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AUGUST 31, 2022 |
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2022 Semi-Annual Report (Unaudited)
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iShares Trust
· iShares ESG Advanced Investment Grade Corporate Bond ETF | ELQD | NYSE Arca
· iShares ESG Advanced Total USD Bond Market ETF | EUSB | NYSE Arca
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
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6-Month | 12-Month | |||
U.S. large cap equities (S&P 500® Index) |
(8.84)% | (11.23)% | ||
U.S. small cap equities (Russell 2000® Index) |
(9.31) | (17.88) | ||
International equities (MSCI Europe, Australasia, Far East Index) |
(13.97) | (19.80) | ||
Emerging market equities (MSCI Emerging Markets Index) |
(13.30) | (21.80) | ||
3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index) |
0.36 | 0.39 | ||
U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index) |
(9.71) | (13.27) | ||
U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index) |
(7.76) | (11.52) | ||
Tax-exempt municipal bonds (Bloomberg Municipal Bond Index) |
(5.72) | (8.63) | ||
U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index) |
(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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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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Fund Summary as of August 31, 2022 | iShares® ESG Advanced Investment Grade Corporate Bond ETF |
Investment Objective
The iShares ESG Advanced Investment Grade Corporate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment grade corporate bonds that applies extensive climate-based screens and other extensive screens for involvement in controversial activities, and reflects the performance of issuers with a favorable environmental, social and governance rating as identified by the index provider, as represented by the iBoxx MSCI ESG Advanced USD Liquid Investment Grade Index (the “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
Cumulative Total Returns | ||||||||
6 Months |
Since Inception |
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Fund NAV |
(10.65 | )% | (16.51 | )% | ||||
Fund Market |
(11.05 | ) | (16.71 | ) | ||||
Index |
(10.51 | ) | (16.38 | ) |
The inception date of the Fund was November 8, 2021. The first day of secondary market trading was November 10, 2021.
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 | $ 893.50 | $ 0.86 | $ 1,000.00 | $ 1,024.30 | $ 0.92 | 0.18 | % |
(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 |
5.4 | % | ||
Aa |
2.3 | |||
A |
42.9 | |||
Baa |
48.4 | |||
Ba |
0.3 | |||
Not Rated |
0.7 |
MATURITY ALLOCATION
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Maturity | |
Percent of Total Investments |
(a) | |
1-5 Years |
26.2 | % | ||
5-10 Years |
36.9 | |||
10-15 Years |
3.0 | |||
15-20 Years |
7.4 | |||
More than 20 Years |
26.5 |
* |
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. |
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® ESG Advanced Total USD Bond Market ETF |
Investment Objective
The iShares ESG Advanced Total USD Bond Market ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar denominated bonds that are rated either investment-grade or high-yield from issuers with a favorable environmental, social and governance rating as identified by the index provider, while applying extensive screens for involvement in controversial activities, as represented by the Bloomberg MSCI US Universal Choice ESG Screened Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Universal Choice ESG Screened 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 |
Since Inception |
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1 Year |
Since Inception |
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Fund NAV |
(7.52 | )% | (11.41 | )% | (4.84 | )% | (11.41 | )% | (10.31 | )% | ||||||||||||
Fund Market |
(7.65 | ) | (11.40 | ) | (4.82 | ) | (11.40 | ) | (10.26 | ) | ||||||||||||
Index |
(7.51 | ) | (11.34 | ) | (4.71 | ) | (11.34 | ) | (10.01 | ) |
The inception date of the Fund was June 23, 2020. The first day of secondary market trading was June 25, 2020.
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 | $ 924.80 | $ 0.53 | $ 1,000.00 | $ 1,024.70 | $ 0.56 | 0.11 | % |
(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 |
49.2 | % | ||
Aa |
14.2 | |||
A |
11.8 | |||
Baa |
14.3 | |||
Ba |
2.9 | |||
B |
1.6 | |||
Caa |
0.2 | |||
Ca |
0.1 | |||
Not Rated |
5.7 |
PORTFOLIO COMPOSITION
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Investment Type | |
Percent of Total Investments |
(a) | |
U.S. Government & Agency Obligations |
61.2 | % | ||
Corporate Bonds & Notes |
32.1 | |||
Foreign Government Obligations |
5.8 | |||
Collaterized Mortgage Obligations |
1.1 | |||
Asset-Backed Securities |
0.3 | |||
TBA Sales Commitments |
(0.5 | ) |
* |
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 |
About Fund Performance |
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. Since shares of a fund may not trade in the secondary market until after the fund’s inception, for the period from inception to the first day of secondary market trading in shares of the fund, the NAV of the fund is used as a proxy for the Market Price to calculate market returns. 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.
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 |
Schedule of Investments (unaudited) August 31, 2022 |
iShares® ESG Advanced Investment Grade Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Corporate Bonds & Notes |
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Apparel — 0.3% | ||||||||
NIKE Inc. |
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2.85%, 03/27/30 (Call 12/27/29) |
$ | 20 | $ | 18,334 | ||||
3.38%, 03/27/50 (Call 09/27/49) |
25 | 20,828 | ||||||
VF Corp., 2.95%, 04/23/30 (Call 01/23/30) |
10 | 8,718 | ||||||
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47,880 | ||||||||
Auto Manufacturers — 0.1% | ||||||||
American Honda Finance Corp., 1.30%, 09/09/26 |
10 | 9,006 | ||||||
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Auto Parts & Equipment — 0.2% | ||||||||
Aptiv PLC/Aptiv Corp. |
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3.25%, 03/01/32 (Call 12/01/31)(a) |
15 | 12,627 | ||||||
4.15%, 05/01/52 (Call 11/01/51) |
15 | 11,128 | ||||||
BorgWarner Inc., 2.65%, 07/01/27 (Call 05/01/27) |
15 | 13,640 | ||||||
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37,395 | ||||||||
Banks — 27.9% | ||||||||
Banco Santander SA, 1.85%, 03/25/26 |
200 | 177,740 | ||||||
Bank of America Corp. |
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2.68%, 06/19/41
(Call 06/19/40), (SOFR + |
15 | 10,704 | ||||||
2.69%, 04/22/32
(Call 04/22/31), (SOFR + |
100 | 82,998 | ||||||
2.83%, 10/24/51
(Call 10/24/50), (SOFR + |
25 | 16,967 | ||||||
2.97%, 02/04/33
(Call 02/04/32), (SOFR + |
25 | 21,020 | ||||||
2.97%, 07/21/52
(Call 07/21/51), (SOFR + |
90 | 63,072 | ||||||
3.31%, 04/22/42
(Call 04/22/41), (SOFR + |
25 | 19,414 | ||||||
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)(b) |
60 | 52,185 | ||||||
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 3.150%)(b) |
15 | 12,806 | ||||||
4.25%, 10/22/26 |
120 | 118,218 | ||||||
Bank of Montreal, 2.65%, 03/08/27 |
50 | 46,549 | ||||||
Bank of New York Mellon Corp. (The), 2.45%, 08/17/26 (Call 05/17/26) |
150 | 141,095 | ||||||
Bank of Nova Scotia (The), 1.35%, 06/24/26 |
50 | 44,880 | ||||||
Barclays PLC, 4.38%, 01/12/26 |
370 | 362,683 | ||||||
Canadian Imperial Bank of Commerce, 1.25%, 06/22/26 |
50 | 44,672 | ||||||
Citigroup Inc. |
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2.56%, 05/01/32
(Call 05/01/31), (SOFR + |
25 | 20,458 | ||||||
2.90%, 11/03/42
(Call 11/03/41), (SOFR + |
40 | 29,166 | ||||||
3.79%, 03/17/33
(Call 03/17/32), (SOFR + |
25 | 22,455 | ||||||
4.30%, 11/20/26 |
50 | 49,397 | ||||||
4.41%, 03/31/31
(Call 03/31/30), (SOFR + |
105 | 99,917 | ||||||
4.45%, 09/29/27 |
25 | 24,410 | ||||||
4.60%, 03/09/26 |
25 | 24,958 | ||||||
4.65%, 07/23/48 (Call 06/23/48) |
40 | 37,416 | ||||||
4.75%, 05/18/46 |
65 | 58,428 | ||||||
4.91%, 05/24/33 (Call 05/24/32)(b) |
15 | 14,689 | ||||||
Cooperatieve Rabobank U.A., 5.25%, 05/24/41 |
10 | 10,864 | ||||||
Deutsche Bank AG/New York NY, 2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)(b) |
200 | 176,428 | ||||||
Fifth Third Bancorp., 4.77%, 07/28/30 (Call 07/28/29)(b) |
15 | 14,874 | ||||||
Goldman Sachs Group Inc. (The) |
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2.62%, 04/22/32
(Call 04/22/31), (SOFR + |
200 | 164,762 | ||||||
5.15%, 05/22/45 |
50 | 47,311 | ||||||
5.95%, 01/15/27 |
50 | 52,439 | ||||||
6.75%, 10/01/37 |
80 | 88,497 | ||||||
HSBC Holdings PLC |
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2.01%, 09/22/28
(Call 09/22/27), (SOFR + |
200 | 169,002 | ||||||
2.80%, 05/24/32
(Call 05/24/31), (SOFR + |
200 | 158,772 | ||||||
Huntington Bancshares Inc./OH, 2.55%, 02/04/30 (Call 11/04/29) |
15 | 12,817 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
ING Groep NV, 1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)(b) |
$ | 200 | $ | 177,291 | ||||
JPMorgan Chase & Co. |
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2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)(b) |
150 | 123,943 | ||||||
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)(b) |
25 | 18,793 | ||||||
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)(b) |
25 | 21,335 | ||||||
5.40%, 01/06/42 |
25 | 25,477 | ||||||
6.40%, 05/15/38 |
110 | 124,680 | ||||||
KeyCorp, 2.55%, 10/01/29 |
25 | 21,413 | ||||||
Lloyds Banking Group PLC, 1.63%, 05/11/27 (Call 05/11/26)(a)(b) |
250 | 220,868 | ||||||
Mitsubishi UFJ Financial Group Inc., 2.05%, 07/17/30 |
200 | 162,915 | ||||||
Mizuho Financial Group Inc., 2.84%, 09/13/26 |
200 | 184,896 | ||||||
Morgan Stanley |
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2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)(b) |
200 | 161,231 | ||||||
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)(b) |
20 | 17,027 | ||||||
4.30%, 01/27/45 |
75 | 67,092 | ||||||
4.35%, 09/08/26 |
25 | 24,722 | ||||||
5.00%, 11/24/25 |
10 | 10,154 | ||||||
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)(b) |
55 | 59,429 | ||||||
PNC Financial Services Group Inc. (The), 2.55%, 01/22/30 (Call 10/24/29) |
100 | 87,469 | ||||||
Royal Bank of Canada |
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1.15%, 07/14/26 |
50 | 44,477 | ||||||
2.30%, 11/03/31 |
15 | 12,445 | ||||||
State Street Corp., 2.20%, 03/03/31 |
15 | 12,483 | ||||||
Sumitomo Mitsui Financial Group Inc., 3.35%, 10/18/27 |
270 | 252,836 | ||||||
Toronto-Dominion Bank (The) |
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2.00%, 09/10/31 |
30 | 24,292 | ||||||
4.46%, 06/08/32 |
50 | 49,055 | ||||||
Truist Financial Corp. |
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1.13%, 08/03/27 (Call 06/03/27) |
25 | 21,485 | ||||||
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)(b) |
15 | 13,472 | ||||||
U.S. Bancorp., 1.38%, 07/22/30 (Call 04/22/30) |
75 | 59,937 | ||||||
Westpac Banking Corp., 2.15%, 06/03/31 |
100 | 83,929 | ||||||
|
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4,575,209 | ||||||||
Beverages — 1.3% | ||||||||
Coca-Cola Co. (The) |
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2.25%, 01/05/32 |
25 | 21,733 | ||||||
3.00%, 03/05/51 |
45 | 35,212 | ||||||
3.45%, 03/25/30 |
50 | 48,498 | ||||||
Keurig Dr Pepper Inc., 3.80%, 05/01/50 (Call 11/01/49) |
30 | 23,183 | ||||||
PepsiCo Inc. |
||||||||
1.40%, 02/25/31 (Call 11/25/30) |
50 | 40,859 | ||||||
3.63%, 03/19/50 (Call 09/19/49) |
50 | 44,469 | ||||||
|
|
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213,954 | ||||||||
Biotechnology — 2.2% | ||||||||
Amgen Inc. |
||||||||
2.00%, 01/15/32 (Call 10/15/31) |
40 | 32,490 | ||||||
4.40%, 02/22/62 (Call 08/22/61) |
20 | 17,340 | ||||||
4.66%, 06/15/51 (Call 12/15/50) |
100 | 93,726 | ||||||
Biogen Inc. |
||||||||
2.25%, 05/01/30 (Call 02/01/30) |
45 | 36,769 | ||||||
3.15%, 05/01/50 (Call 11/01/49) |
15 | 10,219 | ||||||
Gilead Sciences Inc. |
||||||||
1.65%, 10/01/30 (Call 07/01/30) |
60 | 48,771 | ||||||
4.00%, 09/01/36 (Call 03/01/36) |
20 | 18,237 | ||||||
4.75%, 03/01/46 (Call 09/01/45) |
70 | 66,649 |
S C H E D U L E O F I N V E S T M E N T S |
7 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® ESG Advanced Investment Grade Corporate 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) |
$ | 40 | $ | 31,845 | ||||
|
|
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356,046 | ||||||||
Building Materials — 0.3% | ||||||||
Carrier Global Corp., 3.58%, 04/05/50 (Call 10/05/49) |
40 | 30,397 | ||||||
Martin Marietta Materials Inc., 2.40%, 07/15/31 (Call 04/15/31) |
30 | 24,707 | ||||||
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|||||||
55,104 | ||||||||
Chemicals — 0.4% | ||||||||
Air Products and Chemicals Inc. |
||||||||
2.05%, 05/15/30 (Call 02/15/30) |
15 | 12,950 | ||||||
2.70%, 05/15/40 (Call 11/15/39) |
15 | 11,898 | ||||||
Celanese U.S. Holdings LLC, 6.17%, 07/15/27 (Call 06/15/27) |
15 | 15,010 | ||||||
Nutrien Ltd., 5.00%, 04/01/49 (Call 10/01/48) |
10 | 9,851 | ||||||
Sherwin-Williams Co. (The), 4.50%, 06/01/47 (Call 12/01/46) |
25 | 22,321 | ||||||
|
|
|||||||
72,030 | ||||||||
Commercial Services — 1.1% | ||||||||
Automatic Data Processing Inc., 1.25%, 09/01/30 (Call 06/01/30) |
50 | 40,937 | ||||||
Global Payments Inc. |
||||||||
1.20%, 03/01/26 (Call 02/01/26) |
15 | 13,227 | ||||||
5.95%, 08/15/52 |
15 | 14,558 | ||||||
PayPal Holdings Inc. |
||||||||
2.30%, 06/01/30 (Call 03/01/30) |
20 | 17,181 | ||||||
2.65%, 10/01/26 (Call 08/01/26) |
80 | 75,927 | ||||||
S&P Global Inc., 2.90%, 03/01/32 (Call 12/01/31)(a)(c) |
25 | 22,190 | ||||||
|
|
|||||||
184,020 | ||||||||
Computers — 4.6% | ||||||||
Apple Inc. |
||||||||
1.40%, 08/05/28 (Call 06/05/28) |
270 | 234,839 | ||||||
2.70%, 08/05/51 (Call 02/05/51) |
50 | 36,741 | ||||||
2.80%, 02/08/61 (Call 08/08/60) |
15 | 10,527 | ||||||
4.65%, 02/23/46 (Call 08/23/45) |
180 | 183,644 | ||||||
Dell International LLC/EMC Corp. |
||||||||
3.38%, 12/15/41 (Call 06/15/41)(c) |
15 | 10,516 | ||||||
4.90%, 10/01/26 (Call 08/01/26) |
15 | 15,060 | ||||||
5.30%, 10/01/29 (Call 07/01/29) |
45 | 44,624 | ||||||
6.02%, 06/15/26 (Call 03/15/26) |
15 | 15,574 | ||||||
6.20%, 07/15/30 (Call 04/15/30) |
15 | 15,607 | ||||||
8.35%, 07/15/46 (Call 01/15/46) |
8 | 9,667 | ||||||
Hewlett Packard Enterprise Co., 6.20%, 10/15/35 (Call 04/15/35) |
30 | 31,574 | ||||||
HP Inc., 2.65%, 06/17/31 (Call 03/17/31) |
70 | 55,696 | ||||||
International Business Machines Corp., 4.15%, 05/15/39 |
100 | 89,897 | ||||||
|
|
|||||||
753,966 | ||||||||
Cosmetics & Personal Care — 1.1% | ||||||||
Procter & Gamble Co. (The) |
||||||||
1.00%, 04/23/26 |
15 | 13,747 | ||||||
3.00%, 03/25/30 |
50 | 47,083 | ||||||
Unilever Capital Corp., 3.50%, 03/22/28 (Call 12/22/27) |
130 | 126,792 | ||||||
|
|
|||||||
187,622 | ||||||||
