|
FEBRUARY 28, 2022 |
2022 Annual Report
|
iShares Trust
· iShares ESG Aware 1-5 Year USD Corporate Bond ETF | SUSB | NASDAQ
· iShares ESG Aware U.S. Aggregate Bond ETF | EAGG | NYSE Arca
· iShares ESG Aware USD Corporate Bond ETF | SUSC | NASDAQ
Dear Shareholder,
The 12-month reporting period as of February 28, 2022 saw a continuation of the resurgent growth that followed the initial coronavirus (or “COVID-19”) pandemic reopening, albeit at a slower pace. The global economy weathered the emergence of several variant strains and the resulting peaks and troughs in infections amid optimism that increasing vaccinations and economic adaptation could help contain the pandemic’s disruptions. However, rapid changes in consumer spending led to supply constraints and elevated inflation. Moreover, while the foremost effect of Russia’s invasion of Ukraine has been a severe humanitarian crisis, the invasion has presented challenges for both investors and policymakers.
Equity prices were mixed, as persistently high inflation drove investors’ expectations for higher interest rates, which particularly weighed on relatively high valuation growth stocks and economically sensitive small-capitalization stocks. Overall, small-capitalization U.S. stocks declined, while large-capitalization U.S. stocks posted a solid advance. International equities from developed markets gained slightly, although emerging market stocks declined, 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 during the reporting period as the economy expanded rapidly and inflation reached its highest annualized reading in decades. In the corporate bond market, the improving economy assuaged credit concerns and led to modest returns for high-yield corporate bonds, outpacing the negative return of investment-grade corporate bonds.
The U.S. Federal Reserve (the “Fed”) maintained accommodative monetary policy during the reporting period by keeping near-zero interest rates. However, the Fed’s tone shifted during the period, as it reduced its bond-buying program and raised the prospect of higher rates in 2022. Continued high inflation and the Fed’s new stance led many analysts to anticipate that the Fed will raise interest rates multiple times throughout the year.
Looking ahead, however, the horrific war in Ukraine has significantly clouded the outlook for the global economy. Sanctions on Russia and general wartime disruption are likely to drive already-high commodity prices even further upwards, and we have already seen spikes in energy and metal markets. While this will exacerbate inflationary pressure, it could also constrain economic growth, making the Fed’s way forward less clear. Its challenge will be combating inflation without stifling a recovery that is now facing additional supply shocks.
In this environment, we favor an overweight to equities, as we believe low interest rates and continued economic growth will support further gains, albeit likely more modest than what we saw in 2021. Sectors that are better poised to manage the transition to a lower-carbon world, such as technology and health care, are particularly attractive in the long term. U.S. and other developed market equities have room for further growth, while we believe Chinese equities stand to gain from a more accommodative monetary and fiscal environment. We are underweight long-term credit, but inflation-protected U.S. Treasuries, Asian fixed income, and emerging market local-currency bonds offer potential opportunities. We believe that international diversification and a focus on sustainability can help provide portfolio resilience, and the disruption created by the coronavirus appears to be accelerating the shift toward sustainable investments.
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.
Sincerely,
Rob Kapito
President, BlackRock, Inc.
Rob Kapito
President, BlackRock, Inc.
Total Returns as of February 28, 2022 | ||||||||
6-Month | 12-Month | |||||||
U.S.
large cap equities |
(2.62)% | 16.39% | ||||||
U.S.
small cap equities Index) |
(9.46) | (6.01) | ||||||
International
equities |
(6.78) | 2.83 | ||||||
Emerging
market equities |
(9.81) | (10.69) | ||||||
3-month
Treasury bills |
0.02 | 0.04 | ||||||
U.S.
Treasury securities |
(3.94) | (1.67) | ||||||
U.S.
investment grade bonds Bond Index) |
|
(4.07) |
|
(2.64) | ||||
Tax-exempt
municipal bonds |
(3.09) | (0.66) | ||||||
U.S.
high yield bonds |
(3.07) | 0.64 | ||||||
Past performance is not an indication of future results. Index performance is shown for illustrative purposes only. You cannot invest directly in an index. |
|
2 |
T H I S P A G E I S N O T P A R T O F Y O U R F U N D R E P O R T |
Page | ||||
|
||||
2 | ||||
4 | ||||
5 | ||||
11 | ||||
11 | ||||
12 | ||||
Financial Statements |
||||
106 | ||||
107 | ||||
108 | ||||
110 | ||||
113 | ||||
122 | ||||
123 | ||||
124 | ||||
125 | ||||
126 | ||||
129 | ||||
130 |
iShares Trust
U.S. Bond Market Overview
U.S. investment-grade bonds lost ground during the 12 months ended February 28, 2022 (the “reporting period”). The Bloomberg U.S. Aggregate Bond Index, a broad measure of U.S. bond performance, returned -2.64% in this interval.
The market downturn reflected a shift from an environment dominated by the adverse economic effects of COVID-19 to one characterized by improving growth and rising inflation. As vaccines were rolled out and lockdowns related to the virus gradually eased, economic growth rebounded in kind. U.S. GDP rose nearly 6% in real (after-inflation) terms in 2021, up from -3.4% in 2020. However, the supply of goods and labor was insufficient to keep up with the increase in demand. These circumstances translated to a surge in inflation, with sharply rising prices for commodities, consumer products, housing costs and labor. Inflation, as measured by the U.S. Core Personal Consumption Index, moved north of 4% in October 2021 and exceeded 5% in January 2022 – well above its range of recent years.
The U.S. Federal Reserve (“Fed”) at first did not adjust its monetary policy in response to accelerating inflation, calling the uptrend “transitory.” As inflation in fact persisted, the Fed shifted gears in November 2021 by announcing it would taper the stimulative bond-buying program known as quantitative easing. It also stated its intention to begin raising interest rates. Investors, appearing to sense that the Fed had fallen behind the curve in fighting inflation, soon began to price in the possibility of as many as six to seven rate increases in 2022.
Late in the period, Russia’s invasion of Ukraine led to a large increase in uncertainty and somewhat dampened expectations regarding the likely extent of Fed tightening. At the same time, commodity prices surged in anticipation that the sanctions levied on Russia would further constrict the available supply of raw materials. Expectations for future inflation therefore remained elevated as of the end of February, limiting the typical “flight to quality” into higher-rated bonds.
Yields on U.S. Treasuries rose, as prices fell, in the annual period. Short-dated issues, which are most sensitive to Fed policy, were hardest hit in the downturn. The yield on the two-year note surged from 0.13% at the beginning of the period to 1.43% by February 28, 2022. Longer-dated bonds, where prices are driven more by longer-term growth expectations than the Fed, held up better on a relative basis. The 10-year yield moved from 1.41% to 1.83% over the 12-month interval, while the 30-year bond stayed even around 2.15%.
Investment-grade corporate bonds experienced a loss and lagged the broader market. Corporate issues performed reasonably well through most of 2021, when the generally favorable investment backdrop encouraged investors to take on greater risk in search of more attractive yields. However, corporates gave up all of their previous gains in January and February 2022 after the start of the Russia-Ukraine conflict fueled a spike in the market’s aversion to risk.
Securitized assets also posted negative returns, underperforming Treasuries but finishing slightly ahead of corporate bonds. Although the housing market remained robust, mortgage-backed securities—which make up the bulk of the category—nonetheless lost ground in the environment of rising interest rates.
4 |
2 0 2 2 I S H A R E S 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 February 28, 2022 | iShares® ESG Aware 1-5 Year USD Corporate Bond ETF |
Investment Objective
The iShares ESG Aware 1-5 Year USD Corporate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds having remaining maturities between one and five years and issued by companies that have positive environmental, social and governance characteristics while seeking to exhibit risk and return characteristics similar to those of the parent index of such index, as represented by the Bloomberg MSCI US Corporate 1-5 Year ESG Focus Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus 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 | |||||||||||||||||||
1 Year |
Since Inception |
1 Year |
Since Inception |
|||||||||||||||||
Fund NAV |
(2.33 | )% | 2.22 | % | (2.33 | )% | 10.75 | % | ||||||||||||
Fund Market |
(2.23 | ) | 2.24 | (2.23 | ) | 10.84 | ||||||||||||||
Index |
(2.13 | ) | 2.50 | (2.13 | ) | 12.11 |
GROWTH OF $10,000 INVESTMENT
(SINCE INCEPTION AT NET ASSET VALUE)
The inception date of the Fund was 7/11/17. The first day of secondary market trading was 7/13/17.
Past performance is no guarantee 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” on page 11 for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||||||
|
Beginning Account Value (09/01/21) |
|
Ending Account Value (02/28/22) |
|
Expenses Paid During the Period |
(a) |
|
Beginning Account Value (09/01/21) |
|
Ending Account Value (02/28/22) |
|
Expenses Paid During the Period |
(a) |
|
Annualized Expense Ratio |
| ||||||||||||||||||
$ | 1,000.00 | $ | 971.10 | $ | 0.59 | $ | 1,000.00 | $ | 1,024.20 | $ | 0.60 | 0.12 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (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 “Shareholder Expenses” for more information. |
F U N D S U M M A R Y |
5 |
Fund Summary as of February 28, 2022 (continued) | iShares® ESG Aware 1-5 Year USD Corporate Bond ETF |
Portfolio Management Commentary
The bond market in the U.S. experienced a challenging year broadly, while investment-grade (“IG”) corporate bonds with positive environmental, social, and governance (“ESG”) characteristics performed similarly to their traditional IG sector. Short-term issues experienced a meaningful downturn due to expectations for tighter Fed policy, weighing on returns for the Index. Although bonds with higher ESG ratings sold off in tandem with the broader fixed-income market, the ESG space continued to benefit from robust inflows and an increased focus from investors, corporations, regulators and other key stakeholders.
In terms of relative performance, the Index slightly underperformed the broader market, as represented by the Bloomberg US Corporate 1-5 Year Index. Relative to the broader market, the ESG selection process leads to overweight and underweight positions in bonds with higher or lower ESG characteristics, respectively. Consequently, the Index achieved an ESG quality score that was higher than the broader market, with lower exposure to carbon intensive companies.
The Index was overweight in industrials and utilities and underweight in financials compared to the market as a whole. Within the industrials sector, the Index’s largest overweights were in the information technology and consumer cyclical industries, and energy and communications were its most notable underweights. Electricity was the key driver of the Index’s overweight in utilities, while its underweight in financials largely stemmed from below-benchmark weightings in insurance and finance companies.
Portfolio Information
ALLOCATION BY CREDIT QUALITY
Moody’s Credit Rating* | |
Percent of Total Investments |
(a) | |
Aaa |
1.6 | % | ||
Aa |
3.8 | |||
A |
47.1 | |||
Baa |
45.8 | |||
Ba |
0.7 | |||
Not Rated |
1.0 |
ALLOCATION BY MATURITY
Maturity | |
Percent of Total Investments |
(a) | |
0-1 Year |
0.1 | % | ||
1-2 Years |
19.7 | |||
2-3 Years |
25.0 | |||
3-4 Years |
31.9 | |||
4-5 Years |
17.4 | |||
5-6 Years |
4.8 | |||
6-7 Years |
0.2 | |||
7-8 Years |
0.3 | |||
9-10 Years |
0.4 | |||
21-22 Years |
0.2 |
* |
Credit quality ratings shown reflect the ratings assigned by Moody’s Investors Service (“Moody’s”), a widely used independent, nationally recognized statistical rating organization. Moody’s credit ratings are opinions of the credit quality of individual obligations or of an issuer’s general creditworthiness. Investment grade ratings are credit ratings of Baa or higher. Below investment grade ratings are credit ratings of Ba or lower. Unrated investments do not necessarily indicate low credit quality. Credit quality ratings are subject to change. |
(a) |
Excludes money market funds. |
6 |
2 0 2 2 I S H A R E S 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 February 28, 2022 | iShares® ESG Aware U.S. Aggregate Bond ETF |
Investment Objective
The iShares ESG Aware U.S. Aggregate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade bonds from issuers generally evaluated for favorable environmental, social and governance practices while seeking to exhibit risk and return characteristics similar to those of the broad U.S. dollar-denominated investment-grade bond market, as represented by the Bloomberg MSCI US Aggregate ESG Focus Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Aggregate ESG Focus 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 | |||||||||||||||||||
1 Year |
Since Inception |
1 Year |
Since Inception |
|||||||||||||||||
Fund NAV |
(2.78 | )% | 3.89 | % | (2.78 | )% | 13.73 | % | ||||||||||||
Fund Market |
(2.72 | ) | 3.92 | (2.72 | ) | 13.81 | ||||||||||||||
Index |
(2.65 | ) | 4.02 | (2.65 | ) | 14.19 |
GROWTH OF $10,000 INVESTMENT
(SINCE INCEPTION AT NET ASSET VALUE)
The inception date of the Fund was 10/18/18. The first day of secondary market trading was 10/23/18.
Past performance is no guarantee 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” on page 11 for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||||||
|
Beginning Account Value (09/01/21) |
|
Ending Account Value (02/28/22) |
|
|
Expenses Paid During the Period |
(a) |
|
Beginning Account Value (09/01/21) |
|
|
Ending Account Value (02/28/22) |
|
|
Expenses Paid During the Period |
(a) |
|
Annualized Expense Ratio |
| |||||||||||||||
$ | 1,000.00 | $ | 958.40 | $ | 0.44 | $ | 1,000.00 | $ | 1,024.30 | $ | 0.45 | 0.09 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (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 “Shareholder Expenses” for more information. |
F U N D S U M M A R Y |
7 |
Fund Summary as of February 28, 2022 (continued) | iShares® ESG Aware U.S. Aggregate Bond ETF |
Portfolio Management Commentary
The bond market in the U.S. experienced a challenging year broadly, while investment-grade (“IG”) corporate bonds with positive environmental, social, and governance (“ESG”) characteristics performed similarly to their traditional IG sector. Short-term issues experienced a meaningful downturn due to expectations for tighter Fed Policy, weighing on returns for the Index.
At the asset class level, U.S. Treasuries experienced the smallest losses and outpaced securitized assets and corporate bonds, respectively. Corporate bonds strongly outperformed in 2021, but their relative strength in this time was outweighed by their slump in January-February 2022 following the outbreak of the Russia-Ukraine conflict Although bonds with higher ESG ratings sold off in tandem with the broader fixed-income market, the ESG space continued to benefit from robust inflows and an increased focus from investors, corporations, regulators, and other key stakeholders.
The Index slightly underperformed the broader market, as represented by the Bloomberg U.S. Aggregate Index. Relative to the broader market, the ESG selection process leads to overweight and underweight positions in bonds with higher or lower ESG characteristics, respectively. Consequently, the Index achieved an ESG quality score that was higher than the broader market, with lower exposure to carbon intensive companies.
The Index held a small overweight position in corporate bonds relative to the market, with overweights in industrials and utilities and an underweight in financials. It had modest underweights in U.S. Treasuries, government-related bonds and securitized assets.
Portfolio Information
ALLOCATION BY CREDIT QUALITY
Moody’s Credit Rating* | |
Percent of Total Investments |
(a) | |
Aaa |
51.4 | % | ||
Aa |
12.7 | |||
A |
17.0 | |||
Baa |
14.1 | |||
Ba |
0.3 | |||
Not Rated |
4.5 |
ALLOCATION BY INVESTMENT TYPE
Investment Type | |
Percent of Total Investments |
(a) | |
U.S. Government & Agency Obligations |
71.0 | % | ||
Corporate Bonds & Notes |
27.0 | |||
Foreign Government Obligations |
3.1 | |||
Collaterized Mortgage Obligations |
1.2 | |||
Asset-Backed Securities |
0.3 | |||
Municipal Debt Obligations |
0.0 | (b) | ||
TBA Sales Commitments |
(2.6 | ) |
* |
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. |
(b) |
Rounds to less than 0.1%. |
8 |
2 0 2 2 I S H A R E S 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 February 28, 2022 | iShares® ESG Aware USD Corporate Bond ETF |
Investment Objective
The iShares ESG Aware USD Corporate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds issued by companies that have positive environmental, social and governance characteristics while seeking to exhibit risk and return characteristics similar to those of the parent index of such index, as represented by the Bloomberg MSCI US Corporate ESG Focus Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Corporate ESG Focus 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 | |||||||||||||||||||
1 Year |
Since Inception |
1 Year |
Since Inception |
|||||||||||||||||
Fund NAV |
(3.60 | )% | 3.48 | % | (3.60 | )% | 17.20 | % | ||||||||||||
Fund Market |
(3.39 | ) | 3.50 | (3.39 | ) | 17.28 | ||||||||||||||
Index |
(3.41 | ) | 3.79 | (3.41 | ) | 18.82 |
GROWTH OF $10,000 INVESTMENT
(SINCE INCEPTION AT NET ASSET VALUE)
The inception date of the Fund was 7/11/17. The first day of secondary market trading was 7/13/17.
Past performance is no guarantee 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” on page 11 for more information.
Expense Example
Actual | Hypothetical 5% Return | |||||||||||||||||||||||||||||||||
|
Beginning Account Value (09/01/21) |
|
|
Ending Account Value (02/28/22) |
|
|
Expenses Paid During the Period |
(a) |
|
Beginning Account Value (09/01/21) |
|
|
Ending Account Value (02/28/22) |
|
|
Expenses Paid During the Period |
(a) |
|
Annualized Expense Ratio |
| ||||||||||||||
$ | 1,000.00 | $ | 937.60 | $ | 0.86 | $ | 1,000.00 | $ | 1,023.90 | $ | 0.90 | 0.18 | % |
(a) |
Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (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 “Shareholder Expenses” for more information. |
F U N D S U M M A R Y |
9 |
Fund Summary as of February 28, 2022 (continued) | iShares® ESG Aware USD Corporate Bond ETF |
Portfolio Management Commentary
The bond market in the U.S. experienced a challenging year broadly, while investment-grade (“IG”) corporate bonds with positive environmental, social, and governance (“ESG”) characteristics performed similarly to their traditional IG sector. Short-term issues experienced a meaningful downturn due to expectations for tighter Fed policy, weighing on returns. Although bonds with higher ESG ratings sold off in tandem with the broader fixed-income market, the ESG space continued to benefit from robust inflows and an increased focus from investors, corporations, regulators and other key stakeholders.
The Index slightly underperformed the broader market, as represented by the Bloomberg US Corporate 1-5 Year Index. Relative to the broader market, the ESG selection process leads to overweight and underweight positions in bonds with higher or lower ESG characteristics, respectively. Consequently, the Index achieved an ESG quality score that was higher than the broader market, with lower exposure to carbon intensive companies.
The Index was overweight in industrials and utilities and underweight in financials compared to the market as a whole. Within the industrials sector, the Index’s largest overweights were in the information technology and consumer cyclical industries, and energy and communications were its most notable underweights. Electricity was the key driver of the Index’s overweight in utilities, while its underweight in financials largely stemmed from below-benchmark weightings in REITs and finance companies.
Portfolio Information
ALLOCATION BY CREDIT QUALITY
Moody’s Credit Rating* | |
Percent of Total Investments |
(a) | |
Aaa |
2.4 | % | ||
Aa |
3.8 | |||
A |
40.1 | |||
Baa |
51.6 | |||
Ba |
1.1 | |||
Not Rated |
1.0 |
ALLOCATION BY MATURITY
Maturity | |
Percent of Total Investments |
(a) | |
1-5 Years |
30.3 | % | ||
5-10 Years |
28.5 | |||
10-15 Years |
6.9 | |||
15-20 Years |
7.2 | |||
More than 20 Years |
27.1 |
* |
Credit quality ratings shown reflect the ratings assigned by Moody’s Investors Service (“Moody’s”), a widely used independent, nationally recognized statistical rating organization. Moody’s credit ratings are opinions of the credit quality of individual obligations or of an issuer’s general creditworthiness. Investment grade ratings are credit ratings of Baa or higher. Below investment grade ratings are credit ratings of Ba or lower. Unrated investments do not necessarily indicate low credit quality. Credit quality ratings are subject to change. |
(a) |
Excludes money market funds. |
10 |
2 0 2 2 I S H A R E S 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 |
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 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 a 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.
