivables due from counterparties. The extent of the Funds’ exposure to market, issuer and counterparty credit risks with respect to these financial assets is approximately their value recorded in the Statements of Assets and Liabilities, less any collateral held by the Funds.
Concentration Risk: A diversified portfolio, where this is appropriate and consistent with a fund’s objectives, minimizes the risk that a price change of a particular investment will have a material impact on the NAV of a fund. The investment concentrations within each Fund’s portfolio are disclosed in its Schedule of Investments.
The Funds invest a significant portion of their assets in fixed-income securities and/or use derivatives tied to the fixed-income markets. Changes in market interest rates or economic conditions may affect the value and/or liquidity of such investments. Interest rate risk is the risk that prices of bonds and other fixed-income securities will decrease as interest rates rise and increase as interest rates fall. The Funds may be subject to a greater risk of rising interest rates due to the recent period of historically low interest rates. The Federal Reserve has recently begun to raise the federal funds rate as part of its efforts to address inflation. There is a risk that interest rates will continue to rise, which will likely drive down the prices of bonds and other fixed-income securities, and could negatively impact the Funds’ performance.
N O T E S T O F I N A N C I A L S T A T E M E N T S |
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Notes to Financial Statements (unaudited) (continued)
The Fund invests a significant portion of its assets in securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. When a fund concentrates its investments in this manner, it assumes a greater risk of prepayment or payment extension by securities issuers. Changes in economic conditions, including delinquencies and/or defaults on assets underlying these securities, can affect the value, income and/or liquidity of such positions. Investment percentages in these securities are presented in the Schedule of Investments.
Significant Shareholder Redemption Risk: Certain shareholders may own or manage a substantial amount of fund shares and/or hold their fund investments for a limited period of time. Large redemptions of fund shares by these shareholders may force a fund to sell portfolio securities, which may negatively impact the fund’s NAV, increase the fund’s brokerage costs, and/or accelerate the realization of taxable income/gains and cause the fund to make additional taxable distributions to shareholders.
LIBOR Transition Risk: The United Kingdom’s Financial Conduct Authority announced a phase out of the London Interbank Offered Rate (“LIBOR”). Although many LIBOR rates ceased to be published or no longer are representative of the underlying market they seek to measure after December 31, 2021, a selection of widely used USD LIBOR rates will continue to be published through June 2023 in order to assist with the transition. The Funds may be exposed to financial instruments tied to LIBOR to determine payment obligations, financing terms, hedging strategies or investment value. The transition process away from LIBOR might lead to increased volatility and illiquidity in markets for, and reduce the effectiveness of new hedges placed against, instruments whose terms currently include LIBOR. The ultimate effect of the LIBOR transition process on the Funds is uncertain.
9. |
CAPITAL SHARE TRANSACTIONS |
Capital shares are issued and redeemed by each Fund only in aggregations of a specified number of shares or multiples thereof (“Creation Units”) at NAV. Except when aggregated in Creation Units, shares of each Fund are not redeemable.
Transactions in capital shares were as follows:
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Six Months Ended 08/31/22 |
Year Ended 02/28/22 |
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iShares ETF | Shares | Amount | Shares | Amount | ||||||||||||
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Agency Bond |
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Shares sold |
50,000 | $ | 5,494,316 | 4,200,000 | $ | 496,673,209 | ||||||||||
Shares redeemed |
(600,000 | ) | (66,128,825 | ) | (4,650,000 | ) | (548,844,123 | ) | ||||||||
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(550,000 | ) | $ | (60,634,509 | ) | (450,000 | ) | $ | (52,170,914 | ) | |||||||
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Government/Credit Bond |
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Shares sold |
850,000 | $ | 94,664,600 | 3,900,000 | $ | 475,646,800 | ||||||||||
Shares redeemed |
(2,950,000 | ) | (317,092,706 | ) | (2,550,000 | ) | (307,437,915 | ) | ||||||||
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(2,100,000 | ) | $ | (222,428,106 | ) | 1,350,000 | $ | 168,208,885 | |||||||||
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Intermediate Government/Credit Bond |
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Shares sold |
3,200,000 | $ | 341,595,463 | 6,150,000 | $ | 704,806,779 | ||||||||||
Shares redeemed |
(3,400,000 | ) | (361,566,993 | ) | (3,050,000 | ) | (345,922,658 | ) | ||||||||
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(200,000 | ) | $ | (19,971,530 | ) | 3,100,000 | $ | 358,884,121 | |||||||||
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MBS |
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Shares sold |
7,200,000 | $ | 693,180,598 | 18,200,000 | $ | 1,963,831,233 | ||||||||||
Shares redeemed |
(18,500,000 | ) | (1,845,225,951 | ) | (30,600,000 | ) | (3,285,347,756 | ) | ||||||||
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(11,300,000 | ) | $ | (1,152,045,353 | ) | (12,400,000 | ) | $ | (1,321,516,523 | ) | |||||||
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The consideration for the purchase of Creation Units of a fund in the Trust generally consists of the in-kind deposit of a designated portfolio of securities and a specified amount of cash. Certain funds in the Trust may be offered in Creation Units solely or partially for cash in U.S. dollars. Investors purchasing and redeeming Creation Units may pay a purchase transaction fee and a redemption transaction fee directly to State Street Bank and Trust Company, the Trust’s administrator, to offset transfer and other transaction costs associated with the issuance and redemption of Creation Units, including Creation Units for cash. Investors transacting in Creation Units for cash may also pay an additional variable charge to compensate the relevant fund for certain transaction costs (i.e., stamp taxes, taxes on currency or other financial transactions, and brokerage costs) and market impact expenses relating to investing in portfolio securities. Such variable charges, if any, are included in shares sold in the table above.