Diversified Financial Services — 4.8% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.00%, 10/29/28 (Call 08/29/28) |
155 | 131,874 | ||||||
Air Lease Corp., 1.88%, 08/15/26 (Call 07/15/26) |
65 | 56,897 | ||||||
Ally Financial Inc., 8.00%, 11/01/31(a) |
25 | 27,922 | ||||||
American Express Co. |
||||||||
3.13%, 05/20/26 (Call 04/20/26) |
15 | 14,472 | ||||||
4.05%, 12/03/42 |
15 | 13,598 | ||||||
Charles Schwab Corp. (The), 2.45%, 03/03/27 (Call 02/03/27) |
15 | 14,006 | ||||||
CME Group Inc., 2.65%, 03/15/32 (Call 12/15/31) |
15 | 13,186 |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
Discover Financial Services, 4.10%, 02/09/27 (Call 11/09/26) |
$ | 55 | $ | 52,856 | ||||
Intercontinental Exchange Inc. |
||||||||
1.85%, 09/15/32 (Call 06/15/32) |
75 | 59,129 | ||||||
3.00%, 09/15/60 (Call 03/15/60) |
30 | 20,283 | ||||||
4.95%, 06/15/52 (Call 12/15/51) |
15 | 14,731 | ||||||
Mastercard Inc., 3.85%, 03/26/50 (Call 09/26/49) |
25 | 22,609 | ||||||
Nomura Holdings Inc., 1.65%, 07/14/26 |
200 | 176,174 | ||||||
Raymond James Financial Inc., 3.75%, 04/01/51 (Call 10/01/50) |
25 | 20,410 | ||||||
Synchrony Financial, 3.95%, 12/01/27 (Call 09/01/27) |
35 | 31,852 | ||||||
Visa Inc. |
||||||||
1.10%, 02/15/31 (Call 11/15/30) |
40 | 31,965 | ||||||
2.05%, 04/15/30 (Call 01/15/30) |
20 | 17,543 | ||||||
3.15%, 12/14/25 (Call 09/14/25) |
15 | 14,675 | ||||||
4.30%, 12/14/45 (Call 06/14/45) |
50 | 48,352 | ||||||
|
|
|||||||
782,534 | ||||||||
Electric — 0.1% | ||||||||
Commonwealth Edison Co., 4.00%, 03/01/48 (Call 09/01/47) |
10 | 8,951 | ||||||
|
|
|||||||
Electronics — 0.1% | ||||||||
Amphenol Corp., 2.20%, 09/15/31 (Call 06/15/31) |
20 | 16,501 | ||||||
|
|
|||||||
Entertainment — 0.8% | ||||||||
Magallanes Inc. |
||||||||
4.28%, 03/15/32 (Call 12/15/31)(c) |
50 | 43,442 | ||||||
5.05%, 03/15/42 (Call 09/15/41)(c) |
15 | 12,242 | ||||||
5.14%, 03/15/52 (Call 09/15/51)(c) |
90 | 72,005 | ||||||
|
|
|||||||
127,689 | ||||||||
Environmental Control — 0.3% | ||||||||
Republic Services Inc., 3.95%, 05/15/28 (Call 02/15/28) |
25 | 24,469 | ||||||
Waste Management Inc., 1.50%, 03/15/31 (Call 12/15/30) |
20 | 16,003 | ||||||
|
|
|||||||
40,472 | ||||||||
Food — 1.6% | ||||||||
Conagra Brands Inc., 5.30%, 11/01/38 (Call 05/01/38) |
30 | 28,572 | ||||||
General Mills Inc., 3.20%, 02/10/27 (Call 11/10/26) |
60 | 57,587 | ||||||
Hormel Foods Corp., 1.80%, 06/11/30 (Call 03/11/30) |
35 | 29,654 | ||||||
Kraft Heinz Foods Co., 4.38%, 06/01/46 (Call 12/01/45) |
90 | 76,510 | ||||||
Mondelez International Inc., 2.75%, 04/13/30 (Call 01/13/30) |
12 | 10,616 | ||||||
Sysco Corp., 6.60%, 04/01/50 (Call 10/01/49) |
20 | 23,204 | ||||||
Tyson Foods Inc., 5.10%, 09/28/48 (Call 03/28/48) |
30 | 29,701 | ||||||
|
|
|||||||
255,844 | ||||||||
Hand & Machine Tools — 0.2% | ||||||||
Stanley Black & Decker Inc., 2.30%, 03/15/30 (Call 12/15/29) |
30 | 25,611 | ||||||
|
|
|||||||
Health Care - Products — 0.9% | ||||||||
Abbott Laboratories, 4.90%, 11/30/46 (Call 05/30/46) |
15 | 15,664 | ||||||
Baxter International Inc., 3.13%, 12/01/51 (Call 06/01/51) |
20 | 14,043 | ||||||
DH Europe Finance II Sarl, 2.60%, 11/15/29 (Call 08/15/29) |
100 | 89,948 | ||||||
Thermo Fisher Scientific Inc., 2.80%, 10/15/41 (Call 04/15/41) |
40 | 30,910 | ||||||
|
|
|||||||
150,565 | ||||||||
Health Care - Services — 3.3% | ||||||||
Aetna Inc., 3.88%, 08/15/47 (Call 02/15/47) |
20 | 16,350 | ||||||
Elevance Health Inc. |
||||||||
2.55%, 03/15/31 (Call 12/15/30) |
70 | 60,071 | ||||||
3.60%, 03/15/51 (Call 09/15/50) |
40 | 32,324 | ||||||
HCA Inc. |
||||||||
2.38%, 07/15/31 (Call 04/15/31) |
25 | 19,781 | ||||||
3.50%, 07/15/51 (Call 01/15/51) |
70 | 47,770 | ||||||
4.13%, 06/15/29 (Call 03/15/29) |
10 | 9,219 | ||||||
4.50%, 02/15/27 (Call 08/15/26) |
15 | 14,661 | ||||||
5.25%, 06/15/49 (Call 12/15/48) |
15 | 13,304 |
8 |
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® ESG Advanced Investment Grade Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Health Care - Services (continued) | ||||||||
5.38%, 09/01/26 (Call 03/01/26) |
$ | 15 | $ | 15,128 | ||||
5.88%, 02/15/26 (Call 08/15/25) |
80 | 81,688 | ||||||
Humana Inc., 2.15%, 02/03/32 (Call 11/03/31) |
40 | 32,410 | ||||||
UnitedHealth Group Inc. |
||||||||
4.20%, 05/15/32 (Call 02/15/32) |
75 | 74,298 | ||||||
4.75%, 05/15/52 (Call 11/15/51) |
125 | 123,495 | ||||||
|
|
|||||||
540,499 | ||||||||
Insurance — 1.6% | ||||||||
American International Group Inc. |
||||||||
4.38%, 06/30/50 (Call 12/30/49) |
15 | 13,447 | ||||||
4.80%, 07/10/45 (Call 01/10/45) |
15 | 14,001 | ||||||
Chubb INA Holdings Inc. |
||||||||
3.05%, 12/15/61 (Call 06/15/61) |
15 | 10,602 | ||||||
4.35%, 11/03/45 (Call 05/03/45) |
15 | 14,128 | ||||||
Corebridge Financial Inc., 3.65%, 04/05/27 (Call 03/05/27)(c) |
15 | 14,113 | ||||||
Equitable Holdings Inc., 5.00%, 04/20/48 (Call 10/20/47) |
20 | 18,704 | ||||||
Hartford Financial Services Group Inc. (The), 3.60%, 08/19/49 (Call 02/19/49) |
10 | 7,906 | ||||||
Marsh & McLennan Companies Inc., 4.90%, 03/15/49 (Call 09/15/48) |
20 | 19,955 | ||||||
MetLife Inc. |
||||||||
4.05%, 03/01/45 |
35 | 30,902 | ||||||
5.70%, 06/15/35 |
40 | 43,310 | ||||||
Progressive Corp. (The), 4.13%, 04/15/47 (Call 10/15/46) |
15 | 13,662 | ||||||
Prudential Financial Inc., 4.35%, 02/25/50 (Call 08/25/49) |
50 | 46,103 | ||||||
Travelers Companies Inc. (The), 3.05%, 06/08/51 (Call 12/08/50) |
25 | 19,076 | ||||||
|
|
|||||||
265,909 | ||||||||
Internet — 2.0% | ||||||||
Alphabet Inc. |
||||||||
2.05%, 08/15/50 (Call 02/15/50) |
25 | 16,441 | ||||||
2.25%, 08/15/60 (Call 02/15/60) |
15 | 9,546 | ||||||
Amazon.com Inc. |
||||||||
2.10%, 05/12/31 (Call 02/12/31) |
130 | 111,488 | ||||||
3.10%, 05/12/51 (Call 11/12/50) |
15 | 11,663 | ||||||
3.25%, 05/12/61 (Call 11/12/60) |
120 | 91,131 | ||||||
3.88%, 08/22/37 (Call 02/22/37) |
15 | 14,071 | ||||||
Booking Holdings Inc. |
||||||||
3.60%, 06/01/26 (Call 03/01/26) |
20 | 19,702 | ||||||
4.63%, 04/13/30 (Call 01/13/30) |
15 | 15,060 | ||||||
eBay Inc. |
||||||||
1.40%, 05/10/26 (Call 04/10/26) |
30 | 27,108 | ||||||
3.65%, 05/10/51 (Call 11/10/50) |
20 | 15,106 | ||||||
|
|
|||||||
331,316 | ||||||||
Machinery — 0.7% | ||||||||
Caterpillar Financial Services Corp., 0.90%, 03/02/26 |
25 | 22,688 | ||||||
Caterpillar Inc., 3.25%, 09/19/49 (Call 03/19/49) |
40 | 32,915 | ||||||
Deere & Co., 3.90%, 06/09/42 (Call 12/09/41) |
30 | 28,115 | ||||||
Otis Worldwide Corp., 2.57%, 02/15/30 (Call 11/15/29) |
30 | 25,859 | ||||||
|
|
|||||||
109,577 | ||||||||
Manufacturing — 0.6% | ||||||||
3M Co. |
||||||||
2.88%, 10/15/27 (Call 07/15/27) |
20 | 18,830 | ||||||
3.25%, 08/26/49 (Call 02/26/49)(a) |
30 | 22,327 | ||||||
Illinois Tool Works Inc., 3.90%, 09/01/42 (Call 03/01/42) |
15 | 13,259 | ||||||
Parker-Hannifin Corp., 3.25%, 06/14/29 (Call 03/14/29) |
45 | 41,223 | ||||||
|
|
|||||||
95,639 | ||||||||
Media — 4.9% | ||||||||
Comcast Corp. |
||||||||
2.94%, 11/01/56 (Call 05/01/56) |
15 | 10,122 |
Security | Par (000) |
Value | ||||||
Media (continued) | ||||||||
2.99%, 11/01/63 (Call 05/01/63) |
$ | 210 | $ | 139,688 | ||||
4.15%, 10/15/28 (Call 07/15/28) |
300 | 297,366 | ||||||
Discovery Communications LLC |
||||||||
3.95%, 03/20/28 (Call 12/20/27) |
70 | 64,544 | ||||||
5.20%, 09/20/47 (Call 03/20/47) |
40 | 32,731 | ||||||
Fox Corp. |
||||||||
4.71%, 01/25/29 (Call 10/25/28) |
15 | 14,843 | ||||||
5.48%, 01/25/39 (Call 07/25/38) |
10 | 9,777 | ||||||
5.58%, 01/25/49 (Call 07/25/48) |
10 | 9,663 | ||||||
Paramount Global, 4.38%, 03/15/43 |
60 | 45,357 | ||||||
Walt Disney Co. (The) |
||||||||
2.65%, 01/13/31 |
100 | 88,240 | ||||||
3.60%, 01/13/51 (Call 07/13/50) |
100 | 83,488 | ||||||
3.80%, 03/22/30(a) |
15 | 14,494 | ||||||
|
|
|||||||
810,313 | ||||||||
Mining — 0.3% | ||||||||
Newmont Corp. |
||||||||
2.25%, 10/01/30 (Call 07/01/30) |
15 | 12,325 | ||||||
6.25%, 10/01/39 |
15 | 16,146 | ||||||
Rio Tinto Alcan Inc., 6.13%, 12/15/33 |
25 | 28,247 | ||||||
|
|
|||||||
56,718 | ||||||||
Office & Business Equipment — 0.1% | ||||||||
CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31) |
15 | 12,542 | ||||||
|
|
|||||||
Packaging & Containers — 0.1% | ||||||||
WRKCo Inc., 4.65%, 03/15/26 (Call 01/15/26) |
20 | 20,131 | ||||||
|
|
|||||||
Pharmaceuticals — 11.3% | ||||||||
AbbVie Inc. |
||||||||
2.95%, 11/21/26 (Call 09/21/26) |
100 | 94,342 | ||||||
4.05%, 11/21/39 (Call 05/21/39) |
90 | 79,172 | ||||||
4.25%, 11/21/49 (Call 05/21/49) |
95 | 83,441 | ||||||
4.70%, 05/14/45 (Call 11/14/44) |
25 | 23,183 | ||||||
AmerisourceBergen Corp., 3.45%, 12/15/27 (Call 09/15/27) |
25 | 23,867 | ||||||
Astrazeneca Finance LLC, 1.20%, 05/28/26 (Call 04/28/26) |
40 | 36,079 | ||||||
AstraZeneca PLC, 6.45%, 09/15/37 |
55 | 64,620 | ||||||
Becton Dickinson and Co. |
||||||||
2.82%, 05/20/30 (Call 02/20/30) |
65 | 57,323 | ||||||
4.67%, 06/06/47 (Call 12/06/46) |
15 | 14,275 | ||||||
Bristol-Myers Squibb Co. |
||||||||
1.45%, 11/13/30 (Call 08/13/30) |
25 | 20,417 | ||||||
2.95%, 03/15/32 (Call 12/15/31) |
25 | 22,609 | ||||||
3.40%, 07/26/29 (Call 04/26/29) |
31 | 29,587 | ||||||
3.90%, 02/20/28 (Call 11/20/27) |
15 | 14,904 | ||||||
4.25%, 10/26/49 (Call 04/26/49) |
90 | 83,060 | ||||||
Cigna Corp. |
||||||||
4.13%, 11/15/25 (Call 09/15/25) |
30 | 29,776 | ||||||
4.90%, 12/15/48 (Call 06/15/48) |
85 | 80,653 | ||||||
CVS Health Corp. |
||||||||
2.13%, 09/15/31 (Call 06/15/31)(a) |
95 | 77,219 | ||||||
4.78%, 03/25/38 (Call 09/25/37) |
15 | 14,236 | ||||||
5.05%, 03/25/48 (Call 09/25/47) |
110 | 105,478 | ||||||
5.13%, 07/20/45 (Call 01/20/45) |
15 | 14,349 | ||||||
Eli Lilly & Co., 2.25%, 05/15/50 (Call 11/15/49) |
40 | 27,654 | ||||||
GlaxoSmithKline Capital Inc., 3.88%, 05/15/28 |
50 | 49,177 | ||||||
GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 (Call 03/01/29) |
25 | 23,809 | ||||||
Johnson & Johnson |
||||||||
2.45%, 03/01/26 (Call 12/01/25) |
25 | 24,051 | ||||||
3.70%, 03/01/46 (Call 09/01/45) |
110 | 98,176 |
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® ESG Advanced Investment Grade Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Pharmaceuticals (continued) | ||||||||
Merck & Co. Inc. |
||||||||
1.45%, 06/24/30 (Call 03/24/30) |
$ | 50 | $ | 41,292 | ||||
2.90%, 12/10/61 (Call 06/10/61) |
10 | 6,892 | ||||||
3.70%, 02/10/45 (Call 08/10/44) |
80 | 69,065 | ||||||
Novartis Capital Corp. |
||||||||
2.20%, 08/14/30 (Call 05/14/30) |
40 | 35,174 | ||||||
2.75%, 08/14/50 (Call 02/14/50) |
40 | 30,272 | ||||||
Pfizer Inc. |
||||||||
2.70%, 05/28/50 (Call 11/28/49) |
30 | 22,278 | ||||||
3.45%, 03/15/29 (Call 12/15/28) |
15 | 14,479 | ||||||
4.13%, 12/15/46 |
15 | 14,276 | ||||||
7.20%, 03/15/39 |
50 | 64,193 | ||||||
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) |
280 | 267,399 | ||||||
Zoetis Inc., 4.50%, 11/13/25 (Call 08/13/25) |
100 | 101,486 | ||||||
|
|
|||||||
1,858,263 | ||||||||
Real Estate Investment Trusts — 1.9% | ||||||||
Alexandria Real Estate Equities Inc. |
||||||||
2.00%, 05/18/32 (Call 02/18/32) |
40 | 31,559 | ||||||
3.55%, 03/15/52 (Call 09/15/51) |
15 | 11,360 | ||||||
American Tower Corp. |
||||||||
1.88%, 10/15/30 (Call 07/15/30) |
15 | 11,816 | ||||||
2.10%, 06/15/30 (Call 03/15/30) |
15 | 12,124 | ||||||
3.10%, 06/15/50 (Call 12/15/49) |
30 | 20,903 | ||||||
Boston Properties LP |
||||||||
2.45%, 10/01/33 (Call 07/01/33) |
55 | 41,607 | ||||||
3.65%, 02/01/26 (Call 11/03/25) |
40 | 38,925 | ||||||
Brixmor Operating Partnership LP, 4.13%, 05/15/29 (Call 02/15/29) |
20 | 18,411 | ||||||
Crown Castle Inc. |
||||||||
2.10%, 04/01/31 (Call 01/01/31) |
30 | 23,892 | ||||||
2.90%, 04/01/41 (Call 10/01/40) |
40 | 28,664 | ||||||
Equinix Inc., 2.50%, 05/15/31 (Call 02/15/31) |
40 | 32,828 | ||||||
VICI Properties LP |
||||||||
4.75%, 02/15/28 (Call 01/15/28) |
25 | 23,942 | ||||||
5.63%, 05/15/52 (Call 11/15/51) |
15 | 13,833 | ||||||
|
|
|||||||
309,864 | ||||||||
Retail — 5.1% | ||||||||
Dollar
General Corp., 3.50%, 04/03/30 |
25 | 23,054 | ||||||
Dollar Tree Inc., 4.20%, 05/15/28 (Call 02/15/28) |
20 | 19,513 | ||||||
Home Depot Inc. (The) |
||||||||
2.75%, 09/15/51 (Call 03/15/51) |
175 | 125,050 | ||||||
2.95%, 06/15/29 (Call 03/15/29)(a) |
50 | 46,456 | ||||||
Lowe’s Companies Inc. |
||||||||
1.70%, 09/15/28 (Call 07/15/28) |
120 | 103,138 | ||||||
2.80%, 09/15/41 (Call 03/15/41) |
55 | 39,100 | ||||||
4.45%, 04/01/62 (Call 10/01/61) |
20 | 16,894 | ||||||
McDonald’s Corp. |
||||||||
3.63%, 09/01/49 (Call 03/01/49) |
45 | 36,327 | ||||||
3.70%, 01/30/26 (Call 10/30/25) |
200 | 198,138 | ||||||
4.88%, 12/09/45 (Call 06/09/45) |
15 | 14,608 | ||||||
Starbucks Corp. |
||||||||
3.50%, 11/15/50 (Call 05/15/50) |
25 | 19,218 | ||||||
3.55%, 08/15/29 (Call 05/15/29)(a) |
55 | 51,653 | ||||||
Target Corp., 2.35%, 02/15/30 (Call 11/15/29) |
15 | 13,212 | ||||||
Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26) |
135 | 131,088 | ||||||
|
|
|||||||
837,449 | ||||||||
Semiconductors — 5.0% | ||||||||
Analog Devices Inc., 2.95%, 10/01/51 (Call 04/01/51) |
15 | 11,359 |
Security | Par (000) |
Value | ||||||
Semiconductors (continued) | ||||||||
Applied Materials Inc., 4.35%, 04/01/47 (Call 10/01/46) |
$ | 20 | $ | 19,421 | ||||
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 (Call 10/15/26) |
30 | 28,813 | ||||||
Broadcom Inc. |
||||||||
2.45%, 02/15/31 (Call 11/15/30)(c) |
100 | 79,698 | ||||||
3.46%, 09/15/26 (Call 07/15/26) |
100 | 95,919 | ||||||
3.47%, 04/15/34 (Call 01/15/34)(c) |
15 | 12,156 | ||||||
3.75%, 02/15/51 (Call 08/15/50)(c) |
15 | 10,973 | ||||||
4.93%, 05/15/37 (Call 02/15/37)(c) |
85 | 75,685 | ||||||
Intel Corp. |
||||||||
1.60%, 08/12/28 (Call 06/12/28) |
100 | 86,767 | ||||||
2.80%, 08/12/41 (Call 02/12/41) |
100 | 74,032 | ||||||
3.05%, 08/12/51 (Call 02/12/51) |
40 | 28,606 | ||||||
3.73%, 12/08/47 (Call 06/08/47) |
15 | 12,250 | ||||||
4.60%, 03/25/40 (Call 09/25/39) |
15 | 14,215 | ||||||
KLA Corp., 4.95%, 07/15/52 (Call 01/15/52) |
25 | 25,083 | ||||||
Lam Research Corp., 4.88%, 03/15/49 (Call 09/15/48) |
5 | 5,078 | ||||||
Marvell Technology Inc., 2.95%, 04/15/31 (Call 01/15/31) |
25 | 20,530 | ||||||
Micron Technology Inc., 4.66%, 02/15/30 (Call 11/15/29) |
35 | 32,826 | ||||||
NVIDIA Corp., 3.50%, 04/01/40 (Call 10/01/39) |
40 | 34,359 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc., 3.25%, 05/11/41 (Call 11/11/40) |
35 | 25,411 | ||||||
QUALCOMM Inc. |
||||||||
1.65%, 05/20/32 (Call 02/20/32) |
15 | 12,044 | ||||||
3.25%, 05/20/27 (Call 02/20/27) |
75 | 73,173 | ||||||
4.50%, 05/20/52 (Call 11/20/51) |
15 | 14,479 | ||||||
4.80%, 05/20/45 (Call 11/20/44) |
15 | 15,046 | ||||||
Texas Instruments Inc., 3.88%, 03/15/39 (Call 09/15/38) |
20 | 18,668 | ||||||
|
|
|||||||
826,591 | ||||||||
Software — 6.4% | ||||||||
Activision Blizzard Inc., 2.50%, 09/15/50 (Call 03/15/50) |
20 | 13,303 | ||||||
Adobe Inc., 2.30%, 02/01/30 (Call 11/01/29) |
25 | 22,163 | ||||||
Autodesk Inc., 2.40%, 12/15/31 (Call 09/15/31) |
10 | 8,268 | ||||||
Broadridge Financial Solutions Inc., 2.90%, 12/01/29 (Call 09/01/29) |
25 | 21,970 | ||||||
Citrix Systems Inc., 3.30%, 03/01/30 (Call 12/01/29) |
35 | 34,563 | ||||||
Fidelity National Information Services Inc., 1.15%, 03/01/26 (Call 02/01/26) |