A B O U T F U N D P E R F O R M A N C E / S H A R E H O L D E R E X P E N S E S |
11 |
February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Corporate Bonds & Notes |
||||||||
Advertising — 0.3% |
||||||||
WPP Finance 2010, 3.75%, 09/19/24 |
$ | 2,761 | $ | 2,859,292 | ||||
|
|
|||||||
Aerospace & Defense — 0.2% | ||||||||
L3Harris Technologies Inc. |
||||||||
3.83%, 04/27/25 (Call 01/27/25) |
713 | 743,003 | ||||||
3.85%, 06/15/23 (Call 05/15/23)(a) |
288 | 295,154 | ||||||
3.85%, 12/15/26 (Call 09/15/26) |
25 | 26,243 | ||||||
3.95%, 05/28/24 (Call 02/28/24) |
320 | 331,574 | ||||||
Raytheon Technologies Corp., 3.95%, 08/16/25 (Call 06/16/25) |
521 | 549,296 | ||||||
Teledyne Technologies Inc., 1.60%, 04/01/26 (Call 03/01/26) |
300 | 289,206 | ||||||
|
|
|||||||
2,234,476 | ||||||||
Agriculture — 1.0% | ||||||||
Bunge Ltd. Finance Corp. |
||||||||
1.63%, 08/17/25 (Call 07/17/25) |
5,239 | 5,085,550 | ||||||
3.25%, 08/15/26 (Call 05/15/26)(a) |
2,055 | 2,104,792 | ||||||
4.35%, 03/15/24 (Call 03/10/22) |
2,617 | 2,742,773 | ||||||
|
|
|||||||
9,933,115 | ||||||||
Airlines — 0.1% | ||||||||
Southwest Airlines Co., 5.25%, 05/04/25 (Call 04/04/25) |
1,008 | 1,087,078 | ||||||
|
|
|||||||
Apparel — 0.3% |
||||||||
NIKE Inc., 2.40%, 03/27/25 (Call 02/27/25) |
568 | 576,156 | ||||||
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) |
1,192 | 1,259,050 | ||||||
Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25)(a) |
383 | 400,821 | ||||||
VF Corp., 2.40%, 04/23/25 (Call 03/23/25) |
920 | 922,981 | ||||||
|
|
|||||||
3,159,008 | ||||||||
Auto Manufacturers — 1.4% | ||||||||
American Honda Finance Corp. |
||||||||
1.00%, 09/10/25 |
360 | 344,812 | ||||||
1.20%, 07/08/25 |
432 | 417,606 | ||||||
2.15%, 09/10/24(a) |
955 | 956,222 | ||||||
2.40%, 06/27/24(a) |
471 | 475,639 | ||||||
2.90%, 02/16/24 |
499 | 508,321 | ||||||
3.55%, 01/12/24(a) |
790 | 814,893 | ||||||
3.63%, 10/10/23 |
357 | 367,507 | ||||||
Cummins Inc. |
||||||||
0.75%, 09/01/25 (Call 08/01/25) |
3,140 | 2,989,971 | ||||||
3.65%, 10/01/23 (Call 07/01/23) |
1,687 | 1,729,698 | ||||||
General Motors Co., 4.00%, 04/01/25 |
595 | 617,598 | ||||||
General Motors Financial Co. Inc. |
||||||||
2.75%, 06/20/25 (Call 05/20/25) |
110 | 109,946 | ||||||
2.90%, 02/26/25 (Call 01/26/25) |
887 | 892,428 | ||||||
4.00%, 01/15/25 (Call 10/15/24) |
555 | 574,264 | ||||||
4.30%, 07/13/25 (Call 04/13/25) |
62 | 64,699 | ||||||
4.35%, 04/09/25 (Call 02/09/25) |
1,375 | 1,438,814 | ||||||
PACCAR Financial Corp. |
||||||||
1.80%, 02/06/25 |
25 | 24,786 | ||||||
2.15%, 08/15/24(a) |
80 | 80,411 | ||||||
Toyota Motor Corp. |
||||||||
2.36%, 07/02/24(a) |
95 | 95,684 | ||||||
3.42%, 07/20/23 |
251 | 257,441 | ||||||
Toyota Motor Credit Corp. |
||||||||
0.50%, 08/14/23 |
230 | 226,619 | ||||||
1.35%, 08/25/23 |
167 | 166,492 | ||||||
1.80%, 02/13/25(a) |
378 | 375,263 | ||||||
2.00%, 10/07/24 |
222 | 221,967 |
Security |
Par (000) |
Value | ||||||
Auto Manufacturers (continued) |
||||||||
2.25%, 10/18/23 |
$ | 91 | $ | 91,873 | ||||
2.90%, 04/17/24 |
163 | 166,309 | ||||||
3.00%, 04/01/25 |
413 | 423,106 | ||||||
3.35%, 01/08/24 |
75 | 77,125 | ||||||
3.40%, 04/14/25 |
162 | 167,644 | ||||||
3.45%, 09/20/23 |
247 | 253,852 | ||||||
|
|
|||||||
14,930,990 | ||||||||
Auto Parts & Equipment — 0.2% | ||||||||
BorgWarner Inc., 3.38%, 03/15/25 (Call 12/15/24)(a) |
569 | 586,662 | ||||||
Magna International Inc., 3.63%, 06/15/24 (Call 03/15/24) |
961 | 987,754 | ||||||
|
|
|||||||
1,574,416 | ||||||||
Banks — 34.3% | ||||||||
Banco Bilbao Vizcaya Argentaria SA |
||||||||
0.88%, 09/18/23 |
3,555 | 3,502,884 | ||||||
1.13%, 09/18/25 |
8,316 | 7,902,445 | ||||||
Banco Santander SA |
||||||||
1.72%, 09/14/27 (Call 09/14/26)(b) |
35 | 33,001 | ||||||
1.85%, 03/25/26 |
1,495 | 1,436,740 | ||||||
2.71%, 06/27/24 |
105 | 105,956 | ||||||
2.75%, 05/28/25 |
550 | 550,528 | ||||||
3.85%, 04/12/23 |
295 | 301,402 | ||||||
5.18%, 11/19/25 |
710 | 758,337 | ||||||
Bank of America Corp. |
||||||||
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)(b) |
440 | 423,399 | ||||||
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)(b) |
160 | 151,355 | ||||||
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)(b) |
528 | 504,805 | ||||||
1.49%, 05/19/24 (Call 05/19/23), (SOFR + 1.460%)(b) |
325 | 323,024 | ||||||
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)(b) |
2,411 | 2,303,156 | ||||||
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)(b) |
230 | 227,755 | ||||||
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)(b) |
4,035 | 3,968,261 | ||||||
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)(b) |
915 | 912,896 | ||||||
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)(b) |
460 | 452,727 | ||||||
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)(b) |
608 | 616,561 | ||||||
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)(b) |
287 | 292,640 | ||||||
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)(b) |
936 | 954,439 | ||||||
3.50%, 04/19/26 |
114 | 118,224 | ||||||
3.55%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.780%)(b) |
1,107 | 1,124,668 | ||||||
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)(b) |
270 | 277,204 | ||||||
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)(b) |
2,000 | 2,084,640 | ||||||
3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)(b) |
939 | 961,132 | ||||||
3.88%, 08/01/25 |
615 | 644,520 | ||||||
4.00%, 04/01/24 |
371 | 384,861 | ||||||
4.00%, 01/22/25 |
244 | 253,404 | ||||||
4.10%, 07/24/23 |
388 | 401,010 | ||||||
4.13%, 01/22/24(a) |
281 | 292,144 | ||||||
4.20%, 08/26/24 |
684 | 712,188 | ||||||
4.45%, 03/03/26 |
170 | 180,747 | ||||||
Series L, 3.95%, 04/21/25 |
802 | 831,393 | ||||||
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)(b) |
1,303 | 1,246,476 |
12 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
Bank of Montreal |
||||||||
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)(b) |
$ | 2,540 | $ | 2,397,227 | ||||
1.25%, 09/15/26 |
2,065 | 1,958,322 | ||||||
1.50%, 01/10/25 |
200 | 195,814 | ||||||
1.85%, 05/01/25 |
525 | 518,915 | ||||||
2.50%, 06/28/24(a) |
1,312 | 1,324,057 | ||||||
4.34%, 10/05/28 (Call 10/05/23)(b) |
820 | 844,821 | ||||||
Series E, 3.30%, 02/05/24 |
2,837 | 2,907,102 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
0.75%, 01/28/26 (Call 12/28/25) |
215 | 203,943 | ||||||
1.60%, 04/24/25 (Call 03/24/25) |
2,245 | 2,210,202 | ||||||
2.05%, 01/26/27 (Call 12/26/26) |
250 | 247,218 | ||||||
2.10%, 10/24/24 |
946 | 949,510 | ||||||
2.20%, 08/16/23 (Call 06/16/23) |
2,828 | 2,850,228 | ||||||
2.80%, 05/04/26 (Call 02/04/26) |
45 | 46,008 | ||||||
3.25%, 09/11/24 (Call 08/11/24)(a) |
421 | 433,681 | ||||||
3.40%, 05/15/24 (Call 04/15/24) |
441 | 455,134 | ||||||
3.45%, 08/11/23 |
920 | 944,058 | ||||||
3.50%, 04/28/23 |
1,024 | 1,046,948 | ||||||
3.95%, 11/18/25 (Call 10/18/25) |
170 | 180,346 | ||||||
Series 12, 3.65%, 02/04/24 (Call 01/05/24) |
1,106 | 1,141,646 | ||||||
Series G, 3.00%, 02/24/25 (Call 01/24/25) |
340 | 348,945 | ||||||
Bank of Nova Scotia (The) |
||||||||
0.40%, 09/15/23 |
85 | 83,327 | ||||||
1.05%, 03/02/26 |
8,210 | 7,776,019 | ||||||
1.30%, 06/11/25 |
1,761 | 1,699,400 | ||||||
1.30%, 09/15/26 (Call 06/15/26) |
4,145 | 3,941,066 | ||||||
1.35%, 06/24/26 |
2,830 | 2,700,839 | ||||||
1.95%, 02/02/27 |
200 | 194,284 | ||||||
2.20%, 02/03/25(a) |
3,814 | 3,801,643 | ||||||
2.70%, 08/03/26 |
1,075 | 1,085,503 | ||||||
3.40%, 02/11/24 |
2,231 | 2,289,296 | ||||||
4.50%, 12/16/25 |
55 | 58,462 | ||||||
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (SOFR + 2.090%)(b) |
2,290 | 2,272,459 | ||||||
Barclays Bank PLC, 3.75%, 05/15/24(a) |
42 | 43,495 | ||||||
Barclays PLC |
||||||||
2.28%, 11/24/27 (Call 11/24/26)(b) |
2,580 | 2,488,462 | ||||||
2.85%, 05/07/26 (Call 05/07/25), (SOFR + 2.714%)(b) |
1,190 | 1,188,548 | ||||||
3.65%, 03/16/25 |
340 | 348,966 | ||||||
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)(b) |
1,955 | 2,008,352 | ||||||
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)(a)(b) |
2,020 | 2,076,095 | ||||||
4.38%, 09/11/24 |
125 | 129,604 | ||||||
4.38%, 01/12/26 |
1,445 | 1,525,718 | ||||||
5.20%, 05/12/26 |
1,050 | 1,131,196 | ||||||
BNP Paribas SA, 4.25%, 10/15/24 |
1,295 | 1,352,161 | ||||||
BPCE SA, 4.00%, 04/15/24 |
1,710 | 1,771,970 | ||||||
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)(b) |
75 | 76,097 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
0.95%, 06/23/23 |
802 | 793,627 | ||||||
0.95%, 10/23/25 |
730 | 693,982 | ||||||
1.25%, 06/22/26 (Call 05/22/26) |
305 | 288,676 | ||||||
2.25%, 01/28/25 |
2,068 | 2,065,436 | ||||||
3.10%, 04/02/24 |
2,146 | 2,188,727 | ||||||
3.50%, 09/13/23 |
2,441 | 2,509,006 | ||||||
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23) |
276 | 285,260 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
Citigroup Inc. |
||||||||
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)(b) |
$ | 3,110 | $ | 2,929,869 | ||||
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)(b) |
1,255 | 1,188,736 | ||||||
1.68%, 05/15/24 (Call 05/15/23), (SOFR + 1.667%)(b) |
550 | 549,307 | ||||||
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)(b) |
360 | 354,737 | ||||||
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)(b) |
500 | 504,400 | ||||||
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)(b) |
1,502 | 1,522,157 | ||||||
3.30%, 04/27/25(a) |
498 | 509,987 | ||||||
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)(b) |
1,146 | 1,169,779 | ||||||
3.40%, 05/01/26 |
70 | 72,161 | ||||||
3.50%, 05/15/23 |
1,058 | 1,082,239 | ||||||
3.70%, 01/12/26 |
1,565 | 1,634,815 | ||||||
3.75%, 06/16/24 |
241 | 249,442 | ||||||
3.88%, 10/25/23 |
262 | 270,426 | ||||||
3.88%, 03/26/25 |
425 | 439,395 | ||||||
4.00%, 08/05/24 |
239 | 247,014 | ||||||
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)(b) |
1,836 | 1,883,185 | ||||||
4.40%, 06/10/25 |
1,688 | 1,771,505 | ||||||
4.60%, 03/09/26 |
730 | 778,968 | ||||||
5.50%, 09/13/25 |
587 | 640,382 | ||||||
Citizens Bank N.A./Providence RI, 2.25%, 04/28/25 (Call 03/28/25) |
320 | 319,002 | ||||||
Comerica Bank |
||||||||
2.50%, 07/23/24 |
849 | 857,456 | ||||||
4.00%, 07/27/25 |
405 | 425,756 | ||||||
Comerica Inc., 3.70%, 07/31/23 (Call 06/30/23) |
2,682 | 2,743,766 | ||||||
Cooperatieve Rabobank U.A. |
||||||||
4.38%, 08/04/25 |
350 | 366,534 | ||||||
4.63%, 12/01/23(a) |
170 | 177,254 | ||||||
Credit Suisse AG/New York NY |
||||||||
1.00%, 05/05/23 |
292 | 289,752 | ||||||
2.95%, 04/09/25 |
210 | 212,860 | ||||||
3.63%, 09/09/24 |
1,280 | 1,321,050 | ||||||
Credit Suisse Group AG |
||||||||
3.75%, 03/26/25 |
729 | 748,770 | ||||||
3.80%, 06/09/23 |
576 | 588,925 | ||||||
4.55%, 04/17/26(a) |
825 | 871,431 | ||||||
Deutsche Bank AG, 4.10%, 01/13/26 |
490 | 510,276 | ||||||
Deutsche Bank AG/London, 3.70%, 05/30/24 |
889 | 912,523 | ||||||
Deutsche Bank AG/New York NY |
||||||||
2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)(b) |
2,805 | 2,700,430 | ||||||
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)(b) |
867 | 865,387 | ||||||
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)(b) |
25 | 23,908 | ||||||
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)(b) |
2,750 | 2,644,977 | ||||||
3.70%, 05/30/24 |
956 | 979,613 | ||||||
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)(b) |
2,480 | 2,537,362 | ||||||
4.10%, 01/13/26 |
1,083 | 1,129,601 | ||||||
Discover Bank |
||||||||
2.45%, 09/12/24 (Call 08/12/24) |
312 | 312,465 | ||||||
4.20%, 08/08/23 |
252 | 259,908 | ||||||
4.68%, 08/09/28 (Call 08/09/23)(b) |
927 | 951,417 | ||||||
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)(a)(b) |
125 | 124,248 | ||||||
First Horizon Corp. |
||||||||
3.55%, 05/26/23 (Call 04/26/23)(a) |
252 | 256,029 | ||||||
4.00%, 05/26/25 (Call 04/26/25) |
582 | 604,064 | ||||||
First-Citizens Bank & Trust Co., 2.97%, 09/27/25 (Call 09/27/24), (SOFR + 1.715%)(b) |
347 | 350,276 |
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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
FNB Corp./PA, 2.20%, 02/24/23 (Call 01/24/23) |
$ | 25 | $ | 25,030 | ||||
Goldman Sachs Group Inc. (The) |
||||||||
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)(b) |
175 | 164,658 | ||||||
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)(b) |
2,357 | 2,228,072 | ||||||
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)(a)(b) |
1,085 | 1,022,439 | ||||||
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)(b) |
350 | 346,213 | ||||||
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)(b) |
2,905 | 2,784,965 | ||||||
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)(b) |
2,680 | 2,648,590 | ||||||
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)(b) |
1,992 | 2,027,637 | ||||||
3.50%, 01/23/25 (Call 10/23/24) |
364 | 374,523 | ||||||
3.50%, 04/01/25 (Call 03/01/25) |
529 | 543,891 | ||||||
3.63%, 02/20/24 (Call 01/20/24) |
945 | 971,016 | ||||||
3.75%, 05/22/25 (Call 02/22/25) |
531 | 549,404 | ||||||
3.85%, 07/08/24 (Call 04/08/24)(a) |
668 | 690,104 | ||||||
4.00%, 03/03/24 |
1,195 | 1,237,554 | ||||||
HSBC Holdings PLC |
||||||||
0.98%, 05/24/25 (Call 05/24/24), (SOFR + 0.708%)(b) |
300 | 289,983 | ||||||
1.16%, 11/22/24 (Call 11/22/23), (SOFR + 0.580%)(b) |
200 | 195,852 | ||||||
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)(b) |
3,325 | 3,134,610 | ||||||
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)(b) |
985 | 949,855 | ||||||
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)(b) |
1,015 | 990,122 | ||||||
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)(b) |
230 | 221,495 | ||||||
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)(b) |
785 | 784,011 | ||||||
3.60%, 05/25/23 |
285 | 291,609 | ||||||
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)(b) |
1,865 | 1,911,494 | ||||||
3.90%, 05/25/26 |
4,040 | 4,203,176 | ||||||
3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)(b) |
385 | 393,362 | ||||||
4.25%, 03/14/24(a) |
375 | 387,518 | ||||||
4.25%, 08/18/25 |
402 | 417,015 | ||||||
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)(b) |
1,470 | 1,533,254 | ||||||
4.30%, 03/08/26 |
255 | 269,334 | ||||||
4.38%, 11/23/26 |
1,935 | 2,035,581 | ||||||
HSBC USA Inc., 3.50%, 06/23/24 |
225 | 231,644 | ||||||
Huntington Bancshares Inc./OH |
||||||||
2.63%, 08/06/24 (Call 07/06/24) |
1,240 | 1,249,412 | ||||||
4.00%, 05/15/25 (Call 04/15/25) |
1,185 | 1,238,692 | ||||||
Huntington National Bank (The) |
||||||||
1.80%, 02/03/23 (Call 01/03/23) |
180 | 180,110 | ||||||
3.55%, 10/06/23 (Call 09/06/23) |
200 | 205,350 | ||||||
ING Groep NV |
||||||||
1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)(b) |
2,600 | 2,485,496 | ||||||
3.55%, 04/09/24 |
1,707 | 1,751,536 | ||||||
4.10%, 10/02/23 |
2,300 | 2,375,049 | ||||||
Intesa Sanpaolo SpA, 5.25%, 01/12/24 |
7,040 | 7,391,366 | ||||||
JPMorgan Chase & Co. |
||||||||
0.65%, 09/16/24 (Call 09/16/23), (SOFR + 0.600%)(b) |
170 | 166,756 | ||||||
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)(b) |
940 | 880,131 | ||||||
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)(b) |
160 | 150,416 | ||||||
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)(b) |
2,770 | 2,613,440 | ||||||
1.51%, 06/01/24 (Call 06/01/23), (SOFR + 1.455%)(b) |
379 | 377,454 | ||||||
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)(b) |
570 | 545,045 | ||||||
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)(b) |
2,475 | 2,435,152 | ||||||
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)(b) |
3,622 | 3,566,113 | ||||||
2.30%, 10/15/25 (Call 10/15/24), (SOFR + 1.160%)(b) |
534 | 531,549 | ||||||
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)(b) |
200 | 200,506 | ||||||
2.70%, 05/18/23 (Call 03/18/23) |
141 | 142,574 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)(b) |
$ | 470 | $ | 472,801 | ||||
3.13%, 01/23/25 (Call 10/23/24) |
54 | 55,202 | ||||||
3.20%, 06/15/26 (Call 03/15/26) |
110 | 112,878 | ||||||
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)(b) |
355 | 361,230 | ||||||
3.38%, 05/01/23 |
336 | 342,337 | ||||||
3.56%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)(b) |
225 | 229,118 | ||||||
3.63%, 05/13/24 |
544 | 562,153 | ||||||
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)(b) |
2,000 | 2,088,460 | ||||||
3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)(b) |
223 | 228,310 | ||||||
3.88%, 02/01/24 |
183 | 189,868 | ||||||
3.88%, 09/10/24 |
776 | 805,333 | ||||||
3.90%, 07/15/25 (Call 04/15/25) |
131 | 136,908 | ||||||
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)(b) |
55 | 57,579 | ||||||
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)(b) |
690 | 712,101 | ||||||
7.63%, 10/15/26 |
30 | 36,254 | ||||||
7.75%, 07/15/25 |
35 | 41,001 | ||||||
KeyBank N.A./Cleveland OH, 3.30%, 06/01/25 |
272 | 281,115 | ||||||
Lloyds Bank PLC, 3.50%, 05/14/25(a) |
700 | 719,236 | ||||||
Lloyds Banking Group PLC |
||||||||
1.63%, 05/11/27 (Call 05/11/26)(b) |
25 | 23,716 | ||||||
2.44%, 02/05/26 (Call 02/05/25)(b) |
1,875 | 1,861,181 | ||||||