From time to time, settlement of securities related to in-kind contributions or in-kind redemptions may be delayed. In such cases, securities related to in-kind transactions are reflected as a receivable or a payable in the Statements of Assets and Liabilities.
10. |
SUBSEQUENT EVENTS |
Management has evaluated the impact of all subsequent events on the Funds through the date the financial statements were available to be issued and has determined that there were no subsequent events requiring adjustment or additional disclosure in the financial statements.
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2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Board Review and Approval of Investment Advisory Contract
iShares Government/Credit Bond ETF, iShares Intermediate Government/Credit Bond ETF (each the “Fund”)
Under Section 15(c) of the Investment Company Act of 1940 (the “1940 Act”), the Trust’s Board of Trustees (the “Board”), including a majority of Board Members who are not “interested persons” of the Trust (as that term is defined in the 1940 Act) (the “Independent Board Members”), is required annually to consider and approve the Investment Advisory Agreement between the Trust and BFA (the “Advisory Agreement”) on behalf of the Fund. The Board’s consideration entails a year-long process whereby the Board and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreement. At meetings on May 3, 2022 and May 18, 2022, a committee composed of all of the Independent Board Members (the “15(c) Committee”), with independent counsel, met with management and reviewed and discussed information provided in response to initial requests of the 15(c) Committee and/or its independent counsel, and requested certain additional information, which management agreed to provide. At a meeting held on June 13-15, 2022, the Board, including the Independent Board Members, reviewed the additional information provided by management in response to these requests.
After extensive discussions and deliberations, the Board, including all of the Independent Board Members, approved the continuance of the Advisory Agreement for the Fund, based on a review of qualitative and quantitative information provided by BFA and their cumulative experience as Board Members. The Board noted its satisfaction with the extent and quality of information provided and its frequent interactions with management, as well as the detailed responses and other information provided by BFA. The Independent Board Members were advised by their independent counsel throughout the process, including about the legal standards applicable to their review. In approving the continuance of the Advisory Agreement for the Fund, the Board, including the Independent Board Members, considered various factors, including: (i) the expenses and performance of the Fund; (ii) the nature, extent and quality of the services provided by BFA; (iii) the costs of services provided to the Fund and profits realized by BFA and its affiliates; (iv) potential economies of scale and the sharing of related benefits; (v) the fees and services provided for other comparable funds/accounts managed by BFA and its affiliates; and (vi) other benefits to BFA and/or its affiliates. The material factors, none of which was controlling, and conclusions that formed the basis for the Board, including the Independent Board Members, to approve the continuance of the Advisory Agreement are discussed below.
Expenses and Performance of the Fund: The Board reviewed statistical information prepared by Broadridge Financial Solutions Inc. (“Broadridge”), an independent provider of investment company data, regarding the expense ratio components, including gross and net total expenses, fees and expenses of another fund in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of waivers and reimbursements) for the Fund were within range of the median of the investment advisory fee rate and overall expenses (net of waivers and reimbursements) of the funds in its Peer Group, excluding iShares funds.
In addition, to the extent that any of the comparison funds included in the Peer Group, excluding iShares funds, track the same index as the Fund, Broadridge also provided, and the Board reviewed, a comparison of the Fund’s performance for the one-year, three-year, five-year, ten-year, and since inception periods, as applicable, and for the quarter ended December 31, 2021, to that of such relevant comparison fund(s) for the same periods. The Board noted that the Fund seeks to track its specified underlying index and that, during the year, the Board received periodic reports on the Fund’s short- and longer-term performance in comparison with its underlying index. Such periodic comparative performance information, including additional detailed information as requested by the Board, was also considered. The Board noted that the Fund generally performed in line with its underlying index over the relevant periods.
Based on this review, the other factors considered at the meeting, and their general knowledge of ETF pricing, the Board concluded that the investment advisory fee rate and expense level and the historical performance of the Fund supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about recent enhancements and initiatives with respect to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA under the Advisory Agreement for the coming year as compared with the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. The Board also considered BFA’s compliance program and its compliance record with respect to the Fund. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding BFA’s investment performance, investment and risk management processes and strategies, provided at the May 3, 2022 meeting and throughout the year, and matters related to BFA’s portfolio compliance program.