100 | 89,097 | ||||||
Fiserv Inc. |
||||||||
3.20%, 07/01/26 (Call 05/01/26) |
40 | 38,092 | ||||||
4.40%, 07/01/49 (Call 01/01/49) |
35 | 30,281 | ||||||
Microsoft Corp. |
||||||||
2.53%, 06/01/50 (Call 12/01/49) |
250 | 181,372 | ||||||
3.30%, 02/06/27 (Call 11/06/26) |
100 | 98,248 | ||||||
Oracle Corp. |
||||||||
2.88%, 03/25/31 (Call 12/25/30)(a) |
160 | 132,541 | ||||||
2.95%, 04/01/30 (Call 01/01/30) |
50 | 42,735 | ||||||
3.80%, 11/15/37 (Call 05/15/37) |
15 | 11,663 | ||||||
3.95%, 03/25/51 (Call 09/25/50) |
45 | 32,218 | ||||||
4.00%, 07/15/46 (Call 01/15/46) |
190 | 139,019 | ||||||
salesforce.com Inc. |
||||||||
1.95%, 07/15/31 (Call 04/15/31) |
40 | 33,664 | ||||||
2.90%, 07/15/51 (Call 01/15/51) |
30 | 22,148 | ||||||
VMware Inc., 1.40%, 08/15/26 (Call 07/15/26) |
100 | 88,169 | ||||||
Workday Inc., 3.50%, 04/01/27 (Call 03/01/27) |
15 | 14,306 | ||||||
|
|
|||||||
1,053,820 | ||||||||
Telecommunications — 5.5% | ||||||||
Bell Telephone Co. of Canada or Bell Canada (The), 4.46%, 04/01/48 (Call 10/01/47) |
15 | 13,569 |
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) (continued) August 31, 2022 |
iShares® ESG Advanced Investment Grade Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par |
Value | ||||||
|
||||||||
Telecommunications (continued) | ||||||||
British Telecommunications PLC, 9.63%, 12/15/30 |
$ | 20 | $ | 24,605 | ||||
Cisco Systems Inc., 5.90%, 02/15/39 |
35 | 39,557 | ||||||
Corning Inc., 4.38%, 11/15/57 (Call 05/15/57) |
20 | 16,607 | ||||||
Deutsche Telekom International Finance BV, 8.75%, 06/15/30 |
25 | 30,747 | ||||||
Motorola Solutions Inc. |
||||||||
2.30%, 11/15/30 (Call 08/15/30)(a) |
15 | 11,904 | ||||||
4.60%, 05/23/29 (Call 02/23/29) |
15 | 14,465 | ||||||
Orange SA, 5.50%, 02/06/44 (Call 08/06/43) |
30 | 31,410 | ||||||
Rogers Communications Inc. |
||||||||
3.80%, 03/15/32 (Call 12/15/31)(c) |
25 | 22,809 | ||||||
4.35%, 05/01/49 (Call 11/01/48) |
30 | 25,113 | ||||||
4.55%, 03/15/52 (Call 09/15/51)(c) |
15 | 13,200 | ||||||
Telefonica Emisiones SA, 7.05%, 06/20/36 |
70 | 76,616 | ||||||
Verizon Communications Inc. |
||||||||
1.45%, 03/20/26 (Call 02/20/26) |
50 | 45,606 | ||||||
2.55%, 03/21/31 (Call 12/21/30) |
200 | 168,969 | ||||||
2.99%, 10/30/56 (Call 04/30/56) |
140 | 94,050 | ||||||
3.40%, 03/22/41 (Call 09/22/40) |
150 | 120,697 | ||||||
Vodafone Group PLC |
||||||||
4.38%, 05/30/28 |
90 | 88,889 | ||||||
5.25%, 05/30/48 |
65 | 60,747 | ||||||
|
|
|||||||
899,560 | ||||||||
Toys, Games & Hobbies — 0.1% | ||||||||
Hasbro Inc., 3.90%, 11/19/29 (Call 08/19/29) |
25 | 23,006 | ||||||
|
|
|||||||
Transportation — 1.0% | ||||||||
FedEx Corp. |
||||||||
2.40%, 05/15/31 (Call 02/15/31) |
50 | 42,131 | ||||||
3.25%, 04/01/26 (Call 01/01/26) |
30 | 29,233 | ||||||
4.55%, 04/01/46 (Call 10/01/45) |
45 | 40,154 | ||||||
United Parcel Service Inc., 3.75%, 11/15/47 (Call 05/15/47) |
50 | 44,636 | ||||||
|
|
|||||||
156,154 |
Security | Par/ Shares (000) |
Value | ||||||
|
||||||||
Water — 0.1% | ||||||||
American Water Capital Corp., 3.75%, 09/01/47 (Call 03/01/47) |
$ | 15 | $ | 12,734 | ||||
|
|
|||||||
Total
Long-Term Investments — 98.3% |
16,120,484 | |||||||
|
|
|||||||
Short-Term Securities |
||||||||
Money Market Funds — 3.9% | ||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares, 2.42%(d)(e)(f) |
504 | 504,199 | ||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 2.07%(d)(e) |
140 | 140,000 | ||||||
|
|
|||||||
Total
Short-Term Securities — 3.9% |
|
644,199 | ||||||
|
|
|||||||
Total
Investments in Securities — 102.2% |
|
16,764,683 | ||||||
Liabilities in Excess of Other Assets — (2.2)% |
|
(359,861 | ) | |||||
|
|
|||||||
Net Assets — 100.0% |
$ | 16,404,822 | ||||||
|
|
(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) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(d) |
Affiliate of the Fund. |
(e) |
Annualized 7-day yield as of period end. |
(f) |
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: Institutional, SL Agency Shares |
$ | 176,035 | $ | 327,895 | (a) | $ | — | $ | 98 | $ | 171 | $ | 504,199 | 504 | $ | 158 | (b) | $ | — | |||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
140,000 | 0 | (a) | — | — | — | 140,000 | 140 | 886 | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
$ | 98 | $ | 171 | $ | 644,199 | $ | 1,044 | $ | — | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
(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 |
11 |
Schedule of Investments (unaudited) (continued) August 31, 2022 |
iShares® ESG Advanced Investment Grade Corporate 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 |
$ | — | $ | 16,120,484 | $ | — | $ | 16,120,484 | ||||||||
Money Market Funds |
644,199 | — | — | 644,199 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 644,199 | $ | 16,120,484 | $ | — | $ | 16,764,683 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
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) August 31, 2022 |
iShares® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Asset-Backed Securities |
||||||||
American Express Credit Account Master Trust Series 2022-2, Class A, 3.39%, 05/17/27 |
$ | 1,000 | $ | 987,456 | ||||
BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26 |
400 | 378,244 | ||||||
BMW
Vehicle Lease Trust Series 2022-1, |
420 | 406,397 | ||||||
Santander Drive Auto Receivables Trust Series 2021-3, Class C, 0.95%, 09/15/27 (Call 09/15/23) |
170 | 164,114 | ||||||
Toyota Auto Receivables Owner Trust Series 2021-B, Class A4, 0.53%, 10/15/26 (Call 04/15/25) |
75 | 69,048 | ||||||
Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 05/20/24) |
100 | 94,189 | ||||||
|
|
|||||||
Total
Asset-Backed Securities — 0.3% |
2,099,448 | |||||||
|
|
|||||||
Collaterized Mortgage Obligations |
||||||||
Mortgage-Backed Securities — 1.1% | ||||||||
Barclays Commercial Mortgage Trust, Series 2019-C3, Class A4, 3.58%, 05/15/52 (Call 05/15/29) |
100 | 94,513 | ||||||
BBCMS Mortgage Trust, Series 2021-C11, CLASS A5, 2.32%, 09/15/54 |
200 | 168,445 | ||||||
BBCMS Trust, Series 2021-C10, Class A5, 2.49%, 07/15/54 (Call 07/15/31) |
460 | 395,215 | ||||||
Benchmark Mortgage Trust |
||||||||
4.59%, 05/15/55 (Call 05/15/32)(a) |
3,000 | 3,009,579 | ||||||
Series 2018-B4, Class ASB, 4.06%, 07/15/51 (Call 07/15/28)(a) |
1,000 | 980,178 | ||||||
Series 2020-B16, Class A5, 2.73%, 02/15/53 (Call 02/15/30) |
100 | 88,885 | ||||||
Series 2020-B21, Class A4, 1.70%, 12/17/53 (Call 12/15/30) |
100 | 82,120 | ||||||
CGMS Commercial Mortgage Trust, Series 2017-B1 AAB3.24%, 08/15/50 (Call 08/15/27) |
150 | 144,799 | ||||||
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.76%, 08/10/48 (Call 08/10/25) |
1,000 | 976,369 | ||||||
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class A4, 3.51%, 04/15/50 (Call 03/15/25) |
155 | 151,282 | ||||||
GS Mortgage Securities Trust, Series 2017-GS7, Class AAB, 3.20%, 08/10/50 (Call 08/10/27) |
719 | 694,611 | ||||||
JPMBB Commercial Mortgage Securities Trust |
||||||||
Series 2014-C21, Class A5, 3.77%, 08/15/47 (Call 07/15/24) |
75 | 73,894 | ||||||
Series 2015-C29, Class A4, 3.61%, 05/15/48 (Call 06/15/28) |
172 | 167,642 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A4, 3.72%, 12/15/49 (Call 01/15/27) |
100 | 96,647 | ||||||
UBS Commercial Mortgage Trust, Series 2018-C13 ASB4.24%, 10/15/51 (Call 10/15/28) |
100 | 98,226 | ||||||
Wells Fargo Commercial Mortgage Trust |
||||||||
Series 2017-RC1, Class A4, 3.63%, 01/15/60 (Call 03/15/27) |
150 | 144,472 | ||||||
Series 2018-C44, Class A5, 4.21%, 05/15/51 (Call 05/15/28) |
900 | 884,829 | ||||||
Series 2021-C59, Class A5, 2.63%, 04/15/54 (Call 04/15/31) |
600 | 518,414 |
Security | Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
WFRBS Commercial Mortgage Trust, Series 2013-UBS1, Class A4, 4.08%, 03/15/46 (Call 03/15/24)(a) |
$ | 89 | $ | 88,508 | ||||
|
|
|||||||
8,858,628 | ||||||||
|
|
|||||||
Total
Collaterized Mortgage Obligations — 1.1% |
8,858,628 | |||||||
|
|
|||||||
Corporate Bonds & Notes |
||||||||
Advertising — 0.1% | ||||||||
Clear Channel International BV, 6.63%, 08/01/25 (Call 09/12/22)(b)(c) |
30 | 28,522 | ||||||
Clear Channel Outdoor Holdings Inc. |
||||||||
5.13%, 08/15/27 (Call 10/03/22)(b)(c) |
95 | 85,260 | ||||||
7.50%, 06/01/29 (Call 06/01/24)(b) |
80 | 64,326 | ||||||
7.75%, 04/15/28 (Call 04/15/24)(b)(c) |
75 | 61,060 | ||||||
Interpublic Group of Companies Inc. (The) |
||||||||
2.40%, 03/01/31 (Call 12/01/30) |
50 | 39,840 | ||||||
3.38%, 03/01/41 (Call 09/01/40) |
43 | 30,773 | ||||||
4.75%, 03/30/30 (Call 12/30/29) |
63 | 60,523 | ||||||
5.40%, 10/01/48 (Call 04/01/48) |
70 | 67,399 | ||||||
Outfront Media Capital LLC/Outfront Media Capital Corp. |
||||||||
4.25%, 01/15/29 (Call 01/15/24)(b) |
42 | 35,303 | ||||||
4.63%, 03/15/30 (Call 03/15/25)(b) |
40 | 33,395 | ||||||
5.00%, 08/15/27 (Call 09/12/22)(b)(c) |
55 | 50,499 | ||||||
6.25%, 06/15/25 (Call 10/03/22)(b) |
35 | 34,793 | ||||||
WPP Finance 2010, 3.75%, 09/19/24 |
250 | 246,102 | ||||||
|
|
|||||||
837,795 | ||||||||
Aerospace & Defense — 0.1% | ||||||||
Hexcel Corp. |
||||||||
4.20%, 02/15/27 (Call 11/15/26) |
40 | 38,082 | ||||||
4.95%, 08/15/25 (Call 05/15/25) |
39 | 39,081 | ||||||
Howmet Aerospace Inc. |
||||||||
3.00%, 01/15/29 (Call 11/15/28) |
46 | 38,876 | ||||||
5.13%, 10/01/24 (Call 07/01/24) |
100 | 99,442 | ||||||
5.90%, 02/01/27(c) |
51 | 51,255 | ||||||
5.95%, 02/01/37(c) |
40 | 38,773 | ||||||
6.75%, 01/15/28 |
45 | 46,480 | ||||||
6.88%, 05/01/25 (Call 04/01/25)(c) |
44 | 45,417 | ||||||
Teledyne Technologies Inc. |
||||||||
0.95%, 04/01/24 (Call 10/03/22) |
150 | 141,631 | ||||||
1.60%, 04/01/26 (Call 03/01/26) |
80 | 71,774 | ||||||
2.25%, 04/01/28 (Call 02/01/28) |
135 | 117,046 | ||||||
Triumph Group Inc. |
||||||||
6.25%, 09/15/24 (Call 10/03/22)(b) |
35 | 32,075 | ||||||
7.75%, 08/15/25 (Call 10/03/22)(c) |
35 | 29,531 | ||||||
8.88%, 06/01/24 (Call 02/01/23)(b) |
61 | 61,492 | ||||||
|
|
|||||||
850,955 | ||||||||
Agriculture — 0.0% | ||||||||
Darling Ingredients Inc. |
||||||||
5.25%, 04/15/27 (Call 09/12/22)(b) |
45 | 44,190 | ||||||
6.00%, 06/15/30 (Call 06/15/25)(b) |
50 | 50,048 | ||||||
|
|
|||||||
94,238 | ||||||||
Airlines — 0.0% | ||||||||
Gol Finance SA, 7.00%, 01/31/25(d) |
50 | 30,332 | ||||||
|
|
|||||||
Apparel — 0.1% | ||||||||
Crocs Inc. |
||||||||
4.13%, 08/15/31 (Call 08/15/26)(b)(c) |
30 | 23,559 | ||||||
4.25%, 03/15/29 (Call 03/15/24)(b) |
25 | 20,505 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Apparel (continued) | ||||||||
Hanesbrands Inc. |
||||||||
4.63%, 05/15/24 (Call 02/15/24)(b) |
$ | 56 | $ | 53,959 | ||||
4.88%, 05/15/26 (Call 02/15/26)(b) |
78 | 71,798 | ||||||
Kontoor Brands Inc., 4.13%, 11/15/29 (Call 11/15/24)(b) |
35 | 29,949 | ||||||
Levi
Strauss & Co., 3.50%, 03/01/31 |
35 | 29,434 | ||||||
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) |
125 | 124,346 | ||||||
Ralph Lauren Corp. |
||||||||
2.95%, 06/15/30 (Call 03/15/30) |
5 | 4,454 | ||||||
3.75%, 09/15/25 (Call 07/15/25) |
10 | 9,908 | ||||||
Tapestry Inc. |
||||||||
3.05%, 03/15/32 (Call 12/15/31) |
25 | 19,934 | ||||||
4.13%, 07/15/27 (Call 04/15/27) |
73 | 69,793 | ||||||
VF Corp., 2.95%, 04/23/30 (Call 01/23/30) |
155 | 134,757 | ||||||
William Carter Co. (The), 5.63%, 03/15/27 (Call 10/03/22)(b) |
45 | 43,641 | ||||||
Wolverine World Wide Inc., 4.00%, 08/15/29 (Call 08/15/24)(b)(c) |
45 | 36,793 | ||||||
|
|
|||||||
672,830 | ||||||||
Auto Manufacturers — 0.3% | ||||||||
Aston Martin Capital Holdings Ltd., 10.50%, 11/30/25 (Call 11/01/24)(b) |
90 | 90,113 | ||||||
BMW Finance NV |
||||||||
2.40%, 08/14/24 (Call 07/14/24)(b) |
265 | 256,486 | ||||||
2.85%, 08/14/29 (Call 05/14/29)(b) |
95 | 85,368 | ||||||
BMW U.S. Capital LLC |
||||||||
0.80%, 04/01/24(b) |
335 | 319,275 | ||||||
1.25%, 08/12/26 (Call 07/12/26)(b)(c) |
25 | 22,278 | ||||||
2.55%, 04/01/31 (Call 01/01/31)(b) |
100 | 85,869 | ||||||
2.80%, 04/11/26 (Call 01/11/26)(b) |
255 | 242,770 | ||||||
3.15%, 04/18/24 (Call 03/18/24)(b) |
15 | 14,810 | ||||||
3.30%, 04/06/27 (Call 01/06/27)(b) |
5 | 4,785 | ||||||
3.70%, 04/01/32 (Call 01/01/32)(b) |
10 | 9,336 | ||||||
3.90%, 04/09/25 (Call 03/09/25)(b) |
90 | 89,397 | ||||||
3.95%, 08/14/28 (Call 05/14/28)(b) |
125 | 120,567 | ||||||
4.15%, 04/09/30 (Call 01/09/30)(b) |
65 | 63,409 | ||||||
Cummins Inc. |
||||||||
0.75%, 09/01/25 (Call 08/01/25) |
22 | 20,167 | ||||||
1.50%, 09/01/30 (Call 06/01/30)(c) |
60 | 48,902 | ||||||
2.60%, 09/01/50 (Call 03/01/50)(c) |
100 | 69,375 | ||||||
3.65%, 10/01/23 (Call 07/01/23) |
71 | 70,986 | ||||||
4.88%, 10/01/43 (Call 04/01/43) |
55 | 55,263 | ||||||
Daimler Trucks Finance North America LLC |
||||||||
1.13%, 12/14/23(b) |
65 | 62,422 | ||||||
2.38%, 12/14/28(b) |
220 | 187,972 | ||||||
2.50%, 12/14/31(b) |
70 | 56,472 | ||||||
3.65%, 04/07/27(b) |
10 | 9,513 | ||||||
Harley-Davidson Financial Services Inc., 3.35%, 06/08/25 (Call 05/08/25)(b) |
228 | 218,609 | ||||||
PACCAR Financial Corp. |
||||||||
0.35%, 02/02/24 |
10 | 9,534 | ||||||
1.10%, 05/11/26 |
55 | 49,775 | ||||||
1.80%, 02/06/25 |
70 | 66,716 | ||||||
2.15%, 08/15/24 |
15 | 14,529 | ||||||
Wabash National Corp., 4.50%, 10/15/28 (Call 10/15/24)(b) |
35 | 29,782 | ||||||
|
|
|||||||
2,374,480 | ||||||||
Auto Parts & Equipment — 0.2% | ||||||||
American Axle & Manufacturing Inc. |
||||||||
5.00%, 10/01/29 (Call 10/01/24)(c) |
55 | 46,169 | ||||||
6.25%, 03/15/26 (Call 09/12/22)(c) |
16 | 15,531 | ||||||
6.50%, 04/01/27 (Call 10/03/22)(c) |
35 | 32,712 |
Security | Par (000) |
Value | ||||||
Auto Parts & Equipment (continued) | ||||||||
6.88%, 07/01/28 (Call 07/01/23)(c) |
$ | 25 | $ | 23,757 | ||||
Aptiv PLC |
||||||||
3.10%, 12/01/51 (Call 06/01/51) |
85 | 53,079 | ||||||
4.35%, 03/15/29 (Call 12/15/28) |
12 | 11,253 | ||||||
4.40%, 10/01/46 (Call 04/01/46) |
2 | 1,571 | ||||||
5.40%, 03/15/49 (Call 09/15/48) |
70 | 61,746 | ||||||
Aptiv PLC/Aptiv Corp., 4.15%, 05/01/52 (Call 11/01/51) |
110 | 81,521 | ||||||
BorgWarner Inc. |
||||||||
2.65%, 07/01/27 (Call 05/01/27) |
235 | 213,904 | ||||||
4.38%, 03/15/45 (Call 09/15/44) |
10 | 8,043 | ||||||
5.00%, 10/01/25(b) |
115 | 115,098 | ||||||
Cooper-Standard Automotive Inc. |
||||||||
5.63%, 11/15/26 (Call 09/16/22)(b) |
20 | 10,006 | ||||||
13.00%, 06/01/24 (Call 10/03/22)(b)(c) |
25 | 26,391 | ||||||
Dana Financing Luxembourg Sarl, 5.75%, 04/15/25 (Call 10/03/22)(b) |
25 | 24,791 | ||||||
Dana Inc. |
||||||||
4.25%, 09/01/30 (Call 05/01/26) |
35 | 28,415 | ||||||
4.50%, 02/15/32 (Call 02/15/27) |
26 | 20,954 | ||||||
5.38%, 11/15/27 (Call 11/15/22) |
35 | 31,230 | ||||||
5.63%, 06/15/28 (Call 06/15/23) |
30 | 26,987 | ||||||
Lear Corp. |
||||||||
3.55%, 01/15/52 (Call 07/15/51) |
35 | 22,819 | ||||||
3.80%, 09/15/27 (Call 06/15/27) |
20 | 18,859 | ||||||
4.25%, 05/15/29 (Call 02/15/29) |
40 | 36,681 | ||||||
5.25%, 05/15/49 (Call 11/15/48) |
75 | 64,893 | ||||||
Magna International Inc. |
||||||||
2.45%, 06/15/30 (Call 03/15/30)(c) |
45 | 38,433 | ||||||
3.63%, 06/15/24 (Call 03/15/24) |
205 | 203,372 | ||||||
4.15%, 10/01/25 (Call 07/01/25) |
102 | 101,584 | ||||||
Meritor Inc. |
||||||||
4.50%, 12/15/28 (Call 09/29/22)(b) |
45 | 46,184 | ||||||