3.87%, 07/09/25 (Call 07/09/24)(b) |
936 | 963,930 | ||||||
3.90%, 03/12/24 |
875 | 906,518 | ||||||
4.05%, 08/16/23 |
1,215 | 1,251,535 | ||||||
4.45%, 05/08/25 |
370 | 389,469 | ||||||
4.50%, 11/04/24 |
950 | 991,430 | ||||||
4.58%, 12/10/25 |
2,020 | 2,118,091 | ||||||
4.65%, 03/24/26 |
3,000 | 3,172,950 | ||||||
Mitsubishi UFJ Financial Group Inc. |
||||||||
0.85%, 09/15/24 (Call 09/15/23)(b) |
320 | 314,106 | ||||||
1.41%, 07/17/25 |
500 | 482,340 | ||||||
2.19%, 02/25/25 |
1,345 | 1,335,141 | ||||||
2.34%, 01/19/28 (Call 01/19/27)(b) |
395 | 385,469 | ||||||
2.80%, 07/18/24 |
255 | 258,274 | ||||||
3.41%, 03/07/24 |
300 | 307,560 | ||||||
3.76%, 07/26/23 |
388 | 398,658 | ||||||
3.78%, 03/02/25 |
138 | 143,378 | ||||||
Mizuho Financial Group Inc. |
||||||||
0.85%, 09/08/24 (Call 09/08/23), (SOFR + 0.872%)(b) |
180 | 176,567 | ||||||
1.23%, 05/22/27 (Call 05/22/26)(b) |
1,140 | 1,067,633 | ||||||
1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)(b) |
387 | 382,836 | ||||||
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)(b) |
1,305 | 1,288,413 | ||||||
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)(b) |
655 | 655,675 | ||||||
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)(b) |
390 | 393,260 | ||||||
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)(b) |
337 | 345,877 | ||||||
Morgan Stanley |
||||||||
0.73%, 04/05/24 (Call 04/05/23), (SOFR + 0.610%)(b) |
160 | 157,811 | ||||||
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.590%)(b) |
35 | 34,007 | ||||||
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)(b) |
125 | 120,556 | ||||||
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)(b) |
4,317 | 4,044,640 | ||||||
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)(b) |
2,965 | 2,810,761 | ||||||
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)(b) |
4,565 | 4,349,167 |
14 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)(b) |
$ | 2,031 | $ | 2,003,744 | ||||
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)(b) |
825 | 811,223 | ||||||
2.63%, 02/18/26 (Call 02/18/25), (SOFR + 0.940%)(b) |
1,000 | 1,000,780 | ||||||
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)(a)(b) |
1,902 | 1,913,184 | ||||||
3.13%, 07/27/26 |
2,045 | 2,083,650 | ||||||
3.70%, 10/23/24 |
1,932 | 1,998,519 | ||||||
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)(b) |
2,902 | 2,958,212 | ||||||
3.88%, 01/27/26 |
2,496 | 2,606,947 | ||||||
4.00%, 07/23/25 |
834 | 874,074 | ||||||
4.10%, 05/22/23 |
805 | 826,123 | ||||||
4.35%, 09/08/26 |
140 | 148,677 | ||||||
5.00%, 11/24/25 |
1,158 | 1,245,730 | ||||||
6.25%, 08/09/26 |
195 | 223,257 | ||||||
Series F, 3.88%, 04/29/24 |
1,916 | 1,980,569 | ||||||
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)(b) |
436 | 418,451 | ||||||
National Australia Bank Ltd./New York, 3.63%, 06/20/23 |
47 | 48,230 | ||||||
Natwest Group PLC |
||||||||
1.64%, 06/14/27 (Call 06/14/26)(a)(b) |
1,825 | 1,733,476 | ||||||
2.36%, 05/22/24 (Call 05/22/23)(b) |
460 | 460,943 | ||||||
3.75%, 11/01/29 (Call 11/01/24)(b) |
1,259 | 1,274,788 | ||||||
3.88%, 09/12/23 |
1,470 | 1,505,515 | ||||||
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)(b) |
1,510 | 1,561,612 | ||||||
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)(b) |
1,285 | 1,322,149 | ||||||
4.80%, 04/05/26 |
2,030 | 2,175,551 | ||||||
5.13%, 05/28/24 |
1,477 | 1,551,441 | ||||||
6.00%, 12/19/23 |
1,125 | 1,194,829 | ||||||
6.10%, 06/10/23(a) |
1,213 | 1,268,968 | ||||||
Northern Trust Corp., 3.95%, 10/30/25 |
823 | 872,503 | ||||||
Pacific Western Bank, 3.25%, 05/01/31 (Call 05/01/26), (SOFR + 2.520%)(b) |
5 | 4,885 | ||||||
People’s United Bank N.A., 4.00%, 07/15/24 (Call 04/16/24) |
30 | 30,934 | ||||||
PNC Bank N.A. |
||||||||
2.95%, 02/23/25 (Call 01/24/25) |
85 | 87,230 | ||||||
3.25%, 06/01/25 (Call 05/02/25) |
157 | 162,330 | ||||||
3.30%, 10/30/24 (Call 09/30/24) |
27 | 27,872 | ||||||
3.50%, 06/08/23 (Call 05/09/23) |
237 | 242,264 | ||||||
3.80%, 07/25/23 (Call 06/25/23) |
80 | 82,093 | ||||||
PNC Bank NA |
||||||||
3.88%, 04/10/25 (Call 03/10/25) |
2,050 | 2,138,970 | ||||||
2.50%, 08/27/24 (Call 07/27/24) |
2,530 | 2,557,273 | ||||||
PNC Financial Services Group Inc. (The) |
||||||||
2.20%, 11/01/24 (Call 10/02/24) |
803 | 805,706 | ||||||
3.50%, 01/23/24 (Call 12/23/23) |
2,610 | 2,686,055 | ||||||
3.90%, 04/29/24 (Call 03/29/24) |
427 | 443,367 | ||||||
Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25) |
1,900 | 1,902,831 | ||||||
Royal Bank of Canada |
||||||||
1.15%, 06/10/25 |
1,718 | 1,654,125 | ||||||
1.20%, 04/27/26 |
280 | 265,944 | ||||||
1.60%, 04/17/23 |
506 | 506,729 | ||||||
2.05%, 01/21/27 |
250 | 244,913 | ||||||
2.25%, 11/01/24 |
988 | 988,731 | ||||||
2.55%, 07/16/24 |
1,183 | 1,194,830 | ||||||
3.70%, 10/05/23 |
515 | 530,826 | ||||||
Santander Holdings USA Inc. |
||||||||
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)(b) |
2,245 | 2,180,546 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.24%, 10/05/26 (Call 08/05/26) |
$ | 20 | $ | 20,208 | ||||
3.45%, 06/02/25 (Call 05/02/25) |
420 | 427,102 | ||||||
3.50%, 06/07/24 (Call 05/07/24) |
441 | 450,067 | ||||||
4.50%, 07/17/25 (Call 04/17/25) |
660 | 692,003 | ||||||
Santander UK Group Holdings PLC |
||||||||
1.53%, 08/21/26 (Call 08/21/25)(b) |
475 | 453,117 | ||||||
1.67%, 06/14/27 (Call 06/14/26), (SOFR + 0.989%)(b) |
200 | 188,946 | ||||||
2.47%, 01/11/28 (Call 01/11/27), (SOFR + 1.220%)(b) |
1,995 | 1,931,220 | ||||||
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)(b) |
1,005 | 1,044,497 | ||||||
Santander UK PLC |
||||||||
2.88%, 06/18/24(a) |
30 | 30,408 | ||||||
4.00%, 03/13/24 |
281 | 291,349 | ||||||
State Street Corp. |
||||||||
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)(b) |
90 | 88,966 | ||||||
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)(b) |
300 | 296,163 | ||||||
2.35%, 11/01/25 (Call 11/01/24)(b) |
2,232 | 2,245,481 | ||||||
2.65%, 05/19/26 |
35 | 35,725 | ||||||
2.90%, 03/30/26 (Call 03/30/25), (SOFR + 2.600%)(b) |
245 | 249,993 | ||||||
3.10%, 05/15/23 |
1,068 | 1,086,861 | ||||||
3.30%, 12/16/24 |
963 | 996,262 | ||||||
3.55%, 08/18/25 |
2,338 | 2,440,778 | ||||||
3.70%, 11/20/23 |
526 | 543,495 | ||||||
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)(b) |
525 | 541,758 | ||||||
Sumitomo Mitsui Banking Corp. |
||||||||
3.40%, 07/11/24 |
250 | 257,655 | ||||||
3.65%, 07/23/25 |
260 | 270,559 | ||||||
3.95%, 07/19/23(a) |
115 | 118,292 | ||||||
3.95%, 01/10/24 |
20 | 20,751 | ||||||
Sumitomo Mitsui Financial Group Inc. |
||||||||
1.47%, 07/08/25 |
1,995 | 1,926,472 | ||||||
2.35%, 01/15/25 |
1,875 | 1,868,400 | ||||||
2.45%, 09/27/24 |
1,045 | 1,047,832 | ||||||
2.70%, 07/16/24(a) |
975 | 984,282 | ||||||
3.75%, 07/19/23 |
377 | 387,345 | ||||||
3.94%, 10/16/23 |
486 | 501,999 | ||||||
SVB Financial Group, 3.50%, 01/29/25 |
424 | 437,004 | ||||||
Svenska Handelsbanken AB, 3.90%, 11/20/23 |
500 | 518,665 | ||||||
Toronto-Dominion Bank (The) |
||||||||
0.45%, 09/11/23 |
578 | 566,729 | ||||||
0.75%, 06/12/23 |
513 | 507,629 | ||||||
0.75%, 09/11/25 |
605 | 571,804 | ||||||
0.75%, 01/06/26 |
50 | 47,154 | ||||||
1.15%, 06/12/25 |
1,372 | 1,321,867 | ||||||
1.20%, 06/03/26 |
150 | 142,764 | ||||||
1.25%, 09/10/26 |
4,125 | 3,912,604 | ||||||
2.65%, 06/12/24 |
2,577 | 2,609,934 | ||||||
3.25%, 03/11/24 |
1,486 | 1,524,918 | ||||||
3.50%, 07/19/23 |
4,173 | 4,277,367 | ||||||
3.63%, 09/15/31 (Call 09/15/26)(b) |
1,040 | 1,072,094 | ||||||
Truist Bank |
||||||||
1.25%, 03/09/23 (Call 02/09/23) |
150 | 149,670 | ||||||
1.50%, 03/10/25 (Call 02/10/25) |
45 | 44,263 | ||||||
2.15%, 12/06/24 (Call 11/05/24) |
155 | 155,521 | ||||||
2.64%, 09/17/29 (Call 09/17/24)(b) |
631 | 633,492 | ||||||
2.75%, 05/01/23 (Call 04/01/23) |
245 | 248,229 | ||||||
3.20%, 04/01/24 (Call 03/01/24) |
141 | 144,776 | ||||||
3.30%, 05/15/26 (Call 04/15/26) |
90 | 93,165 | ||||||
3.63%, 09/16/25 (Call 08/16/25) |
435 | 453,218 |
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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)(b) |
$ | 80 | $ | 82,067 | ||||
Truist Financial Corp. |
||||||||
1.20%, 08/05/25 (Call 07/03/25) |
65 | 62,669 | ||||||
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)(b) |
475 | 453,772 | ||||||
2.20%, 03/16/23 (Call 02/13/23) |
171 | 171,911 | ||||||
2.50%, 08/01/24 (Call 07/01/24) |
213 | 215,439 | ||||||
2.85%, 10/26/24 (Call 09/26/24) |
134 | 136,554 | ||||||
3.70%, 06/05/25 (Call 05/05/25) |
74 | 77,329 | ||||||
3.75%, 12/06/23 (Call 11/06/23) |
305 | 314,720 | ||||||
4.00%, 05/01/25 (Call 03/01/25) |
390 | 409,305 | ||||||
U.S. Bancorp. |
||||||||
1.45%, 05/12/25 (Call 04/11/25) |
210 | 205,361 | ||||||
2.40%, 07/30/24 (Call 06/28/24) |
378 | 382,260 | ||||||
3.38%, 02/05/24 (Call 01/05/24) |
284 | 291,969 | ||||||
3.60%, 09/11/24 (Call 08/11/24) |
126 | 130,730 | ||||||
3.70%, 01/30/24 (Call 12/29/23) |
116 | 120,109 | ||||||
U.S. Bank N.A./Cincinnati OH |
||||||||
2.05%, 01/21/25 (Call 12/20/24) |
117 | 117,089 | ||||||
2.80%, 01/27/25 (Call 12/27/24) |
102 | 104,033 | ||||||
Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.360%)(b) |
270 | 265,372 | ||||||
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)(b) |
925 | 917,193 | ||||||
Westpac Banking Corp. |
||||||||
1.15%, 06/03/26 |
155 | 148,391 | ||||||
2.35%, 02/19/25 |
1,138 | 1,147,377 | ||||||
2.85%, 05/13/26 |
345 | 354,077 | ||||||
2.89%, 02/04/30 (Call 02/04/25)(b) |
1,401 | 1,384,314 | ||||||
3.30%, 02/26/24 |
1,552 | 1,597,908 | ||||||
3.65%, 05/15/23 |
1,137 | 1,166,596 | ||||||
4.32%, 11/23/31 (Call 11/23/26)(b) |
30 | 31,292 | ||||||
|
|
|||||||
354,053,547 | ||||||||
Beverages — 3.3% | ||||||||
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25) |
415 | 433,820 | ||||||
Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25) |
55 | 57,180 | ||||||
Coca-Cola Co. (The), 1.75%, 09/06/24 |
144 | 144,055 | ||||||
Diageo Capital PLC |
||||||||
1.38%, 09/29/25 (Call 08/29/25) |
5,245 | 5,091,059 | ||||||
2.13%, 10/24/24 (Call 09/24/24) |
4,850 | 4,868,042 | ||||||
2.63%, 04/29/23 (Call 01/29/23) |
2,735 | 2,763,116 | ||||||
3.50%, 09/18/23 (Call 08/18/23) |
3,950 | 4,051,752 | ||||||
Keurig Dr Pepper Inc. |
||||||||
3.13%, 12/15/23 (Call 10/15/23) |
295 | 300,992 | ||||||
4.06%, 05/25/23 (Call 04/25/23) |
256 | 262,615 | ||||||
4.42%, 05/25/25 (Call 03/25/25) |
339 | 358,587 | ||||||
Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26) |
10,550 | 10,738,951 | ||||||
PepsiCo Inc. |
||||||||
0.75%, 05/01/23 |
507 | 503,400 | ||||||
2.25%, 03/19/25 (Call 02/19/25) |
1,310 | 1,323,297 | ||||||
2.75%, 04/30/25 (Call 01/30/25)(a) |
706 | 720,995 | ||||||
2.85%, 02/24/26 (Call 11/24/25) |
245 | 252,558 | ||||||
3.50%, 07/17/25 (Call 04/17/25) |
2,021 | 2,111,622 | ||||||
3.60%, 03/01/24 (Call 12/01/23)(a) |
547 | 565,401 | ||||||
|
|
|||||||
34,547,442 |
Security |
Par (000) |
Value | ||||||
Biotechnology — 1.2% |
||||||||
Amgen Inc. |
||||||||
1.90%, 02/21/25 (Call 01/21/25) |
$ | 627 | $ | 623,257 | ||||
2.25%, 08/19/23 (Call 06/19/23)(a) |
747 | 753,409 | ||||||
2.60%, 08/19/26 (Call 05/19/26)(a) |
80 | 80,724 | ||||||
3.13%, 05/01/25 (Call 02/01/25) |
811 | 829,515 | ||||||
3.63%, 05/22/24 (Call 02/22/24)(a) |
2,210 | 2,283,505 | ||||||
Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) |
375 | 391,957 | ||||||
Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25) |
1,302 | 1,361,111 | ||||||
Gilead Sciences Inc. |
||||||||
0.75%, 09/29/23 (Call 03/21/22) |
293 | 288,775 | ||||||
2.50%, 09/01/23 (Call 07/01/23) |
1,123 | 1,135,308 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
969 | 1,002,469 | ||||||
3.65%, 03/01/26 (Call 12/01/25) |
788 | 822,199 | ||||||
3.70%, 04/01/24 (Call 01/01/24) |
2,791 | 2,881,317 | ||||||
|
|
|||||||
12,453,546 | ||||||||
Building Materials — 0.9% | ||||||||
Carrier Global Corp., 2.24%, 02/15/25 (Call 01/15/25) |
492 | 491,395 | ||||||
Fortune Brands Home & Security Inc. |
||||||||
4.00%, 09/21/23 (Call 08/21/23) |
752 | 773,244 | ||||||
4.00%, 06/15/25 (Call 03/15/25)(a) |
643 | 672,302 | ||||||
Johnson Controls International PLC |
||||||||
3.63%, 07/02/24 (Call 04/02/24)(c) |
2,340 | 2,416,401 | ||||||
3.90%, 02/14/26 (Call 11/14/25) |
3,092 | 3,257,051 | ||||||
Lennox International Inc. |
||||||||
1.35%, 08/01/25 (Call 07/01/25) |
595 | 572,580 | ||||||
3.00%, 11/15/23 (Call 09/15/23) |
491 | 498,247 | ||||||
Martin Marietta Materials Inc., 4.25%, 07/02/24 (Call 04/02/24) |
238 | 248,572 | ||||||
Owens Corning |
||||||||
3.40%, 08/15/26 (Call 05/15/26) |
350 | 360,206 | ||||||
4.20%, 12/01/24 (Call 09/01/24) |
254 | 265,163 | ||||||
Vulcan Materials Co., 4.50%, 04/01/25 (Call 01/01/25) |
65 | 68,881 | ||||||
|
|
|||||||
9,624,042 | ||||||||
Chemicals — 1.7% | ||||||||
Air Products and Chemicals Inc., 3.35%, 07/31/24 (Call 04/30/24) |
175 | 180,320 | ||||||
Albemarle Corp., 4.15%, 12/01/24 (Call 09/01/24) |
324 | 337,579 | ||||||
Celanese U.S. Holdings LLC, 3.50%, 05/08/24 (Call 04/08/24) |
379 | 386,667 | ||||||
Dow Chemical Co. (The), 3.63%, 05/15/26 (Call 03/15/26) |
660 | 689,311 | ||||||
DuPont de Nemours Inc., 4.21%, 11/15/23 (Call 10/15/23) |
771 | 798,879 | ||||||
Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24) |
763 | 790,811 | ||||||
Ecolab Inc. |
||||||||
1.65%, 02/01/27 (Call 01/01/27)(a) |
4,305 | 4,188,593 | ||||||
2.70%, 11/01/26 (Call 08/01/26) |
2,605 | 2,653,036 | ||||||
EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25) |
779 | 763,334 | ||||||
FMC Corp., 4.10%, 02/01/24 (Call 11/01/23) |
15 | 15,466 | ||||||
International Flavors & Fragrances Inc., 3.20%, 05/01/23 (Call 02/01/23) |
351 | 355,180 | ||||||
Linde Inc./CT, 2.65%, 02/05/25 (Call 11/05/24) |
1,035 | 1,053,144 | ||||||
LYB International Finance BV, 4.00%, 07/15/23 |
268 | 275,713 | ||||||
LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24)(a) |
300 | 319,605 | ||||||
Mosaic Co. (The), 4.25%, 11/15/23 (Call 08/15/23) |
368 | 380,597 | ||||||
Nutrien Ltd. |
||||||||
1.90%, 05/13/23 |
511 | 511,899 | ||||||
3.00%, 04/01/25 (Call 01/01/25) |
75 | 76,267 | ||||||
4.00%, 12/15/26 (Call 09/15/26) |
500 | 532,575 |
16 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) |
||||||||
PPG Industries Inc. |
||||||||
1.20%, 03/15/26 (Call 02/15/26) |
$ | 1,696 | $ | 1,619,053 | ||||
2.40%, 08/15/24 (Call 07/15/24) |
566 | 570,488 | ||||||
3.20%, 03/15/23 (Call 02/15/23) |
307 | 312,277 | ||||||
Sherwin-Williams Co. (The) |
||||||||
3.13%, 06/01/24 (Call 04/01/24) |
380 | 388,664 | ||||||
3.45%, 08/01/25 (Call 05/01/25) |
115 | 118,348 | ||||||
|
|
|||||||
17,317,806 | ||||||||
Commercial Services — 2.1% | ||||||||
Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25) |
7,625 | 7,959,356 | ||||||
Block Financial LLC, 5.25%, 10/01/25 (Call 07/01/25) |
335 | 361,334 | ||||||
GXO Logistics Inc., 1.65%, 07/15/26 (Call 06/15/26)(d) |
2,240 | 2,137,587 | ||||||
Moody’s Corp. |
||||||||
3.75%, 03/24/25 (Call 02/24/25) |
40 | 41,725 | ||||||
4.88%, 02/15/24 (Call 11/15/23)(a) |
280 | 293,628 | ||||||
PayPal Holdings Inc. |
||||||||
1.35%, 06/01/23 |
727 | 725,437 | ||||||
1.65%, 06/01/25 (Call 05/01/25) |
2,609 | 2,556,950 | ||||||
RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23) |
7,352 | 7,476,911 | ||||||
S&P Global Inc., 4.00%, 06/15/25 (Call 03/15/25) |
332 | 349,692 | ||||||
|
|
|||||||
21,902,620 | ||||||||
Computers — 2.7% | ||||||||
Hewlett Packard Enterprise Co. |
||||||||
1.45%, 04/01/24 (Call 03/01/24) |
986 | 970,678 | ||||||
1.75%, 04/01/26 (Call 03/01/26)(a) |
997 | 962,554 | ||||||
2.25%, 04/01/23 (Call 03/01/23) |
1,061 | 1,067,430 | ||||||
4.45%, 10/02/23 (Call 09/02/23) |
1,010 | 1,047,703 | ||||||
4.90%, 10/15/25 (Call 07/15/25) |
2,738 | 2,940,448 | ||||||
HP Inc. |
||||||||
1.45%, 06/17/26 (Call 05/17/26) |
275 | 260,835 | ||||||
2.20%, 06/17/25 (Call 05/17/25) |
1,838 | 1,826,365 | ||||||
International Business Machines Corp. |
||||||||
3.00%, 05/15/24 |
5,103 | 5,222,359 | ||||||
3.30%, 05/15/26 |
925 | 962,869 | ||||||
3.38%, 08/01/23 |
1,774 | 1,818,368 | ||||||
3.45%, 02/19/26(a) |
5,190 | 5,414,416 | ||||||
3.63%, 02/12/24 |
2,209 | 2,284,923 | ||||||
7.00%, 10/30/25 |
2,138 | 2,482,154 | ||||||
Leidos Inc. |
||||||||
2.95%, 05/15/23 (Call 04/15/23) |
301 | 304,639 | ||||||
3.63%, 05/15/25 (Call 04/15/25) |
681 | 702,247 | ||||||
|
|
|||||||
28,267,988 | ||||||||
Cosmetics & Personal Care — 0.4% | ||||||||
Colgate-Palmolive Co. |
||||||||
2.10%, 05/01/23 |
598 | 602,072 | ||||||
3.25%, 03/15/24(a) |
1,883 | 1,941,298 | ||||||
Procter & Gamble Co. (The), 3.10%, 08/15/23 |
318 | 325,546 | ||||||
Unilever Capital Corp. |
||||||||
0.38%, 09/14/23 |
240 | 235,438 | ||||||
2.60%, 05/05/24 (Call 03/05/24) |
614 | 621,362 | ||||||
3.25%, 03/07/24 (Call 02/07/24)(a) |
525 | 537,589 | ||||||
3.38%, 03/22/25 (Call 01/22/25) |
200 | 206,708 | ||||||
|
|
|||||||
4,470,013 | ||||||||
Distribution & Wholesale — 0.3% | ||||||||
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25) |
2,996 | 2,971,732 | ||||||
|
|
Security |
Par (000) |
Value | ||||||
Diversified Financial Services — 5.7% |