Based on review of this information, and the performance information discussed above, the Board concluded that the nature, extent and quality of services provided to the Fund under the Advisory Agreement supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Costs of Services Provided to the Fund and Profits Realized by BFA and its Affiliates: The Board reviewed information about the estimated profitability to BlackRock in managing the Fund, based on the fees payable to BFA and its affiliates (including fees under the Advisory Agreement), and other sources of revenue and expense to BFA
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135 |
Board Review and Approval of Investment Advisory Contract (continued)
and its affiliates from the Fund’s operations for the last calendar year. The Board reviewed BlackRock’s methodology for calculating estimated profitability of the iShares funds, noting that the 15(c) Committee and the Board had focused on the methodology and profitability presentation. The Board recognized that profitability may be affected by numerous factors, including, among other things, fee waivers by BFA, the types of funds managed, expense allocations and business mix. The Board thus recognized that calculating and comparing profitability at individual fund levels is challenging. The Board discussed with management the sources of direct and ancillary revenue, including the revenues to BTC, a BlackRock affiliate, from securities lending by the Fund. The Board also discussed BFA’s estimated profit margin as reflected in the Fund’s profitability analysis and reviewed information regarding potential economies of scale (as discussed below).
Based on this review, the Board concluded that the information considered with respect to the profits realized by BFA and its affiliates under the Advisory Agreement and from other relationships between the Fund and BFA and/or its affiliates, if any, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Economies of Scale: The Board reviewed information and considered the extent to which economies of scale might be realized as the assets of the Fund increase, noting that the issue of potential economies of scale had been focused on by the 15(c) Committee and the Board during their meetings and addressed by management. The 15(c) Committee and the Board received information regarding BlackRock’s historical estimated profitability, including BFA’s and its affiliates’ estimated costs in providing services. The estimated cost information distinguished, among other things, between fixed and variable costs, and showed how the level and nature of fixed and variable costs may impact the existence or size of scale benefits, with the Board recognizing that potential economies of scale are difficult to measure. The 15(c) Committee and the Board reviewed information provided by BFA regarding the sharing of scale benefits with the iShares funds through various means, including, as applicable, through relatively low fee rates established at inception, breakpoints, waivers, or other fee reductions, as well as through additional investment in the iShares business and the provision of improved or additional infrastructure and services to the iShares funds and their shareholders. The Board noted that the Advisory Agreement for the Fund did not provide for breakpoints in the Fund’s investment advisory fee rate as the assets of the Fund increase. However, the Board noted that it would continue to assess the appropriateness of adding breakpoints in the future.
The Board concluded that this review of potential economies of scale and the sharing of related benefits, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Fees and Services Provided for Other Comparable Funds/Accounts Managed by BFA and its Affiliates: The Board received and considered information regarding the investment advisory/management fee rates for other funds/accounts in the U.S. for which BFA (or its affiliates) provides investment advisory/management services, including open-end funds registered under the 1940 Act (including sub-advised funds), collective trust funds, and institutional separate accounts (collectively, the “Other Accounts”). The Board acknowledged BFA’s representation that the iShares funds are fundamentally different investment vehicles from the Other Accounts.
The Board received detailed information regarding how the Other Accounts generally differ from the Fund, including in terms of the types of services and generally more extensive services provided to the Fund, as well as other significant differences. In that regard, the Board considered that the pricing of services to institutional clients is typically based on a number of factors beyond the nature and extent of the specific services to be provided and often depends on the overall relationship between the client and its affiliates and the adviser and its affiliates. In addition, the Board considered the relative complexity and inherent risks and challenges of managing and providing other services to the Fund, as a publicly traded investment vehicle, as compared to the Other Accounts, particularly those that are institutional clients, in light of differing regulatory requirements and client-imposed mandates. The Board noted that BFA and its affiliates manage Other Accounts with substantially the same investment objective and strategy as the Fund and that track the same index as the Fund. The Board also acknowledged management’s assertion that, for certain iShares funds, and for client segmentation purposes, BlackRock has launched an iShares fund that may provide a similar investment exposure at a lower investment advisory fee rate.
The Board considered the “all-inclusive” nature of the Fund’s advisory fee structure, and the Fund’s expenses borne by BFA under this arrangement and noted that the investment advisory fee rate under the Advisory Agreement for the Fund was generally higher than the investment advisory/management fee rates for certain of the Other Accounts (particularly institutional clients) and concluded that the differences appeared to be consistent with the factors discussed.