6.25%, 06/01/25 (Call 09/02/22)(b) |
20 | 20,625 | ||||||
|
|
|||||||
1,386,608 | ||||||||
Banks — 8.4% | ||||||||
ABN AMRO Bank NV |
||||||||
1.54%, 06/16/27 (Call 06/16/26)(a)(b) |
285 | 248,979 | ||||||
2.47%, 12/13/29 (Call 12/13/28)(a)(b) |
50 | 41,970 | ||||||
3.32%, 03/13/37 (Call 12/13/31)(a)(b) |
50 | 38,996 | ||||||
4.75%, 07/28/25(b) |
70 | 69,145 | ||||||
4.80%, 04/18/26(b) |
260 | 254,592 | ||||||
ADIB
Capital Invest 2 Ltd., 7.13%, |
200 | 205,024 | ||||||
Agricultural
Bank of China Ltd./Hong Kong, |
200 | 189,184 | ||||||
Agricultural
Bank Of China Ltd./Singapore, |
200 | 183,356 | ||||||
AIB Group PLC |
||||||||
4.26%, 04/10/25 (Call 04/10/24)(a)(b) |
200 | 194,880 | ||||||
4.75%, 10/12/23(b) |
390 | 386,779 | ||||||
Banco de Credito del Peru S.A., 3.13%, 07/01/30 (Call 07/01/25)(a)(d) |
100 | 92,005 | ||||||
Banco do Brasil SA/Cayman, 4.63%, 01/15/25(d) |
200 | 196,086 | ||||||
Banco Santander Chile, 3.18%, 10/26/31 (Call 07/28/31)(d) |
150 | 127,519 | ||||||
Bancolombia SA, 3.00%, 01/29/25 (Call 12/29/24) |
210 | 197,339 | ||||||
Bangkok Bank PCL/Hong Kong, 3.47%, 09/23/36 |
200 | 168,380 | ||||||
Bank Mandiri Persero Tbk PT, 3.75%, 04/11/24(d) |
200 | 197,832 | ||||||
Bank of China Ltd. |
||||||||
3.50%, 04/20/27(d) |
200 | 196,498 | ||||||
5.00%, 11/13/24(d) |
400 | 406,568 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Bank of Montreal |
||||||||
0.45%, 12/08/23 |
$ | 40 | $ | 38,356 | ||||
0.63%, 07/09/24 |
80 | 75,257 | ||||||
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)(a) |
15 | 13,369 | ||||||
1.85%, 05/01/25 |
125 | 117,809 | ||||||
2.50%, 06/28/24 |
444 | 433,033 | ||||||
2.65%, 03/08/27 |
50 | 46,516 | ||||||
3.80%, 12/15/32 (Call 12/15/27)(a) |
165 | 150,614 | ||||||
4.34%, 10/05/28 (Call 10/05/23)(a) |
200 | 199,226 | ||||||
Series E, 3.30%, 02/05/24 |
155 | 153,599 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
0.35%, 12/07/23 (Call 11/07/23) |
20 | 19,195 | ||||||
0.50%, 04/26/24 (Call 03/26/24) |
60 | 56,986 | ||||||
1.05%, 10/15/26 (Call 09/15/26) |
5 | 4,447 | ||||||
1.60%, 04/24/25 (Call 03/24/25) |
72 | 67,798 | ||||||
1.65%, 07/14/28 (Call 05/14/28) |
10 | 8,646 | ||||||
1.65%, 01/28/31 (Call 10/28/30) |
75 | 60,610 | ||||||
1.80%, 07/28/31 (Call 04/28/31)(c) |
45 | 36,265 | ||||||
2.10%, 10/24/24 |
45 | 43,570 | ||||||
2.45%, 08/17/26 (Call 05/17/26) |
120 | 112,939 | ||||||
2.80%, 05/04/26 (Call 02/04/26) |
120 | 115,738 | ||||||
3.00%, 10/30/28 (Call 07/30/28) |
90 | 82,411 | ||||||
3.25%, 09/11/24 (Call 08/11/24) |
40 | 39,699 | ||||||
3.25%, 05/16/27 (Call 02/16/27) |
110 | 106,468 | ||||||
3.30%, 08/23/29 (Call 05/23/29) |
100 | 93,145 | ||||||
3.40%, 05/15/24 (Call 04/15/24) |
85 | 84,557 | ||||||
3.40%, 01/29/28 (Call 10/29/27) |
160 | 152,933 | ||||||
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)(a) |
170 | 163,202 | ||||||
3.85%, 04/28/28(c) |
102 | 100,105 | ||||||
3.95%, 11/18/25 (Call 10/18/25)(c) |
50 | 49,921 | ||||||
Series 12, 3.65%, 02/04/24 (Call 01/05/24) |
70 | 69,994 | ||||||
Series G, 3.00%, 02/24/25 (Call 01/24/25) |
110 | 107,879 | ||||||
Series J, 1.90%, 01/25/29 (Call 11/25/28) |
20 | 17,190 | ||||||
Bank of Nova Scotia (The) |
||||||||
0.65%, 07/31/24 |
120 | 112,367 | ||||||
0.70%, 04/15/24 |
184 | 174,472 | ||||||
1.05%, 03/02/26 |
25 | 22,424 | ||||||
1.30%, 09/15/26 |
35 | 31,067 | ||||||
1.35%, 06/24/26 |
300 | 269,178 | ||||||
2.15%, 08/01/31 |
135 | 110,545 | ||||||
2.20%, 02/03/25 |
240 | 228,696 | ||||||
2.70%, 08/03/26 |
15 | 14,127 | ||||||
3.40%, 02/11/24 |
45 | 44,645 | ||||||
4.50%, 12/16/25 |
65 | 64,813 | ||||||
4.59%, 05/04/37 (Call 02/04/32)(a) |
30 | 27,093 | ||||||
Banque Federative du Credit Mutuel SA |
||||||||
0.65%, 02/27/24(b) |
265 | 251,159 | ||||||
1.00%, 02/04/25(b) |
30 | 27,482 | ||||||
1.60%, 10/04/26(b) |
40 | 35,375 | ||||||
2.38%, 11/21/24(b) |
300 | 286,995 | ||||||
BDO Unibank Inc., 2.13%, 01/13/26(d) |
200 | 187,712 | ||||||
BNG Bank NV |
||||||||
1.50%, 10/16/24(b) |
50 | 47,858 | ||||||
2.63%, 02/27/24(b) |
50 | 49,284 | ||||||
BNP Paribas SA |
||||||||
1.32%, 01/13/27 (Call 01/13/26)(a)(b) |
225 | 197,660 | ||||||
1.90%, 09/30/28 (Call 09/30/27), (SOFR + 1.609%)(a)(b) |
200 | 168,756 | ||||||
2.22%, 06/09/26 (Call 06/09/25)(a)(b) |
215 | 198,443 | ||||||
2.59%, 01/20/28 (Call 01/20/27)(a)(b) |
200 | 177,560 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
2.82%, 01/26/41(b)(c) |
$ | 235 | $ | 158,834 | ||||
2.87%, 04/19/32
(Call 04/19/31), (SOFR + |
220 | 178,490 | ||||||
3.05%, 01/13/31
(Call 01/13/30), (SOFR + |
225 | 190,849 | ||||||
4.38%, 05/12/26(b) |
200 | 195,996 | ||||||
4.40%, 08/14/28(b) |
230 | 218,955 | ||||||
4.63%, 03/13/27(b) |
250 | 243,212 | ||||||
4.71%, 01/10/25 (Call 01/10/24)(a)(b) |
255 | 255,110 | ||||||
5.20%, 01/10/30 (Call 01/10/29), (3 mo. LIBOR US + 2.567%)(a)(b) |
150 | 146,781 | ||||||
BPCE SA |
||||||||
1.00%, 01/20/26(b) |
85 | 75,098 | ||||||
1.65%, 10/06/26 (Call 10/06/25)(a)(b) |
90 | 80,063 | ||||||
2.38%, 01/14/25(b) |
445 | 419,724 | ||||||
2.70%, 10/01/29(b)(c) |
75 | 64,855 | ||||||
3.12%, 10/19/32
(Call 10/19/31), (SOFR + |
50 | 39,223 | ||||||
3.38%, 12/02/26 |
15 | 14,286 | ||||||
3.58%, 10/19/42
(Call 10/19/41), (SOFR + |
55 | 39,261 | ||||||
4.50%, 03/15/25(b) |
200 | 194,288 | ||||||
4.63%, 07/11/24(b) |
30 | 29,638 | ||||||
4.63%, 09/12/28(b) |
335 | 319,000 | ||||||
4.88%, 04/01/26(b) |
245 | 238,904 | ||||||
5.15%, 07/21/24(b) |
271 | 269,770 | ||||||
5.70%, 10/22/23(b) |
20 | 20,117 | ||||||
Cadence
Bank, 4.13%, 11/20/29 (Call 11/20/24), |
25 | 24,294 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
0.50%, 12/14/23 |
155 | 148,540 | ||||||
0.95%, 10/23/25 |
95 | 86,388 | ||||||
1.00%, 10/18/24 |
30 | 28,061 | ||||||
1.25%, 06/22/26 |
60 | 53,640 | ||||||
2.25%, 01/28/25 |
205 | 195,467 | ||||||
3.10%, 04/02/24(c) |
278 | 274,125 | ||||||
CBQ Finance Ltd., 2.00%, 05/12/26(d) |
200 | 183,876 | ||||||
China Construction Bank Corp. |
||||||||
2.45%, 06/24/30 (Call 06/24/25)(a)(d) |
200 | 190,792 | ||||||
4.25%, 02/27/29 (Call 02/27/24)(a)(d) |
200 | 200,018 | ||||||
China
Everbright Bank Co. Ltd./Luxembourg, |
200 | 187,810 | ||||||
CIMB Bank Bhd, 3.20%, 10/09/24, (3 mo. LIBOR US + 0.780%)(a)(d) |
200 | 200,110 | ||||||
Citizens Financial Group Inc. |
||||||||
2.50%, 02/06/30 (Call 11/06/29) |
85 | 71,339 | ||||||
2.64%, 09/30/32 (Call 07/02/32) |
80 | 63,345 | ||||||
2.85%, 07/27/26 (Call 04/27/26) |
160 | 151,526 | ||||||
3.25%, 04/30/30 (Call 01/30/30) |
100 | 87,798 | ||||||
4.30%, 12/03/25 (Call 11/03/25) |
30 | 29,652 | ||||||
5.64%, 05/21/37 (Call 05/21/32)(a) |
5 | 4,881 | ||||||
Comerica Bank, 2.50%, 07/23/24 |
200 | 194,028 | ||||||
Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) |
130 | 125,649 | ||||||
Commerzbank AG, 8.13%, 09/19/23(b) |
100 | 101,722 | ||||||
Cooperatieve Rabobank U.A |
||||||||
1.11%, 02/24/27 (Call 02/24/26)(a)(b) |
50 | 43,930 | ||||||
1.34%, 06/24/26 (Call 06/24/25)(a)(b) |
300 | 271,731 | ||||||
1.98%, 12/15/27 (Call 12/15/26)(a)(b) |
290 | 256,511 | ||||||
3.75%, 07/21/26 |
15 | 14,311 | ||||||
4.63%, 12/01/23 |
45 | 45,092 | ||||||
5.25%, 05/24/41 |
106 | 115,336 | ||||||
5.25%, 08/04/45(c) |
20 | 19,426 | ||||||
5.75%, 12/01/43 |
35 | 36,348 | ||||||
5.80%, 09/30/2110(b) |
40 | 45,060 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Cooperatieve Rabobank U.A./NY, 3.38%, 05/21/25 |
$ | 290 | $ | 283,916 | ||||
Cooperatieve Rabobank UA, 3.76%, 04/06/33 (Call 04/06/32)(a)(b) |
260 | 231,860 | ||||||
Credit Agricole SA |
||||||||
2.81%, 01/11/41(b) |
65 | 44,112 | ||||||
4.00%, 01/10/33 (Call 01/10/28)(a)(b) |
310 | 280,417 | ||||||
4.38%, 03/17/25(b) |
25 | 24,519 | ||||||
Credit Agricole SA/London |
||||||||
1.91%, 06/16/26 (Call 06/16/25)(a)(b) |
230 | 211,016 | ||||||
3.25%, 10/04/24(b) |
400 | 389,780 | ||||||
3.88%, 04/15/24(b) |
415 | 412,257 | ||||||
4.13%, 01/10/27(b) |
66 | 63,973 | ||||||
DBS Group Holdings Ltd., 4.52%, 12/11/28 (Call 12/11/23)(a)(b) |
385 | 385,223 | ||||||
Development Bank of Kazakhstan JSC, 2.95%, 05/06/31(d) |
200 | 155,394 | ||||||
Discover Bank |
||||||||
2.45%, 09/12/24 (Call 08/12/24) |
50 | 48,056 | ||||||
2.70%, 02/06/30 (Call 11/06/29) |
30 | 25,001 | ||||||
3.45%, 07/27/26 (Call 04/27/26) |
45 | 42,637 | ||||||
4.65%, 09/13/28 (Call 06/13/28) |
240 | 230,801 | ||||||
DNB Bank ASA |
||||||||
0.86%, 09/30/25 (Call 09/30/24)(a)(b) |
125 | 115,717 | ||||||
1.13%, 09/16/26 (Call 09/16/25)(a)(b)(c) |
250 | 223,217 | ||||||
1.54%, 05/25/27 (Call 05/25/26)(a)(b) |
230 | 204,132 | ||||||
1.61%, 03/30/28 (Call 03/30/27)(a)(b) |
15 | 13,006 | ||||||
2.97%, 03/28/25 (Call 03/28/24)(a)(b) |
15 | 14,618 | ||||||
Dresdner Funding Trust I, 8.15%, 06/30/31 (Call 06/30/29)(b) |
95 | 104,309 | ||||||
Emirates
NBD Bank PJSC, 6.13%, |
200 | 198,660 | ||||||
Federation des Caisses Desjardins du Quebec |
||||||||
0.70%, 05/21/24(b) |
215 | 201,866 | ||||||
2.05%, 02/10/25(b) |
240 | 225,125 | ||||||
First
Abu Dhabi Bank PJSC, 4.50%, |
200 | 194,182 | ||||||
First
Horizon Bank, 5.75%, 05/01/30 |
20 | 20,295 | ||||||
First
Horizon Corp., 4.00%, 05/26/25 |
140 | 136,979 | ||||||
First Republic Bank/CA |
||||||||
4.38%, 08/01/46 (Call 02/01/46)(c) |
35 | 29,939 | ||||||
4.63%, 02/13/47 (Call 08/13/46) |
25 | 22,126 | ||||||
Hana Bank, 1.25%, 12/16/26(d) |
200 | 176,842 | ||||||
HSBC Bank USA N.A., 7.00%, 01/15/39 |
260 | 299,065 | ||||||
HSBC Holdings PLC |
||||||||
0.98%, 05/24/25 (Call 05/24/24), (SOFR + 0.708%)(a) |
35 | 32,656 | ||||||
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)(a) |
355 | 309,315 | ||||||
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)(a) |
220 | 200,545 | ||||||
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)(a) |
205 | 188,307 | ||||||
2.25%, 11/22/27
(Call 11/22/26), (SOFR + |
200 | 176,248 | ||||||
2.63%, 11/07/25
(Call 11/07/24), (SOFR + |
75 | 71,180 | ||||||
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)(a) |
305 | 242,322 | ||||||
2.85%, 06/04/31 (Call 06/04/30), (SOFR + 2.387%)(a) |
255 | 210,684 | ||||||
2.87%, 11/22/32
(Call 11/22/31), (SOFR + |
330 | 262,393 | ||||||
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)(a) |
20 | 19,618 | ||||||
3.90%, 05/25/26 |
35 | 34,029 | ||||||
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)(a) |
320 | 289,165 | ||||||
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)(a) |
200 | 188,106 | ||||||
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)(a) |
30 | 29,148 | ||||||
4.30%, 03/08/26 |
30 | 29,648 | ||||||
4.38%, 11/23/26 |
230 | 225,078 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)(a) |
$ | 195 | $ | 184,037 | ||||
4.76%, 03/29/33 (Call 03/29/32), (SOFR + 2.530%)(a) |
200 | 178,518 | ||||||
4.95%, 03/31/30 |
300 | 292,068 | ||||||
5.21%, 08/11/28 |
200 | 195,214 | ||||||
6.10%, 01/14/42 |
25 | 27,336 | ||||||
6.50%, 05/02/36 |
145 | 152,072 | ||||||
6.50%, 09/15/37(c) |
145 | 151,364 | ||||||
6.80%, 06/01/38 |
160 | 172,446 | ||||||
7.63%, 05/17/32 |
20 | 22,690 | ||||||
Huntington Bancshares Inc., 2.49%, 08/15/36 (Call 08/15/31)(a) |
65 | 49,219 | ||||||
Huntington Bancshares Inc./OH |
||||||||
2.55%, 02/04/30 (Call 11/04/29) |
150 | 128,226 | ||||||
2.63%, 08/06/24 (Call 07/06/24) |
371 | 360,371 | ||||||
4.00%, 05/15/25 (Call 04/15/25) |
145 | 143,660 | ||||||
Industrial & Commercial Bank of China Ltd. |
||||||||
3.20%, (Call 09/24/26)(a)(d)(e) |
200 | 191,644 | ||||||
4.88%, 09/21/25(d) |
200 | 202,858 | ||||||
Industrial & Commercial Bank of China Ltd./Dubai DIFC, 3.51%, 10/17/24, (3 mo. LIBOR US + 0.770%)(a)(d) |
200 | 200,334 | ||||||
Industrial & Commercial Bank of China Ltd./Singapore, 1.20%, 09/09/25(d) |
200 | 184,628 | ||||||
Industrial & Commercial Bank of China Macau Ltd., 2.88%, 09/12/29 (Call 09/12/24)(a)(d) |
200 | 193,772 | ||||||
Industrial Bank Co. Ltd./Hong Kong, 0.88%, 06/10/24(d) |
200 | 189,688 | ||||||
ING Groep NV |
||||||||
1.40%, 07/01/26 (Call 07/01/25)(a)(b) |
35 | 31,650 | ||||||
1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)(a) |
210 | 186,304 | ||||||
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)(a) |
95 | 78,550 | ||||||
3.55%, 04/09/24 |
120 | 118,645 | ||||||
3.95%, 03/29/27 |
265 | 254,342 | ||||||
4.10%, 10/02/23 |
325 | 324,922 | ||||||
4.25%, 03/28/33 (Call 03/28/32), (SOFR + 2.070%)(a) |
15 | 13,835 | ||||||
4.55%, 10/02/28 |
200 | 193,604 | ||||||
Kasikornbank PCL/Hong Kong, 3.34%, 10/02/31 (Call 10/02/26)(a)(d) |
200 | 179,604 | ||||||
KeyBank N.A./Cleveland OH |
||||||||
3.40%, 05/20/26 |
15 | 14,329 | ||||||
3.90%, 04/13/29 |
25 | 22,894 | ||||||
KeyCorp |
||||||||
2.25%, 04/06/27 |
156 | 140,342 | ||||||
2.55%, 10/01/29 |
140 | 119,930 | ||||||
4.10%, 04/30/28 |
85 | 82,542 | ||||||
4.15%, 10/29/25 |
160 | 158,410 | ||||||
KfW |
||||||||
0.00%, 04/18/36(c)(f) |
70 | 43,425 | ||||||
0.25%, 10/19/23 |
295 | 284,194 | ||||||
0.25%, 03/08/24 |
410 | 390,111 | ||||||
0.38%, 07/18/25 |
370 | 337,677 | ||||||
0.50%, 09/20/24 |
187 | 175,821 | ||||||
0.63%, 01/22/26 |
214 | 194,096 | ||||||
0.75%, 09/30/30 |
190 | 155,044 | ||||||
1.00%, 10/01/26 |
50 | 45,224 | ||||||
1.38%, 08/05/24 |
325 | 311,909 | ||||||
1.75%, 09/14/29 |
295 | 265,181 | ||||||
2.00%, 05/02/25 |
179 | 171,813 | ||||||
2.50%, 11/20/24 |
375 | 366,634 | ||||||
2.63%, 02/28/24(c) |
565 | 557,401 | ||||||
2.88%, 04/03/28 |
149 | 144,484 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Kookmin Bank, 4.50%, 02/01/29(d) |
$ | 200 | $ | 194,538 | ||||
Korea Development Bank (The) |
||||||||
2.00%, 10/25/31 |
200 | 168,660 | ||||||
3.00%, 01/13/26 |
200 | 194,500 | ||||||
Landwirtschaftliche Rentenbank |
||||||||
0.88%, 03/30/26 |
85 | 77,302 | ||||||
1.75%, 07/27/26 |
215 | 200,976 | ||||||
1.75%, 01/14/27(d) |
75 | 69,689 | ||||||
2.00%, 01/13/25 |
20 | 19,296 | ||||||
2.38%, 01/23/24(d) |
165 | 162,192 | ||||||
2.38%, 06/10/25 |
105 | 101,566 | ||||||
3.13%, 11/14/23 |
290 | 288,460 | ||||||
Series 37, 2.50%, 11/15/27 |
115 | 109,467 | ||||||
Series 40, 0.50%, 05/27/25 |
240 | 220,750 | ||||||
Lloyds Banking Group PLC |
||||||||
2.44%, 02/05/26 (Call 02/05/25)(a) |
340 | 319,947 | ||||||
3.75%, 01/11/27 |
250 | 238,485 | ||||||
4.34%, 01/09/48 |
295 | 238,437 | ||||||
4.45%, 05/08/25 |
200 | 198,376 | ||||||
4.55%, 08/16/28 |
215 | 208,182 | ||||||
4.58%, 12/10/25 |
220 | 215,512 | ||||||
Macquarie Bank Ltd. |
||||||||
2.30%, 01/22/25(b) |
245 | 234,183 | ||||||
3.05%, 03/03/36 (Call 03/03/31)(a)(b) |
90 | 70,342 | ||||||
3.62%, 06/03/30(b) |
65 | 55,981 | ||||||
3.90%, 01/15/26(b) |
210 | 206,382 | ||||||
4.00%, 07/29/25(b) |
145 | 143,662 | ||||||
4.88%, 06/10/25(b) |
30 | 29,864 | ||||||
Mitsubishi UFJ Financial Group Inc. |
||||||||
0.85%, 09/15/24 (Call 09/15/23)(a) |
35 | 33,756 | ||||||
1.41%, 07/17/25 |
95 | 87,159 | ||||||
1.54%, 07/20/27 (Call 07/20/26)(a) |
20 | 17,656 | ||||||
2.05%, 07/17/30 |
200 | 163,130 | ||||||
2.19%, 02/25/25 |
240 | 227,398 | ||||||
2.31%, 07/20/32 (Call 07/20/31)(a) |
230 | 185,891 | ||||||
2.49%, 10/13/32 (Call 10/13/31)(a) |
110 | 89,736 | ||||||
2.56%, 02/25/30(c) |
200 | 171,122 | ||||||
2.76%, 09/13/26 |
10 | 9,319 | ||||||
2.80%, 07/18/24 |
15 | 14,589 | ||||||
2.85%, 01/19/33 (Call 01/19/32)(a) |