||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust |
||||||||
1.75%, 01/30/26 (Call 12/30/25) |
$ | 2,415 | $ | 2,291,086 | ||||
2.45%, 10/29/26 (Call 09/29/26) |
1,460 | 1,406,958 | ||||||
2.88%, 08/14/24 (Call 07/14/24) |
708 | 710,181 | ||||||
3.15%, 02/15/24 (Call 01/15/24) |
145 | 146,478 | ||||||
3.50%, 01/15/25 (Call 11/15/24) |
1,065 | 1,082,029 | ||||||
4.13%, 07/03/23 (Call 06/03/23) |
600 | 613,404 | ||||||
4.45%, 10/01/25 (Call 08/01/25) |
665 | 692,132 | ||||||
4.50%, 09/15/23 (Call 08/15/23) |
320 | 330,112 | ||||||
4.88%, 01/16/24 (Call 12/16/23) |
420 | 436,800 | ||||||
6.50%, 07/15/25 (Call 06/15/25) |
680 | 749,598 | ||||||
Affiliated Managers Group Inc. |
||||||||
3.50%, 08/01/25 |
35 | 36,229 | ||||||
4.25%, 02/15/24 |
295 | 307,375 | ||||||
Air Lease Corp. |
||||||||
2.20%, 01/15/27 (Call 12/15/26) |
1,000 | 959,820 | ||||||
2.30%, 02/01/25 (Call 01/01/25) |
810 | 801,041 | ||||||
2.88%, 01/15/26 (Call 12/15/25)(a) |
491 | 489,763 | ||||||
3.00%, 09/15/23 (Call 07/15/23) |
325 | 328,520 | ||||||
3.25%, 03/01/25 (Call 01/01/25) |
569 | 574,201 | ||||||
3.38%, 07/01/25 (Call 06/01/25) |
199 | 201,336 | ||||||
4.25%, 02/01/24 (Call 01/01/24) |
473 | 488,609 | ||||||
4.25%, 09/15/24 (Call 06/15/24) |
576 | 596,667 | ||||||
Aircastle Ltd. |
||||||||
4.13%, 05/01/24 (Call 02/01/24) |
271 | 277,320 | ||||||
4.25%, 06/15/26 (Call 04/15/26) |
55 | 56,613 | ||||||
4.40%, 09/25/23 (Call 08/25/23) |
602 | 617,110 | ||||||
5.00%, 04/01/23 |
510 | 524,984 | ||||||
Ally Financial Inc. |
||||||||
1.45%, 10/02/23 (Call 09/02/23) |
255 | 251,960 | ||||||
3.05%, 06/05/23 (Call 05/05/23) |
288 | 291,381 | ||||||
3.88%, 05/21/24 (Call 04/21/24) |
815 | 840,893 | ||||||
4.63%, 03/30/25 |
528 | 555,963 | ||||||
5.13%, 09/30/24 |
1,275 | 1,352,469 | ||||||
5.80%, 05/01/25 (Call 04/01/25)(a) |
260 | 281,468 | ||||||
American Express Co. |
||||||||
2.50%, 07/30/24 (Call 06/30/24) |
2,550 | 2,580,370 | ||||||
3.00%, 10/30/24 (Call 09/29/24) |
1,890 | 1,932,903 | ||||||
3.13%, 05/20/26 (Call 04/20/26) |
423 | 434,506 | ||||||
3.40%, 02/22/24 (Call 01/22/24) |
1,784 | 1,834,148 | ||||||
3.63%, 12/05/24 (Call 11/04/24)(a) |
779 | 806,421 | ||||||
3.70%, 08/03/23 (Call 07/03/23) |
1,695 | 1,740,511 | ||||||
4.20%, 11/06/25 (Call 10/06/25)(a) |
1,262 | 1,342,579 | ||||||
Ameriprise Financial Inc. |
||||||||
3.00%, 04/02/25 (Call 03/02/25) |
949 | 966,082 | ||||||
3.70%, 10/15/24(a) |
504 | 525,027 | ||||||
4.00%, 10/15/23 |
379 | 391,700 | ||||||
BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24) |
650 | 662,149 | ||||||
Brookfield Finance Inc. |
||||||||
4.00%, 04/01/24 (Call 02/01/24) |
1,591 | 1,645,237 | ||||||
4.25%, 06/02/26 (Call 03/02/26) |
60 | 64,010 | ||||||
Charles Schwab Corp. (The) |
||||||||
3.00%, 03/10/25 (Call 12/10/24) |
258 | 264,233 | ||||||
3.85%, 05/21/25 (Call 03/21/25)(a) |
447 | 469,614 | ||||||
4.20%, 03/24/25 (Call 02/24/25) |
404 | 428,648 | ||||||
CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24) |
805 | 826,510 | ||||||
Discover Financial Services |
||||||||
3.75%, 03/04/25 (Call 12/04/24) |
505 | 523,084 | ||||||
3.95%, 11/06/24 (Call 08/06/24) |
263 | 273,194 | ||||||
Franklin Resources Inc., 2.85%, 03/30/25(a) |
515 | 525,176 |
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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) |
||||||||
Intercontinental Exchange Inc. |
||||||||
0.70%, 06/15/23 |
$ | 240 | $ | 237,271 | ||||
3.45%, 09/21/23 (Call 08/21/23) |
189 | 193,700 | ||||||
4.00%, 10/15/23 |
313 | 323,964 | ||||||
Invesco Finance PLC |
||||||||
3.75%, 01/15/26 |
283 | 296,522 | ||||||
4.00%, 01/30/24 |
888 | 916,416 | ||||||
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) |
1,595 | 1,701,083 | ||||||
Legg Mason Inc., 4.75%, 03/15/26 |
150 | 163,214 | ||||||
Mastercard Inc. |
||||||||
2.00%, 03/03/25 (Call 02/03/25) |
543 | 544,520 | ||||||
3.38%, 04/01/24 |
476 | 492,227 | ||||||
Mizuho Financial Group Inc., 2.65%, 05/22/26 (Call 05/22/25)(b) |
500 | 500,365 | ||||||
Nasdaq Inc., 4.25%, 06/01/24 (Call 03/01/24) |
293 | 305,344 | ||||||
Nomura Holdings Inc. |
||||||||
1.65%, 07/14/26 |
2,515 | 2,389,200 | ||||||
1.85%, 07/16/25 |
2,015 | 1,960,655 | ||||||
2.33%, 01/22/27 |
1,815 | 1,752,673 | ||||||
2.65%, 01/16/25 |
330 | 331,040 | ||||||
ORIX Corp. |
||||||||
3.25%, 12/04/24 |
185 | 189,418 | ||||||
4.05%, 01/16/24(a) |
250 | 259,013 | ||||||
Synchrony Financial |
||||||||
3.70%, 08/04/26 (Call 05/04/26) |
155 | 157,928 | ||||||
4.25%, 08/15/24 (Call 05/15/24)(a) |
1,277 | 1,321,363 | ||||||
4.38%, 03/19/24 (Call 02/19/24) |
630 | 651,773 | ||||||
4.50%, 07/23/25 (Call 04/23/25) |
1,770 | 1,856,270 | ||||||
Western Union Co. (The) |
||||||||
1.35%, 03/15/26 (Call 02/15/26)(a) |
2,052 | 1,958,244 | ||||||
2.85%, 01/10/25 (Call 12/10/24) |
2,559 | 2,591,525 | ||||||
4.25%, 06/09/23 (Call 05/09/23) |
1,014 | 1,039,147 | ||||||
58,661,477 | ||||||||
Electric — 5.2% | ||||||||
Avangrid Inc. |
||||||||
3.15%, 12/01/24 (Call 10/01/24)(a) |
4,171 | 4,253,669 | ||||||
3.20%, 04/15/25 (Call 03/15/25) |
7,666 | 7,841,781 | ||||||
Baltimore Gas & Electric Co., 3.35%, 07/01/23 (Call 04/01/23) |
680 | 692,084 | ||||||
Commonwealth Edison Co., 2.55%, 06/15/26 (Call 03/15/26) |
50 | 50,488 | ||||||
Connecticut Light & Power Co. (The), Series A, 0.75%, 12/01/25 (Call 11/01/25) |
160 | 151,258 | ||||||
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 04/08/22) |
217 | 212,506 | ||||||
Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23) |
767 | 786,275 | ||||||
Edison International |
||||||||
2.95%, 03/15/23 (Call 01/15/23) |
402 | 404,890 | ||||||
3.55%, 11/15/24 (Call 10/15/24) |
290 | 296,716 | ||||||
4.95%, 04/15/25 (Call 03/15/25) |
541 | 572,600 | ||||||
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) |
1,045 | 1,076,601 | ||||||
Eversource Energy |
||||||||
2.80%, 05/01/23 (Call 02/01/23) |
881 | 888,938 | ||||||
2.90%, 03/01/27 (Call 02/01/27) |
1,000 | 1,006,630 | ||||||
Series H, 3.15%, 01/15/25 (Call 10/15/24)(a) |
418 | 426,134 | ||||||
Series L, 2.90%, 10/01/24 (Call 08/01/24) |
1,897 | 1,924,905 | ||||||
Series N, 3.80%, 12/01/23 (Call 11/01/23) |
913 | 938,464 | ||||||
Series Q, 0.80%, 08/15/25 (Call 07/15/25)(a) |
611 | 577,016 |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
Series U, 1.40%, 08/15/26 (Call 07/15/26) |
$ | 2,875 | $ | 2,737,086 | ||||
Exelon Corp. |
||||||||
3.40%, 04/15/26 (Call 01/15/26) |
405 | 418,017 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
1,770 | 1,841,296 | ||||||
Florida Power & Light Co. |
||||||||
2.75%, 06/01/23 (Call 12/01/22) |
120 | 121,129 | ||||||
2.85%, 04/01/25 (Call 03/01/25) |
4,739 | 4,839,040 | ||||||
3.13%, 12/01/25 (Call 06/01/25) |
636 | 655,239 | ||||||
3.25%, 06/01/24 (Call 12/01/23) |
778 | 797,613 | ||||||
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) |
2,975 | 3,003,649 | ||||||
Iberdrola International BV, 5.81%, 03/15/25(a) |
315 | 348,018 | ||||||
ITC Holdings Corp. |
||||||||
3.25%, 06/30/26 (Call 03/30/26) |
2,680 | 2,751,476 | ||||||
3.65%, 06/15/24 (Call 03/15/24) |
1,996 | 2,047,657 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
4.75%, 04/30/43 (Call 04/30/23), (3 mo. LIBOR US + 2.910%)(b) |
1,078 | 1,059,210 | ||||||
5.25%, 04/20/46 (Call 04/20/26), (3 mo. LIBOR US + 3.630%)(b) |
10 | 10,335 | ||||||
NextEra Energy Capital Holdings Inc., 1.88%, 01/15/27 (Call 12/15/26) |
1,850 | 1,791,207 | ||||||
Oncor Electric Delivery Co. LLC, 2.95%, 04/01/25 (Call 01/01/25) |
2,370 | 2,417,376 | ||||||
PECO Energy Co., 3.15%, 10/15/25 (Call 07/15/25) |
35 | 36,009 | ||||||
Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23)(a) |
210 | 216,378 | ||||||
Public Service Co. of New Hampshire, 3.50%, 11/01/23 (Call 08/01/23)(a) |
307 | 313,984 | ||||||
Public Service Electric & Gas Co. |
||||||||
0.95%, 03/15/26 (Call 02/15/26) |
107 | 102,158 | ||||||
2.38%, 05/15/23 (Call 02/15/23) |
361 | 363,794 | ||||||
3.00%, 05/15/25 (Call 02/15/25) |
70 | 71,387 | ||||||
3.25%, 09/01/23 (Call 08/01/23) |
498 | 508,109 | ||||||
Public Service Enterprise Group Inc. |
||||||||
0.80%, 08/15/25 (Call 07/15/25) |
788 | 745,046 | ||||||
2.88%, 06/15/24 (Call 05/15/24) |
2,052 | 2,080,708 | ||||||
San Diego Gas & Electric Co. |
||||||||
2.50%, 05/15/26 (Call 02/15/26) |
145 | 146,320 | ||||||
Series NNN, 3.60%, 09/01/23 (Call 06/01/23) |
755 | 771,285 | ||||||
Southern California Edison Co. |
||||||||
Series C, 3.50%, 10/01/23 (Call 07/01/23) |
267 | 272,866 | ||||||
Series D, 3.40%, 06/01/23 (Call 05/01/23) |
40 | 40,552 | ||||||
Series E, 3.70%, 08/01/25 (Call 06/01/25) |
530 | 549,372 | ||||||
|
|
|||||||
53,157,271 | ||||||||
Electrical Components & Equipment — 0.0% | ||||||||
Emerson Electric Co., 3.15%, 06/01/25 (Call 03/01/25) |
127 | 130,805 | ||||||
|
|
|||||||
Electronics — 1.4% |
||||||||
Agilent Technologies Inc. |
||||||||
3.05%, 09/22/26 (Call 06/22/26) |
55 | 56,218 | ||||||
3.88%, 07/15/23 (Call 04/15/23) |
1,638 | 1,676,444 | ||||||
Allegion U.S. Holding Co. Inc., 3.20%, 10/01/24 (Call 08/01/24) |
384 | 389,100 | ||||||
Amphenol Corp. |
||||||||
2.05%, 03/01/25 (Call 02/01/25) |
225 | 223,279 | ||||||
3.20%, 04/01/24 (Call 02/01/24) |
193 | 196,956 | ||||||
Avnet Inc., 4.63%, 04/15/26 (Call 01/15/26) |
25 | 26,492 | ||||||
Flex Ltd. |
||||||||
3.75%, 02/01/26 (Call 01/01/26) |
2,420 | 2,497,730 | ||||||
4.75%, 06/15/25 (Call 03/15/25) |
200 | 212,074 |
18 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electronics (continued) |
||||||||
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)(a) |
$ | 10 | $ | 10,298 | ||||
Honeywell International Inc. |
||||||||
1.35%, 06/01/25 (Call 05/01/25) |
2,748 | 2,684,851 | ||||||
2.30%, 08/15/24 (Call 07/15/24) |
1,467 | 1,481,905 | ||||||
3.35%, 12/01/23 |
280 | 287,655 | ||||||
Keysight Technologies Inc., 4.55%, 10/30/24 (Call 07/30/24) |
959 | 1,009,242 | ||||||
Legrand France SA, 8.50%, 02/15/25 |
328 | 385,964 | ||||||
Trimble Inc. |
||||||||
4.15%, 06/15/23 (Call 05/15/23) |
868 | 890,516 | ||||||
4.75%, 12/01/24 (Call 09/01/24) |
1,120 | 1,181,544 | ||||||
Tyco Electronics Group SA, 3.45%, 08/01/24 (Call 05/01/24)(a) |
84 | 86,239 | ||||||
Vontier Corp, 1.80%, 04/01/26 (Call 03/01/26) |
738 | 689,351 | ||||||
|
|
|||||||
13,985,858 | ||||||||
Environmental Control — 0.1% | ||||||||
Republic Services Inc. |
||||||||
2.50%, 08/15/24 (Call 07/15/24) |
243 | 245,384 | ||||||
3.20%, 03/15/25 (Call 12/15/24) |
273 | 279,418 | ||||||
Waste Management Inc. |
||||||||
2.40%, 05/15/23 (Call 03/15/23) |
266 | 268,027 | ||||||
3.13%, 03/01/25 (Call 12/01/24) |
45 | 46,317 | ||||||
|
|
|||||||
839,146 | ||||||||
Food — 2.6% | ||||||||
Campbell Soup Co. |
||||||||
3.30%, 03/19/25 (Call 12/19/24) |
308 | 315,026 | ||||||
3.95%, 03/15/25 (Call 01/15/25) |
470 | 490,379 | ||||||
Conagra Brands Inc., 4.30%, 05/01/24 (Call 04/01/24) |
1,333 | 1,383,734 | ||||||
General Mills Inc. |
||||||||
3.20%, 02/10/27 (Call 11/10/26) |
3,000 | 3,087,930 | ||||||
3.65%, 02/15/24 (Call 11/15/23)(a) |
443 | 456,290 | ||||||
3.70%, 10/17/23 (Call 09/17/23) |
2,125 | 2,186,476 | ||||||
4.00%, 04/17/25 (Call 02/17/25) |
1,128 | 1,180,486 | ||||||
Hershey Co. (The) |
||||||||
0.90%, 06/01/25 (Call 05/01/25) |
540 | 519,809 | ||||||
3.20%, 08/21/25 (Call 05/21/25) |
15 | 15,497 | ||||||
Hormel Foods Corp., 0.65%, 06/03/24 (Call 06/03/22) |
20 | 19,477 | ||||||
Ingredion Inc., 3.20%, 10/01/26 (Call 07/01/26)(a) |
650 | 667,531 | ||||||
JM Smucker Co. (The), 3.50%, 03/15/25 |
507 | 524,603 | ||||||
Kellogg Co. |
||||||||
2.65%, 12/01/23 |
2,657 | 2,695,394 | ||||||
3.25%, 04/01/26 |
8,902 | 9,138,704 | ||||||
Kroger Co. (The) |
||||||||
3.85%, 08/01/23 (Call 05/01/23) |
135 | 138,325 | ||||||
4.00%, 02/01/24 (Call 11/01/23) |
232 | 240,064 | ||||||
McCormick & Co. Inc./MD |
||||||||
0.90%, 02/15/26 (Call 01/15/26) |
560 | 528,018 | ||||||
3.15%, 08/15/24 (Call 06/15/24) |
1,192 | 1,220,894 | ||||||
Mondelez International Inc., 1.50%, 05/04/25 (Call 04/04/25) |
1,302 | 1,268,200 | ||||||
Tyson Foods Inc. |
||||||||
3.90%, 09/28/23 (Call 08/28/23) |
88 | 90,487 | ||||||
3.95%, 08/15/24 (Call 05/15/24) |
349 | 362,482 | ||||||
|
|
|||||||
26,529,806 | ||||||||
Forest Products & Paper — 0.0% | ||||||||
Celulosa Arauco y Constitucion SA, 4.50%, 08/01/24 (Call 05/01/24) |
420 | 434,473 | ||||||
|
|
Security |
Par (000) |
Value | ||||||
Gas — 0.3% |
||||||||
National Fuel Gas Co. |
||||||||
3.75%, 03/01/23 (Call 12/01/22) |
$ | 187 | $ | 189,510 | ||||
5.20%, 07/15/25 (Call 04/15/25) |
235 | 250,541 | ||||||
5.50%, 01/15/26 (Call 12/15/25) |
1,249 | 1,354,203 | ||||||
ONE Gas Inc. |
||||||||
1.10%, 03/11/24 (Call 03/11/24) |
215 | 210,182 | ||||||
3.61%, 02/01/24 (Call 11/01/23) |
276 | 282,635 | ||||||
Southern California Gas Co. |
||||||||
3.15%, 09/15/24 (Call 06/15/24) |
325 | 333,063 | ||||||
3.20%, 06/15/25 (Call 03/15/25) |
50 | 51,359 | ||||||
Series TT, 2.60%, 06/15/26 (Call 03/15/26) |
310 | 313,212 | ||||||
|
|
|||||||
2,984,705 | ||||||||
Hand & Machine Tools — 0.0% | ||||||||
Stanley Black & Decker Inc., 4.00%, 03/15/60 (Call 03/15/25)(b) |
492 | 477,668 | ||||||
|
|
|||||||
Health Care - Products — 0.0% |
||||||||
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25) |
32 | 33,125 | ||||||
DH Europe Finance II Sarl, 2.20%, 11/15/24 (Call 10/15/24) |
338 | 338,223 | ||||||
Zimmer Biomet Holdings Inc., 3.55%, 04/01/25 (Call 01/01/25)(a) |
45 | 46,302 | ||||||
|
|
|||||||
417,650 | ||||||||
Health Care - Services — 1.1% | ||||||||
Aetna Inc. |
||||||||
2.80%, 06/15/23 (Call 04/15/23) |
411 | 416,298 | ||||||
3.50%, 11/15/24 (Call 08/15/24) |
301 | 309,870 | ||||||
Anthem Inc. |
||||||||
1.50%, 03/15/26 (Call 02/15/26) |
805 | 778,701 | ||||||
2.38%, 01/15/25 (Call 12/15/24) |
525 | 527,525 | ||||||
3.35%, 12/01/24 (Call 10/01/24) |
643 | 661,904 | ||||||
3.50%, 08/15/24 (Call 05/15/24) |
505 | 519,524 | ||||||
HCA Inc. |
||||||||
4.75%, 05/01/23 |
263 | 270,893 | ||||||
5.00%, 03/15/24 |
2,021 | 2,124,111 | ||||||
5.25%, 04/15/25 |
782 | 839,751 | ||||||
5.25%, 06/15/26 (Call 12/15/25) |
255 | 276,293 | ||||||
Humana Inc. |
||||||||
3.85%, 10/01/24 (Call 07/01/24) |
314 | 325,659 | ||||||
4.50%, 04/01/25 (Call 03/01/25) |
702 | 745,629 | ||||||
Laboratory Corp. of America Holdings |
||||||||
1.55%, 06/01/26 (Call 05/01/26) |
510 | 488,942 | ||||||
2.30%, 12/01/24 (Call 11/01/24) |
123 | 122,963 | ||||||
3.25%, 09/01/24 (Call 07/01/24) |
589 | 600,509 | ||||||
3.60%, 02/01/25 (Call 11/01/24) |
441 | 453,533 | ||||||
4.00%, 11/01/23 (Call 08/01/23) |
30 | 30,877 | ||||||
Quest Diagnostics Inc. |
||||||||
3.45%, 06/01/26 (Call 03/01/26)(a) |
265 | 274,362 | ||||||
3.50%, 03/30/25 (Call 12/30/24) |
555 | 572,044 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
713 | 741,499 | ||||||
UnitedHealth Group Inc., 3.75%, 07/15/25 |
251 | 263,151 | ||||||
|
|
|||||||
11,344,038 | ||||||||
Home Furnishings — 0.0% | ||||||||
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25) |
20 | 21,043 | ||||||
Whirlpool Corp. |
||||||||
3.70%, 05/01/25 |
2 | 2,085 | ||||||
4.00%, 03/01/24 |
40 | 41,557 | ||||||
|
|
|||||||
64,685 |
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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Household Products & Wares — 0.2% |
||||||||
Clorox Co. (The), 3.50%, 12/15/24 (Call 09/15/24) |
$ | 888 | $ | 921,229 | ||||
Kimberly-Clark Corp. |
||||||||
2.40%, 06/01/23 |
569 | 575,367 | ||||||
2.75%, 02/15/26 |
185 | 189,316 | ||||||
3.05%, 08/15/25 |
240 | 247,539 | ||||||
|
|
|||||||
1,933,451 | ||||||||
Insurance — 1.5% | ||||||||
Aflac Inc. |
||||||||
3.25%, 03/17/25(a) |
184 | 190,350 | ||||||
3.63%, 11/15/24 |
310 | 323,541 | ||||||
Allstate
Corp. (The), Series B, 5.75%, 08/15/53 (Call 08/15/23), (3 mo. LIBOR
US + |
1,007 | 1,012,921 | ||||||
American International Group Inc. |
||||||||
2.50%, 06/30/25 (Call 05/30/25) |
280 | 281,268 | ||||||
3.75%, 07/10/25 (Call 04/10/25) |
383 | 398,665 | ||||||
4.13%, 02/15/24 |
93 | 96,895 | ||||||
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23 |
70 | 72,709 | ||||||
Assurant Inc., 4.20%, 09/27/23 (Call 08/27/23) |
230 | 237,636 | ||||||
CNO Financial Group Inc., 5.25%, 05/30/25 (Call 02/28/25) . |
313 | 335,289 | ||||||
Lincoln National Corp. |
||||||||
3.35%, 03/09/25(a) |
225 | 232,018 | ||||||
4.00%, 09/01/23 |
110 | 113,484 | ||||||
Manulife Financial Corp., 4.15%, 03/04/26 |
215 | 228,117 | ||||||
Marsh & McLennan Companies Inc. |
||||||||
3.50%, 06/03/24 (Call 03/03/24) |
1,186 | 1,222,137 | ||||||
3.50%, 03/10/25 (Call 12/10/24) |
356 | 368,777 | ||||||
3.75%, 03/14/26 (Call 12/14/25) |
50 | 52,778 | ||||||
3.88%, 03/15/24 (Call 02/15/24) |
1,412 | 1,462,945 | ||||||
MetLife Inc. |
||||||||
3.00%, 03/01/25 |
807 | 830,766 | ||||||
3.60%, 04/10/24(a) |
345 | 357,168 | ||||||
Principal Financial Group Inc., 3.40%, 05/15/25 (Call 02/15/25) |
51 | 52,324 | ||||||
Prudential Financial Inc. |
||||||||
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)(b) |
413 | 416,940 | ||||||
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)(a)(b) |
1,055 | 1,074,064 | ||||||
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)(b) |