Other Benefits to BFA and/or its Affiliates: The Board reviewed other benefits or ancillary revenue received by BFA and/or its affiliates in connection with the services provided to the Fund by BFA, both direct and indirect, including, but not limited to, payment of revenue to BTC, the Fund’s securities lending agent, for loaning portfolio securities (which was included in the profit margins reviewed by the Board pursuant to BFA’s estimated profitability methodology), payment of advisory fees or other fees to BFA (or its affiliates) in connection with any investments by the Fund in other funds for which BFA (or its affiliates) provides investment advisory services or other services, and BlackRock’s profile in the investment community. The Board also noted the revenue received by BFA and/or its affiliates pursuant to an agreement that permits a service provider to use certain portions of BlackRock’s technology platform to service accounts managed by BFA and/or its affiliates, including the iShares funds. The Board noted that BFA generally does not use soft dollars or consider the value of research or other services that may be provided to BFA (including its affiliates) in selecting brokers for portfolio transactions for the Fund. The Board concluded that any such ancillary benefits would not be disadvantageous to the Fund and thus would not alter the Board’s conclusion with respect to the appropriateness of approving the continuance of the Advisory Agreement for the coming year.
Conclusion: Based on a review of the factors described above, as well as such other factors as deemed appropriate by the Board, the Board, including all of the Independent Board Members, determined that the Fund’s investment advisory fee rate under the Advisory Agreement does not constitute a fee that is so disproportionately large as to bear no reasonable relationship to the services rendered and that could not have been the product of arm’s-length bargaining, and concluded to approve the continuance of the Advisory Agreement for the coming year.
iShares Agency Bond ETF (the “Fund”)
Under Section 15(c) of the Investment Company Act of 1940 (the “1940 Act”), the Trust’s Board of Trustees (the “Board”), including a majority of Board Members who are not “interested persons” of the Trust (as that term is defined in the 1940 Act) (the “Independent Board Members”), is required annually to consider and approve the
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2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S |
Board Review and Approval of Investment Advisory Contract (continued)
Investment Advisory Agreement between the Trust and BFA (the “Advisory Agreement”) on behalf of the Fund. The Board’s consideration entails a year-long process whereby the Board and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreement. At meetings on May 3, 2022 and May 18, 2022, a committee composed of all of the Independent Board Members (the “15(c) Committee”), with independent counsel, met with management and reviewed and discussed information provided in response to initial requests of the 15(c) Committee and/or its independent counsel, and requested certain additional information, which management agreed to provide. At a meeting held on June 13-15, 2022, the Board, including the Independent Board Members, reviewed the additional information provided by management in response to these requests.
After extensive discussions and deliberations, the Board, including all of the Independent Board Members, approved the continuance of the Advisory Agreement for the Fund, based on a review of qualitative and quantitative information provided by BFA and their cumulative experience as Board Members. The Board noted its satisfaction with the extent and quality of information provided and its frequent interactions with management, as well as the detailed responses and other information provided by BFA. The Independent Board Members were advised by their independent counsel throughout the process, including about the legal standards applicable to their review. In approving the continuance of the Advisory Agreement for the Fund, the Board, including the Independent Board Members, considered various factors, including: (i) the expenses and performance of the Fund; (ii) the nature, extent and quality of the services provided by BFA; (iii) the costs of services provided to the Fund and profits realized by BFA and its affiliates; (iv) potential economies of scale and the sharing of related benefits; (v) the fees and services provided for other comparable funds/accounts managed by BFA and its affiliates; and (vi) other benefits to BFA and/or its affiliates. The material factors, none of which was controlling, and conclusions that formed the basis for the Board, including the Independent Board Members, to approve the continuance of the Advisory Agreement are discussed below.
Expenses and Performance of the Fund: The Board reviewed statistical information prepared by Broadridge Financial Solutions Inc. (“Broadridge”), an independent provider of investment company data, regarding the expense ratio components, including gross and net total expenses, fees and expenses of another fund in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of waivers and reimbursements) for the Fund were higher than the median of the investment advisory fee rates and overall expenses (net of waivers and reimbursements) of the funds in its Peer Group, excluding iShares funds.
In addition, to the extent that any of the comparison funds included in the Peer Group, excluding iShares funds, track the same index as the Fund, Broadridge also provided, and the Board reviewed, a comparison of the Fund’s performance for the one-year, three-year, five-year, ten-year, and since inception periods, as applicable, and for the quarter ended December 31, 2021, to that of such relevant comparison fund(s) for the same periods. The Board noted that the Fund seeks to track its specified underlying index and that, during the year, the Board received periodic reports on the Fund’s short- and longer-term performance in comparison with its underlying index. Such periodic comparative performance information, including additional detailed information as requested by the Board, was also considered. The Board noted that the Fund generally performed in line with its underlying index over the relevant periods.
Based on this review, the other factors considered at the meeting, and their general knowledge of ETF pricing, the Board concluded that the investment advisory fee rate and expense level and the historical performance of the Fund supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about recent enhancements and initiatives with respect to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA under the Advisory Agreement for the coming year as compared with the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. The Board also considered BFA’s compliance program and its compliance record with respect to the Fund. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding BFA’s investment performance, investment and risk management processes and strategies, provided at the May 3, 2022 meeting and throughout the year, and matters related to BFA’s portfolio compliance program.