235 | 197,113 | ||||||
3.20%, 07/18/29 |
35 | 31,730 | ||||||
3.29%, 07/25/27 |
10 | 9,420 | ||||||
3.41%, 03/07/24 |
300 | 297,057 | ||||||
3.74%, 03/07/29 |
95 | 89,527 | ||||||
3.75%, 07/18/39 |
260 | 224,975 | ||||||
3.78%, 03/02/25 |
15 | 14,815 | ||||||
4.05%, 09/11/28 |
10 | 9,603 | ||||||
4.29%, 07/26/38 |
30 | 28,031 | ||||||
5.13%, 07/20/33 (Call 07/20/32)(a) |
200 | 200,844 | ||||||
Morgan Stanley |
||||||||
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.509%)(a) |
50 | 47,410 | ||||||
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)(a) |
95 | 88,836 | ||||||
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)(a) |
305 | 270,132 | ||||||
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)(a) |
70 | 65,034 | ||||||
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)(a) |
229 | 202,905 | ||||||
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)(a) |
294 | 262,204 | ||||||
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)(a) |
300 | 236,349 | ||||||
1.93%, 04/28/32 (Call 04/28/31), (SOFR + 1.020%)(a) |
250 | 197,495 | ||||||
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)(a) |
60 | 56,347 | ||||||
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)(a) |
250 | 201,615 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
2.48%, 09/16/36
(Call 09/16/31), (SOFR + |
$ | 340 | $ | 262,953 | ||||
2.51%, 10/20/32
(Call 10/20/31), (SOFR + |
290 | 237,803 | ||||||
2.70%, 01/22/31
(Call 01/22/30), (SOFR + |
130 | 112,555 | ||||||
2.72%, 07/22/25
(Call 07/22/24), (SOFR + |
60 | 58,021 | ||||||
2.80%, 01/25/52
(Call 01/25/51), (SOFR + |
155 | 105,268 | ||||||
2.94%, 01/21/33
(Call 01/21/32), (SOFR + |
225 | 191,907 | ||||||
3.13%, 07/27/26 |
55 | 52,402 | ||||||
3.22%, 04/22/42
(Call 04/22/41), (SOFR + |
30 | 23,419 | ||||||
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)(a) |
79 | 74,625 | ||||||
3.62%, 04/01/31
(Call 04/01/30), (SOFR + |
335 | 307,306 | ||||||
3.63%, 01/20/27 |
280 | 271,950 | ||||||
3.70%, 10/23/24 |
355 | 352,788 | ||||||
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)(a) |
185 | 174,179 | ||||||
3.88%, 01/27/26 |
145 | 143,050 | ||||||
3.95%, 04/23/27 |
210 | 203,540 | ||||||
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)(a) |
259 | 231,023 | ||||||
4.00%, 07/23/25 |
135 | 134,275 | ||||||
4.21%, 04/20/28
(Call 04/20/27), (SOFR + |
30 | 29,206 | ||||||
4.30%, 01/27/45 |
150 | 134,071 | ||||||
4.35%, 09/08/26 |
75 | 74,140 | ||||||
4.38%, 01/22/47 |
195 | 177,512 | ||||||
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)(a) |
330 | 321,377 | ||||||
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 0.408%)(a) |
190 | 177,196 | ||||||
5.00%, 11/24/25 |
195 | 198,083 | ||||||
5.30%, 04/20/37 (Call 04/20/32)(a) |
45 | 43,217 | ||||||
5.60%, 03/24/51
(Call 03/24/50), (SOFR + |
135 | 145,766 | ||||||
6.25%, 08/09/26 |
25 | 26,572 | ||||||
6.38%, 07/24/42 |
162 | 185,438 | ||||||
7.25%, 04/01/32 |
140 | 165,537 | ||||||
Series F, 3.88%, 04/29/24 |
385 | 384,292 | ||||||
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)(a) |
60 | 55,468 | ||||||
MUFG Bank Ltd., 4.70%, 03/10/44(b) |
35 | 34,539 | ||||||
National Bank of Canada |
||||||||
0.55%, 11/15/24 (Call 11/15/23)(a) |
455 | 433,965 | ||||||
0.75%, 08/06/24 |
300 | 280,044 | ||||||
Natwest Group PLC |
||||||||
3.03%, 11/28/35 (Call 08/28/30)(a) |
30 | 23,497 | ||||||
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)(a) |
200 | 192,000 | ||||||
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)(a) |
400 | 388,240 | ||||||
NatWest Group PLC |
||||||||
3.75%, 11/01/29 (Call 11/01/24)(a) |
30 | 28,494 | ||||||
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)(a) |
200 | 186,708 | ||||||
NatWest Markets PLC, 0.80%, 08/12/24(b) |
20 | 18,598 | ||||||
Nordea Bank Abp |
||||||||
0.63%, 05/24/24(b) |
40 | 37,602 | ||||||
0.75%, 08/28/25(b) |
290 | 261,119 | ||||||
1.50%, 09/30/26(b) |
90 | 79,713 | ||||||
4.63%, 09/13/33 (Call 09/13/28)(a)(b) |
85 | 80,940 | ||||||
Northern Trust Corp. |
||||||||
1.95%, 05/01/30 (Call 02/01/30) |
65 | 54,912 | ||||||
3.15%, 05/03/29 (Call 02/03/29) |
146 | 136,472 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)(a) |
$ | 160 | $ | 149,118 | ||||
3.65%, 08/03/28 (Call 05/03/28)(c) |
135 | 131,464 | ||||||
3.95%, 10/30/25 |
45 | 44,822 | ||||||
4.00%, 05/10/27 (Call 04/10/27) |
15 | 14,949 | ||||||
NRW Bank |
||||||||
0.63%, 05/19/25(d) |
120 | 110,712 | ||||||
0.88%, 03/09/26(d) |
25 | 22,675 | ||||||
1.88%, 07/31/24(d) |
189 | 183,111 | ||||||
Oesterreichische Kontrollbank AG |
||||||||
0.38%, 09/17/25 |
170 | 154,142 | ||||||
0.50%, 09/16/24 |
125 | 117,505 | ||||||
0.50%, 02/02/26 |
230 | 207,018 | ||||||
1.50%, 02/12/25 |
245 | 232,934 | ||||||
3.13%, 11/07/23 |
470 | 467,551 | ||||||
Oversea-Chinese Banking Corp. Ltd. |
||||||||
1.83%, 09/10/30 (Call 09/10/25)(a)(b) |
108 | 98,875 | ||||||
4.25%, 06/19/24(b) |
35 | 34,920 | ||||||
PNC Bank NA |
||||||||
2.70%, 10/22/29 |
20 | 17,432 | ||||||
3.25%, 01/22/28 (Call 12/23/27) |
75 | 71,131 | ||||||
4.05%, 07/26/28 |
45 | 43,463 | ||||||
PNC Financial Services Group Inc. (The) |
||||||||
1.15%, 08/13/26 (Call 07/13/26) |
50 | 44,822 | ||||||
2.20%, 11/01/24 (Call 10/02/24) |
160 | 154,680 | ||||||
2.31%, 04/23/32 (Call 04/23/31), (SOFR + 0.979%)(a)(c) |
125 | 105,045 | ||||||
2.55%, 01/22/30 (Call 10/24/29) |
230 | 201,935 | ||||||
2.60%, 07/23/26 (Call 05/23/26) |
170 | 160,796 | ||||||
3.15%, 05/19/27 (Call 04/19/27) |
65 | 62,232 | ||||||
3.45%, 04/23/29 (Call 01/23/29) |
201 | 190,279 | ||||||
3.50%, 01/23/24 (Call 12/23/23) |
159 | 158,482 | ||||||
3.90%, 04/29/24 (Call 03/29/24)(c) |
55 | 55,007 | ||||||
QNB Finance Ltd. |
||||||||
2.63%, 05/12/25(d) |
200 | 191,766 | ||||||
3.50%, 03/28/24(d) |
200 | 197,886 | ||||||
Regions Financial Corp. |
||||||||
1.80%, 08/12/28 (Call 06/12/28) |
165 | 142,060 | ||||||
2.25%, 05/18/25 (Call 04/18/25) |
160 | 152,387 | ||||||
7.38%, 12/10/37 |
76 | 89,460 | ||||||
Shanghai Commercial Bank Ltd., 5.00%, 01/17/29 (Call 01/17/24)(a)(d) |
250 | 250,052 | ||||||
Shinhan Bank Co. Ltd., 3.88%, 03/24/26(c)(d) |
200 | 193,484 | ||||||
Skandinaviska Enskilda Banken AB |
||||||||
0.65%, 09/09/24(b) |
200 | 185,846 | ||||||
0.85%, 09/02/25(b) |
200 | 181,064 | ||||||
Societe Generale SA |
||||||||
1.49%, 12/14/26 (Call 12/14/25)(a)(b) |
245 | 213,951 | ||||||
2.63%, 10/16/24(b) |
36 | 34,407 | ||||||
2.63%, 01/22/25(b) |
15 | 14,160 | ||||||
2.89%, 06/09/32 (Call 06/09/31)(a)(b) |
300 | 235,497 | ||||||
3.00%, 01/22/30(b) |
200 | 168,122 | ||||||
3.34%, 01/21/33 (Call 01/21/32)(a)(b) |
15 | 12,083 | ||||||
3.63%, 03/01/41(b) |
70 | 46,731 | ||||||
3.88%, 03/28/24(b) |
15 | 14,775 | ||||||
4.00%, 01/12/27(b) |
240 | 227,616 | ||||||
4.25%, 04/14/25(b) |
300 | 292,638 | ||||||
4.25%, 08/19/26(b) |
15 | 14,310 | ||||||
4.75%, 11/24/25(b) |
50 | 48,902 | ||||||
4.75%, 09/14/28(b) |
310 | 298,294 | ||||||
5.00%, 01/17/24(b) |
35 | 35,078 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Standard Chartered PLC |
||||||||
0.99%, 01/12/25 (Call 01/12/24)(a)(b) |
$ | 15 | $ | 14,157 | ||||
2.61%, 01/12/28 (Call 01/12/27)(a)(b) |
400 | 354,644 | ||||||
2.68%, 06/29/32 (Call 06/29/31)(a)(b) |
200 | 157,626 | ||||||
2.89%, 01/30/26 (Call 01/30/25)(a)(b) |
15 | 14,125 | ||||||
3.27%, 02/18/36 (Call 11/18/30)(a)(b) |
147 | 116,212 | ||||||
4.64%, 04/01/31 (Call 04/01/30)(a)(b) |
200 | 188,522 | ||||||
4.87%, 03/15/33 (Call 03/15/28)(a)(b) |
165 | 152,759 | ||||||
5.70%, 03/26/44(b) |
200 | 186,596 | ||||||
State Street Corp. |
||||||||
2.20%, 03/03/31 |
145 | 120,656 | ||||||
2.35%, 11/01/25
(Call 11/01/24), (SOFR + |
120 | 115,860 | ||||||
2.40%, 01/24/30 |
65 | 57,141 | ||||||
2.62%, 02/07/33
(Call 02/07/32), (SOFR + |
15 | 12,778 | ||||||
2.65%, 05/19/26 |
90 | 86,602 | ||||||
2.90%, 03/30/26
(Call 03/30/25), (SOFR + |
125 | 120,192 | ||||||
3.03%, 11/01/34
(Call 11/01/29), (SOFR + |
65 | 56,867 | ||||||
3.15%, 03/30/31
(Call 03/30/30), (SOFR + |
5 | 4,544 | ||||||
3.30%, 12/16/24 |
89 | 88,232 | ||||||
3.55%, 08/18/25 |
99 | 98,131 | ||||||
3.70%, 11/20/23 |
35 | 35,047 | ||||||
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)(a) |
65 | 64,841 | ||||||
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)(a) |
115 | 112,453 | ||||||
Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25 |
35 | 34,092 | ||||||
Sumitomo Mitsui Financial Group Inc. |
||||||||
0.51%, 01/12/24 |
10 | 9,527 | ||||||
1.40%, 09/17/26(c) |
20 | 17,646 | ||||||
1.47%, 07/08/25 |
240 | 220,860 | ||||||
1.71%, 01/12/31 |
110 | 85,335 | ||||||
2.13%, 07/08/30 |
85 | 69,676 | ||||||
2.14%, 09/23/30 |
125 | 99,501 | ||||||
2.22%, 09/17/31 |
10 | 8,077 | ||||||
2.30%, 01/12/41 |
65 | 44,002 | ||||||
2.63%, 07/14/26 |
55 | 51,215 | ||||||
2.70%, 07/16/24 |
250 | 242,495 | ||||||
2.72%, 09/27/29 |
15 | 13,021 | ||||||
2.75%, 01/15/30 |
215 | 185,945 | ||||||
2.93%, 09/17/41 |
190 | 137,853 | ||||||
3.01%, 10/19/26 |
80 | 75,301 | ||||||
3.04%, 07/16/29 |
45 | 39,948 | ||||||
3.05%, 01/14/42 |
35 | 26,441 | ||||||
3.20%, 09/17/29 |
145 | 128,044 | ||||||
3.35%, 10/18/27 |
83 | 77,946 | ||||||
3.36%, 07/12/27 |
130 | 122,697 | ||||||
3.45%, 01/11/27 |
55 | 52,398 | ||||||
3.54%, 01/17/28 |
15 | 14,206 | ||||||
3.78%, 03/09/26 |
125 | 122,007 | ||||||
3.94%, 10/16/23 |
80 | 79,971 | ||||||
3.94%, 07/19/28 |
15 | 14,279 | ||||||
4.31%, 10/16/28 |
45 | 43,832 | ||||||
4.44%, 04/02/24(b) |
60 | 59,890 | ||||||
Suncorp-Metway Ltd., 3.30%, 04/15/24(b) |
75 | 73,600 | ||||||
SVB Financial Group |
||||||||
1.80%, 10/28/26 (Call 09/28/26) |
40 | 35,493 | ||||||
1.80%, 02/02/31 (Call 11/02/30) |
75 | 56,556 | ||||||
2.10%, 05/15/28 (Call 03/15/28) |
55 | 46,611 | ||||||
3.13%, 06/05/30 (Call 03/05/30) |
120 | 102,719 | ||||||
3.50%, 01/29/25(c) |
40 | 38,880 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
Svenska Handelsbanken AB |
||||||||
0.55%, 06/11/24(b) |
$ | 360 | $ | 338,303 | ||||
1.42%, 06/11/27 (Call 06/11/26)(a)(b) |
225 | 200,025 | ||||||
3.90%, 11/20/23 |
30 | 30,028 | ||||||
Synovus Financial Corp., 5.90%, 02/07/29 (Call 02/07/24)(a) |
25 | 24,757 | ||||||
Toronto-Dominion Bank (The) |
||||||||
0.55%, 03/04/24 |
215 | 204,422 | ||||||
0.70%, 09/10/24 |
45 | 42,097 | ||||||
0.75%, 09/11/25(c) |
85 | 76,774 | ||||||
0.75%, 01/06/26 |
205 | 183,135 | ||||||
1.15%, 06/12/25 |
45 | 41,494 | ||||||
1.20%, 06/03/26 |
200 | 178,860 | ||||||
1.25%, 09/10/26 |
60 | 53,286 | ||||||
2.00%, 09/10/31 |
20 | 16,224 | ||||||
2.65%, 06/12/24 |
280 | 273,417 | ||||||
3.20%, 03/10/32 |
200 | 177,706 | ||||||
3.25%, 03/11/24 |
155 | 153,292 | ||||||
3.63%, 09/15/31 (Call 09/15/26)(a) |
185 | 175,752 | ||||||
4.46%, 06/08/32 |
50 | 49,048 | ||||||
Truist Bank |
||||||||
1.50%, 03/10/25 (Call 02/10/25) |
40 | 37,503 | ||||||
2.15%, 12/06/24 (Call 11/05/24) |
20 | 19,186 | ||||||
2.25%, 03/11/30 (Call 12/11/29) |
60 | 50,108 | ||||||
2.64%, 09/17/29 (Call 09/17/24)(a) |
35 | 33,156 | ||||||
3.20%, 04/01/24 (Call 03/01/24) |
55 | 54,433 | ||||||
3.30%, 05/15/26 (Call 04/15/26) |
55 | 52,889 | ||||||
3.63%, 09/16/25 (Call 08/16/25) |
25 | 24,473 | ||||||
3.80%, 10/30/26 (Call 09/30/26) |
10 | 9,762 | ||||||
4.05%, 11/03/25 (Call 09/03/25) |
5 | 4,992 | ||||||
Truist Financial Corp. |
||||||||
1.13%, 08/03/27 (Call 06/03/27) |
35 | 30,049 | ||||||
1.20%, 08/05/25 (Call 07/03/25) |
105 | 96,477 | ||||||
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)(a) |
150 | 134,908 | ||||||
1.89%, 06/07/29 (Call 06/07/28), (SOFR + 0.862%)(a) |
85 | 72,916 | ||||||
1.95%, 06/05/30 (Call 03/05/30) |
85 | 70,540 | ||||||
2.50%, 08/01/24 (Call 07/01/24) |
118 | 114,902 | ||||||
2.85%, 10/26/24 (Call 09/26/24) |
95 | 93,350 | ||||||
3.70%, 06/05/25 (Call 05/05/25) |
200 | 197,836 | ||||||
3.75%, 12/06/23 (Call 11/06/23) |
190 | 190,281 | ||||||
3.88%, 03/19/29 (Call 02/16/29) |
90 | 85,143 | ||||||
4.00%, 05/01/25 (Call 03/01/25) |
30 | 29,920 | ||||||
4.12%, 06/06/28 (Call 06/06/27)(a) |
200 | 196,370 | ||||||
Turkiye Vakiflar Bankasi TAO, 5.25%, 02/05/25(d) |
200 | 178,208 | ||||||
U.S. Bancorp. |
||||||||
1.45%, 05/12/25 (Call 04/11/25) |
10 | 9,375 | ||||||
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)(a) |
30 | 27,420 | ||||||
2.40%, 07/30/24 (Call 06/28/24) |
180 | 175,664 | ||||||
2.49%, 11/03/36 (Call 11/03/31)(a) |
120 | 96,754 | ||||||
2.68%, 01/27/33 (Call 01/27/32), (SOFR + 1.020%)(a) |
60 | 51,624 | ||||||
3.00%, 07/30/29 (Call 04/30/29) |
195 | 175,440 | ||||||
3.10%, 04/27/26 (Call 03/27/26) |
40 | 38,499 | ||||||
3.38%, 02/05/24 (Call 01/05/24) |
10 | 9,952 | ||||||
3.60%, 09/11/24 (Call 08/11/24) |
225 | 223,999 | ||||||
3.70%, 01/30/24 (Call 12/29/23) |
15 | 15,011 | ||||||
3.95%, 11/17/25 (Call 10/17/25) |
10 | 10,010 | ||||||
4.97%, 07/22/33 (Call 07/22/32)(a) |
200 | 198,230 | ||||||
Series V, 2.38%, 07/22/26 (Call 06/22/26) |
220 | 207,341 | ||||||
Series X, 3.15%, 04/27/27 (Call 03/27/27) |
170 | 163,684 | ||||||
UBS AG/London |
||||||||
0.45%, 02/09/24(b) |
215 | 203,721 |
Security | Par (000) |
Value | ||||||
Banks (continued) | ||||||||
1.25%, 06/01/26(b) |
$ | 100 | $ | 89,034 | ||||
1.38%, 01/13/25
(Call 12/13/24), (SOFR + |
165 | 154,318 | ||||||
UBS Group AG |
||||||||
1.36%, 01/30/27 (Call 01/30/26)(a)(b) |
200 | 176,838 | ||||||
2.10%, 02/11/32 (Call 02/11/31)(a)(b) |
200 | 156,194 | ||||||
2.75%, 02/11/33 (Call 02/11/32)(a)(b) |
70 | 56,157 | ||||||
3.13%, 08/13/30 (Call 08/13/29), (3 mo. LIBOR US + 1.468%)(a)(b) |
415 | 363,374 | ||||||
3.18%, 02/11/43 (Call 02/11/42)(a)(b) |
75 | 55,140 | ||||||
4.13%, 09/24/25(b) |
15 | 14,854 | ||||||
4.13%, 04/15/26(b) |
310 | 304,026 | ||||||
4.75%, 05/12/28 (Call 05/12/27)(a)(b) |
15 | 14,705 | ||||||
4.99%, 08/05/33 |
200 | 193,428 | ||||||
United Overseas Bank Ltd. |
||||||||
1.25%, 04/14/26(b) |
30 | 27,340 | ||||||
3.75%, 04/15/29 (Call 04/15/24)(a)(b) |
250 | 246,745 | ||||||
3.88%, (Call 10/19/23)(a)(d)(e) |
200 | 197,954 | ||||||
Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.360%)(a) |
55 | 49,166 | ||||||
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) |
170 | 159,130 | ||||||
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)(a) |
35 | 30,946 | ||||||
Wintrust Financial Corp., 4.85%, 06/06/29 |
20 | 19,469 | ||||||
Woori Bank |
||||||||
0.75%, 02/01/26(d) |
200 | 177,812 | ||||||
2.00%, 01/20/27(d) |
200 | 181,526 | ||||||
Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29) |
15 | 12,740 | ||||||
|
|
|||||||
66,225,213 | ||||||||
Beverages — 0.6% | ||||||||
Coca-Cola Co. (The) |
||||||||
1.00%, 03/15/28 |
90 | 77,703 | ||||||
1.38%, 03/15/31 |
103 | 83,919 | ||||||
1.45%, 06/01/27 |
125 | 113,109 | ||||||
1.50%, 03/05/28(c) |
20 | 17,875 | ||||||
1.65%, 06/01/30 |
124 | 104,680 | ||||||
1.75%, 09/06/24 |
207 | 200,726 | ||||||
2.00%, 03/05/31 |
110 | 94,218 | ||||||
2.13%, 09/06/29 |
107 | 95,355 | ||||||
2.25%, 01/05/32 |
220 | 191,259 | ||||||
2.50%, 06/01/40 |
125 | 96,951 | ||||||
2.50%, 03/15/51 |
115 | 81,817 | ||||||
2.60%, 06/01/50 |
141 | 103,732 | ||||||
2.75%, 06/01/60 |
70 | 49,930 | ||||||
2.88%, 05/05/41 |
35 | 28,480 | ||||||
2.90%, 05/25/27 |
35 | 33,780 | ||||||
3.00%, 03/05/51(c) |