394 | 405,556 | ||||||
Reinsurance Group of America Inc., 4.70%, 09/15/23 |
58 | 60,305 | ||||||
Swiss Re America Holding Corp., 7.00%, 02/15/26(a) |
1,835 | 2,147,849 | ||||||
Voya Financial Inc. |
||||||||
3.65%, 06/15/26 |
30 | 31,479 | ||||||
5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)(b) |
581 | 586,490 | ||||||
Willis North America Inc., 3.60%, 05/15/24 (Call 03/15/24)(a) |
294 | 301,582 | ||||||
XLIT Ltd., 4.45%, 03/31/25 |
2,025 | 2,137,286 | ||||||
|
|
|||||||
15,031,339 | ||||||||
Internet — 0.4% | ||||||||
Amazon.com Inc. |
||||||||
0.80%, 06/03/25 (Call 05/03/25) |
776 | 748,700 | ||||||
2.80%, 08/22/24 (Call 06/22/24)(a) |
317 | 324,231 | ||||||
3.80%, 12/05/24 (Call 09/05/24) |
381 | 399,280 | ||||||
Booking Holdings Inc., 3.65%, 03/15/25 (Call 12/15/24) |
263 | 273,339 | ||||||
eBay Inc. |
||||||||
1.40%, 05/10/26 (Call 04/10/26) |
200 | 191,690 | ||||||
1.90%, 03/11/25 (Call 02/11/25) |
526 | 519,830 |
Security |
Par (000) |
Value | ||||||
Internet (continued) |
||||||||
3.45%, 08/01/24 (Call 05/01/24) |
$ | 347 | $ | 356,511 | ||||
Expedia Group Inc., 5.00%, 02/15/26 (Call 11/15/25) |
1,190 | 1,281,142 | ||||||
|
|
|||||||
4,094,723 | ||||||||
Iron & Steel — 0.2% | ||||||||
Nucor Corp. |
||||||||
2.00%, 06/01/25 (Call 05/01/25) |
238 | 235,506 | ||||||
4.00%, 08/01/23 (Call 05/01/23) |
210 | 215,569 | ||||||
Reliance Steel & Aluminum Co. |
||||||||
1.30%, 08/15/25 (Call 07/15/25) |
553 | 532,196 | ||||||
4.50%, 04/15/23 (Call 01/15/23)(a) |
244 | 249,636 | ||||||
Steel Dynamics Inc. |
||||||||
2.40%, 06/15/25 (Call 05/15/25) |
239 | 238,434 | ||||||
2.80%, 12/15/24 (Call 11/15/24) |
360 | 365,436 | ||||||
5.00%, 12/15/26 (Call 04/08/22) |
25 | 25,689 | ||||||
|
|
|||||||
1,862,466 | ||||||||
Leisure Time — 0.0% | ||||||||
Harley-Davidson Inc., 3.50%, 07/28/25 (Call 04/28/25) |
330 | 335,716 | ||||||
|
|
|||||||
Lodging — 0.8% |
||||||||
Hyatt Hotels Corp. |
||||||||
4.85%, 03/15/26 (Call 12/15/25)(a) |
162 | 171,924 | ||||||
5.38%, 04/23/25 (Call 03/23/25) |
545 | 589,118 | ||||||
Las Vegas Sands Corp. |
||||||||
2.90%, 06/25/25 (Call 05/25/25) |
529 | 510,136 | ||||||
3.20%, 08/08/24 (Call 07/08/24) |
613 | 605,160 | ||||||
3.50%, 08/18/26 (Call 06/18/26) |
30 | 29,166 | ||||||
Marriott International Inc./MD |
||||||||
3.60%, 04/15/24 (Call 03/15/24) |
265 | 272,430 | ||||||
3.75%, 03/15/25 (Call 12/15/24) |
339 | 349,543 | ||||||
3.75%, 10/01/25 (Call 07/01/25) |
95 | 98,246 | ||||||
Series EE, 5.75%, 05/01/25 (Call 04/01/25) |
426 | 464,595 | ||||||
Series R, 3.13%, 06/15/26 (Call 03/15/26)(a) |
120 | 122,149 | ||||||
Series Z, 4.15%, 12/01/23 (Call 11/01/23) |
61 | 62,970 | ||||||
Sands China Ltd. |
||||||||
3.80%, 01/08/26 (Call 12/08/25) |
1,000 | 953,810 | ||||||
5.13%, 08/08/25 (Call 06/08/25) |
4,159 | 4,188,030 | ||||||
|
|
|||||||
8,417,277 | ||||||||
Machinery — 1.4% | ||||||||
Caterpillar Financial Services Corp. |
||||||||
0.45%, 09/14/23 |
220 | 216,271 | ||||||
0.65%, 07/07/23 |
364 | 359,840 | ||||||
1.45%, 05/15/25 |
327 | 319,930 | ||||||
2.15%, 11/08/24 |
246 | 247,193 | ||||||
2.85%, 05/17/24 |
545 | 556,298 | ||||||
3.25%, 12/01/24 |
231 | 238,669 | ||||||
3.30%, 06/09/24 |
785 | 809,578 | ||||||
3.45%, 05/15/23 |
65 | 66,552 | ||||||
3.65%, 12/07/23(a) |
184 | 190,451 | ||||||
3.75%, 11/24/23 |
356 | 369,250 | ||||||
Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24) |
302 | 311,918 | ||||||
CNH Industrial Capital LLC |
||||||||
1.45%, 07/15/26 (Call 06/15/26) |
645 | 612,550 | ||||||
1.88%, 01/15/26 (Call 12/15/25) |
2,095 | 2,041,305 | ||||||
1.95%, 07/02/23 |
766 | 766,008 | ||||||
4.20%, 01/15/24 |
1,371 | 1,417,408 | ||||||
CNH Industrial NV, 4.50%, 08/15/23 |
1,897 | 1,959,544 | ||||||
Deere & Co., 2.75%, 04/15/25 (Call 03/15/25) |
215 | 219,085 | ||||||
John Deere Capital Corp. |
||||||||
0.70%, 07/05/23 |
50 | 49,433 |
20 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Machinery (continued) |
||||||||
1.20%, 04/06/23 |
$ | 183 | $ | 182,583 | ||||
2.05%, 01/09/25 |
37 | 37,084 | ||||||
2.60%, 03/07/24 |
174 | 176,882 | ||||||
2.65%, 06/24/24 |
320 | 325,277 | ||||||
3.35%, 06/12/24 |
214 | 220,546 | ||||||
3.40%, 09/11/25 |
100 | 104,107 | ||||||
3.45%, 06/07/23 |
142 | 145,479 | ||||||
3.45%, 01/10/24 |
238 | 245,388 | ||||||
3.45%, 03/13/25(a) |
149 | 155,178 | ||||||
3.65%, 10/12/23 |
402 | 414,852 | ||||||
Otis Worldwide Corp., 2.06%, 04/05/25 (Call 03/05/25) |
581 | 576,195 | ||||||
Rockwell Automation Inc., 2.88%, 03/01/25 (Call 12/01/24) |
60 | 61,401 | ||||||
Westinghouse Air Brake Technologies Corp. |
||||||||
3.20%, 06/15/25 (Call 05/15/25) |
245 | 247,369 | ||||||
4.40%, 03/15/24 (Call 02/15/24) |
287 | 297,329 | ||||||
Xylem Inc./NY, 3.25%, 11/01/26 (Call 08/01/26) |
20 | 20,539 | ||||||
|
|
|||||||
13,961,492 | ||||||||
Manufacturing — 3.1% | ||||||||
3M Co. |
||||||||
2.00%, 02/14/25 (Call 01/14/25)(a) |
3,161 | 3,151,991 | ||||||
2.25%, 03/15/23 (Call 02/15/23) |
2,372 | 2,392,708 | ||||||
2.25%, 09/19/26 (Call 06/19/26)(a) |
315 | 314,820 | ||||||
2.65%, 04/15/25 (Call 03/15/25) |
3,301 | 3,349,789 | ||||||
3.00%, 08/07/25(a) |
2,217 | 2,281,360 | ||||||
3.25%, 02/14/24 (Call 01/14/24) |
3,841 | 3,954,117 | ||||||
Carlisle Companies Inc., 3.50%, 12/01/24 (Call 10/01/24) |
198 | 204,219 | ||||||
Illinois Tool Works Inc., 3.50%, 03/01/24 (Call 12/01/23) |
374 | 385,078 | ||||||
Parker-Hannifin Corp. |
||||||||
2.70%, 06/14/24 (Call 05/14/24) |
351 | 355,549 | ||||||
3.30%, 11/21/24 (Call 08/21/24) |
278 | 284,494 | ||||||
Textron Inc. |
||||||||
3.88%, 03/01/25 (Call 12/01/24) |
176 | 183,515 | ||||||
4.30%, 03/01/24 (Call 12/01/23) |
20 | 20,763 | ||||||
Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23 |
7,386 | 7,610,904 | ||||||
Trane Technologies Luxembourg Finance SA |
||||||||
3.50%, 03/21/26 (Call 01/21/26) |
2,110 | 2,202,629 | ||||||
3.55%, 11/01/24 (Call 08/01/24)(a) |
5,478 | 5,657,733 | ||||||
|
|
|||||||
32,349,669 | ||||||||
Media — 0.6% | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25 (Call 04/23/25) |
271 | 287,501 | ||||||
Comcast Corp., 3.38%, 08/15/25 (Call 05/15/25) |
311 | 321,845 | ||||||
Discovery Communications LLC |
||||||||
2.95%, 03/20/23 (Call 02/20/23) |
335 | 338,796 | ||||||
3.45%, 03/15/25 (Call 12/15/24) |
133 | 135,947 | ||||||
3.80%, 03/13/24 (Call 01/13/24) |
179 | 183,890 | ||||||
3.90%, 11/15/24 (Call 08/15/24) |
261 | 270,200 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
224 | 231,883 | ||||||
4.90%, 03/11/26 (Call 12/11/25) |
30 | 32,061 | ||||||
Fox Corp. |
||||||||
3.05%, 04/07/25 (Call 03/07/25) |
588 | 599,766 | ||||||
4.03%, 01/25/24 (Call 12/25/23) |
350 | 362,719 | ||||||
Paramount Global |
||||||||
3.50%, 01/15/25 (Call 10/15/24) |
240 | 247,493 | ||||||
3.70%, 08/15/24 (Call 03/03/22) |
157 | 163,291 | ||||||
3.88%, 04/01/24 (Call 03/18/22) |
65 | 67,436 | ||||||
4.75%, 05/15/25 (Call 04/15/25) |
523 | 558,622 |
Security |
Par (000) |
Value | ||||||
Media (continued) |
||||||||
Thomson Reuters Corp., 4.30%, 11/23/23 (Call 08/23/23) |
$ | 252 | $ | 260,578 | ||||
TWDC Enterprises 18 Corp., 3.15%, 09/17/25 |
473 | 486,745 | ||||||
Walt Disney Co. (The) |
||||||||
1.75%, 08/30/24 (Call 07/30/24) |
290 | 288,770 | ||||||
3.35%, 03/24/25 |
821 | 850,014 | ||||||
3.70%, 09/15/24 (Call 06/15/24) |
276 | 286,452 | ||||||
|
|
|||||||
5,974,009 | ||||||||
Metal Fabricate & Hardware — 0.0% | ||||||||
Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24) |
30 | 30,903 | ||||||
|
|
|||||||
Mining — 0.2% | ||||||||
Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23) |
1,870 | 1,980,311 | ||||||
|
|
|||||||
Office & Business Equipment — 0.0% | ||||||||
CDW LLC/CDW Finance Corp., 2.67%, 12/01/26 (Call 11/01/26) |
500 | 488,840 | ||||||
|
|
|||||||
Oil & Gas — 1.9% | ||||||||
BP Capital Markets America Inc. |
||||||||
2.75%, 05/10/23 |
55 | 55,662 | ||||||
3.19%, 04/06/25 (Call 03/06/25) |
302 | 309,402 | ||||||
3.79%, 02/06/24 (Call 01/06/24) |
331 | 341,615 | ||||||
3.80%, 09/21/25 (Call 07/21/25) |
279 | 292,526 | ||||||
BP Capital Markets PLC |
||||||||
2.75%, 05/10/23 |
115 | 116,421 | ||||||
3.51%, 03/17/25 |
307 | 318,230 | ||||||
3.54%, 11/04/24 |
168 | 173,880 | ||||||
3.81%, 02/10/24 |
443 | 458,230 | ||||||
3.99%, 09/26/23 |
314 | 324,152 | ||||||
Chevron Corp., 1.55%, 05/11/25 (Call 04/11/25) |
1,389 | 1,368,776 | ||||||
ConocoPhillips Co. |
||||||||
2.40%, 03/07/25 (Call 03/07/23) |
230 | 230,287 | ||||||
3.35%, 11/15/24 (Call 08/15/24) |
231 | 238,156 | ||||||
4.95%, 03/15/26 (Call 12/15/25)(a) |
145 | 158,875 | ||||||
Devon Energy Corp., 5.85%, 12/15/25 (Call 09/15/25) |
605 | 674,787 | ||||||
Diamondback Energy Inc., 4.75%, 05/31/25 (Call 03/18/22) |
677 | 723,381 | ||||||
Exxon Mobil Corp. |
||||||||
2.71%, 03/06/25 (Call 12/06/24)(a) |
312 | 317,778 | ||||||
2.99%, 03/19/25 (Call 02/19/25) |
776 | 797,115 | ||||||
Hess Corp., 3.50%, 07/15/24 (Call 04/15/24) |
1,951 | 1,997,941 | ||||||
HollyFrontier Corp. |
||||||||
2.63%, 10/01/23(a) |
63 | 63,364 | ||||||
5.88%, 04/01/26 (Call 01/01/26) |
1,754 | 1,904,914 | ||||||
Marathon Petroleum Corp. |
||||||||
3.63%, 09/15/24 (Call 06/15/24) |
515 | 529,276 | ||||||
4.70%, 05/01/25 (Call 04/01/25) |
614 | 652,535 | ||||||
5.13%, 12/15/26 (Call 09/15/26) |
10 | 11,004 | ||||||
Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) |
1,105 | 1,194,472 | ||||||
Phillips 66 |
||||||||
1.30%, 02/15/26 (Call 01/15/26) |
479 | 457,062 | ||||||
3.70%, 04/06/23 |
178 | 181,911 | ||||||
3.85%, 04/09/25 (Call 03/09/25)(a) |
339 | 352,787 | ||||||
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23 |
884 | 896,482 | ||||||
TotalEnergies Capital International SA |
||||||||
2.43%, 01/10/25 (Call 10/10/24) |
1,176 | 1,185,761 | ||||||
3.70%, 01/15/24 |
1,404 | 1,452,747 | ||||||
3.75%, 04/10/24 |
1,571 | 1,615,334 | ||||||
Valero Energy Corp., 2.85%, 04/15/25 (Call 03/15/25) |
95 | 96,067 | ||||||
|
|
|||||||
19,490,930 |
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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Oil & Gas Services — 0.5% |
||||||||
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 2.06%, 12/15/26 (Call 11/15/26) |
$ | 2,675 | $ | 2,612,485 | ||||
Halliburton Co. |
||||||||
3.50%, 08/01/23 (Call 05/01/23)(a) |
417 | 425,457 | ||||||
3.80%, 11/15/25 (Call 08/15/25) |
206 | 215,791 | ||||||
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25) |
580 | 563,099 | ||||||
Schlumberger Investment SA, 3.65%, 12/01/23 (Call 09/01/23) |
1,353 | 1,389,856 | ||||||
|
|
|||||||
5,206,688 | ||||||||
Packaging & Containers — 0.2% | ||||||||
Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26) |
795 | 832,174 | ||||||
Packaging Corp. of America, 3.65%, 09/15/24 (Call 06/15/24) |
599 | 619,216 | ||||||
WRKCo Inc. |
||||||||
3.00%, 09/15/24 (Call 07/15/24) |
160 | 162,810 | ||||||
3.75%, 03/15/25 (Call 01/15/25) |
255 | 264,930 | ||||||
|
|
|||||||
1,879,130 | ||||||||
Pharmaceuticals — 2.7% | ||||||||
AbbVie Inc., 3.60%, 05/14/25 (Call 02/14/25) |
498 | 514,648 | ||||||
AmerisourceBergen Corp. |
||||||||
3.25%, 03/01/25 (Call 12/01/24) |
151 | 154,991 | ||||||
3.40%, 05/15/24 (Call 02/15/24) |
226 | 231,829 | ||||||
Astrazeneca Finance LLC |
||||||||
0.70%, 05/28/24 (Call 05/28/22) |
160 | 155,786 | ||||||
1.20%, 05/28/26 (Call 04/28/26) |
2,945 | 2,823,578 | ||||||
AstraZeneca PLC |
||||||||
0.30%, 05/26/23 |
155 | 152,895 | ||||||
0.70%, 04/08/26 (Call 03/08/26) |
2,842 | 2,671,253 | ||||||
3.38%, 11/16/25 |
4,483 | 4,669,313 | ||||||
3.50%, 08/17/23 (Call 07/17/23) |
2,522 | 2,588,278 | ||||||
Becton Dickinson and Co. |
||||||||
3.36%, 06/06/24 (Call 04/06/24) |
211 | 216,283 | ||||||
3.73%, 12/15/24 (Call 09/15/24) |
110 | 113,800 | ||||||
Bristol-Myers Squibb Co. |
||||||||
2.90%, 07/26/24 (Call 06/26/24) |
211 | 216,037 | ||||||
3.25%, 11/01/23(a) |
149 | 153,022 | ||||||
3.63%, 05/15/24 (Call 02/15/24)(a) |
15 | 15,511 | ||||||
3.88%, 08/15/25 (Call 04/04/22) |
188 | 198,297 | ||||||
Cardinal Health Inc. |
||||||||
3.08%, 06/15/24 (Call 04/15/24) |
1,190 | 1,211,836 | ||||||
3.20%, 03/15/23 |
267 | 271,032 | ||||||
3.50%, 11/15/24 (Call 08/15/24) |
696 | 716,469 | ||||||
3.75%, 09/15/25 (Call 06/15/25) |
670 | 697,483 | ||||||
Cigna Corp. |
||||||||
1.25%, 03/15/26 (Call 02/15/26)(a) |
332 | 317,591 | ||||||
3.00%, 07/15/23 (Call 05/16/23) |
74 | 75,122 | ||||||
3.25%, 04/15/25 (Call 01/15/25) |
195 | 199,259 | ||||||
3.50%, 06/15/24 (Call 03/17/24) |
353 | 362,538 | ||||||
3.75%, 07/15/23 (Call 06/15/23) |
269 | 276,107 | ||||||
4.13%, 11/15/25 (Call 09/15/25) |
351 | 369,750 | ||||||
CVS Health Corp. |
||||||||
2.63%, 08/15/24 (Call 07/15/24)(a) |
360 | 364,252 | ||||||
3.38%, 08/12/24 (Call 05/12/24) |
222 | 228,025 | ||||||
3.88%, 07/20/25 (Call 04/20/25) |
657 | 686,775 | ||||||
4.00%, 12/05/23 (Call 09/05/23) |
91 | 93,969 | ||||||
4.10%, 03/25/25 (Call 01/25/25) |
686 | 719,868 | ||||||
Eli Lilly & Co., 2.75%, 06/01/25 (Call 03/01/25) |
257 | 262,312 |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) |
||||||||
GlaxoSmithKline Capital Inc. |
||||||||
2.80%, 03/18/23 |
$ | 359 | $ | 363,972 | ||||
3.38%, 05/15/23 |
459 | 469,130 | ||||||
3.63%, 05/15/25 |
223 | 233,294 | ||||||
GlaxoSmithKline Capital PLC, 3.00%, 06/01/24 (Call 05/01/24) |
780 | 797,534 | ||||||
Johnson & Johnson, 0.55%, 09/01/25 (Call 08/01/25) |
202 | 192,338 | ||||||
McKesson Corp., 3.80%, 03/15/24 (Call 12/15/23) |
349 | 360,046 | ||||||
Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25) |
660 | 695,000 | ||||||
Merck & Co. Inc. |
||||||||
2.75%, 02/10/25 (Call 11/10/24) |
425 | 434,775 | ||||||
2.80%, 05/18/23 |
394 | 400,785 | ||||||
2.90%, 03/07/24 (Call 02/07/24)(a) |
197 | 201,498 | ||||||
Novartis Capital Corp. |
||||||||
1.75%, 02/14/25 (Call 01/14/25) |
263 | 261,475 | ||||||
3.40%, 05/06/24 |
465 | 480,610 | ||||||
Shire Acquisitions Investments Ireland DAC, 2.88%, 09/23/23 (Call 07/23/23) |
642 | 650,609 | ||||||
Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23) |
365 | 378,903 | ||||||
Zoetis Inc., 4.50%, 11/13/25 (Call 08/13/25) |
120 | 128,101 | ||||||
|
|
|||||||
27,775,979 | ||||||||
Pipelines — 2.2% | ||||||||
Boardwalk Pipelines LP |
||||||||
3.38%, 02/01/23 (Call 11/01/22) |
116 | 116,916 | ||||||
4.95%, 12/15/24 (Call 09/15/24) |
207 | 218,673 | ||||||
5.95%, 06/01/26 (Call 03/01/26) |
35 | 38,963 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
5.88%, 03/31/25 (Call 10/02/24) |
999 | 1,079,100 | ||||||
7.00%, 06/30/24 (Call 01/01/24) |
735 | 795,784 | ||||||
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)(a) |
526 | 558,307 | ||||||
Enbridge Inc. |
||||||||
1.60%, 10/04/26 (Call 09/04/26) |
15 | 14,325 | ||||||
2.15%, 02/16/24 |
80 | 80,159 | ||||||
2.50%, 01/15/25 (Call 12/15/24) |
619 | 620,158 | ||||||
2.50%, 02/14/25 |
160 | 160,576 | ||||||
3.50%, 06/10/24 (Call 03/10/24) |
315 | 322,790 | ||||||
4.00%, 10/01/23 (Call 07/01/23) |
607 | 623,796 | ||||||
4.25%, 12/01/26 (Call 09/01/26) |
25 | 26,654 | ||||||
Energy Transfer LP, 3.90%, 05/15/24 (Call 02/15/24) |
320 | 328,662 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
3.50%, 09/01/23 (Call 06/01/23) |
228 | 232,423 | ||||||
4.15%, 02/01/24 (Call 11/01/23) |
191 | 197,135 | ||||||
4.25%, 09/01/24 (Call 06/01/24) |
320 | 332,954 | ||||||
4.30%, 05/01/24 (Call 02/01/24) |
376 | 390,104 | ||||||
Kinder Morgan Inc., 4.30%, 06/01/25 (Call 03/01/25) |
376 | 394,176 | ||||||
MPLX LP |
||||||||
4.00%, 02/15/25 (Call 11/15/24) |
214 | 222,560 | ||||||
4.50%, 07/15/23 (Call 04/15/23) |
385 | 395,665 | ||||||
4.88%, 12/01/24 (Call 09/01/24) |
534 | 565,864 | ||||||
4.88%, 06/01/25 (Call 03/01/25) |
723 | 769,966 | ||||||
ONEOK Inc. |
||||||||
2.20%, 09/15/25 (Call 08/15/25)(a) |
835 | 824,061 | ||||||
2.75%, 09/01/24 (Call 08/01/24) |
1,218 | 1,224,541 | ||||||
5.85%, 01/15/26 (Call 12/15/25)(a) |
2,458 | 2,736,172 | ||||||
7.50%, 09/01/23 (Call 06/01/23) |
900 | 960,732 | ||||||
ONEOK Partners LP |
||||||||
4.90%, 03/15/25 (Call 12/15/24)(a) |
196 | 207,803 |
22 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
5.00%, 09/15/23 (Call 06/15/23) |
$ | 772 | $ | 800,371 | ||||
Phillips 66 Partners LP, 2.45%, 12/15/24 (Call 11/15/24) |
50 | 50,232 | ||||||
Plains All American Pipeline LP/PAA Finance Corp. |
||||||||
3.60%, 11/01/24 (Call 08/01/24) |
729 | 746,423 | ||||||
4.65%, 10/15/25 (Call 07/15/25) |
169 | 179,105 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
5.63%, 04/15/23 (Call 01/15/23) |
245 | 253,073 | ||||||
5.63%, 03/01/25 (Call 12/01/24) |
1,255 | 1,354,948 | ||||||
5.75%, 05/15/24 (Call 02/15/24)(a) |
925 | 984,200 | ||||||
Spectra Energy Partners LP |
||||||||
3.38%, 10/15/26 (Call 07/15/26) |
35 | 36,033 | ||||||
3.50%, 03/15/25 (Call 12/15/24) |
733 | 753,311 | ||||||
4.75%, 03/15/24 (Call 12/15/23) |
557 | 582,577 | ||||||
TC PipeLines LP, 4.38%, 03/13/25 (Call 12/13/24) |
621 | 652,652 | ||||||
Williams Companies Inc. (The) |
||||||||
3.90%, 01/15/25 (Call 10/15/24) |
487 | 505,579 | ||||||
4.00%, 09/15/25 (Call 06/15/25) |
420 | 438,169 | ||||||
4.30%, 03/04/24 (Call 12/04/23) |