Based on review of this information, and the performance information discussed above, the Board concluded that the nature, extent and quality of services provided to the Fund under the Advisory Agreement supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Costs of Services Provided to the Fund and Profits Realized by BFA and its Affiliates: The Board reviewed information about the estimated profitability to BlackRock in managing the Fund, based on the fees payable to BFA and its affiliates (including fees under the Advisory Agreement), and other sources of revenue and expense to BFA and its affiliates from the Fund’s operations for the last calendar year. The Board reviewed BlackRock’s methodology for calculating estimated profitability of the iShares funds, noting that the 15(c) Committee and the Board had focused on the methodology and profitability presentation. The Board recognized that profitability may be affected by numerous factors, including, among other things, fee waivers by BFA, the types of funds managed, expense allocations and business mix. The Board thus recognized that calculating and comparing profitability at individual fund levels is challenging. The Board discussed with management the sources of direct and ancillary revenue,
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Board Review and Approval of Investment Advisory Contract (continued)
including the revenues to BTC, a BlackRock affiliate, from securities lending by the Fund. The Board also discussed BFA’s estimated profit margin as reflected in the Fund’s profitability analysis and reviewed information regarding potential economies of scale (as discussed below).
Based on this review, the Board concluded that the information considered with respect to the profits realized by BFA and its affiliates under the Advisory Agreement and from other relationships between the Fund and BFA and/or its affiliates, if any, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Economies of Scale: The Board reviewed information and considered the extent to which economies of scale might be realized as the assets of the Fund increase, noting that the issue of potential economies of scale had been focused on by the 15(c) Committee and the Board during their meetings and addressed by management. The 15(c) Committee and the Board received information regarding BlackRock’s historical estimated profitability, including BFA’s and its affiliates’ estimated costs in providing services. The estimated cost information distinguished, among other things, between fixed and variable costs, and showed how the level and nature of fixed and variable costs may impact the existence or size of scale benefits, with the Board recognizing that potential economies of scale are difficult to measure. The 15(c) Committee and the Board reviewed information provided by BFA regarding the sharing of scale benefits with the iShares funds through various means, including, as applicable, through relatively low fee rates established at inception, breakpoints, waivers, or other fee reductions, as well as through additional investment in the iShares business and the provision of improved or additional infrastructure and services to the iShares funds and their shareholders. The Board noted that the Advisory Agreement for the Fund did not provide for breakpoints in the Fund’s investment advisory fee rate as the assets of the Fund increase. However, the Board noted that it would continue to assess the appropriateness of adding breakpoints in the future.
The Board concluded that this review of potential economies of scale and the sharing of related benefits, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Fees and Services Provided for Other Comparable Funds/Accounts Managed by BFA and its Affiliates: The Board received and considered information regarding the investment advisory/management fee rates for other funds/accounts in the U.S. for which BFA (or its affiliates) provides investment advisory/management services, including open-end funds registered under the 1940 Act (including sub-advised funds), collective trust funds, and institutional separate accounts (collectively, the “Other Accounts”). The Board acknowledged BFA’s representation that the iShares funds are fundamentally different investment vehicles from the Other Accounts.
The Board received detailed information regarding how the Other Accounts generally differ from the Fund, including in terms of the types of services and generally more extensive services provided to the Fund, as well as other significant differences. In that regard, the Board considered that the pricing of services to institutional clients is typically based on a number of factors beyond the nature and extent of the specific services to be provided and often depends on the overall relationship between the client and its affiliates and the adviser and its affiliates. In addition, the Board considered the relative complexity and inherent risks and challenges of managing and providing other services to the Fund, as a publicly traded investment vehicle, as compared to the Other Accounts, particularly those that are institutional clients, in light of differing regulatory requirements and client-imposed mandates. The Board noted that BFA and its affiliates do not manage Other Accounts with substantially the same investment objective and strategy as the Fund and that track the same index as the Fund. The Board also acknowledged management’s assertion that, for certain iShares funds, and for client segmentation purposes, BlackRock has launched an iShares fund that may provide a similar investment exposure at a lower investment advisory fee rate.
The Board considered the “all-inclusive” nature of the Fund’s advisory fee structure, and the Fund’s expenses borne by BFA under this arrangement and noted that the investment advisory fee rate under the Advisory Agreement for the Fund was generally higher than the investment advisory/management fee rates for certain of the Other Accounts (particularly institutional clients) and concluded that the differences appeared to be consistent with the factors discussed.