30 | 23,509 | ||||||
3.38%, 03/25/27 |
50 | 49,410 | ||||||
3.45%, 03/25/30 |
120 | 115,601 | ||||||
Coca-Cola Europacific Partners PLC, 0.80%, 05/03/24(b) |
80 | 75,555 | ||||||
Coca-Cola Femsa SAB de CV |
||||||||
1.85%, 09/01/32 (Call 06/01/32)(c) |
15 | 11,774 | ||||||
2.75%, 01/22/30 (Call 10/22/29) |
20 | 18,002 | ||||||
Coca-Cola Icecek AS, 4.50%, 01/20/29 (Call 10/20/28)(d) |
200 | 167,404 | ||||||
Embotelladora Andina SA, 3.95%, 01/21/50 (Call 07/21/49)(d) |
150 | 118,529 | ||||||
Keurig Dr Pepper Inc. |
||||||||
0.75%, 03/15/24 (Call 10/03/22) |
50 | 47,550 | ||||||
2.25%, 03/15/31 (Call 12/15/30) |
5 | 4,114 | ||||||
2.55%, 09/15/26 (Call 06/15/26) |
90 | 84,154 | ||||||
3.20%, 05/01/30 (Call 02/01/30) |
105 | 94,278 | ||||||
3.35%, 03/15/51 (Call 09/15/50) |
55 | 40,094 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Beverages (continued) | ||||||||
3.40%, 11/15/25 (Call 08/15/25) |
$ | 135 | $ | 131,860 | ||||
3.43%, 06/15/27 (Call 03/15/27) |
25 | 23,897 | ||||||
3.80%, 05/01/50 (Call 11/01/49) |
35 | 27,262 | ||||||
3.95%, 04/15/29 (Call 02/15/29) |
30 | 28,547 | ||||||
4.42%, 05/25/25 (Call 03/25/25) |
15 | 15,049 | ||||||
4.42%, 12/15/46 (Call 06/15/46) |
76 | 66,334 | ||||||
4.50%, 11/15/45 (Call 05/15/45) |
35 | 30,940 | ||||||
4.50%, 04/15/52 (Call 10/15/51) |
30 | 26,103 | ||||||
PepsiCo Inc. |
||||||||
1.40%, 02/25/31 (Call 11/25/30) |
220 | 179,780 | ||||||
1.63%, 05/01/30 (Call 02/01/30) |
148 | 124,913 | ||||||
1.95%, 10/21/31 (Call 07/21/31) |
210 | 177,826 | ||||||
2.25%, 03/19/25 (Call 02/19/25) |
77 | 74,268 | ||||||
2.38%, 10/06/26 (Call 07/06/26) |
134 | 127,165 | ||||||
2.63%, 03/19/27 (Call 01/19/27) |
58 | 55,045 | ||||||
2.63%, 07/29/29 (Call 04/29/29) |
89 | 81,536 | ||||||
2.75%, 04/30/25 (Call 01/30/25)(c) |
40 | 39,014 | ||||||
2.75%, 03/19/30 (Call 12/19/29) |
162 | 148,311 | ||||||
2.75%, 10/21/51 (Call 04/21/51) |
180 | 136,260 | ||||||
2.85%, 02/24/26 (Call 11/24/25) |
120 | 116,868 | ||||||
2.88%, 10/15/49 (Call 04/15/49) |
65 | 50,721 | ||||||
3.00%, 10/15/27 (Call 07/15/27) |
112 | 108,222 | ||||||
3.38%, 07/29/49 (Call 01/29/49) |
32 | 27,037 | ||||||
3.45%, 10/06/46 (Call 04/06/46) |
31 | 27,008 | ||||||
3.50%, 07/17/25 (Call 04/17/25) |
100 | 99,515 | ||||||
3.60%, 03/01/24 (Call 12/01/23) |
10 | 10,006 | ||||||
3.60%, 08/13/42 |
30 | 26,519 | ||||||
3.63%, 03/19/50 (Call 09/19/49) |
86 | 76,853 | ||||||
3.88%, 03/19/60 (Call 09/19/59) |
40 | 37,883 | ||||||
4.00%, 03/05/42 |
5 | 4,705 | ||||||
4.00%, 05/02/47 (Call 11/02/46) |
20 | 18,822 | ||||||
5.50%, 01/15/40 |
25 | 28,023 | ||||||
|
|
|||||||
4,349,800 | ||||||||
Biotechnology — 0.4% | ||||||||
Amgen Inc. |
||||||||
1.65%, 08/15/28 (Call 06/15/28) |
25 | 21,603 | ||||||
1.90%, 02/21/25 (Call 01/21/25) |
95 | 90,468 | ||||||
2.00%, 01/15/32 (Call 10/15/31) |
200 | 162,542 | ||||||
2.20%, 02/21/27 (Call 12/21/26) |
143 | 131,477 | ||||||
2.30%, 02/25/31 (Call 11/25/30) |
46 | 38,962 | ||||||
2.45%, 02/21/30 (Call 11/21/29) |
70 | 61,285 | ||||||
2.60%, 08/19/26 (Call 05/19/26) |
67 | 63,440 | ||||||
2.77%, 09/01/53 (Call 03/01/53) |
125 | 83,030 | ||||||
2.80%, 08/15/41 (Call 02/15/41) |
85 | 63,793 | ||||||
3.00%, 01/15/52 (Call 07/15/51) |
5 | 3,524 | ||||||
3.13%, 05/01/25 (Call 02/01/25) |
37 | 36,258 | ||||||
3.15%, 02/21/40 (Call 08/21/39) |
207 | 163,826 | ||||||
3.20%, 11/02/27 (Call 08/02/27) |
60 | 57,378 | ||||||
3.38%, 02/21/50 (Call 08/21/49) |
127 | 96,354 | ||||||
3.63%, 05/22/24 (Call 02/22/24) |
304 | 302,751 | ||||||
4.40%, 05/01/45 (Call 11/01/44) |
117 | 105,325 | ||||||
4.40%, 02/22/62 (Call 08/22/61) |
10 | 8,672 | ||||||
4.56%, 06/15/48 (Call 12/15/47) |
75 | 69,291 | ||||||
4.66%, 06/15/51 (Call 12/15/50) |
257 | 240,997 | ||||||
4.95%, 10/01/41 |
286 | 277,963 | ||||||
5.15%, 11/15/41 (Call 05/15/41) |
87 | 86,106 | ||||||
6.38%, 06/01/37 |
125 | 143,932 | ||||||
6.40%, 02/01/39 |
115 | 128,698 | ||||||
Biogen Inc. |
||||||||
2.25%, 05/01/30 (Call 02/01/30) |
124 | 101,577 |
Security | Par (000) |
Value | ||||||
Biotechnology (continued) | ||||||||
3.15%, 05/01/50 (Call 11/01/49) |
$ | 120 | $ | 81,677 | ||||
3.25%, 02/15/51 (Call 08/15/50) |
119 | 83,016 | ||||||
4.05%, 09/15/25 (Call 06/15/25) |
95 | 94,561 | ||||||
5.20%, 09/15/45 (Call 03/15/45) |
35 | 33,599 | ||||||
CSL Finance PLC |
||||||||
4.05%, 04/27/29 (Call 02/27/29)(b) |
10 | 9,713 | ||||||
4.25%, 04/27/32 (Call 01/27/32)(b) |
20 | 19,416 | ||||||
4.63%, 04/27/42 (Call 10/27/41)(b) |
10 | 9,495 | ||||||
4.75%, 04/27/52 (Call 10/27/51)(b) |
200 | 192,214 | ||||||
Grifols Escrow Issuer SA, 4.75%, 10/15/28 (Call 10/15/24)(b) |
20 | 16,954 | ||||||
Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30) |
95 | 77,298 | ||||||
Regeneron Pharmaceuticals Inc. |
||||||||
1.75%, 09/15/30 (Call 06/15/30)(c) |
119 | 94,624 | ||||||
2.80%, 09/15/50 (Call 03/15/50) |
86 | 57,836 | ||||||
|
|
|||||||
3,309,655 | ||||||||
Building Materials — 0.3% | ||||||||
Boise Cascade Co., 4.88%, 07/01/30 (Call 07/01/25)(b) |
35 | 31,272 | ||||||
Boral Finance Pty Ltd., 3.75%, 05/01/28 (Call 02/01/28)(b) |
10 | 9,218 | ||||||
Builders FirstSource Inc. |
||||||||
4.25%, 02/01/32 (Call 08/01/26)(b) |
105 | 83,903 | ||||||
5.00%, 03/01/30 (Call 03/01/25)(b) |
35 | 31,073 | ||||||
6.38%, 06/15/32 (Call 06/15/27)(b) |
25 | 23,195 | ||||||
Camelot Return Merger Sub Inc., 8.75%, 08/01/28 (Call 08/01/24)(b) |
50 | 45,314 | ||||||
Carrier Global Corp. |
||||||||
2.24%, 02/15/25 (Call 01/15/25) |
40 | 38,034 | ||||||
2.49%, 02/15/27 (Call 12/15/26) |
4 | 3,680 | ||||||
2.70%, 02/15/31 (Call 11/15/30) |
60 | 51,138 | ||||||
2.72%, 02/15/30 (Call 11/15/29) |
94 | 81,300 | ||||||
3.38%, 04/05/40 (Call 10/05/39) |
99 | 78,152 | ||||||
3.58%, 04/05/50 (Call 10/05/49) |
227 | 172,992 | ||||||
Cornerstone Building Brands Inc., 6.13%, 01/15/29 (Call 09/15/23)(b) |
40 | 27,984 | ||||||
CRH America Finance Inc. |
||||||||
3.95%, 04/04/28 (Call 01/04/28)(b) |
15 | 14,539 | ||||||
4.40%, 05/09/47 (Call 11/09/46)(b) |
10 | 8,906 | ||||||
4.50%, 04/04/48 (Call 10/04/47)(b) |
10 | 9,049 | ||||||
CRH America Inc., 5.13%, 05/18/45 (Call 11/18/44)(b) |
15 | 14,509 | ||||||
Fortune Brands Home & Security Inc. |
||||||||
3.25%, 09/15/29 (Call 06/15/29) |
62 | 54,119 | ||||||
4.00%, 06/15/25 (Call 03/15/25) |
117 | 115,068 | ||||||
James Hardie International Finance DAC, 5.00%, 01/15/28 (Call 01/15/23)(b) |
25 | 23,050 | ||||||
Jeld-Wen Inc. |
||||||||
4.63%, 12/15/25 (Call 10/03/22)(b)(c) |
30 | 25,831 | ||||||
4.88%, 12/15/27 (Call 12/15/22)(b)(c) |
30 | 23,258 | ||||||
6.25%, 05/15/25 (Call 10/03/22)(b) |
30 | 29,220 | ||||||
Lennox International Inc. |
||||||||
1.35%, 08/01/25 (Call 07/01/25) |
189 | 171,659 | ||||||
1.70%, 08/01/27 (Call 06/01/27) |
47 | 40,888 | ||||||
3.00%, 11/15/23 (Call 09/15/23) |
87 | 85,642 | ||||||
Louisiana-Pacific Corp., 3.63%, 03/15/29 (Call 03/15/24)(b) |
35 | 28,765 | ||||||
Martin Marietta Materials Inc. |
||||||||
2.40%, 07/15/31 (Call 04/15/31) |
22 | 18,106 | ||||||
3.20%, 07/15/51 (Call 01/15/51) |
67 | 47,024 | ||||||
3.45%, 06/01/27 (Call 03/01/27) |
35 | 33,258 | ||||||
3.50%, 12/15/27 (Call 09/15/27) |
60 | 57,356 | ||||||
4.25%, 07/02/24 (Call 04/02/24) |
5 | 4,988 | ||||||
4.25%, 12/15/47 (Call 06/15/47) |
95 | 79,657 | ||||||
Series CB, 2.50%, 03/15/30 (Call 12/15/29) |
42 | 35,421 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Building Materials (continued) | ||||||||
Masco Corp. |
||||||||
2.00%, 10/01/30 (Call 07/01/30) |
$ | 94 | $ | 74,531 | ||||
2.00%, 02/15/31 (Call 11/15/30) |
15 | 11,970 | ||||||
3.13%, 02/15/51 (Call 08/15/50) |
5 | 3,338 | ||||||
3.50%, 11/15/27 (Call 08/15/27) |
35 | 32,613 | ||||||
4.50%, 05/15/47 (Call 11/15/46)(c) |
70 | 59,339 | ||||||
Masonite International Corp. |
||||||||
3.50%, 02/15/30 (Call 08/15/29)(b)(c) |
25 | 20,258 | ||||||
5.38%, 02/01/28 (Call 02/01/23)(b) |
40 | 37,187 | ||||||
Owens Corning |
||||||||
3.40%, 08/15/26 (Call 05/15/26) |
114 | 108,595 | ||||||
3.88%, 06/01/30 (Call 03/01/30) |
45 | 40,978 | ||||||
3.95%, 08/15/29 (Call 05/15/29) |
5 | 4,688 | ||||||
4.20%, 12/01/24 (Call 09/01/24) |
39 | 38,943 | ||||||
4.30%, 07/15/47 (Call 01/15/47) |
45 | 36,726 | ||||||
4.40%, 01/30/48 (Call 07/30/47) |
40 | 32,815 | ||||||
7.00%, 12/01/36 |
25 | 27,015 | ||||||
St Marys Cement Inc. Canada, 5.75%, 01/28/27 (Call 10/28/26)(b) |
10 | 10,096 | ||||||
Summit Materials LLC/Summit Materials Finance Corp. |
||||||||
5.25%, 01/15/29 (Call 07/15/23)(b) |
51 | 46,365 | ||||||
6.50%, 03/15/27 (Call 09/12/22)(b)(c) |
25 | 24,855 | ||||||
Vulcan Materials Co. |
||||||||
3.50%, 06/01/30 (Call 03/01/30) |
60 | 54,216 | ||||||
3.90%, 04/01/27 (Call 01/01/27) |
165 | 161,860 | ||||||
4.50%, 04/01/25 (Call 01/01/25) |
50 | 50,114 | ||||||
4.50%, 06/15/47 (Call 12/15/46) |
27 | 23,907 | ||||||
4.70%, 03/01/48 (Call 09/01/47) |
40 | 36,397 | ||||||
|
|
|||||||
2,534,374 | ||||||||
Chemicals — 0.6% | ||||||||
Air Liquide Finance SA, 3.50%, 09/27/46 (Call 03/27/46)(b) |
15 | 12,632 | ||||||
Air Products and Chemicals Inc. |
||||||||
1.50%, 10/15/25 (Call 09/15/25) |
115 | 107,101 | ||||||
1.85%, 05/15/27 (Call 03/15/27) |
108 | 98,423 | ||||||
2.05%, 05/15/30 (Call 02/15/30) |
64 | 55,248 | ||||||
2.70%, 05/15/40 (Call 11/15/39) |
90 | 70,904 | ||||||
2.80%, 05/15/50 (Call 11/15/49) |
50 | 37,212 | ||||||
3.35%, 07/31/24 (Call 04/30/24) |
55 | 54,696 | ||||||
Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44) |
70 | 67,322 | ||||||
Avient Corp., 5.75%, 05/15/25 (Call 10/03/22)(b) |
55 | 54,226 | ||||||
Axalta Coating Systems LLC, 3.38%, 02/15/29 (Call 02/15/24)(b)(c) |
65 | 54,688 | ||||||
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27 (Call 06/15/23)(b)(c) |
75 | 69,487 | ||||||
Celanese U.S. Holdings LLC |
||||||||
1.40%, 08/05/26 (Call 07/05/26) |
40 | 33,632 | ||||||
3.50%, 05/08/24 (Call 04/08/24) |
80 | 77,897 | ||||||
6.17%, 07/15/27 (Call 06/15/27) |
100 | 100,152 | ||||||
6.33%, 07/15/29 (Call 05/15/29) |
100 | 99,402 | ||||||
6.38%, 07/15/32 (Call 04/15/32) |
100 | 99,328 | ||||||
CF Industries Inc., 5.38%, 03/15/44 |
50 | 46,838 | ||||||
Ecolab Inc. |
||||||||
0.90%, 12/15/23 (Call 12/15/22) |
300 | 290,247 | ||||||
2.70%, 11/01/26 (Call 08/01/26) |
20 | 19,224 | ||||||
2.70%, 12/15/51 (Call 06/15/51) |
170 | 120,601 | ||||||
2.75%, 08/18/55 (Call 02/18/55) |
110 | 77,584 | ||||||
3.95%, 12/01/47 (Call 06/01/47) |
20 | 18,181 | ||||||
FMC Corp., 4.50%, 10/01/49 (Call 04/01/49) |
55 | 46,331 | ||||||
HB Fuller Co. |
||||||||
4.00%, 02/15/27 (Call 11/15/26) |
30 | 27,815 |
Security | Par (000) |
Value | ||||||
Chemicals (continued) | ||||||||
4.25%, 10/15/28 (Call 10/15/23) |
$ | 25 | $ | 22,067 | ||||
Ingevity Corp., 3.88%, 11/01/28 (Call 11/01/23)(b) |
40 | 34,501 | ||||||
International Flavors & Fragrances Inc. |
||||||||
1.23%, 10/01/25 (Call 09/01/25)(b) |
170 | 152,667 | ||||||
1.83%, 10/15/27 (Call 08/15/27)(b) |
90 | 77,095 | ||||||
2.30%, 11/01/30 (Call 08/01/30)(b) |
169 | 138,440 | ||||||
3.27%, 11/15/40 (Call 05/15/40)(b) |
92 | 69,276 | ||||||
3.47%, 12/01/50 (Call 06/01/50)(b) |
81 | 59,446 | ||||||
4.38%, 06/01/47 (Call 12/01/46) |
55 | 46,423 | ||||||
4.45%, 09/26/28 (Call 06/26/28) |
15 | 14,566 | ||||||
5.00%, 09/26/48 (Call 03/26/48) |
50 | 46,280 | ||||||
Linde Inc./CT |
||||||||
1.10%, 08/10/30 (Call 05/10/30) |
34 | 27,228 | ||||||
2.00%, 08/10/50 (Call 02/10/50) |
60 | 37,483 | ||||||
2.65%, 02/05/25 (Call 11/05/24) |
35 | 34,062 | ||||||
3.20%, 01/30/26 (Call 10/30/25) |
90 | 88,236 | ||||||
3.55%, 11/07/42 (Call 05/07/42) |
50 | 43,036 | ||||||
Methanex Corp. |
||||||||
4.25%, 12/01/24 (Call 09/01/24) |
20 | 19,508 | ||||||
5.13%, 10/15/27 (Call 04/15/27) |
50 | 45,521 | ||||||
5.25%, 12/15/29 (Call 09/15/29) |
55 | 46,304 | ||||||
5.65%, 12/01/44 (Call 06/01/44) |
20 | 14,694 | ||||||
Nutrien Ltd. |
||||||||
2.95%, 05/13/30 (Call 02/13/30) |
94 | 83,240 | ||||||
3.00%, 04/01/25 (Call 01/01/25) |
20 | 19,405 | ||||||
3.95%, 05/13/50 (Call 11/13/49) |
65 | 55,405 | ||||||
4.00%, 12/15/26 (Call 09/15/26) |
20 | 19,667 | ||||||
4.13%, 03/15/35 (Call 09/15/34) |
55 | 50,093 | ||||||
4.20%, 04/01/29 (Call 01/01/29) |
55 | 53,399 | ||||||
4.90%, 06/01/43 (Call 12/01/42) |
30 | 28,749 | ||||||
5.00%, 04/01/49 (Call 10/01/48) |
51 | 50,379 | ||||||
5.25%, 01/15/45 (Call 07/15/44) |
74 | 72,361 | ||||||
5.63%, 12/01/40 |
5 | 5,155 | ||||||
5.88%, 12/01/36 |
30 | 32,064 | ||||||
OCI NV, 4.63%, 10/15/25 (Call 10/15/22)(b) |
40 | 38,756 | ||||||
PPG Industries Inc. |
||||||||
1.20%, 03/15/26 (Call 02/15/26) |
40 | 35,833 | ||||||
2.40%, 08/15/24 (Call 07/15/24) |
15 | 14,548 | ||||||
2.55%, 06/15/30 (Call 03/15/30) |
100 | 87,383 | ||||||
3.75%, 03/15/28 (Call 12/15/27) |
144 | 139,490 | ||||||
SABIC Capital II BV, 4.50%, 10/10/28(d) |
200 | 202,922 | ||||||
Sherwin-Williams Co. (The) |
||||||||
2.20%, 03/15/32 (Call 12/15/31) |
135 | 109,521 | ||||||
2.30%, 05/15/30 (Call 02/15/30) |
35 | 29,513 | ||||||
2.90%, 03/15/52 (Call 09/15/51) |
60 | 39,943 | ||||||
2.95%, 08/15/29 (Call 05/15/29) |
25 | 22,453 | ||||||
3.30%, 05/15/50 (Call 11/15/49) |
30 | 22,004 | ||||||
3.45%, 08/01/25 (Call 05/01/25) |
10 | 9,785 | ||||||
3.45%, 06/01/27 (Call 03/01/27) |
64 | 61,260 | ||||||
3.80%, 08/15/49 (Call 02/15/49) |
65 | 51,772 | ||||||
3.95%, 01/15/26 (Call 10/15/25) |
15 | 14,836 | ||||||
4.50%, 06/01/47 (Call 12/01/46) |
100 | 89,216 | ||||||
4.55%, 08/01/45 (Call 02/01/45) |
16 | 13,994 | ||||||
Trinseo Materials Operating SCA/Trinseo Materials Finance Inc. |
||||||||
5.13%, 04/01/29 (Call 04/01/24)(b) |
35 | 24,830 | ||||||
5.38%, 09/01/25 (Call 10/03/22)(b)(c) |
45 | 38,821 | ||||||
Tronox Inc., 4.63%, 03/15/29 (Call 03/15/24)(b) |
80 | 66,542 | ||||||
Yara International ASA |
||||||||
3.15%, 06/04/30 (Call 03/04/30)(b) |
105 | 89,077 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Chemicals (continued) | ||||||||
3.80%, 06/06/26 (Call 03/06/26)(b) |
$ | 15 | $ | 14,225 | ||||
4.75%, 06/01/28 (Call 03/01/28)(b)(c) |
130 | 124,580 | ||||||
|
|
|||||||
4,567,225 | ||||||||
Commercial Services — 0.9% | ||||||||
ADT Security Corp. (The) |
||||||||
4.13%, 08/01/29 (Call 08/01/28)(b) |
80 | 68,621 | ||||||
4.88%, 07/15/32(b)(c) |
55 | 46,432 | ||||||
AMN Healthcare Inc. |
||||||||
4.00%, 04/15/29 (Call 04/15/24)(b) |
35 | 30,205 | ||||||
4.63%, 10/01/27 (Call 10/03/22)(b) |
30 | 27,791 | ||||||
APi
Escrow Corp., 4.75%, 10/15/29 |
30 | 25,097 | ||||||
APi Group DE Inc., 4.13%, 07/15/29 (Call 07/15/24)(b)(c) |
26 | 21,419 | ||||||
APX Group Inc. |
||||||||
5.75%, 07/15/29 (Call 07/15/24)(b)(c) |
60 | 49,208 | ||||||
6.75%, 02/15/27 (Call 02/15/23)(b)(c) |
45 | 44,150 | ||||||
ASGN Inc., 4.63%, 05/15/28 (Call 05/15/23)(b) |
55 | 48,838 | ||||||
Ashtead Capital Inc. |
||||||||
1.50%, 08/12/26 (Call 07/12/26)(b) |
15 | 12,908 | ||||||
2.45%, 08/12/31 (Call 05/12/31)(b) |
15 | 11,688 | ||||||
4.00%, 05/01/28 (Call 05/01/23)(b) |
15 | 13,718 | ||||||
Automatic Data Processing Inc. |
||||||||
1.25%, 09/01/30 (Call 06/01/30) |
111 | 90,786 | ||||||
1.70%, 05/15/28 (Call 03/15/28) |
42 | 37,604 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
227 | 224,805 | ||||||
Avis Budget Car Rental LLC/Avis Budget Finance Inc. |