352 | 364,968 | ||||||
4.50%, 11/15/23 (Call 08/15/23) |
229 | 237,441 | ||||||
4.55%, 06/24/24 (Call 03/24/24) |
238 | 249,522 | ||||||
|
|
|||||||
22,627,623 | ||||||||
Real Estate — 0.3% | ||||||||
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) |
290 | 301,240 | ||||||
CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25) |
2,680 | 2,910,882 | ||||||
|
|
|||||||
3,212,122 | ||||||||
Real Estate Investment Trusts — 3.2% | ||||||||
Alexandria Real Estate Equities Inc., 3.45%, 04/30/25 (Call 02/28/25)(a) |
384 | 397,528 | ||||||
American Campus Communities Operating Partnership LP, 4.13%, 07/01/24 (Call 04/01/24) |
238 | 247,258 | ||||||
American Tower Corp. |
||||||||
1.30%, 09/15/25 (Call 08/15/25) |
233 | 223,286 | ||||||
1.45%, 09/15/26 (Call 08/15/26) |
1,035 | 980,352 | ||||||
1.60%, 04/15/26 (Call 03/15/26) |
275 | 263,733 | ||||||
2.40%, 03/15/25 (Call 02/15/25) |
839 | 836,407 | ||||||
2.75%, 01/15/27 (Call 11/15/26) |
525 | 524,312 | ||||||
2.95%, 01/15/25 (Call 12/15/24) |
325 | 328,559 | ||||||
3.00%, 06/15/23 |
1,399 | 1,419,761 | ||||||
3.38%, 05/15/24 (Call 04/15/24) |
909 | 929,162 | ||||||
3.38%, 10/15/26 (Call 07/15/26) |
600 | 615,846 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
140 | 145,753 | ||||||
4.40%, 02/15/26 (Call 11/15/25) |
335 | 355,381 | ||||||
5.00%, 02/15/24 |
1,678 | 1,767,656 | ||||||
Boston Properties LP |
||||||||
3.13%, 09/01/23 (Call 06/01/23) |
309 | 313,959 | ||||||
3.20%, 01/15/25 (Call 10/15/24) |
961 | 982,209 | ||||||
3.80%, 02/01/24 (Call 11/01/23) |
700 | 719,768 | ||||||
Brandywine Operating Partnership LP, 4.10%, 10/01/24 (Call 07/01/24) |
178 | 184,075 | ||||||
Brixmor Operating Partnership LP |
||||||||
3.65%, 06/15/24 (Call 04/15/24) |
371 | 382,115 | ||||||
3.85%, 02/01/25 (Call 11/01/24) |
615 | 638,997 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 3.85%, 04/15/23 |
253 | 259,168 | ||||||
Corporate Office Properties LP, 2.25%, 03/15/26 (Call 02/15/26) |
235 | 231,090 | ||||||
Crown Castle International Corp. |
||||||||
1.35%, 07/15/25 (Call 06/15/25) |
175 | 167,913 |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
3.15%, 07/15/23 (Call 06/15/23)(a) |
$ | 248 | $ | 252,357 | ||||
3.20%, 09/01/24 (Call 07/01/24) |
285 | 290,766 | ||||||
3.70%, 06/15/26 (Call 03/15/26) |
55 | 57,074 | ||||||
4.45%, 02/15/26 (Call 11/15/25) |
30 | 31,881 | ||||||
CyrusOne LP/CyrusOne Finance Corp., 2.90%, 11/15/24 (Call 10/15/24)(a) |
641 | 653,000 | ||||||
EPR Properties, 4.75%, 12/15/26 (Call 09/15/26) |
1,000 | 1,034,330 | ||||||
Equinix Inc. |
||||||||
1.00%, 09/15/25 (Call 08/15/25) |
1,334 | 1,263,618 | ||||||
1.25%, 07/15/25 (Call 06/15/25) |
1,298 | 1,237,864 | ||||||
1.45%, 05/15/26 (Call 04/15/26) |
784 | 745,945 | ||||||
2.63%, 11/18/24 (Call 10/18/24) |
1,902 | 1,913,868 | ||||||
ERP Operating LP, 3.38%, 06/01/25 (Call 03/01/25) |
46 | 47,708 | ||||||
Federal Realty Investment Trust, 3.95%, 01/15/24 (Call 10/15/23)(a) |
247 | 254,393 | ||||||
GLP Capital LP/GLP Financing II Inc., 5.25%, 06/01/25 (Call 03/01/25) |
407 | 430,162 | ||||||
Healthpeak Properties Inc. |
||||||||
3.40%, 02/01/25 (Call 11/01/24) |
34 | 34,916 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
326 | 340,765 | ||||||
Host Hotels & Resorts LP |
||||||||
3.88%, 04/01/24 (Call 02/01/24) |
497 | 507,929 | ||||||
Series E, 4.00%, 06/15/25 (Call 03/15/25) |
520 | 538,387 | ||||||
Series F, 4.50%, 02/01/26 (Call 11/01/25) |
552 | 579,263 | ||||||
Kilroy Realty LP |
||||||||
3.45%, 12/15/24 (Call 09/15/24) |
584 | 598,594 | ||||||
4.38%, 10/01/25 (Call 07/01/25) |
168 | 177,107 | ||||||
Kimco Realty Corp. |
||||||||
2.70%, 03/01/24 (Call 01/01/24) |
305 | 307,538 | ||||||
3.13%, 06/01/23 (Call 03/01/23) |
170 | 172,343 | ||||||
3.30%, 02/01/25 (Call 12/01/24) |
448 | 459,500 | ||||||
Office Properties Income Trust, 4.50%, 02/01/25 |
||||||||
(Call 11/01/24) |
815 | 835,538 | ||||||
Piedmont Operating Partnership LP |
||||||||
3.40%, 06/01/23 (Call 03/01/23) |
5 | 5,058 | ||||||
4.45%, 03/15/24 (Call 12/15/23) |
133 | 137,807 | ||||||
Realty Income Corp. |
||||||||
3.88%, 07/15/24 (Call 04/15/24) |
132 | 136,851 | ||||||
3.88%, 04/15/25 (Call 02/15/25) |
273 | 285,028 | ||||||
Simon Property Group LP, 3.50%, 09/01/25 (Call 06/01/25) . |
525 | 542,383 | ||||||
SITE Centers Corp. |
||||||||
3.63%, 02/01/25 (Call 11/01/24) |
474 | 486,291 | ||||||
4.25%, 02/01/26 (Call 11/01/25) |
215 | 223,972 | ||||||
Ventas Realty LP |
||||||||
2.65%, 01/15/25 (Call 12/15/24) |
855 | 859,608 | ||||||
3.50%, 04/15/24 (Call 03/15/24) |
579 | 593,267 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
448 | 459,657 | ||||||
3.75%, 05/01/24 (Call 02/01/24) |
614 | 630,817 | ||||||
Welltower Inc. |
||||||||
3.63%, 03/15/24 (Call 02/15/24) |
1,073 | 1,102,583 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
858 | 898,026 | ||||||
4.50%, 01/15/24 (Call 10/15/23) |
205 | 212,938 | ||||||
WP Carey Inc. |
||||||||
4.00%, 02/01/25 (Call 11/01/24) |
135 | 141,036 | ||||||
4.60%, 04/01/24 (Call 01/01/24) |
300 | 313,098 | ||||||
|
|
|||||||
32,707,554 | ||||||||
Retail — 2.7% | ||||||||
AutoNation Inc., 3.50%, 11/15/24 (Call 09/15/24) |
556 | 571,423 | ||||||
AutoZone Inc., 3.63%, 04/15/25 (Call 03/15/25) |
1,266 | 1,309,690 | ||||||
Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25) |
389 | 406,680 |
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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Retail (continued) |
||||||||
Home Depot Inc. (The) |
||||||||
2.13%, 09/15/26 (Call 06/15/26) |
$ | 160 | $ | 160,141 | ||||
2.70%, 04/01/23 (Call 01/01/23) |
1,880 | 1,900,812 | ||||||
3.00%, 04/01/26 (Call 01/01/26) |
615 | 637,214 | ||||||
3.35%, 09/15/25 (Call 06/15/25) |
1,014 | 1,054,033 | ||||||
3.75%, 02/15/24 (Call 11/15/23) |
1,199 | 1,241,456 | ||||||
Lowe’s Companies Inc. |
||||||||
2.50%, 04/15/26 (Call 01/15/26) |
570 | 575,991 | ||||||
3.13%, 09/15/24 (Call 06/15/24) |
873 | 893,638 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
650 | 674,017 | ||||||
3.88%, 09/15/23 (Call 06/15/23) |
235 | 241,571 | ||||||
4.00%, 04/15/25 (Call 03/15/25) |
821 | 863,224 | ||||||
McDonald’s Corp. |
||||||||
1.45%, 09/01/25 (Call 08/01/25) |
311 | 303,527 | ||||||
3.25%, 06/10/24 |
110 | 113,354 | ||||||
3.30%, 07/01/25 (Call 06/01/25) |
282 | 290,965 | ||||||
3.38%, 05/26/25 (Call 02/26/25) |
415 | 430,093 | ||||||
Ross Stores Inc., 4.60%, 04/15/25 (Call 03/15/25) |
861 | 917,197 | ||||||
Starbucks Corp., 3.80%, 08/15/25 (Call 06/15/25) |
363 | 380,322 | ||||||
Target Corp. |
||||||||
2.25%, 04/15/25 (Call 03/15/25) |
6,376 | 6,419,038 | ||||||
2.50%, 04/15/26(a) |
7,017 | 7,178,321 | ||||||
3.50%, 07/01/24 |
1,670 | 1,738,353 | ||||||
|
|
|||||||
28,301,060 | ||||||||
Savings & Loans — 0.0% | ||||||||
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)(b) |
380 | 405,825 | ||||||
|
|
|||||||
Semiconductors — 1.5% | ||||||||
Altera Corp., 4.10%, 11/15/23 |
414 | 429,446 | ||||||
Applied Materials Inc., 3.90%, 10/01/25 (Call 07/01/25) |
2,343 | 2,475,567 | ||||||
Intel Corp. |
||||||||
2.60%, 05/19/26 (Call 02/19/26) |
1,330 | 1,356,547 | ||||||
2.88%, 05/11/24 (Call 03/11/24)(a) |
1,097 | 1,122,132 | ||||||
3.40%, 03/25/25 (Call 02/25/25) |
730 | 756,214 | ||||||
3.70%, 07/29/25 (Call 04/29/25) |
580 | 607,069 | ||||||
Lam Research Corp., 3.80%, 03/15/25 (Call 12/15/24) |
335 | 350,517 | ||||||
NVIDIA Corp., 3.20%, 09/16/26 (Call 06/16/26) |
1,080 | 1,127,110 | ||||||
NXP BV/NXP Funding LLC, 5.35%, 03/01/26 (Call 01/01/26)(d) |
1,175 | 1,292,406 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc., 2.70%, 05/01/25 (Call 04/01/25)(d) |
486 | 488,882 | ||||||
Texas Instruments Inc. |
||||||||
1.13%, 09/15/26 (Call 08/15/26) |
90 | 86,596 | ||||||
1.38%, 03/12/25 (Call 02/12/25) |
2,875 | 2,826,528 | ||||||
2.25%, 05/01/23 (Call 02/01/23) |
751 | 756,204 | ||||||
2.63%, 05/15/24 (Call 03/15/24) |
1,607 | 1,633,467 | ||||||
|
|
|||||||
15,308,685 | ||||||||
Shipbuilding — 0.0% | ||||||||
Huntington Ingalls Industries Inc. |
||||||||
0.67%, 08/16/23 (Call 08/16/22)(d) |
20 | 19,605 | ||||||
3.84%, 05/01/25 (Call 04/01/25) |
420 | 434,612 | ||||||
|
|
|||||||
454,217 | ||||||||
Software — 3.8% | ||||||||
Adobe Inc. |
||||||||
1.90%, 02/01/25 (Call 01/01/25) |
544 | 544,185 | ||||||
3.25%, 02/01/25 (Call 11/01/24) |
1,027 | 1,060,449 | ||||||
Autodesk Inc., 4.38%, 06/15/25 (Call 03/15/25) |
459 | 484,438 |
Security |
Par (000) |
Value | ||||||
Software (continued) |
||||||||
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) |
$ | 800 | $ | 839,928 | ||||
Citrix Systems Inc., 1.25%, 03/01/26 (Call 02/01/26) |
1,650 | 1,613,931 | ||||||
Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25) |
90 | 97,814 | ||||||
Fiserv Inc., 3.85%, 06/01/25 (Call 03/01/25)(a) |
280 | 291,600 | ||||||
Intuit Inc. |
||||||||
0.65%, 07/15/23 |
965 | 952,272 | ||||||
0.95%, 07/15/25 (Call 06/15/25)(a) |
4,216 | 4,041,373 | ||||||
Microsoft Corp. |
||||||||
2.00%, 08/08/23 (Call 06/08/23) |
1,780 | 1,796,590 | ||||||
2.38%, 05/01/23 (Call 02/01/23) |
730 | 737,395 | ||||||
2.40%, 08/08/26 (Call 05/08/26) |
3,595 | 3,653,670 | ||||||
2.70%, 02/12/25 (Call 11/12/24) |
2,024 | 2,076,503 | ||||||
2.88%, 02/06/24 (Call 12/06/23) |
2,499 | 2,559,326 | ||||||
3.13%, 11/03/25 (Call 08/03/25) |
3,056 | 3,173,778 | ||||||
3.63%, 12/15/23 (Call 09/15/23) |
2,240 | 2,323,014 | ||||||
Oracle Corp. |
||||||||
2.50%, 04/01/25 (Call 03/01/25) |
550 | 548,075 | ||||||
2.95%, 05/15/25 (Call 02/15/25) |
517 | 521,632 | ||||||
Roper Technologies Inc. |
||||||||
1.00%, 09/15/25 (Call 08/15/25) |
294 | 279,676 | ||||||
2.35%, 09/15/24 (Call 08/15/24) |
720 | 722,808 | ||||||
3.65%, 09/15/23 (Call 08/15/23) |
661 | 677,697 | ||||||
salesforce.com Inc., 3.25%, 04/11/23 (Call 03/11/23) |
4,839 | 4,935,780 | ||||||
VMware Inc. |
||||||||
1.40%, 08/15/26 (Call 07/15/26) |
3,867 | 3,671,137 | ||||||
4.50%, 05/15/25 (Call 04/15/25) |
1,121 | 1,186,993 | ||||||
|
|
|||||||
38,790,064 | ||||||||
Telecommunications — 1.6% | ||||||||
AT&T Inc. |
||||||||
3.40%, 05/15/25 (Call 02/15/25) |
473 | 489,148 | ||||||
3.60%, 07/15/25 (Call 04/15/25) |
100 | 104,143 | ||||||
3.80%, 03/01/24 (Call 01/01/24) |
97 | 100,292 | ||||||
3.90%, 03/11/24 (Call 12/11/23) |
282 | 292,096 | ||||||
3.95%, 01/15/25 (Call 10/15/24) |
80 | 83,754 | ||||||
British Telecommunications PLC, 4.50%, 12/04/23 (Call 11/04/23)(a) |
1,202 | 1,244,936 | ||||||
Cisco Systems Inc. |
||||||||
2.20%, 09/20/23 (Call 07/20/23) |
1,878 | 1,897,099 | ||||||
2.60%, 02/28/23(a) |
255 | 258,221 | ||||||
3.50%, 06/15/25 |
1,914 | 2,002,714 | ||||||
3.63%, 03/04/24(a) |
1,185 | 1,229,663 | ||||||
Motorola Solutions Inc., 4.00%, 09/01/24 |
1,084 | 1,120,867 | ||||||
Rogers Communications Inc. |
||||||||
3.63%, 12/15/25 (Call 09/15/25) |
1,375 | 1,425,600 | ||||||
4.10%, 10/01/23 (Call 07/01/23) |
1,043 | 1,070,295 | ||||||
T-Mobile USA Inc., 3.50%, 04/15/25 (Call 03/15/25) |
861 | 884,901 | ||||||
Verizon Communications Inc. |
||||||||
2.63%, 08/15/26 |
625 | 628,375 | ||||||
3.38%, 02/15/25(a) |
391 | 404,556 | ||||||
3.50%, 11/01/24 (Call 08/01/24) |
279 | 288,587 | ||||||
Vodafone Group PLC |
||||||||
3.75%, 01/16/24 |
321 | 332,286 | ||||||
4.13%, 05/30/25 |
2,393 | 2,516,407 | ||||||
|
|
|||||||
16,373,940 |
24 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Toys, Games & Hobbies — 0.4% |
||||||||
Hasbro Inc. |
||||||||
3.00%, 11/19/24 (Call 10/19/24) |
$ | 1,536 | $ | 1,557,181 | ||||
3.55%, 11/19/26 (Call 09/19/26) |
2,085 | 2,153,972 | ||||||
|
|
|||||||
3,711,153 | ||||||||
Transportation — 2.1% | ||||||||
BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26), (3 mo. LIBOR US + 2.350%)(b) |
502 | 540,880 | ||||||
Canadian National Railway Co., 2.95%, 11/21/24 (Call 08/21/24) |
322 | 327,996 | ||||||
Canadian Pacific Railway Co., 2.90%, 02/01/25 (Call 11/01/24) |
395 | 402,533 | ||||||
CSX Corp., 3.40%, 08/01/24 (Call 05/01/24)(a) |
492 | 506,824 | ||||||
Kansas City Southern, 3.00%, 05/15/23 (Call 02/15/23) |
597 | 602,403 | ||||||
Norfolk Southern Corp. |
||||||||
2.90%, 06/15/26 (Call 03/15/26) |
55 | 56,338 | ||||||
3.65%, 08/01/25 (Call 06/01/25) |
75 | 78,199 | ||||||
3.85%, 01/15/24 (Call 10/15/23) |
356 | 367,228 | ||||||
Ryder System Inc. |
||||||||
1.75%, 09/01/26 (Call 08/01/26) |
2,130 | 2,049,848 | ||||||
2.50%, 09/01/24 (Call 08/01/24) |
3,256 | 3,269,480 | ||||||
2.85%, 03/01/27 (Call 02/01/27) |
410 | 411,156 | ||||||
2.90%, 12/01/26 (Call 10/01/26) |
500 | 504,565 | ||||||
3.35%, 09/01/25 (Call 08/01/25) |
1,571 | 1,609,097 | ||||||
3.40%, 03/01/23 (Call 02/01/23) |
4 | 4,064 | ||||||
3.65%, 03/18/24 (Call 02/18/24) |
2,679 | 2,759,531 | ||||||
3.75%, 06/09/23 (Call 05/09/23) |
2,830 | 2,892,600 | ||||||
3.88%, 12/01/23 (Call 11/01/23) |
2,284 | 2,354,895 | ||||||
4.63%, 06/01/25 (Call 05/01/25) |
1,092 | 1,161,680 | ||||||
Union Pacific Corp. |
||||||||
3.25%, 01/15/25 (Call 10/15/24) |
132 | 135,618 | ||||||
3.25%, 08/15/25 (Call 05/15/25) |
192 | 197,950 | ||||||
3.65%, 02/15/24 (Call 11/15/23) |
190 | 195,810 | ||||||
3.75%, 03/15/24 (Call 12/15/23) |
30 | 31,007 | ||||||
3.75%, 07/15/25 (Call 05/15/25)(a) |
153 | 160,286 | ||||||
United Parcel Service Inc. |
||||||||
2.20%, 09/01/24 (Call 08/01/24) |
262 | 264,355 | ||||||
2.80%, 11/15/24 (Call 09/15/24) |
255 | 260,521 | ||||||
3.90%, 04/01/25 (Call 03/01/25) |
969 | 1,019,436 | ||||||
|
|
|||||||
22,164,300 | ||||||||
Trucking & Leasing — 0.1% | ||||||||
GATX Corp. |
||||||||
3.25%, 03/30/25 (Call 12/30/24) |
293 | 299,558 | ||||||
4.35%, 02/15/24 (Call 01/15/24) |
295 | 307,254 | ||||||
|
|
|||||||
606,812 |
Security | Par/ Shares (000) |
Value | ||||||
Venture Capital — 0.1% |
||||||||
Hercules Capital Inc. |
||||||||
2.63%, 09/16/26 (Call 08/16/26) |
$ | 50 | $ | 47,219 | ||||
3.38%, 01/20/27 (Call 12/20/26) |
950 | 917,833 | ||||||
|
|
|||||||
965,052 | ||||||||
Water — 0.1% | ||||||||
American Water Capital Corp. |
||||||||
3.40%, 03/01/25 (Call 12/01/24) |
397 | 408,890 | ||||||
3.85%, 03/01/24 (Call 12/01/23) |
110 | 113,738 | ||||||
|
|
|||||||
522,628 | ||||||||
|
|
|||||||
Total
Corporate Bonds & Notes — 98.6% |
1,017,378,651 | |||||||
|
|
|||||||
Short-Term Investments |
||||||||
Money Market Funds — 3.1% | ||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%(e)(f)(g) |
29,631 | 29,636,964 | ||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%(e)(f) |
2,760 | 2,760,000 | ||||||
|
|
|||||||
32,396,964 | ||||||||
|
|
|||||||
Total
Short-Term Investments — 3.1% |
32,396,964 | |||||||
|
|
|||||||
Total
Investments in Securities — 101.7% |
1,049,775,615 | |||||||
Other Assets, Less Liabilities — (1.7)% | (17,687,990) | |||||||
|
|
|||||||
Net Assets — 100.0% |
$ | 1,032,087,625 | ||||||
|
|
(a) |
All or a portion of this security is on loan. |
(b) |
Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(c) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(d) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(e) |
Affiliate of the Fund. |
(f) |
Annualized 7-day yield as of period end. |
(g) |
All or a portion of this security was purchased with the cash collateral from loaned securities. |
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 (continued) February 28, 2020 |
iShares® ESG Aware 1-5 Year USD Corporate Bond ETF |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the year ended February 28, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
||||||||||||||||||||||||||||||||||||
Affiliated Issuer | Value
at 02/28/21 |
Purchases at Cost |
Proceeds from Sales |
Net Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) |
Value
at 02/28/22 |
Shares Held at 02/28/22 (000) |
Income | Capital
Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares |
$ | 29,259,474 | $389,558 | (a) | $ | — | $ | (8,572 | ) | $ | (3,496 | ) | $ | 29,636,964 | 29,631 | $ | 56,240 | (b) | $ | — | ||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
6,216,000 | — | (3,456,000 | )(a) | — | — | 2,760,000 | 2,760 | 658 | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
$ | (8,572 | ) | $ | (3,496 | ) | $ | 32,396,964 | $ | 56,898 | $ | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Represents net amount purchased (sold). |
(b) |
All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
|
||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
||||||||||||||||
Investments |
||||||||||||||||
Assets |
||||||||||||||||
Corporate Bonds & Notes |
$ | — | $ | 1,017,378,651 | $ | — | $ | 1,017,378,651 | ||||||||
Money Market Funds |
32,396,964 | — | — | 32,396,964 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 32,396,964 | $ | 1,017,378,651 | $ | — | $ | 1,049,775,615 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
26 |
2 0 2 2 I S H A R E S 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 February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Asset-Backed Securities |
||||||||
BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26 |
$ | 100 | $ | 97,444 | ||||
BMW Vehicle Lease Trust1.10%, 03/25/25 (Call 04/25/24) |
420 | 415,641 | ||||||
Carmax Auto Owner Trust Series 2021-1, Class A3, 0.34%, 12/15/25 (Call 05/15/24) |