Other Benefits to BFA and/or its Affiliates: The Board reviewed other benefits or ancillary revenue received by BFA and/or its affiliates in connection with the services provided to the Fund by BFA, both direct and indirect, including, but not limited to, payment of revenue to BTC, the Fund’s securities lending agent, for loaning portfolio securities (which was included in the profit margins reviewed by the Board pursuant to BFA’s estimated profitability methodology), payment of advisory fees or other fees to BFA (or its affiliates) in connection with any investments by the Fund in other funds for which BFA (or its affiliates) provides investment advisory services or other services, and BlackRock’s profile in the investment community. The Board also noted the revenue received by BFA and/or its affiliates pursuant to an agreement that permits a service provider to use certain portions of BlackRock’s technology platform to service accounts managed by BFA and/or its affiliates, including the iShares funds. The Board noted that BFA generally does not use soft dollars or consider the value of research or other services that may be provided to BFA (including its affiliates) in selecting brokers for portfolio transactions for the Fund. The Board concluded that any such ancillary benefits would not be disadvantageous to the Fund and thus would not alter the Board’s conclusion with respect to the appropriateness of approving the continuance of the Advisory Agreement for the coming year.
Conclusion: Based on a review of the factors described above, as well as such other factors as deemed appropriate by the Board, the Board, including all of the Independent Board Members, determined that the Fund’s investment advisory fee rate under the Advisory Agreement does not constitute a fee that is so disproportionately large as to bear no reasonable relationship to the services rendered and that could not have been the product of arm’s-length bargaining, and concluded to approve the continuance of the Advisory Agreement for the coming year.
iShares MBS ETF (the “Fund”)
Under Section 15(c) of the Investment Company Act of 1940 (the “1940 Act”), the Trust’s Board of Trustees (the “Board”), including a majority of Board Members who are not “interested persons” of the Trust (as that term is defined in the 1940 Act) (the “Independent Board Members”), is required annually to consider and approve the Investment Advisory Agreement between the Trust and BFA (the “Advisory Agreement”) on behalf of the Fund. The Board’s consideration entails a year-long process whereby the Board and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board
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Board Review and Approval of Investment Advisory Contract (continued)
Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreement. At meetings on May 3, 2022 and May 18, 2022, a committee composed of all of the Independent Board Members (the “15(c) Committee”), with independent counsel, met with management and reviewed and discussed information provided in response to initial requests of the 15(c) Committee and/or its independent counsel, and requested certain additional information, which management agreed to provide. At a meeting held on June 13-15, 2022, the Board, including the Independent Board Members, reviewed the additional information provided by management in response to these requests.
After extensive discussions and deliberations, the Board, including all of the Independent Board Members, approved the continuance of the Advisory Agreement for the Fund, based on a review of qualitative and quantitative information provided by BFA and their cumulative experience as Board Members. The Board noted its satisfaction with the extent and quality of information provided and its frequent interactions with management, as well as the detailed responses and other information provided by BFA. The Independent Board Members were advised by their independent counsel throughout the process, including about the legal standards applicable to their review. In approving the continuance of the Advisory Agreement for the Fund, the Board, including the Independent Board Members, considered various factors, including: (i) the expenses and performance of the Fund; (ii) the nature, extent and quality of the services provided by BFA; (iii) the costs of services provided to the Fund and profits realized by BFA and its affiliates; (iv) potential economies of scale and the sharing of related benefits; (v) the fees and services provided for other comparable funds/accounts managed by BFA and its affiliates; and (vi) other benefits to BFA and/or its affiliates. The material factors, none of which was controlling, and conclusions that formed the basis for the Board, including the Independent Board Members, to approve the continuance of the Advisory Agreement are discussed below.
Expenses and Performance of the Fund: The Board reviewed statistical information prepared by Broadridge Financial Solutions Inc. (“Broadridge”), an independent provider of investment company data, regarding the expense ratio components, including gross and net total expenses, fees and expenses of another fund in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of waivers and reimbursements) for the Fund were lower than the median of the investment advisory fee rates and overall expenses (net of waivers and reimbursements) of the funds in its Peer Group, excluding iShares funds.
In addition, to the extent that any of the comparison funds included in the Peer Group, excluding iShares funds, track the same index as the Fund, Broadridge also provided, and the Board reviewed, a comparison of the Fund’s performance for the one-year, three-year, five-year, ten-year, and since inception periods, as applicable, and for the quarter ended December 31, 2021, to that of such relevant comparison fund(s) for the same periods. The Board noted that the Fund seeks to track its specified underlying index and that, during the year, the Board received periodic reports on the Fund’s short- and longer-term performance in comparison with its underlying index. Such periodic comparative performance information, including additional detailed information as requested by the Board, was also considered. The Board noted that the Fund generally performed in line with its underlying index over the relevant periods.
Based on this review, the other factors considered at the meeting, and their general knowledge of ETF pricing, the Board concluded that the investment advisory fee rate and expense level and the historical performance of the Fund supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about recent enhancements and initiatives with respect to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA under the Advisory Agreement for the coming year as compared with the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. The Board also considered BFA’s compliance program and its compliance record with respect to the Fund. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding BFA’s investment performance, investment and risk management processes and strategies, provided at the May 3, 2022 meeting and throughout the year, and matters related to BFA’s portfolio compliance program.