||||||||
4.75%, 04/01/28 (Call 04/01/24)(b) |
35 | 30,568 | ||||||
5.38%, 03/01/29 (Call 03/01/24)(b)(c) |
50 | 43,610 | ||||||
5.75%, 07/15/27 (Call 10/03/22)(b) |
80 | 75,661 | ||||||
Block Financial LLC |
||||||||
2.50%, 07/15/28 (Call 05/15/28) |
130 | 112,885 | ||||||
3.88%, 08/15/30 (Call 05/15/30) |
5 | 4,539 | ||||||
5.25%, 10/01/25 (Call 07/01/25) |
25 | 25,266 | ||||||
Block Inc. |
||||||||
2.75%, 06/01/26 (Call 05/01/26)(c) |
95 | 84,626 | ||||||
3.50%, 06/01/31 (Call 03/01/31)(c) |
80 | 65,750 | ||||||
Carriage Services Inc., 4.25%, 05/15/29 (Call 05/15/24)(b)(c) |
30 | 25,552 | ||||||
Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27) |
135 | 133,101 | ||||||
Deluxe Corp., 8.00%, 06/01/29 (Call 06/01/24)(b) |
40 | 35,606 | ||||||
Element Fleet Management Corp. |
||||||||
1.60%, 04/06/24 (Call 03/06/24)(b)(c) |
117 | 111,033 | ||||||
3.85%, 06/15/25 (Call 05/15/25)(b) |
37 | 35,662 | ||||||
ERAC USA Finance LLC |
||||||||
2.70%, 11/01/23 (Call 09/01/23)(b) |
49 | 48,085 | ||||||
3.30%, 12/01/26 (Call 09/01/26)(b) |
325 | 307,008 | ||||||
3.80%, 11/01/25 (Call 08/01/25)(b) |
67 | 64,972 | ||||||
3.85%, 11/15/24 (Call 08/15/24)(b) |
55 | 54,077 | ||||||
4.20%, 11/01/46 (Call 05/01/46)(b) |
47 | 38,807 | ||||||
4.50%, 02/15/45 (Call 08/15/44)(b) |
70 | 59,877 | ||||||
6.70%, 06/01/34(b) |
5 | 5,543 | ||||||
7.00%, 10/15/37(b) |
20 | 22,657 | ||||||
Gartner Inc. |
||||||||
3.63%, 06/15/29 (Call 06/15/24)(b) |
50 | 43,221 | ||||||
3.75%, 10/01/30 (Call 10/01/25)(b) |
60 | 51,470 | ||||||
4.50%, 07/01/28 (Call 07/01/23)(b) |
55 | 50,816 | ||||||
Graham Holdings Co., 5.75%, 06/01/26 (Call 09/12/22)(b) |
25 | 24,624 | ||||||
Grand Canyon University |
||||||||
4.13%, 10/01/24 |
35 | 33,243 | ||||||
5.13%, 10/01/28 (Call 08/01/28) |
40 | 36,896 | ||||||
GXO Logistics Inc. |
||||||||
1.65%, 07/15/26 (Call 06/15/26) |
150 | 126,849 |
Security | Par (000) |
Value | ||||||
Commercial Services (continued) | ||||||||
2.65%, 07/15/31 (Call 04/15/31) |
$ | 35 | $ | 26,769 | ||||
Herc
Holdings Inc., 5.50%, 07/15/27 |
101 | 95,445 | ||||||
Hertz Corp. (The) |
||||||||
4.63%, 12/01/26 (Call 12/01/23)(b) |
45 | 38,597 | ||||||
5.00%, 12/01/29 (Call 12/01/24)(b) |
80 | 64,370 | ||||||
Korn Ferry, 4.63%, 12/15/27 (Call 12/15/22)(b) |
45 | 41,741 | ||||||
MoneyGram International Inc., 5.38%, 08/01/26 (Call 08/01/23)(b) |
25 | 24,567 | ||||||
Moody’s Corp. |
||||||||
2.00%, 08/19/31 (Call 05/19/31) |
140 | 112,980 | ||||||
2.55%, 08/18/60 (Call 02/18/60) |
82 | 50,065 | ||||||
3.10%, 11/29/61 (Call 05/29/61) |
35 | 24,075 | ||||||
3.25%, 01/15/28 (Call 10/15/27) |
12 | 11,311 | ||||||
3.25%, 05/20/50 (Call 11/20/49) |
46 | 34,282 | ||||||
3.75%, 03/24/25 (Call 02/24/25) |
40 | 39,570 | ||||||
3.75%, 02/25/52 (Call 08/25/51) |
35 | 28,595 | ||||||
4.25%, 02/01/29 (Call 11/01/28) |
2 | 1,975 | ||||||
4.88%, 02/15/24 (Call 11/15/23) |
29 | 29,306 | ||||||
4.88%, 12/17/48 (Call 06/17/48) |
24 | 23,305 | ||||||
5.25%, 07/15/44 |
77 | 77,758 | ||||||
Nielsen Co. Luxembourg SARL (The), 5.00%, 02/01/25 (Call 10/03/22)(b)(c) |
35 | 35,202 | ||||||
Nielsen Finance LLC/Nielsen Finance Co. |
||||||||
4.50%, 07/15/29 (Call 07/15/24)(b) |
45 | 45,209 | ||||||
4.75%, 07/15/31 (Call 07/15/26)(b) |
55 | 54,694 | ||||||
5.63%, 10/01/28 (Call 10/01/23)(b) |
80 | 80,317 | ||||||
5.88%, 10/01/30 (Call 10/01/25)(b) |
60 | 60,196 | ||||||
PayPal Holdings Inc. |
||||||||
1.65%, 06/01/25 (Call 05/01/25) |
59 | 55,580 | ||||||
2.30%, 06/01/30 (Call 03/01/30)(c) |
74 | 63,648 | ||||||
2.40%, 10/01/24 (Call 09/01/24) |
76 | 73,976 | ||||||
2.65%, 10/01/26 (Call 08/01/26) |
95 | 90,165 | ||||||
2.85%, 10/01/29 (Call 07/01/29) |
84 | 76,068 | ||||||
3.25%, 06/01/50 (Call 12/01/49) |
87 | 65,743 | ||||||
4.40%, 06/01/32 (Call 03/01/32) |
200 | 196,982 | ||||||
5.25%, 06/01/62 (Call 12/01/61) |
30 | 29,699 | ||||||
Prime Security Services Borrower LLC/Prime Finance Inc. |
||||||||
3.38%, 08/31/27 (Call 08/31/26)(b) |
80 | 68,864 | ||||||
5.25%, 04/15/24(b) |
55 | 54,519 | ||||||
5.75%, 04/15/26(b) |
115 | 110,990 | ||||||
6.25%, 01/15/28 (Call 01/15/23)(b)(c) |
95 | 84,041 | ||||||
Quanta Services Inc. |
||||||||
2.35%, 01/15/32 (Call 10/15/31) |
85 | 67,029 | ||||||
2.90%, 10/01/30 (Call 07/01/30) |
46 | 39,050 | ||||||
3.05%, 10/01/41 (Call 04/01/41) |
95 | 66,149 | ||||||
RELX Capital Inc. |
||||||||
3.00%, 05/22/30 (Call 02/22/30) |
55 | 49,218 | ||||||
4.00%, 03/18/29 (Call 12/18/28) |
157 | 151,271 | ||||||
Ritchie Bros. Auctioneers Inc., 5.38%, 01/15/25 (Call 10/03/22)(b) |
35 | 34,755 | ||||||
RR Donnelley & Sons Co. |
||||||||
6.13%, 11/01/26 (Call 11/01/23)(b) |
30 | 28,336 | ||||||
8.25%, 07/01/27 (Call 07/01/23) |
35 | 33,255 | ||||||
8.50%, 04/15/29(b) |
26 | 33,870 | ||||||
S&P Global Inc. |
||||||||
1.25%, 08/15/30 (Call 05/15/30) |
34 | 27,206 | ||||||
2.30%, 08/15/60 (Call 02/15/60) |
90 | 54,535 | ||||||
2.45%, 03/01/27 (Call 02/01/27)(b) |
30 | 27,992 | ||||||
2.50%, 12/01/29 (Call 09/01/29) |
15 | 13,272 | ||||||
2.70%, 03/01/29 (Call 01/01/29)(b) |
100 | 91,054 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Commercial Services (continued) | ||||||||
2.90%, 03/01/32 (Call 12/01/31)(b) |
$ | 50 | $ | 44,382 | ||||
2.95%, 01/22/27 (Call 10/22/26) |
12 | 11,516 | ||||||
3.25%, 12/01/49 (Call 06/01/49) |
71 | 55,664 | ||||||
3.70%, 03/01/52 (Call 09/01/51)(b) |
20 | 17,207 | ||||||
3.90%, 03/01/62 (Call 09/01/61)(b) |
5 | 4,303 | ||||||
4.25%, 05/01/29 (Call 02/01/29)(b) |
40 | 39,481 | ||||||
4.75%, 08/01/28 (Call 05/01/28)(b) |
50 | 51,226 | ||||||
Service Corp. International/U.S. |
||||||||
3.38%, 08/15/30 (Call 08/15/25) |
60 | 49,567 | ||||||
4.00%, 05/15/31 (Call 05/15/26) |
60 | 51,389 | ||||||
4.63%, 12/15/27 (Call 12/15/22) |
40 | 37,548 | ||||||
5.13%, 06/01/29 (Call 06/01/24)(c) |
60 | 56,918 | ||||||
7.50%, 04/01/27 |
15 | 15,849 | ||||||
Sodexo Inc. |
||||||||
1.63%, 04/16/26 (Call 03/16/26)(b) |
130 | 117,029 | ||||||
2.72%, 04/16/31 (Call 01/16/31)(b)(c) |
10 | 8,355 | ||||||
Sotheby’s, 7.38%, 10/15/27 (Call 10/15/22)(b)(c) |
50 | 47,473 | ||||||
Sotheby’s/Bidfair Holdings Inc., 5.88%, 06/01/29 (Call 06/01/24)(b) |
30 | 25,646 | ||||||
Transurban Finance Co. Pty Ltd. |
||||||||
2.45%, 03/16/31 (Call 12/16/30)(b) |
42 | 34,092 | ||||||
3.38%, 03/22/27 (Call 12/22/26)(b) |
93 | 87,625 | ||||||
4.13%, 02/02/26 (Call 11/02/25)(b) |
37 | 36,094 | ||||||
TriNet
Group Inc., 3.50%, 03/01/29 |
35 | 30,051 | ||||||
Triton Container International Ltd. |
||||||||
1.15%, 06/07/24 (Call 05/07/24)(b) |
75 | 69,966 | ||||||
2.05%, 04/15/26 (Call 03/15/26)(b)(c) |
107 | 92,937 | ||||||
3.15%, 06/15/31 (Call 03/15/31)(b) |
75 | 58,630 | ||||||
Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 (Call 12/15/31) |
25 | 19,786 | ||||||
United Rentals North America Inc. |
||||||||
3.75%, 01/15/32 (Call 07/15/26) |
65 | 54,462 | ||||||
3.88%, 11/15/27 (Call 11/15/22) |
36 | 33,350 | ||||||
3.88%, 02/15/31 (Call 08/15/25)(c) |
80 | 69,077 | ||||||
4.00%, 07/15/30 (Call 07/15/25)(c) |
50 | 43,494 | ||||||
4.88%, 01/15/28 (Call 01/15/23)(c) |
125 | 116,934 | ||||||
5.25%, 01/15/30 (Call 01/15/25) |
60 | 56,746 | ||||||
5.50%, 05/15/27 (Call 10/03/22) |
44 | 43,576 | ||||||
Verisk Analytics Inc. |
||||||||
3.63%, 05/15/50 (Call 11/15/49) |
34 | 26,370 | ||||||
4.00%, 06/15/25 (Call 03/15/25) |
80 | 79,065 | ||||||
4.13%, 03/15/29 (Call 12/15/28) |
70 | 66,936 | ||||||
5.50%, 06/15/45 (Call 12/15/44) |
37 | 37,293 | ||||||
Williams Scotsman International Inc., 4.63%, 08/15/28 (Call 08/15/23)(b) |
50 | 44,862 | ||||||
WW International Inc., 4.50%, 04/15/29 (Call 04/15/24)(b) |
35 | 21,879 | ||||||
ZipRecruiter
Inc., 5.00%, 01/15/30 |
50 | 41,830 | ||||||
|
|
|||||||
6,991,478 | ||||||||
Computers — 0.5% | ||||||||
Booz Allen Hamilton Inc. |
||||||||
3.88%, 09/01/28 (Call 09/01/23)(b) |
55 | 48,953 | ||||||
4.00%, 07/01/29 (Call 07/01/24)(b) |
50 | 44,585 | ||||||
CGI Inc. |
||||||||
1.45%, 09/14/26 (Call 08/14/26) |
65 | 57,268 | ||||||
2.30%, 09/14/31 (Call 06/14/31) |
100 | 79,182 | ||||||
Crowdstrike Holdings Inc., 3.00%, 02/15/29 (Call 02/15/24)(c) |
60 | 53,114 | ||||||
Dell Inc. |
||||||||
6.50%, 04/15/38 |
45 | 45,317 | ||||||
7.10%, 04/15/28 |
20 | 21,783 |
Security | Par (000) |
Value | ||||||
Computers (continued) | ||||||||
Dell International LLC/EMC Corp. |
||||||||
3.45%, 12/15/51 (Call 06/15/51)(b) |
$ | 105 | $ | 68,509 | ||||
4.00%, 07/15/24 (Call 06/15/24)(c) |
22 | 21,918 | ||||||
4.90%, 10/01/26 (Call 08/01/26) |
52 | 52,214 | ||||||
5.30%, 10/01/29 (Call 07/01/29) |
105 | 104,384 | ||||||
5.85%, 07/15/25 (Call 06/15/25) |
97 | 100,433 | ||||||
6.02%, 06/15/26 (Call 03/15/26) |
159 | 165,199 | ||||||
6.10%, 07/15/27 (Call 05/15/27) |
67 | 70,550 | ||||||
6.20%, 07/15/30 (Call 04/15/30) |
64 | 66,548 | ||||||
8.10%, 07/15/36 (Call 01/15/36) |
116 | 134,764 | ||||||
8.35%, 07/15/46 (Call 01/15/46)(c) |
91 | 110,668 | ||||||
Diebold Nixdorf Inc. |
||||||||
8.50%, 04/15/24 (Call 10/03/22)(c) |
30 | 18,535 | ||||||
9.38%, 07/15/25 (Call 09/16/22)(b)(c) |
50 | 41,140 | ||||||
DXC Technology Co. |
||||||||
1.80%, 09/15/26 (Call 08/15/26)(c) |
40 | 35,233 | ||||||
2.38%, 09/15/28 (Call 07/15/28) |
50 | 42,543 | ||||||
Exela Intermediate LLC/Exela Finance Inc., 11.50%, 07/15/26 (Call 12/01/22)(b) |
40 | 12,983 | ||||||
Fortinet Inc. |
||||||||
1.00%, 03/15/26 (Call 02/15/26) |
22 | 19,431 | ||||||
2.20%, 03/15/31 (Call 12/15/30) |
67 | 53,055 | ||||||
Hewlett Packard Enterprise Co. |
||||||||
1.45%, 04/01/24 (Call 03/01/24) |
73 | 70,121 | ||||||
1.75%, 04/01/26 (Call 03/01/26) |
75 | 68,752 | ||||||
4.45%, 10/02/23 (Call 09/02/23) |
82 | 82,343 | ||||||
4.90%, 10/15/25 (Call 07/15/25) |
54 | 54,841 | ||||||
6.20%, 10/15/35 (Call 04/15/35) |
89 | 94,717 | ||||||
6.35%, 10/15/45 (Call 04/15/45) |
131 | 131,452 | ||||||
HP Inc. |
||||||||
1.45%, 06/17/26 (Call 05/17/26) |
200 | 178,232 | ||||||
2.20%, 06/17/25 (Call 05/17/25) |
90 | 84,903 | ||||||
2.65%, 06/17/31 (Call 03/17/31) |
27 | 21,455 | ||||||
3.00%, 06/17/27 (Call 04/17/27)(c) |
70 | 64,813 | ||||||
3.40%, 06/17/30 (Call 03/17/30) |
142 | 122,836 | ||||||
4.00%, 04/15/29 (Call 02/15/29) |
30 | 28,136 | ||||||
6.00%, 09/15/41(c) |
71 | 68,930 | ||||||
Lenovo Group Ltd., 3.42%, 11/02/30 (Call 08/02/30)(d) |
200 | 162,992 | ||||||
NCR Corp. |
||||||||
5.00%, 10/01/28 (Call 10/01/23)(b) |
60 | 56,487 | ||||||
5.13%, 04/15/29 (Call 04/15/24)(b) |
95 | 88,700 | ||||||
5.25%, 10/01/30 (Call 10/01/25)(b) |
37 | 34,446 | ||||||
5.75%, 09/01/27 (Call 09/12/22)(b) |
30 | 29,045 | ||||||
6.13%, 09/01/29 (Call 09/01/24)(b) |
40 | 38,293 | ||||||
NetApp Inc. |
||||||||
1.88%, 06/22/25 (Call 05/22/25) |
80 | 74,718 | ||||||
2.70%, 06/22/30 (Call 03/22/30) |
62 | 53,271 | ||||||
3.30%, 09/29/24 (Call 07/29/24) |
20 | 19,639 | ||||||
Seagate HDD Cayman |
||||||||
3.13%, 07/15/29 (Call 01/15/24) |
40 | 31,968 | ||||||
3.38%, 07/15/31 (Call 01/15/26) |
45 | 35,181 | ||||||
4.09%, 06/01/29 (Call 03/01/29) |
30 | 25,792 | ||||||
4.13%, 01/15/31 (Call 10/15/30) |
35 | 28,634 | ||||||
4.75%, 01/01/25 |
40 | 39,121 | ||||||
4.88%, 03/01/24 (Call 01/01/24) |
45 | 44,329 | ||||||
4.88%, 06/01/27 (Call 03/01/27) |
40 | 38,001 | ||||||
5.75%, 12/01/34 (Call 06/01/34) |
40 | 35,504 | ||||||
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) |
52 | 42,721 | ||||||
Unisys Corp., 6.88%, 11/01/27 (Call 11/01/23)(b) |
35 | 29,379 | ||||||
Virtusa Corp., 7.13%, 12/15/28 (Call 12/15/23)(b) |
31 | 24,567 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Computers (continued) | ||||||||
Western Digital Corp. |
||||||||
2.85%, 02/01/29 (Call 12/01/28) |
$ | 60 | $ | 48,922 | ||||
3.10%, 02/01/32 (Call 11/01/31) |
75 | 56,536 | ||||||
4.75%, 02/15/26 (Call 11/15/25) |
195 | 187,851 | ||||||
|
|
|||||||
3,765,937 | ||||||||
Cosmetics & Personal Care — 0.1% | ||||||||
Colgate-Palmolive Co. |
||||||||
3.70%, 08/01/47 (Call 02/01/47) |
79 | 70,719 | ||||||
4.00%, 08/15/45 |
42 | 38,747 | ||||||
Edgewell Personal Care Co. |
||||||||
4.13%, 04/01/29 (Call 04/01/24)(b)(c) |
40 | 34,434 | ||||||
5.50%, 06/01/28 (Call 06/01/23)(b) |
70 | 64,856 | ||||||
Estee Lauder Companies Inc. (The) |
||||||||
1.95%, 03/15/31 (Call 12/15/30) |
15 | 12,635 | ||||||
2.00%, 12/01/24 (Call 11/01/24) |
87 | 84,402 | ||||||
2.38%, 12/01/29 (Call 09/01/29) |
69 | 61,349 | ||||||
2.60%, 04/15/30 (Call 01/15/30) |
65 | 58,337 | ||||||
3.13%, 12/01/49 (Call 06/01/49) |
45 | 35,468 | ||||||
3.15%, 03/15/27 (Call 12/15/26) |
63 | 61,349 | ||||||
4.15%, 03/15/47 (Call 09/15/46) |
65 | 60,035 | ||||||
4.38%, 06/15/45 (Call 12/15/44)(c) |
30 | 27,794 | ||||||
6.00%, 05/15/37 |
15 | 17,008 | ||||||
|
|
|||||||
627,133 | ||||||||
Distribution & Wholesale — 0.1% | ||||||||
Ferguson Finance PLC |
||||||||
3.25%, 06/02/30 (Call 03/02/30)(b) |
30 | 25,755 | ||||||
4.50%, 10/24/28 (Call 07/24/28)(b) |
35 | 33,620 | ||||||
IAA Inc., 5.50%, 06/15/27 (Call 10/03/22)(b)(c) |
35 | 32,990 | ||||||
KAR Auction Services Inc., 5.13%, 06/01/25 (Call 10/03/22)(b) |
52 | 51,388 | ||||||
Li & Fung Ltd., 4.38%, 10/04/24 (Call 09/04/24)(d) |
200 | 184,372 | ||||||
Resideo Funding Inc., 4.00%, 09/01/29 (Call 09/01/24)(b) |
25 | 21,229 | ||||||
WW Grainger Inc. |
||||||||
1.85%, 02/15/25 (Call 01/15/25) |
220 | 209,064 | ||||||
3.75%, 05/15/46 (Call 11/15/45) |
115 | 97,753 | ||||||
4.20%, 05/15/47 (Call 11/15/46) |
35 | 31,871 | ||||||
4.60%, 06/15/45 (Call 12/15/44) |
12 | 11,602 | ||||||
|
|
|||||||
699,644 | ||||||||
Diversified Financial Services — 2.3% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust 1.15%, 10/29/23 |
45 | 43,060 | ||||||
1.75%, 01/30/26 (Call 12/30/25) |
160 | 141,221 | ||||||
2.88%, 08/14/24 (Call 07/14/24) |
175 | 167,452 | ||||||
3.00%, 10/29/28 (Call 08/29/28) |
215 | 184,270 | ||||||
3.15%, 02/15/24 (Call 01/15/24) |
150 | 145,326 | ||||||
3.30%, 01/30/32 (Call 10/30/31) |
165 | 132,711 | ||||||
3.40%, 10/29/33 (Call 07/29/33) |
150 | 118,488 | ||||||
3.65%, 07/21/27 (Call 04/21/27) |
120 | 109,202 | ||||||
3.85%, 10/29/41 (Call 04/29/41) |
150 | 111,199 | ||||||
3.88%, 01/23/28 (Call 10/23/27) |
200 | 181,746 | ||||||
4.45%, 10/01/25 (Call 08/01/25) |
200 | 193,950 | ||||||
4.45%, 04/03/26 (Call 02/03/26) |
210 | 203,043 | ||||||
4.63%, 10/15/27 (Call 08/15/27) |
170 | 161,602 | ||||||
Affiliated Managers Group Inc. |
||||||||
3.30%, 06/15/30 (Call 03/15/30) |
100 | 88,123 | ||||||
3.50%, 08/01/25 |
35 | 34,331 | ||||||
4.25%, 02/15/24 |
80 | 79,998 | ||||||
AIG Global Funding |
||||||||
0.45%, 12/08/23(b) |
10 | 9,564 |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
0.65%, 06/17/24(b)(c) |
$ | 75 | $ | 70,505 | ||||
0.90%, 09/22/25(b) |
95 | 85,307 | ||||||
Air Lease Corp. |
||||||||
0.80%, 08/18/24 (Call 07/18/24) |
30 | 27,707 | ||||||
1.88%, 08/15/26 (Call 07/15/26) |
140 | 122,336 | ||||||
2.10%, 09/01/28 (Call 07/01/28) |
25 | 20,534 | ||||||
2.88%, 01/15/26 (Call 12/15/25)(c) |
15 | 13,836 | ||||||
2.88%, 01/15/32 (Call 10/15/31) |
115 | 92,445 | ||||||
3.00%, 02/01/30 (Call 11/01/29) |
130 | 109,127 | ||||||
3.13%, 12/01/30 (Call 09/01/30) |
105 | 87,469 | ||||||
3.25%, 03/01/25 (Call 01/01/25) |
50 | 47,932 | ||||||