2,990 | 2,944,567 | ||||||
GM Financial Consumer Automobile Receivables Trust Series 2021-1, Class A4, 0.54%, 05/17/27 (Call 06/16/24) |
850 | 825,626 | ||||||
Toyota Auto Receivables Owner Trust Series 2021-B, Class A4, 0.53%, 10/15/26 (Call 12/15/24) |
1,000 | 963,096 | ||||||
|
|
|||||||
Total
Asset-Backed Securities — 0.3% |
5,246,374 | |||||||
|
|
|||||||
Collaterized Mortgage Obligations |
| |||||||
Mortgage-Backed Securities — 1.1% | ||||||||
BANK, Series 2017-BNK5, Class A4, 3.13%, 06/15/60 (Call 05/15/27) |
850 | 863,668 | ||||||
BBCMS Mortgage Trust |
||||||||
2.32%, 09/15/54 |
2,000 | 1,909,049 | ||||||
Series 2020-C7, Class A5, 2.04%, 04/15/53 (Call 02/15/30) |
670 | 630,696 | ||||||
Benchmark Mortgage Trust |
||||||||
3.93%, 03/15/52 (Call 09/15/28) |
1,500 | 1,582,190 | ||||||
Series 2018-B4, Class A5, 4.12%, 07/15/51(a) |
100 | 107,536 | ||||||
Series 2018-B4, Class ASB, 4.06%, 07/15/51(a) |
250 | 263,508 | ||||||
Series 2018-B6, Class AAB, 4.17%, 10/10/51 (Call 03/10/28) |
250 | 266,196 | ||||||
Series 2019-B11, Class A4, 3.28%, 05/15/52 (Call 03/15/29) |
100 | 102,359 | ||||||
Series 2020-B21, Class A4, 1.70%, 12/17/53 (Call 03/15/30) |
1,200 | 1,105,086 | ||||||
Series 2020-B21, Class A5, 1.98%, 12/17/53 (Call 11/15/30) |
800 | 747,087 | ||||||
CD Mortgage Trust, 3.35%, 11/10/49 (Call 09/10/26) |
2,195 | 2,242,270 | ||||||
COMM Mortgage Trust |
||||||||
Series 2013-CR9, Class A4, 4.26%, 07/10/45(a) |
300 | 305,958 | ||||||
Series 2014-CR17, Class A5, 3.98%, 05/10/47 (Call 04/10/24) |
585 | 602,739 | ||||||
Series 2014-UBS3, Class A4, 3.82%, 06/10/47 (Call 05/10/24) |
720 | 739,705 | ||||||
GS Mortgage Securities Corp. II, Series 2013-GC10, Class A4, 2.68%, 02/10/46 (Call 12/10/22) |
143 | 143,995 | ||||||
GS Mortgage Securities Trust, Series 2015-GC30, Class A4, 3.38%, 05/10/50 (Call 05/10/25) |
250 | 255,487 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust, |
||||||||
Series 2016-JP3, Class A5, 2.87%, 08/15/49 (Call 08/15/26) |
100 | 100,517 | ||||||
JPMCC Commercial Mortgage Securities Trust, 3.28%, 07/15/50 (Call 12/15/26) |
1,500 | 1,533,762 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
Series 2014-C18, Class ASB, 3.62%, 10/15/47 |
56 | 57,135 | ||||||
Series 2014-C19, Class A4, 3.53%, 12/15/47 (Call 11/15/24) |
100 | 102,357 | ||||||
Series 2015-C27, Class A4, 3.75%, 12/15/47 (Call 10/15/25) |
250 | 258,734 | ||||||
Series 2016-C31, Class A5, 3.10%, 11/15/49 (Call 10/15/26) |
500 | 507,580 |
Security | Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
Morgan Stanley Capital I Trust, Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 11/15/29) |
$ | 82 | $ | 83,054 | ||||
SG Commercial Mortgage Securities Trust, Series 2016-C5, Class C5, 2.90%, 10/10/48 (Call 10/10/25) |
1,050 | 1,063,086 | ||||||
UBS Commercial Mortgage Trust, Series 2018-C12, Class ASB, 4.19%, 08/15/51 (Call 01/15/28) |
400 | 423,349 | ||||||
Wells Fargo Commercial Mortgage Trust |
||||||||
4.17%, 05/15/51 (Call 01/15/28) |
1,000 | 1,053,926 | ||||||
Class A4, 2.34%, 08/15/54 (Call 07/15/31) |
460 | 438,498 | ||||||
Series 2014-LC16, Class ASB, 3.48%, 08/15/50 (Call 03/15/24) |
667 | 679,906 | ||||||
Series 2015-LC22, Class A4, 3.84%, 09/15/58 (Call 09/15/25) |
500 | 518,662 | ||||||
Series 2017-C41, Class A4, 3.47%, 11/15/50 (Call 11/15/27) |
1,000 | 1,034,325 | ||||||
Series 2019-C51, Class A4, 3.31%, 06/15/52 (Call 06/15/29) |
2,000 | 2,051,383 | ||||||
Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 03/15/30) |
130 | 125,971 | ||||||
WFRBS Commercial Mortgage Trust |
||||||||
Series 2012-C9, Class A3, 2.87%, 11/15/45 (Call 10/15/22) |
82 | 82,099 | ||||||
Series 2014-C21, Class A5, 3.68%, 08/15/47 (Call 07/15/24) |
635 | 652,228 | ||||||
Series 2014-C25, Class A5, 3.63%, 11/15/47 (Call 11/15/24) |
213 | 218,897 | ||||||
|
|
|||||||
22,852,998 | ||||||||
|
|
|||||||
Total
Collaterized Mortgage Obligations — 1.1% |
|
22,852,998 | ||||||
|
|
|||||||
Corporate Bonds & Notes |
||||||||
Advertising — 0.0% | ||||||||
Interpublic Group of Companies Inc. (The), 5.40%, 10/01/48 (Call 04/01/48) |
100 | 124,719 | ||||||
WPP Finance 2010, 3.75%, 09/19/24 |
792 | 820,195 | ||||||
|
|
|||||||
944,914 | ||||||||
Aerospace & Defense — 0.2% | ||||||||
L3Harris Technologies Inc. |
||||||||
2.90%, 12/15/29 (Call 09/15/29) |
302 | 299,925 | ||||||
3.83%, 04/27/25 (Call 01/27/25) |
190 | 197,995 | ||||||
4.40%, 06/15/28 (Call 03/15/28) |
382 | 412,946 | ||||||
4.85%, 04/27/35 (Call 10/27/34) |
210 | 240,364 | ||||||
5.05%, 04/27/45 (Call 10/27/44) |
99 | 117,852 | ||||||
6.15%, 12/15/40 |
29 | 38,767 | ||||||
Raytheon Technologies Corp. |
||||||||
1.90%, 09/01/31 (Call 06/01/31) |
100 | 91,378 | ||||||
2.25%, 07/01/30 (Call 04/01/30) |
134 | 127,308 | ||||||
2.38%, 03/15/32 (Call 12/15/31) |
185 | 175,472 | ||||||
2.65%, 11/01/26 (Call 08/01/26) |
25 | 25,447 | ||||||
2.82%, 09/01/51 (Call 03/01/51) |
50 | 43,308 | ||||||
3.03%, 03/15/52 (Call 09/15/51) |
195 | 175,282 | ||||||
3.13%, 05/04/27 (Call 02/04/27) |
132 | 136,100 | ||||||
3.13%, 07/01/50 (Call 01/01/50) |
21 | 19,322 | ||||||
3.75%, 11/01/46 (Call 05/01/46) |
145 | 146,389 | ||||||
3.95%, 08/16/25 (Call 06/16/25) |
175 | 184,504 | ||||||
4.05%, 05/04/47 (Call 11/04/46) |
147 | 155,348 | ||||||
4.13%, 11/16/28 (Call 08/16/28) |
161 | 174,038 | ||||||
4.15%, 05/15/45 (Call 11/16/44) |
195 | 209,061 |
S C H E D U L E O F I N V E S T M E N T S |
27 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Aerospace & Defense (continued) |
||||||||
4.35%, 04/15/47 (Call 10/15/46) |
$ | 212 | $ | 233,351 | ||||
4.45%, 11/16/38 (Call 05/16/38) |
90 | 100,471 | ||||||
4.50%, 06/01/42 |
283 | 315,689 | ||||||
4.63%, 11/16/48 (Call 05/16/48) |
184 | 212,647 | ||||||
4.70%, 12/15/41 |
17 | 19,232 | ||||||
4.80%, 12/15/43 (Call 06/15/43) |
30 | 34,583 | ||||||
4.88%, 10/15/40 |
35 | 40,408 | ||||||
6.13%, 07/15/38 |
45 | 59,000 | ||||||
7.50%, 09/15/29 |
5 | 6,561 | ||||||
|
|
|||||||
3,992,748 | ||||||||
Agriculture — 0.2% | ||||||||
Archer-Daniels-Midland Co. |
||||||||
2.50%, 08/11/26 (Call 05/11/26) |
283 | 286,206 | ||||||
2.70%, 09/15/51 (Call 03/15/51) |
25 | 22,471 | ||||||
2.90%, 03/01/32 (Call 12/01/31) |
50 | 50,589 | ||||||
3.25%, 03/27/30 (Call 12/27/29) |
178 | 184,876 | ||||||
3.75%, 09/15/47 (Call 03/15/47) |
34 | 36,702 | ||||||
4.02%, 04/16/43 |
8 | 8,845 | ||||||
4.50%, 03/15/49 (Call 09/15/48) |
55 | 66,089 | ||||||
4.54%, 03/26/42 |
42 | 49,072 | ||||||
5.94%, 10/01/32 |
72 | 91,496 | ||||||
Bunge Ltd. Finance Corp. |
||||||||
2.75%, 05/14/31 (Call 02/14/31) |
205 | 195,156 | ||||||
3.25%, 08/15/26 (Call 05/15/26) |
531 | 543,866 | ||||||
3.75%, 09/25/27 (Call 06/25/27) |
719 | 751,592 | ||||||
4.35%, 03/15/24 (Call 02/15/24) |
1,026 | 1,075,310 | ||||||
|
|
|||||||
3,362,270 | ||||||||
Airlines — 0.0% | ||||||||
Southwest Airlines Co. |
||||||||
2.63%, 02/10/30 (Call 11/10/29) |
155 | 148,149 | ||||||
3.00%, 11/15/26 (Call 08/15/26) |
37 | 37,439 | ||||||
3.45%, 11/16/27 (Call 08/16/27) |
10 | 10,296 | ||||||
5.13%, 06/15/27 (Call 04/15/27) |
167 | 185,357 | ||||||
|
|
|||||||
381,241 | ||||||||
Apparel — 0.1% | ||||||||
NIKE Inc. |
||||||||
2.40%, 03/27/25 (Call 02/27/25) |
110 | 111,580 | ||||||
3.25%, 03/27/40 (Call 09/27/39) |
195 | 194,557 | ||||||
3.38%, 11/01/46 (Call 05/01/46) |
35 | 34,609 | ||||||
3.38%, 03/27/50 (Call 09/27/49) |
173 | 176,245 | ||||||
3.63%, 05/01/43 (Call 11/01/42) |
44 | 45,860 | ||||||
3.88%, 11/01/45 (Call 05/01/45) |
197 | 213,237 | ||||||
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) |
495 | 522,844 | ||||||
Tapestry Inc., 4.13%, 07/15/27 (Call 04/15/27) |
7 | 7,325 | ||||||
VF Corp. |
||||||||
2.40%, 04/23/25 (Call 03/23/25) |
65 | 65,211 | ||||||
2.80%, 04/23/27 (Call 02/23/27) |
46 | 46,572 | ||||||
2.95%, 04/23/30 (Call 01/23/30) |
265 | 262,289 | ||||||
|
|
|||||||
1,680,329 | ||||||||
Auto Manufacturers — 0.2% | ||||||||
American Honda Finance Corp. |
||||||||
1.30%, 09/09/26 |
115 | 110,193 | ||||||
1.50%, 01/13/25 |
25 | 24,533 | ||||||
2.25%, 01/12/29 |
25 | 24,269 | ||||||
2.30%, 09/09/26 |
25 | 24,993 | ||||||
2.35%, 01/08/27 |
90 | 89,842 | ||||||
3.50%, 02/15/28 |
155 | 162,496 | ||||||
Cummins Inc. |
||||||||
1.50%, 09/01/30 (Call 06/01/30) |
429 | 385,787 |
Security | Par (000) |
Value | ||||||
Auto Manufacturers (continued) |
||||||||
3.65%, 10/01/23 (Call 07/01/23) |
$ | 467 | $ | 478,820 | ||||
4.88%, 10/01/43 (Call 04/01/43) |
267 | 322,144 | ||||||
Daimler Finance North America LLC, 8.50%, 01/18/31 |
142 | 201,450 | ||||||
General Motors Co. |
||||||||
5.00%, 04/01/35 |
25 | 27,055 | ||||||
5.15%, 04/01/38 (Call 10/01/37) |
25 | 27,131 | ||||||
5.20%, 04/01/45 |
89 | 95,985 | ||||||
5.40%, 04/01/48 (Call 10/01/47) |
25 | 27,704 | ||||||
5.95%, 04/01/49 (Call 10/01/48) |
55 | 65,731 | ||||||
6.25%, 10/02/43 |
70 | 84,883 | ||||||
6.60%, 04/01/36 (Call 10/01/35) |
74 | 91,545 | ||||||
6.75%, 04/01/46 (Call 10/01/45) |
59 | 75,394 | ||||||
General Motors Financial Co. Inc. |
||||||||
1.20%, 10/15/24 |
35 | 33,943 | ||||||
2.40%, 10/15/28 (Call 08/15/28) |
50 | 47,406 | ||||||
Toyota Motor Credit Corp. |
||||||||
0.63%, 09/13/24 |
100 | 96,586 | ||||||
1.45%, 01/13/25 |
100 | 98,470 | ||||||
1.80%, 02/13/25 |
117 | 116,153 | ||||||
1.90%, 01/13/27 |
50 | 49,120 | ||||||
2.15%, 02/13/30 |
67 | 64,454 | ||||||
3.05%, 01/11/28 |
52 | 53,609 | ||||||
3.20%, 01/11/27 |
115 | 119,683 | ||||||
3.38%, 04/01/30 |
155 | 162,325 | ||||||
3.40%, 04/14/25 |
57 | 58,986 | ||||||
3.65%, 01/08/29 |
66 | 70,283 | ||||||
|
|
|||||||
3,290,973 | ||||||||
Auto Parts & Equipment — 0.1% | ||||||||
Aptiv PLC |
||||||||
3.10%, 12/01/51 (Call 06/01/51) |
210 | 177,345 | ||||||
4.35%, 03/15/29 (Call 12/15/28) |
105 | 112,988 | ||||||
4.40%, 10/01/46 (Call 04/01/46) |
54 | 55,677 | ||||||
5.40%, 03/15/49 (Call 09/15/48) |
282 | 330,363 | ||||||
BorgWarner Inc. |
||||||||
3.38%, 03/15/25 (Call 12/15/24) |
65 | 67,018 | ||||||
4.38%, 03/15/45 (Call 09/15/44) |
36 | 37,396 | ||||||
Lear Corp. |
||||||||
2.60%, 01/15/32 (Call 10/15/31) |
25 | 23,189 | ||||||
3.50%, 05/30/30 (Call 02/28/30) |
124 | 124,614 | ||||||
3.55%, 01/15/52 (Call 07/15/51) |
10 | 8,674 | ||||||
3.80%, 09/15/27 (Call 06/15/27) |
86 | 89,653 | ||||||
4.25%, 05/15/29 (Call 02/15/29) |
87 | 92,134 | ||||||
5.25%, 05/15/49 (Call 11/15/48) |
92 | 103,106 | ||||||
Magna International Inc. |
||||||||
3.63%, 06/15/24 (Call 03/15/24) |
75 | 77,088 | ||||||
4.15%, 10/01/25 (Call 07/01/25) |
60 | 63,452 | ||||||
|
|
|||||||
1,362,697 | ||||||||
Banks — 4.9% | ||||||||
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25 |
125 | 131,899 | ||||||
Banco Bilbao Vizcaya Argentaria SA |
||||||||
0.88%, 09/18/23 |
400 | 394,136 | ||||||
1.13%, 09/18/25 |
2,917 | 2,771,938 | ||||||
Banco Santander SA |
||||||||
3.23%, 11/22/32 (Call 08/22/31)(a) |
400 | 371,620 | ||||||
4.38%, 04/12/28 |
210 | 222,844 | ||||||
Bank of America Corp. |
||||||||
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)(a) |
30 | 29,707 |
28 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)(a) |
$ | 30 | $ | 29,504 | ||||
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)(a) |
36 | 35,917 | ||||||
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)(a) |
88 | 83,840 | ||||||
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)(a) |
50 | 49,210 | ||||||
2.57%, 10/20/32 (Call 10/20/31), (SOFR + 1.210%)(a) |
60 | 56,930 | ||||||
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)(a) |
274 | 262,182 | ||||||
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 3.150%)(a) |
25 | 21,799 | ||||||
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)(a) |
66 | 64,677 | ||||||
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)(a) |
50 | 48,997 | ||||||
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)(a) |
192 | 170,922 | ||||||
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)(a) |
75 | 76,056 | ||||||
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)(a) |
60 | 60,071 | ||||||
3.25%, 10/21/27 (Call 10/21/26) |
80 | 81,844 | ||||||
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)(a) |
65 | 66,277 | ||||||
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)(a) |
100 | 102,363 | ||||||
3.50%, 04/19/26 |
102 | 105,779 | ||||||
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)(a) |
20 | 20,534 | ||||||
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)(a) |
205 | 211,669 | ||||||
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)(a) |
150 | 155,341 | ||||||
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)(a) |
25 | 26,058 | ||||||
3.88%, 08/01/25 |
65 | 68,120 | ||||||
3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.190%)(a) |
181 | 189,127 | ||||||
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)(a) |
95 | 99,464 | ||||||
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)(a) |
101 | 105,970 | ||||||
4.00%, 01/22/25 |
95 | 98,661 | ||||||
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)(a) |
80 | 84,722 | ||||||
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 1.320%)(a) |
459 | 493,462 | ||||||
4.20%, 08/26/24 |
125 | 130,151 | ||||||
4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)(a) |
243 | 265,220 | ||||||
4.25%, 10/22/26 |
35 | 37,135 | ||||||
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)(a) |
80 | 85,288 | ||||||
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)(a) |
373 | 413,948 | ||||||
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)(a) |
265 | 296,720 | ||||||
4.88%, 04/01/44 |
66 | 76,689 | ||||||
5.00%, 01/21/44 |
283 | 333,020 | ||||||
5.88%, 02/07/42 |
277 | 359,474 | ||||||
7.75%, 05/14/38 |
125 | 181,392 | ||||||
Series L, 3.95%, 04/21/25 |
65 | 67,382 | ||||||
Series L, 4.18%, 11/25/27 (Call 11/25/26) |
165 | 173,379 |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
Series L, 4.75%, 04/21/45 |
$ | 132 | $ | 148,705 | ||||
Series N, 3.48%, 03/13/52 (Call 03/11/51), (SOFR + 1.650%)(a) |
255 | 248,559 | ||||||
Bank of America N.A., 6.00%, 10/15/36 |
315 | 400,941 | ||||||
Bank of Montreal |
||||||||
0.51%, 01/10/25(a) |
100 | 100,077 | ||||||
1.25%, 09/15/26 |
200 | 189,668 | ||||||
1.85%, 05/01/25 |
135 | 133,435 | ||||||
2.50%, 06/28/24 |
355 | 358,262 | ||||||
3.80%, 12/15/32 (Call 12/15/27)(a) |
370 | 379,106 | ||||||
4.34%, 10/05/28 (Call 10/05/23)(a) |
135 | 139,086 | ||||||
Series E, 3.30%, 02/05/24 |
264 | 270,523 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
1.60%, 04/24/25 (Call 03/24/25) |
333 | 327,838 | ||||||
2.05%, 01/26/27 (Call 12/26/26) |
200 | 197,774 | ||||||
2.10%, 10/24/24 |
252 | 252,935 | ||||||
2.20%, 08/16/23 (Call 06/16/23) |
126 | 126,990 | ||||||
2.45%, 08/17/26 (Call 05/17/26) |
138 | 139,684 | ||||||
2.50%, 01/26/32 (Call 10/26/31) |
100 | 97,318 | ||||||
2.80%, 05/04/26 (Call 02/04/26) |
144 | 147,227 | ||||||
3.00%, 10/30/28 (Call 07/30/28) |
159 | 160,518 | ||||||
3.25%, 09/11/24 (Call 08/11/24) |
125 | 128,765 | ||||||
3.25%, 05/16/27 (Call 02/16/27) |
45 | 46,769 | ||||||
3.30%, 08/23/29 (Call 05/23/29) |
220 | 227,513 | ||||||
3.40%, 05/15/24 (Call 04/15/24) |
50 | 51,603 | ||||||
3.40%, 01/29/28 (Call 10/29/27) |
185 | 193,717 | ||||||
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)(a) |
262 | 273,869 | ||||||
3.45%, 08/11/23 |
67 | 68,752 | ||||||
3.85%, 04/28/28 |
100 | 106,997 | ||||||
3.95%, 11/18/25 (Call 10/18/25) |
174 | 184,590 | ||||||
Series 12, 3.65%, 02/04/24 (Call 01/05/24) |
179 | 184,769 | ||||||
Series G, 3.00%, 02/24/25 (Call 01/24/25) |
85 | 87,236 | ||||||
Series J, 0.85%, 10/25/24 (Call 09/25/24) |
100 | 97,296 | ||||||
Series J, 1.90%, 01/25/29 (Call 11/25/28) |
200 | 191,840 | ||||||
Bank of Nova Scotia (The) |
||||||||
1.05%, 03/02/26 |
350 | 331,499 | ||||||
1.30%, 06/11/25 |
325 | 313,631 | ||||||
1.30%, 09/15/26 (Call 06/15/26) |
300 | 285,240 | ||||||
1.63%, 05/01/23 |
374 | 374,045 | ||||||
1.95%, 02/02/27 |
200 | 194,284 | ||||||
2.15%, 08/01/31 |
725 | 677,121 | ||||||
2.20%, 02/03/25 |
605 | 603,040 | ||||||
2.45%, 02/02/32 |
200 | 189,772 | ||||||
2.70%, 08/03/26 |
341 | 344,332 | ||||||
3.40%, 02/11/24 |
524 | 537,692 | ||||||
4.50%, 12/16/25 |
256 | 272,113 | ||||||
Bank of Nova Scotia/The, 1.45%, 01/10/25 |
100 | 97,858 | ||||||
BankUnited Inc., 5.13%, 06/11/30 (Call 03/11/30) |
140 | 149,562 | ||||||
Barclays PLC |
||||||||
2.28%, 11/24/27 (Call 11/24/26)(a) |
500 | 482,260 | ||||||
3.56%, 09/23/35 (Call 09/23/30)(a) |
335 | 320,123 | ||||||
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)(a) |
65 | 66,774 | ||||||
4.34%, 01/10/28 (Call 01/10/27) |
55 | 58,134 | ||||||
4.38%, 09/11/24 |
25 | 25,921 | ||||||
4.38%, 01/12/26 |
360 | 380,110 | ||||||
4.95%, 01/10/47 |
435 | 491,433 | ||||||
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)(a) |
205 | 219,399 |
S C H E D U L E O F I N V E S T M E N T S |
29 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
5.20%, 05/12/26 |
$ | 200 | $ | 215,466 | ||||
BNP Paribas SA |
||||||||
3.25%, 03/03/23 |
164 | 166,596 | ||||||
4.25%, 10/15/24 |
205 | 214,049 | ||||||
BPCE SA, 3.38%, 12/02/26 |
15 | 15,461 | ||||||