Based on review of this information, and the performance information discussed above, the Board concluded that the nature, extent and quality of services provided to the Fund under the Advisory Agreement supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Costs of Services Provided to the Fund and Profits Realized by BFA and its Affiliates: The Board reviewed information about the estimated profitability to BlackRock in managing the Fund, based on the fees payable to BFA and its affiliates (including fees under the Advisory Agreement), and other sources of revenue and expense to BFA and its affiliates from the Fund’s operations for the last calendar year. The Board reviewed BlackRock’s methodology for calculating estimated profitability of the iShares funds, noting that the 15(c) Committee and the Board had focused on the methodology and profitability presentation. The Board recognized that profitability may be affected by numerous factors, including, among other things, fee waivers by BFA, the types of funds managed, expense allocations and business mix. The Board thus recognized that calculating and comparing profitability at individual fund levels is challenging. The Board discussed with management the sources of direct and ancillary revenue,
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Board Review and Approval of Investment Advisory Contract (continued)
including the revenues to BTC, a BlackRock affiliate, from securities lending by the Fund. The Board also discussed BFA’s estimated profit margin as reflected in the Fund’s profitability analysis and reviewed information regarding potential economies of scale (as discussed below).
Based on this review, the Board concluded that the information considered with respect to the profits realized by BFA and its affiliates under the Advisory Agreement and from other relationships between the Fund and BFA and/or its affiliates, if any, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Economies of Scale: The Board reviewed information and considered the extent to which economies of scale might be realized as the assets of the Fund increase, noting that the issue of potential economies of scale had been focused on by the 15(c) Committee and the Board during their meetings and addressed by management. The 15(c) Committee and the Board received information regarding BlackRock’s historical estimated profitability, including BFA’s and its affiliates’ estimated costs in providing services. The estimated cost information distinguished, among other things, between fixed and variable costs, and showed how the level and nature of fixed and variable costs may impact the existence or size of scale benefits, with the Board recognizing that potential economies of scale are difficult to measure. The 15(c) Committee and the Board reviewed information provided by BFA regarding the sharing of scale benefits with the iShares funds through various means, including, as applicable, through relatively low fee rates established at inception, breakpoints, waivers, or other fee reductions, as well as through additional investment in the iShares business and the provision of improved or additional infrastructure and services to the iShares funds and their shareholders. The Board noted that the Advisory Agreement for the Fund already provided for breakpoints in the Fund’s investment advisory fee rate as the assets of the Fund, on an aggregated basis with the assets of certain other iShares funds, increase. The Board noted that it would continue to assess the appropriateness of adding new or revised breakpoints in the future.
The Board concluded that this review of potential economies of scale and the sharing of related benefits, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.
Fees and Services Provided for Other Comparable Funds/Accounts Managed by BFA and its Affiliates: The Board received and considered information regarding the investment advisory/management fee rates for other funds/accounts in the U.S. for which BFA (or its affiliates) provides investment advisory/management services, including open-end funds registered under the 1940 Act (including sub-advised funds), collective trust funds, and institutional separate accounts (collectively, the “Other Accounts”). The Board acknowledged BFA’s representation that the iShares funds are fundamentally different investment vehicles from the Other Accounts.
The Board received detailed information regarding how the Other Accounts generally differ from the Fund, including in terms of the types of services and generally more extensive services provided to the Fund, as well as other significant differences. In that regard, the Board considered that the pricing of services to institutional clients is typically based on a number of factors beyond the nature and extent of the specific services to be provided and often depends on the overall relationship between the client and its affiliates and the adviser and its affiliates. In addition, the Board considered the relative complexity and inherent risks and challenges of managing and providing other services to the Fund, as a publicly traded investment vehicle, as compared to the Other Accounts, particularly those that are institutional clients, in light of differing regulatory requirements and client-imposed mandates. The Board noted that BFA and its affiliates manage Other Accounts with substantially the same investment objective and strategy as the Fund and that track the same index as the Fund. The Board also acknowledged management’s assertion that, for certain iShares funds, and for client segmentation purposes, BlackRock has launched an iShares fund that may provide a similar investment exposure at a lower investment advisory fee rate.
The Board considered the “all-inclusive” nature of the Fund’s advisory fee structure, and the Fund’s expenses borne by BFA under this arrangement and noted that the investment advisory fee rate under the Advisory Agreement for the Fund was generally higher than the investment advisory/management fee rates for certain of the Other Accounts (particularly institutional clients) and concluded that the differences appeared to be consistent with the factors discussed.
Other Benefits to BFA and/or its Affiliates: The Board reviewed other benefits or ancillary revenue received by BFA and/or its affiliates in connection with the services provided to the Fund by BFA, both direct and indirect, including, but not limited to, payment of revenue to BTC, the Fund’s securities lending agent, for loaning portfolio securities (which was included in the profit margins reviewed by the Board pursuant to BFA’s estimated profitability methodology), payment of advisory fees or other fees to BFA (or its affiliates) in connection with any investments by the Fund in other funds for which BFA (or its affiliates) provides investment advisory services or other services, and BlackRock’s profile in the investment community. The Board also noted the revenue received by BFA and/or its affiliates pursuant to an agreement that permits a service provider to use certain portions of BlackRock’s technology platform to service accounts managed by BFA and/or its affiliates, including the iShares funds. The Board noted that BFA generally does not use soft dollars or consider the value of research or other services that may be provided to BFA (including its affiliates) in selecting brokers for portfolio transactions for the Fund. The Board concluded that any such ancillary benefits would not be disadvantageous to the Fund and thus would not alter the Board’s conclusion with respect to the appropriateness of approving the continuance of the Advisory Agreement for the coming year.