3.25%, 10/01/29 (Call 07/01/29) |
105 | 90,048 | ||||||
3.38%, 07/01/25 (Call 06/01/25) |
95 | 90,172 | ||||||
3.75%, 06/01/26 (Call 04/01/26) |
10 | 9,455 | ||||||
4.63%, 10/01/28 (Call 07/01/28) |
45 | 42,394 | ||||||
Ally Financial Inc. |
||||||||
1.45%, 10/02/23 (Call 09/02/23) |
140 | 135,628 | ||||||
2.20%, 11/02/28 (Call 09/02/28) |
20 | 16,512 | ||||||
3.88%, 05/21/24 (Call 04/21/24) |
120 | 118,861 | ||||||
4.63%, 03/30/25 |
75 | 74,809 | ||||||
5.13%, 09/30/24 |
105 | 106,499 | ||||||
5.75%, 11/20/25 (Call 10/21/25) |
75 | 75,855 | ||||||
5.80%, 05/01/25 (Call 04/01/25)(c) |
164 | 167,885 | ||||||
8.00%, 11/01/31 |
200 | 222,002 | ||||||
American Express Co. |
||||||||
0.75%, 11/03/23 |
10 | 9,663 | ||||||
1.65%, 11/04/26 (Call 10/04/26) |
15 | 13,557 | ||||||
2.50%, 07/30/24 (Call 06/30/24) |
80 | 77,832 | ||||||
2.55%, 03/04/27 (Call 02/01/27) |
15 | 13,929 | ||||||
3.00%, 10/30/24 (Call 09/29/24) |
180 | 176,414 | ||||||
3.13%, 05/20/26 (Call 04/20/26) |
80 | 77,217 | ||||||
3.30%, 05/03/27 (Call 04/03/27) |
159 | 152,152 | ||||||
3.40%, 02/22/24 (Call 01/22/24) |
120 | 119,039 | ||||||
3.63%, 12/05/24 (Call 11/04/24) |
39 | 38,780 | ||||||
4.05%, 05/03/29 (Call 03/03/29) |
200 | 194,060 | ||||||
4.05%, 12/03/42 |
105 | 95,400 | ||||||
4.20%, 11/06/25 (Call 10/06/25) |
120 | 120,198 | ||||||
4.42%, 08/03/33 (Call 08/03/32)(a) |
200 | 193,078 | ||||||
American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27) |
20 | 19,243 | ||||||
Ameriprise Financial Inc. |
||||||||
2.88%, 09/15/26 (Call 06/15/26) |
95 | 90,388 | ||||||
3.00%, 04/02/25 (Call 03/02/25) |
67 | 65,251 | ||||||
3.70%, 10/15/24 |
70 | 69,455 | ||||||
4.00%, 10/15/23 |
196 | 196,100 | ||||||
4.50%, 05/13/32 (Call 02/13/32) |
15 | 14,940 | ||||||
Aviation Capital Group LLC |
||||||||
1.95%, 01/30/26 (Call 12/30/25)(b) |
100 | 86,314 | ||||||
1.95%, 09/20/26 (Call 08/20/26)(b) |
50 | 41,953 | ||||||
3.50%, 11/01/27 (Call 07/01/27)(b) |
85 | 72,691 | ||||||
4.13%, 08/01/25 (Call 06/01/25)(b) |
70 | 65,451 | ||||||
4.38%, 01/30/24 (Call 12/30/23)(b) |
95 | 92,544 | ||||||
4.88%, 10/01/25 (Call 07/01/25)(b) |
86 | 81,988 | ||||||
5.50%, 12/15/24 (Call 11/15/24)(b) |
75 | 73,534 | ||||||
B3 SA - Brasil Bolsa Balcao, 4.13%, 09/20/31(d) |
200 | 169,608 | ||||||
Bocom Leasing Management Hong Kong Co. Ltd., 1.13%, 06/18/24(d) |
200 | 188,602 | ||||||
Cboe Global Markets Inc. |
||||||||
3.00%, 03/16/32 (Call 12/16/31) |
10 | 8,860 | ||||||
3.65%, 01/12/27 (Call 10/12/26) |
30 | 29,315 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
CCBL Cayman 1 Corp. Ltd., 1.60%, 09/15/26 (Call 08/15/26)(d) |
$ | 200 | $ | 179,252 | ||||
CDBL Funding 1, 3.50%, 10/24/27(d) |
200 | 188,522 | ||||||
Charles Schwab Corp. (The) |
||||||||
0.90%, 03/11/26 (Call 02/11/26) |
20 | 17,997 | ||||||
1.15%, 05/13/26 (Call 04/13/26) |
40 | 36,070 | ||||||
1.65%, 03/11/31 (Call 12/11/30) |
210 | 169,525 | ||||||
1.95%, 12/01/31 (Call 09/01/31) |
45 | 36,725 | ||||||
2.00%, 03/20/28 (Call 01/20/28) |
65 | 58,439 | ||||||
2.30%, 05/13/31 (Call 02/13/31) |
15 | 12,773 | ||||||
2.75%, 10/01/29 (Call 07/01/29) |
80 | 72,066 | ||||||
2.90%, 03/03/32 (Call 12/03/31) |
5 | 4,412 | ||||||
3.20%, 03/02/27 (Call 12/02/26) |
55 | 53,249 | ||||||
3.20%, 01/25/28 (Call 10/25/27) |
189 | 180,325 | ||||||
3.25%, 05/22/29 (Call 02/22/29) |
40 | 37,494 | ||||||
3.30%, 04/01/27 (Call 01/01/27) |
20 | 19,397 | ||||||
3.45%, 02/13/26 (Call 11/13/25) |
35 | 34,529 | ||||||
3.55%, 02/01/24 (Call 01/01/24) |
65 | 64,800 | ||||||
3.85%, 05/21/25 (Call 03/21/25) |
55 | 55,089 | ||||||
4.00%, 02/01/29 (Call 11/01/28) |
10 | 9,836 | ||||||
4.20%, 03/24/25 (Call 02/24/25) |
105 | 105,475 | ||||||
4.63%, 03/22/30 (Call 12/22/29) |
75 | 76,006 | ||||||
China Development Bank Financial Leasing Co. Ltd., 2.88%, 09/28/30 (Call 09/28/25)(a)(d) |
200 | 188,330 | ||||||
CI Financial Corp. |
||||||||
3.20%, 12/17/30 (Call 09/17/30) |
35 | 26,553 | ||||||
4.10%, 06/15/51 (Call 12/15/50) |
125 | 81,794 | ||||||
CICC Hong Kong Finance 2016 MTN Ltd., 2.00%, 01/26/26(d) |
200 | 185,568 | ||||||
CME Group Inc. |
||||||||
3.00%, 03/15/25 (Call 12/15/24) |
115 | 112,783 | ||||||
3.75%, 06/15/28 (Call 03/15/28) |
60 | 58,947 | ||||||
4.15%, 06/15/48 (Call 12/15/47) |
15 | 14,279 | ||||||
5.30%, 09/15/43 (Call 03/15/43) |
65 | 70,717 | ||||||
Coinbase Global Inc. |
||||||||
3.38%, 10/01/28 (Call 10/01/24)(b) |
60 | 39,300 | ||||||
3.63%, 10/01/31 (Call 10/01/26)(b) |
95 | 57,844 | ||||||
Discover Financial Services |
||||||||
4.10%, 02/09/27 (Call 11/09/26) |
95 | 91,478 | ||||||
4.50%, 01/30/26 (Call 11/30/25) |
155 | 152,591 | ||||||
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27) |
20 | 19,144 | ||||||
Franklin Resources Inc. |
||||||||
1.60%, 10/30/30 (Call 07/30/30) |
95 | 75,477 | ||||||
2.85%, 03/30/25 |
55 | 53,242 | ||||||
2.95%, 08/12/51 (Call 02/12/51) |
50 | 34,640 | ||||||
ICBCIL Finance Co. Ltd. |
||||||||
1.75%, 08/25/25(d) |
200 | 184,974 | ||||||
1.75%, 08/02/26(d) |
200 | 181,320 | ||||||
Intercontinental Exchange Inc. |
||||||||
1.85%, 09/15/32 (Call 06/15/32) |
85 | 67,067 | ||||||
2.10%, 06/15/30 (Call 03/15/30) |
150 | 126,669 | ||||||
2.65%, 09/15/40 (Call 03/15/40) |
92 | 68,201 | ||||||
3.00%, 06/15/50 (Call 12/15/49) |
110 | 80,217 | ||||||
3.00%, 09/15/60 (Call 03/15/60) |
75 | 50,870 | ||||||
3.10%, 09/15/27 (Call 06/15/27) |
104 | 98,505 | ||||||
3.65%, 05/23/25 (Call 04/23/25) |
5 | 4,946 | ||||||
3.75%, 12/01/25 (Call 09/01/25) |
115 | 113,898 | ||||||
3.75%, 09/21/28 (Call 06/21/28) |
35 | 33,865 | ||||||
4.25%, 09/21/48 (Call 03/21/48) |
180 | 161,386 | ||||||
4.60%, 03/15/33 (Call 12/15/32) |
210 | 207,931 |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
4.95%, 06/15/52 (Call 12/15/51) |
$ | 25 | $ | 24,582 | ||||
5.20%, 06/15/62 (Call 12/15/61) |
10 | 9,839 | ||||||
Intercorp Financial Services Inc., 4.13%, 10/19/27 (Call 07/19/27)(c)(d) |
200 | 176,520 | ||||||
Invesco Finance PLC |
||||||||
3.75%, 01/15/26 |
64 | 62,481 | ||||||
4.00%, 01/30/24 |
139 | 138,291 | ||||||
5.38%, 11/30/43 |
30 | 29,559 | ||||||
Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) |
50 | 50,143 | ||||||
Legg Mason Inc. |
||||||||
4.75%, 03/15/26 |
80 | 80,882 | ||||||
5.63%, 01/15/44 |
64 | 66,064 | ||||||
LPL Holdings Inc. |
||||||||
4.00%, 03/15/29 (Call 03/15/24)(b) |
70 | 62,501 | ||||||
4.38%, 05/15/31 (Call 05/15/26)(b) |
30 | 26,393 | ||||||
4.63%, 11/15/27 (Call 11/15/22)(b) |
30 | 28,227 | ||||||
LSEGA Financing PLC |
||||||||
0.65%, 04/06/24 (Call 03/06/24)(b) |
190 | 179,214 | ||||||
1.38%, 04/06/26 (Call 03/06/26)(b) |
15 | 13,491 | ||||||
2.00%, 04/06/28 (Call 02/06/28)(b) |
335 | 293,601 | ||||||
2.50%, 04/06/31 (Call 01/06/31)(b) |
25 | 21,510 | ||||||
3.20%, 04/06/41 (Call 10/06/40)(b) |
20 | 15,918 | ||||||
Mastercard Inc. |
||||||||
1.90%, 03/15/31 (Call 12/15/30) |
37 | 31,625 | ||||||
2.00%, 03/03/25 (Call 02/03/25) |
75 | 71,944 | ||||||
2.00%, 11/18/31 (Call 08/18/31) |
25 | 21,042 | ||||||
2.95%, 11/21/26 (Call 08/21/26) |
64 | 61,869 | ||||||
2.95%, 06/01/29 (Call 03/01/29) |
79 | 73,777 | ||||||
2.95%, 03/15/51 (Call 09/15/50) |
67 | 51,498 | ||||||
3.30%, 03/26/27 (Call 01/26/27) |
77 | 75,362 | ||||||
3.35%, 03/26/30 (Call 12/26/29) |
139 | 132,197 | ||||||
3.38%, 04/01/24 |
199 | 198,351 | ||||||
3.50%, 02/26/28 (Call 11/26/27) |
60 | 58,795 | ||||||
3.65%, 06/01/49 (Call 12/01/48) |
70 | 61,263 | ||||||
3.80%, 11/21/46 (Call 05/21/46) |
44 | 39,805 | ||||||
3.85%, 03/26/50 (Call 09/26/49) |
114 | 103,055 | ||||||
3.95%, 02/26/48 (Call 08/26/47) |
52 | 47,745 | ||||||
Mitsubishi HC Capital Inc. |
||||||||
3.64%, 04/13/25 (Call 03/13/25)(b) |
10 | 9,772 | ||||||
3.97%, 04/13/30 (Call 01/13/30)(b)(c) |
10 | 9,606 | ||||||
Morgan Stanley Domestic Holdings Inc. |
||||||||
3.80%, 08/24/27 (Call 05/24/27) |
65 | 62,655 | ||||||
4.50%, 06/20/28 (Call 03/20/28) |
155 | 153,461 | ||||||
Nasdaq Inc. |
||||||||
1.65%, 01/15/31 (Call 10/15/30) |
100 | 79,619 | ||||||
2.50%, 12/21/40 (Call 06/21/40) |
76 | 52,870 | ||||||
3.25%, 04/28/50 (Call 10/28/49) |
60 | 44,620 | ||||||
3.85%, 06/30/26 (Call 03/30/26) |
130 | 128,020 | ||||||
Nationstar Mortgage Holdings Inc. |
||||||||
5.13%, 12/15/30 (Call 12/15/25)(b) |
52 | 40,932 | ||||||
5.50%, 08/15/28 (Call 08/15/23)(b) |
65 | 54,770 | ||||||
5.75%, 11/15/31 (Call 11/15/26)(b) |
45 | 35,734 | ||||||
6.00%, 01/15/27 (Call 01/15/23)(b) |
50 | 44,679 | ||||||
Nomura Holdings Inc. |
||||||||
1.65%, 07/14/26 |
200 | 176,336 | ||||||
1.85%, 07/16/25 |
340 | 312,933 | ||||||
2.61%, 07/14/31 |
200 | 160,070 | ||||||
2.65%, 01/16/25 |
115 | 109,486 | ||||||
3.10%, 01/16/30 |
200 | 170,790 |
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® ESG Advanced Total USD Bond Market ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) | ||||||||
OneMain Finance Corp. |
||||||||
4.00%, 09/15/30 (Call 09/15/25) |
$ | 100 | $ | 74,668 | ||||
5.38%, 11/15/29 (Call 05/15/29) |
100 | 82,894 | ||||||
6.63%, 01/15/28 (Call 07/15/27)(c) |
100 | 91,928 | ||||||
6.88%, 03/15/25 |
100 | 97,405 | ||||||
7.13%, 03/15/26 |
75 | 69,880 | ||||||
PennyMac Financial Services Inc. |
||||||||
4.25%, 02/15/29 (Call 02/15/24)(b) |
50 | 39,180 | ||||||
5.38%, 10/15/25 (Call 10/15/22)(b)(c) |
50 | 45,758 | ||||||
5.75%, 09/15/31 (Call 09/15/26)(b) |
40 | 32,477 | ||||||
PRA Group Inc. |
||||||||
5.00%, 10/01/29 (Call 10/01/24)(b) |
25 | 21,473 | ||||||
7.38%, 09/01/25 (Call 10/03/22)(b)(c) |
30 | 29,797 | ||||||
Radian Group Inc. |
||||||||
4.50%, 10/01/24 (Call 07/01/24) |
51 | 49,032 | ||||||
4.88%, 03/15/27 (Call 09/15/26) |
32 | 29,820 | ||||||
6.63%, 03/15/25 (Call 09/15/24) |
55 | 55,102 | ||||||
Raymond James Financial Inc. |
||||||||
3.75%, 04/01/51 (Call 10/01/50)(c) |
36 | 29,080 | ||||||
4.65%, 04/01/30 (Call 01/01/30) |
111 | 109,005 | ||||||
4.95%, 07/15/46 |
5 | 4,876 | ||||||
Shinhan Card Co. Ltd., 1.38%, 10/19/25(d) |
200 | 180,766 | ||||||
SLM Corp. |
||||||||
3.13%, 11/02/26 (Call 10/02/26) |
40 | 33,350 | ||||||
4.20%, 10/29/25 (Call 09/29/25) |
40 | 36,955 | ||||||
State Elite Global Ltd., 1.50%, 09/29/26(d) |
200 | 181,930 | ||||||
StoneX Group Inc., 8.63%, 06/15/25 (Call 10/03/22)(b) |
35 | 35,956 | ||||||
Synchrony Financial |
||||||||
2.88%, 10/28/31 (Call 07/28/31)(c) |
35 | 26,998 | ||||||
3.70%, 08/04/26 (Call 05/04/26)(c) |
10 | 9,368 | ||||||
3.95%, 12/01/27 (Call 09/01/27) |
60 | 54,574 | ||||||
4.25%, 08/15/24 (Call 05/15/24) |
15 | 14,825 | ||||||
4.38%, 03/19/24 (Call 02/19/24) |
300 | 298,857 | ||||||
4.50%, 07/23/25 (Call 04/23/25) |
115 | 112,435 | ||||||
5.15%, 03/19/29 (Call 12/19/28) |
119 | 113,256 | ||||||
Visa Inc. |
||||||||
0.75%, 08/15/27 (Call 06/15/27) |
110 | 95,363 | ||||||
1.10%, 02/15/31 (Call 11/15/30) |
90 | 71,931 | ||||||
1.90%, 04/15/27 (Call 02/15/27) |
122 | 112,610 | ||||||
2.00%, 08/15/50 (Call 02/15/50) |
152 | 99,303 | ||||||
2.05%, 04/15/30 (Call 01/15/30) |
102 | 89,434 | ||||||
2.70%, 04/15/40 (Call 10/15/39) |
79 | 63,213 | ||||||
2.75%, 09/15/27 (Call 06/15/27) |
5 | 4,765 | ||||||
3.15%, 12/14/25 (Call 09/14/25) |
427 | 417,956 | ||||||
3.65%, 09/15/47 (Call 03/15/47) |
52 | 46,053 | ||||||
4.15%, 12/14/35 (Call 06/14/35) |
100 | 99,113 | ||||||
4.30%, 12/14/45 (Call 06/14/45)(c) |
302 | 291,451 | ||||||
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) |
50 | 39,919 | ||||||
2.85%, 01/10/25 (Call 12/10/24) |
92 | 88,310 | ||||||
6.20%, 11/17/36 |
65 | 64,328 | ||||||
|
|
|||||||
18,257,938 | ||||||||
Electric — 0.4% | ||||||||
Adani Green Energy Ltd., 4.38%, 09/08/24(d) |
200 | 179,682 | ||||||
AEP Texas Inc., 3.80%, 10/01/47 (Call 04/01/47) |
60 | 48,206 | ||||||
American Transmission Systems Inc. |
||||||||
2.65%, 01/15/32 (Call 10/15/31)(b)(c) |
225 | 189,445 | ||||||
5.00%, 09/01/44 (Call 03/01/44)(b) |
50 | 48,471 |
Security | Par (000) |
Value | ||||||
Electric (continued) | ||||||||
CenterPoint Energy Houston Electric LLC |
||||||||
3.55%, 08/01/42 (Call 02/01/42) |
$ | 100 | $ | 85,065 | ||||
3.95%, 03/01/48 (Call 09/01/47) |
45 | 39,970 | ||||||
4.50%, 04/01/44 (Call 10/01/43) |
85 | 80,840 | ||||||
Series AA, 3.00%, 02/01/27 (Call 11/01/26) |
15 | 14,344 | ||||||
Series AC, 4.25%, 02/01/49 (Call 08/01/48) |
75 | 69,868 | ||||||
Series AD, 2.90%, 07/01/50 (Call 01/01/50) |
45 | 33,422 | ||||||
Series AE, 2.35%, 04/01/31 (Call 01/01/31) |
60 | 51,943 | ||||||
Series AG, 3.00%, 03/01/32 (Call 12/01/31)(c) |
25 | 22,680 | ||||||
Series K2, 6.95%, 03/15/33 |
10 | 11,910 | ||||||
Cleveland Electric Illuminating Co. (The), 4.55%, 11/15/30 (Call 08/15/30)(b) |
75 | 73,579 | ||||||
Consorcio Transmantaro SA, 4.70%, 04/16/34(c)(d) |
200 | 185,374 | ||||||
FirstEnergy Transmission LLC |
||||||||
2.87%, 09/15/28 (Call 07/15/28)(b) |
85 | 75,446 | ||||||
4.35%, 01/15/25 (Call 10/15/24)(b) |
45 | 44,288 | ||||||
4.55%, 04/01/49 (Call 10/01/48)(b) |
35 | 30,357 | ||||||
5.45%, 07/15/44 (Call 01/15/44)(b) |
30 | 29,598 | ||||||
ITC Holdings Corp. |
||||||||
2.95%, 05/14/30 (Call 02/14/30)(b) |
81 | 70,846 | ||||||
3.25%, 06/30/26 (Call 03/30/26) |
65 | 61,946 | ||||||
3.35%, 11/15/27 (Call 08/15/27) |
90 | 85,261 | ||||||
3.65%, 06/15/24 (Call 03/15/24) |
43 | 42,382 | ||||||
5.30%, 07/01/43 (Call 01/01/43) |
45 | 43,779 | ||||||
Jersey Central Power & Light Co., 2.75%, 03/01/32 (Call 12/01/31)(b) |
20 | 16,918 | ||||||
Mid-Atlantic Interstate Transmission LLC, 4.10%, 05/15/28 (Call 02/15/28)(b) |
80 | 77,194 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
4.30%, 03/15/49 (Call 09/15/48) |
50 | 45,440 | ||||||
4.40%, 11/01/48 (Call 05/01/48) |
100 | 91,818 | ||||||
5.25%, 04/20/46 (Call 04/20/26), (3 mo. LIBOR US + 3.630%)(a) |
30 | 28,028 | ||||||
Ohio Power Co. |
||||||||
4.00%, 06/01/49 (Call 12/01/48) |
105 | 88,366 | ||||||
4.15%, 04/01/48 (Call 10/01/47) |
50 | 43,431 | ||||||
Series P, 2.60%, 04/01/30 (Call 01/01/30) |
70 | 61,210 | ||||||
Series Q, 1.63%, 01/15/31 (Call 10/15/30) |
50 | 40,045 | ||||||
Series R, 2.90%, 10/01/51 (Call 04/01/51) |
20 | 14,309 | ||||||
Oncor Electric Delivery Co. LLC |
||||||||
2.70%, 11/15/51 (Call 05/15/51) |
5 | 3,558 | ||||||
2.75%, 05/15/30 (Call 02/15/30) |
105 | 95,388 | ||||||
2.95%, 04/01/25 (Call 01/01/25) |
30 | 29,167 | ||||||
3.10%, 09/15/49 (Call 03/15/49) |
146 | 113,032 | ||||||
3.70%, 11/15/28 (Call 08/15/28) |
6 | 5,811 | ||||||
3.70%, 05/15/50 (Call 11/15/49) |
5 | 4,291 | ||||||
3.75%, 04/01/45 (Call 10/01/44) |
60 | 51,357 | ||||||
3.80%, 09/30/47 (Call 03/30/47) |
35 | 30,576 | ||||||
3.80%, 06/01/49 (Call 12/01/48) |
100 | 87,106 | ||||||
4.10%, 11/15/48 (Call 05/15/48) |
20 | 18,193 | ||||||
4.55%, 12/01/41 (Call 06/01/41) |
5 | 4,833 | ||||||
5.25%, 09/30/40 |
25 | 26,000 | ||||||
5.35%, 10/01/52 (Call 04/01/52) |
30 | 31,733 | ||||||
Pennsylvania Electric Co., 3.60%, 06/01/29 (Call 03/01/29)(b) |
15 | 14,011 | ||||||
Potomac Electric Power Co. |
||||||||
3.60%, 03/15/24 (Call 12/15/23) |
65 | 64,637 | ||||||
4.15%, 03/15/43 (Call 09/15/42) |
102 | 92,131 | ||||||
PPL Electric Utilities Corp. |
||||||||
3.00%, 10/01/49 (Call 04/01/49) |
65 | 48,566 | ||||||
3.95%, 06/01/47 (Call 12/01/46) |
65 | 57,536 |
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 |