Conclusion: Based on a review of the factors described above, as well as such other factors as deemed appropriate by the Board, the Board, including all of the Independent Board Members, determined that the Fund’s investment advisory fee rate under the Advisory Agreement does not constitute a fee that is so disproportionately large as to bear no reasonable relationship to the services rendered and that could not have been the product of arm’s-length bargaining, and concluded to approve the continuance of the Advisory Agreement for the coming year.
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Supplemental Information (unaudited)
Section 19(a) Notices
The amounts and sources of distributions reported are estimates and are being provided pursuant to regulatory requirements and are not being provided for tax reporting purposes. The actual amounts and sources for tax reporting purposes will depend upon each Fund’s investment experience during the year and may be subject to changes based on tax regulations. Shareholders will receive a Form 1099-DIV each calendar year that will inform them how to report these distributions for federal income tax purposes.
August 31, 2022
Total Cumulative Distributions for the Fiscal Year-to-Date |
% Breakdown of the Total Cumulative Distributions for the Fiscal Year-to-Date |
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iShares ETF |
Net Investment Income |
Net Realized Capital Gains |
Return of Capital |
Total Per Share |
Net Investment Income |
Net Realized Capital Gains |
Return of Capital |
Total Per Share |
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MBS |
$ | 0.917188 | $ | — | $ | — | $ | 0.917188 | 100 | % | — | % | — | % | 100 | % |
S U P P L E M E N T A L I N F O R M A T I O N |
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Electronic Delivery
Shareholders can sign up for e-mail notifications announcing that the shareholder report or prospectus has been posted on the iShares website at iShares.com. Once you have enrolled, you will no longer receive prospectuses and shareholder reports in the mail.
To enroll in electronic delivery:
• |
Go to icsdelivery.com. |
• |
If your brokerage firm is not listed, electronic delivery may not be available. Please contact your broker-dealer or financial advisor. |
Householding
Householding is an option available to certain fund investors. Householding is a method of delivery, based on the preference of the individual investor, in which a single copy of certain shareholder documents and Rule 30e-3 notices can be delivered to investors who share the same address, even if their accounts are registered under different names. Please contact your broker-dealer if you are interested in enrolling in householding and receiving a single copy of prospectuses and other shareholder documents, or if you are currently enrolled in householding and wish to change your householding status.
Availability of Quarterly Schedule of Investments
The Funds file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to their reports on Form N-PORT. The Funds’ Forms N-PORT are available on the SEC’s website at sec.gov. Additionally, each Fund makes its portfolio holdings for the first and third quarters of each fiscal year available at iShares.com/fundreports.
Availability of Proxy Voting Policies and Proxy Voting Records
A description of the policies and procedures that the iShares Funds use to determine how to vote proxies relating to portfolio securities and information about how the iShares Funds voted proxies relating to portfolio securities during the most recent twelve-month period ending June 30 is available without charge, upon request (1) by calling toll-free 1-800-474-2737; (2) on the iShares website at iShares.com; and (3) on the SEC website at sec.gov.
A description of the Trust’s policies and procedures with respect to the disclosure of the Fund’s portfolio securities is available in the Fund Prospectus. The Fund discloses its portfolio holdings daily and provides information regarding its top holdings in Fund fact sheets at iShares.com.
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Glossary of Terms Used in this Report
Portfolio Abbreviations - Fixed Income | ||
BAB | Build America Bond | |
GO | General Obligation | |
GOL | General Obligation Limited | |
LIBOR | London Interbank Offered Rate | |
NPFGC | National Public Finance Guarantee Corp. | |
RB | Revenue Bond | |
SOFR | Secured Overnight Financing Rate | |
STRIPS | Separate Trading of Registered Interest & Principal of Securities | |
TBA | To-Be-Announced |
G L O S S A R Y O F T E R M S U S E D I N T H I S R E P O R T |
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Want to know more?
iShares.com | 1-800-474-2737
This report is intended for the Funds’ shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.
Investing involves risk, including possible loss of principal.
The iShares Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).
The iShares Funds are not sponsored, endorsed, issued, sold or promoted by Bloomberg Index Services Limited, nor does this company make any representation regarding the advisability of investing in the iShares Funds. BlackRock is not affiliated with the company listed above.
©2022 BlackRock, Inc. All rights reserved. iSHARES and BLACKROCK are registered trademarks of BlackRock, Inc. or its subsidiaries. All other marks are the property of their respective owners.
iS-SAR-205-0822
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