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)(a) |
25 | 25,366 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
1.00%, 10/18/24 |
200 | 193,748 | ||||||
2.25%, 01/28/25 |
249 | 248,691 | ||||||
3.10%, 04/02/24 |
622 | 634,384 | ||||||
3.50%, 09/13/23 |
1,087 | 1,117,284 | ||||||
Citigroup Inc. |
||||||||
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)(a) |
162 | 156,244 | ||||||
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)(a) |
40 | 39,493 | ||||||
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)(a) |
241 | 244,234 | ||||||
3.20%, 10/21/26 (Call 07/21/26) |
330 | 336,531 | ||||||
3.30%, 04/27/25 |
10 | 10,241 | ||||||
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)(a) |
245 | 250,084 | ||||||
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)(a) |
35 | 35,966 | ||||||
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)(a) |
90 | 93,145 | ||||||
3.70%, 01/12/26 |
295 | 308,160 | ||||||
3.88%, 10/25/23 |
32 | 33,029 | ||||||
3.88%, 03/26/25 |
90 | 93,048 | ||||||
3.88%, 01/24/39 (Call 01/22/38), (3 mo. LIBOR US + 1.168%)(a) |
170 | 177,692 | ||||||
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)(a) |
80 | 83,526 | ||||||
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)(a) |
55 | 57,907 | ||||||
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)(a) |
332 | 340,532 | ||||||
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)(a) |
31 | 32,663 | ||||||
4.13%, 07/25/28 |
121 | 127,111 | ||||||
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)(a) |
54 | 59,478 | ||||||
4.30%, 11/20/26 |
50 | 53,239 | ||||||
4.40%, 06/10/25 |
175 | 183,657 | ||||||
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)(a) |
108 | 117,238 | ||||||
4.45%, 09/29/27 |
390 | 416,699 | ||||||
4.60%, 03/09/26 |
90 | 96,037 | ||||||
4.65%, 07/30/45 |
239 | 270,849 | ||||||
4.65%, 07/23/48 (Call 06/23/48) |
240 | 280,188 | ||||||
4.75%, 05/18/46 |
315 | 350,878 | ||||||
5.30%, 05/06/44 |
131 | 154,215 | ||||||
5.32%, 03/26/41 (Call 03/26/40), (SOFR + 4.548%)(a) |
90 | 108,991 | ||||||
5.50%, 09/13/25 |
228 | 248,734 | ||||||
5.88%, 02/22/33 |
16 | 19,085 | ||||||
5.88%, 01/30/42 |
220 | 283,213 | ||||||
6.00%, 10/31/33 |
37 | 45,003 | ||||||
6.63%, 01/15/28 |
43 | 51,407 | ||||||
6.63%, 06/15/32 |
262 | 328,446 | ||||||
6.68%, 09/13/43 |
116 | 160,382 | ||||||
8.13%, 07/15/39 |
209 | 327,340 | ||||||
Citizens Bank N.A./Providence RI, 3.75%, 02/18/26 (Call 11/18/25) |
250 | 262,805 |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
Citizens Financial Group Inc. |
||||||||
2.50%, 02/06/30 (Call 12/06/29) |
$ | 70 | $ | 67,085 | ||||
2.85%, 07/27/26 (Call 04/25/26) |
72 | 72,727 | ||||||
3.25%, 04/30/30 (Call 01/30/30) |
80 | 80,870 | ||||||
4.30%, 12/03/25 (Call 11/03/25) |
5 | 5,268 | ||||||
Comerica Inc. |
||||||||
3.70%, 07/31/23 (Call 07/01/23) |
413 | 422,511 | ||||||
4.00%, 02/01/29 (Call 10/31/28) |
154 | 165,260 | ||||||
Cooperatieve Rabobank U.A. |
||||||||
3.75%, 07/21/26 |
55 | 56,810 | ||||||
4.38%, 08/04/25 |
65 | 68,071 | ||||||
5.25%, 05/24/41 |
191 | 246,726 | ||||||
5.25%, 08/04/45 |
107 | 127,997 | ||||||
5.75%, 12/01/43 |
85 | 107,896 | ||||||
Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25 |
250 | 245,697 | ||||||
Credit Suisse AG/New York NY |
||||||||
2.95%, 04/09/25 |
20 | 20,272 | ||||||
3.63%, 09/09/24 |
80 | 82,566 | ||||||
Credit Suisse Group AG |
||||||||
3.75%, 03/26/25 |
165 | 169,475 | ||||||
4.55%, 04/17/26 |
150 | 158,442 | ||||||
4.88%, 05/15/45 |
220 | 242,112 | ||||||
Deutsche Bank AG, 4.10%, 01/13/26 |
205 | 213,483 | ||||||
Deutsche Bank AG/London, 3.70%, 05/30/24 |
231 | 237,112 | ||||||
Deutsche Bank AG/New York NY |
||||||||
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)(a) |
170 | 162,576 | ||||||
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)(a) |
180 | 173,126 | ||||||
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)(a) |
165 | 155,001 | ||||||
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)(a) |
225 | 222,050 | ||||||
3.70%, 05/30/24 |
100 | 102,470 | ||||||
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)(a) |
35 | 35,810 | ||||||
4.10%, 01/13/26 |
15 | 15,645 | ||||||
Discover Bank |
||||||||
2.70%, 02/06/30 (Call 11/06/29) |
85 | 81,922 | ||||||
3.45%, 07/27/26 (Call 04/27/26) |
15 | 15,429 | ||||||
4.65%, 09/13/28 (Call 06/13/28) |
255 | 276,802 | ||||||
Fifth Third Bancorp., 8.25%, 03/01/38 |
246 | 373,403 | ||||||
First Republic Bank/CA, 4.38%, 08/01/46 (Call 02/01/46) |
80 | 90,154 | ||||||
Goldman Sachs Capital I, 6.35%, 02/15/34 |
90 | 112,495 | ||||||
Goldman Sachs Group Inc. (The) |
||||||||
0.93%, 10/21/24 (Call 10/21/23), (SOFR + 0.486%)(a) |
100 | 97,899 | ||||||
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)(a) |
50 | 49,459 | ||||||
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)(a) |
55 | 52,727 | ||||||
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)(a) |
155 | 143,713 | ||||||
2.60%, 02/07/30 (Call 11/07/29) |
80 | 76,926 | ||||||
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)(a) |
125 | 118,248 | ||||||
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)(a) |
25 | 24,707 | ||||||
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)(a) |
55 | 52,165 | ||||||
3.10%, 02/24/33 (Call 02/24/32), (SOFR + 1.410%)(a) |
50 | 49,183 | ||||||
3.21%, 04/22/42 (Call 04/22/41), (SOFR + 1.513%)(a) |
10 | 9,315 | ||||||
3.44%, 02/24/43 (Call 02/24/42), (SOFR + 1.632%)(a) |
35 | 33,646 | ||||||
3.50%, 04/01/25 (Call 03/01/25) |
205 | 210,771 | ||||||
3.50%, 11/16/26 (Call 11/16/25) |
228 | 233,707 | ||||||
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)(a) |
135 | 139,817 | ||||||
3.75%, 05/22/25 (Call 02/22/25) |
78 | 80,703 | ||||||
3.75%, 02/25/26 (Call 11/25/25) |
110 | 114,545 | ||||||
3.80%, 03/15/30 (Call 12/15/29) |
123 | 128,116 | ||||||
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)(a) |
102 | 105,866 |
30 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.85%, 01/26/27 (Call 01/26/26) |
$ | 280 | $ | 291,690 | ||||
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)(a) |
225 | 237,134 | ||||||
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)(a) |
173 | 183,382 | ||||||
4.25%, 10/21/25 |
85 | 89,249 | ||||||
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)(a) |
180 | 194,785 | ||||||
4.75%, 10/21/45 (Call 04/21/45) |
166 | 189,428 | ||||||
4.80%, 07/08/44 (Call 01/08/44) |
390 | 447,307 | ||||||
5.15%, 05/22/45 |
259 | 303,999 | ||||||
5.95%, 01/15/27 |
60 | 67,752 | ||||||
6.13%, 02/15/33 |
225 | 278,903 | ||||||
6.25%, 02/01/41 |
255 | 334,894 | ||||||
6.45%, 05/01/36 |
64 | 81,562 | ||||||
6.75%, 10/01/37 |
541 | 710,679 | ||||||
HSBC Holdings PLC |
||||||||
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)(a) |
40 | 37,330 | ||||||
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)(a) |
200 | 192,604 | ||||||
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)(a) |
10 | 9,176 | ||||||
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)(a) |
437 | 436,449 | ||||||
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)(a) |
75 | 70,795 | ||||||
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)(a) |
25 | 25,623 | ||||||
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)(a) |
55 | 56,725 | ||||||
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)(a) |
260 | 269,498 | ||||||
4.25%, 03/14/24 |
200 | 206,676 | ||||||
4.25%, 08/18/25 |
30 | 31,121 | ||||||
4.29%, 09/12/26 (Call 09/15/25), (3 mo. LIBOR US + 1.348%)(a) |
35 | 36,506 | ||||||
4.30%, 03/08/26 |
225 | 237,647 | ||||||
4.38%, 11/23/26 |
55 | 57,859 | ||||||
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)(a) |
65 | 69,377 | ||||||
4.95%, 03/31/30 |
220 | 243,978 | ||||||
5.25%, 03/14/44 |
210 | 241,271 | ||||||
6.10%, 01/14/42 |
235 | 310,169 | ||||||
6.50%, 05/02/36 |
595 | 749,373 | ||||||
6.50%, 09/15/37 |
355 | 452,966 | ||||||
6.80%, 06/01/38 |
350 | 457,586 | ||||||
7.63%, 05/17/32 |
127 | 165,804 | ||||||
HSBC USA Inc., 3.50%, 06/23/24 |
100 | 102,953 | ||||||
Huntington Bancshares Inc./OH |
||||||||
2.49%, 08/15/36 (Call 08/15/31)(a)(b) |
275 | 251,303 | ||||||
2.55%, 02/04/30 (Call 01/04/30) |
219 | 212,964 | ||||||
ING Groep NV |
||||||||
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)(a) |
275 | 262,952 | ||||||
3.55%, 04/09/24 |
175 | 179,566 | ||||||
3.95%, 03/29/27 |
290 | 304,665 | ||||||
4.10%, 10/02/23 |
732 | 755,885 | ||||||
4.55%, 10/02/28 |
85 | 92,467 | ||||||
Intesa Sanpaolo SpA, 5.25%, 01/12/24 |
495 | 519,705 | ||||||
JPMorgan Chase & Co. |
||||||||
0.77%, 08/09/25 (Call 08/09/24), (SOFR + 0.490%)(a) |
300 | 288,774 | ||||||
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)(a) |
200 | 188,696 | ||||||
1.56%, 12/10/25 (Call 12/10/24), (SOFR + 0.605%)(a) |
200 | 194,956 | ||||||
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)(a) |
40 | 38,403 | ||||||
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)(a) |
230 | 219,763 |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)(a) |
$ | 86 | $ | 84,020 | ||||
2.95%, 10/01/26 (Call 07/01/26) |
82 | 83,387 | ||||||
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)(a) |
190 | 187,971 | ||||||
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)(a) |
188 | 177,919 | ||||||
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)(a) |
333 | 308,481 | ||||||
3.20%, 06/15/26 (Call 03/15/26) |
185 | 189,840 | ||||||
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)(a) |
180 | 173,403 | ||||||
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)(a) |
77 | 79,077 | ||||||
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)(a) |
45 | 46,504 | ||||||
3.63%, 12/01/27 (Call 12/01/26) |
188 | 194,606 | ||||||
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)(a) |
50 | 51,889 | ||||||
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)(a) |
65 | 67,875 | ||||||
3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)(a) |
118 | 125,012 | ||||||
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)(a) |
229 | 238,561 | ||||||
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)(a) |
45 | 47,110 | ||||||
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)(a) |
254 | 269,408 | ||||||
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)(a) |
22 | 23,185 | ||||||
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)(a) |
235 | 250,374 | ||||||
4.13%, 12/15/26 |
149 | 158,374 | ||||||
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)(a) |
55 | 58,583 | ||||||
4.25%, 10/01/27 |
30 | 32,080 | ||||||
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)(a) |
189 | 206,936 | ||||||
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)(a) |
84 | 90,765 | ||||||
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)(a) |
147 | 161,356 | ||||||
4.85%, 02/01/44 |
109 | 129,289 | ||||||
4.95%, 06/01/45 |
82 | 96,222 | ||||||
5.40%, 01/06/42 |
190 | 235,499 | ||||||
5.50%, 10/15/40 |
215 | 267,264 | ||||||
5.60%, 07/15/41 |
255 | 321,361 | ||||||
5.63%, 08/16/43 |
199 | 250,575 | ||||||
6.40%, 05/15/38 |
240 | 321,960 | ||||||
7.63%, 10/15/26 |
20 | 24,169 | ||||||
7.75%, 07/15/25 |
5 | 5,857 | ||||||
8.00%, 04/29/27 |
222 | 276,308 | ||||||
8.75%, 09/01/30 |
5 | 7,023 | ||||||
KeyBank N.A./Cleveland OH |
||||||||
3.40%, 05/20/26 |
450 | 466,591 | ||||||
6.95%, 02/01/28 |
20 | 24,210 | ||||||
KeyCorp. |
||||||||
2.25%, 04/06/27 |
215 | 211,857 | ||||||
2.55%, 10/01/29 |
220 | 213,952 | ||||||
4.10%, 04/30/28 |
65 | 69,762 | ||||||
4.15%, 10/29/25 |
66 | 70,002 | ||||||
KfW |
||||||||
0.00%, 04/18/36(c) |
553 | 409,458 | ||||||
0.00%, 06/29/37(c) |
435 | 314,148 | ||||||
0.25%, 10/19/23 |
340 | 333,744 |
S C H E D U L E O F I N V E S T M E N T S |
31 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
0.38%, 07/18/25 |
$ | 175 | $ | 167,123 | ||||
0.63%, 01/22/26 |
430 | 410,757 | ||||||
0.75%, 09/30/30 |
245 | 223,146 | ||||||
1.75%, 09/14/29 |
436 | 431,213 | ||||||
2.00%, 05/02/25 |
778 | 784,465 | ||||||
2.50%, 11/20/24 |
1,065 | 1,089,399 | ||||||
2.63%, 02/28/24 |
1,083 | 1,107,064 | ||||||
2.88%, 04/03/28 |
1,057 | 1,116,689 | ||||||
Lloyds Banking Group PLC |
||||||||
2.44%, 02/05/26 (Call 02/05/25)(a) |
35 | 34,742 | ||||||
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)(a) |
200 | 204,974 | ||||||
3.75%, 01/11/27 |
130 | 134,952 | ||||||
3.87%, 07/09/25 (Call 07/09/24)(a) |
545 | 561,263 | ||||||
3.90%, 03/12/24 |
35 | 36,261 | ||||||
4.05%, 08/16/23 |
45 | 46,353 | ||||||
4.34%, 01/09/48 |
285 | 291,222 | ||||||
4.38%, 03/22/28 |
250 | 266,495 | ||||||
4.45%, 05/08/25 |
315 | 331,575 | ||||||
4.50%, 11/04/24 |
542 | 565,637 | ||||||
4.55%, 08/16/28 |
60 | 64,830 | ||||||
4.58%, 12/10/25 |
255 | 267,383 | ||||||
4.65%, 03/24/26 |
120 | 126,918 | ||||||
Mitsubishi UFJ Financial Group Inc. |
||||||||
0.96%, 10/11/25 (Call 10/11/24)(a) |
200 | 192,654 | ||||||
1.64%, 10/13/27 (Call 10/13/26)(a) |
200 | 189,984 | ||||||
2.34%, 01/19/28 (Call 01/19/27)(a) |
200 | 195,174 | ||||||
2.76%, 09/13/26 |
250 | 251,130 | ||||||
3.20%, 07/18/29 |
25 | 25,184 | ||||||
3.29%, 07/25/27 |
140 | 143,699 | ||||||
3.74%, 03/07/29 |
95 | 99,340 | ||||||
3.78%, 03/02/25 |
86 | 89,351 | ||||||
3.85%, 03/01/26 |
255 | 266,694 | ||||||
3.96%, 03/02/28 |
50 | 52,886 | ||||||
4.05%, 09/11/28 |
75 | 79,832 | ||||||
4.15%, 03/07/39 |
94 | 103,124 | ||||||
4.29%, 07/26/38 |
100 | 111,039 | ||||||
Mizuho Financial Group Inc. |
||||||||
2.56%, 09/13/31 |
200 | 183,122 | ||||||
2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)(a) |
20 | 19,120 | ||||||
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)(a) |
200 | 199,790 | ||||||
3.17%, 09/11/27 |
10 | 10,183 | ||||||
3.66%, 02/28/27 |
15 | 15,679 | ||||||
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)(a) |
42 | 44,883 | ||||||
Morgan Stanley |
||||||||
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)(a) |
400 | 386,400 | ||||||
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)(a) |
25 | 22,340 | ||||||
1.93%, 04/28/32 (Call 01/28/32), (SOFR + 1.020%)(a) |
40 | 36,059 | ||||||
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)(a) |
682 | 672,848 | ||||||
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)(a) |
200 | 184,716 | ||||||
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)(a) |
130 | 127,829 | ||||||
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)(a) |
235 | 213,411 | ||||||
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)(a) |
175 | 165,368 | ||||||
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)(a) |
182 | 176,416 | ||||||
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)(a) |
65 | 65,382 | ||||||
2.80%, 01/25/52 (Call 07/25/51), (SOFR + 1.430%)(a) |
100 | 87,336 | ||||||
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)(a) |
50 | 48,946 |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.13%, 07/27/26 |
$ | 135 | $ | 137,551 | ||||
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)(a) |
277 | 286,163 | ||||||
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)(a) |
284 | 293,423 | ||||||
3.63%, 01/20/27 |
180 | 187,693 | ||||||
3.70%, 10/23/24 |
285 | 294,813 | ||||||
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)(a) |
210 | 214,068 | ||||||
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)(a) |
224 | 232,528 | ||||||
3.88%, 01/27/26 |
105 | 109,667 | ||||||
3.95%, 04/23/27 |
290 | 304,396 | ||||||
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)(a) |
370 | 389,233 | ||||||
4.00%, 07/23/25 |
106 | 111,093 | ||||||
4.10%, 05/22/23 |
195 | 200,117 | ||||||
4.30%, 01/27/45 |
280 | 304,721 | ||||||
4.35%, 09/08/26 |
205 | 217,706 | ||||||
4.38%, 01/22/47 |
187 | 207,720 | ||||||
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)(a) |
25 | 26,997 | ||||||
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 1.431%)(a) |
115 | 126,106 | ||||||
5.00%, 11/24/25 |
151 | 162,440 | ||||||
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)(a) |
503 | 671,213 | ||||||
6.25%, 08/09/26 |
245 | 280,503 | ||||||
6.38%, 07/24/42 |
351 | 478,792 | ||||||
7.25%, 04/01/32 |
157 | 210,361 | ||||||
Series F, 3.88%, 04/29/24 |
205 | 211,908 | ||||||
National Australia Bank Ltd./New York |
||||||||
2.50%, 07/12/26 |
295 | 298,912 | ||||||
3.38%, 01/14/26 |
10 | 10,471 | ||||||
Natwest Group PLC |
||||||||
3.03%, 11/28/35 (Call 08/28/30)(a) |
210 | 194,218 | ||||||
3.75%, 11/01/29 (Call 11/01/24)(a) |
425 | 430,329 | ||||||
3.88%, 09/12/23 |
115 | 117,778 | ||||||
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)(a) |
747 | 772,532 | ||||||
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)(a) |
189 | 201,480 | ||||||
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)(a) |
225 | 231,505 | ||||||
4.80%, 04/05/26 |
350 | 375,095 | ||||||
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)(a) |
50 | 54,471 | ||||||
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)(a) |
285 | 314,050 | ||||||
5.13%, 05/28/24 |
183 | 192,223 | ||||||
6.00%, 12/19/23 |
281 | 298,442 | ||||||
Northern Trust Corp. |
||||||||
3.15%, 05/03/29 (Call 02/03/29) |
236 | 245,582 | ||||||
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)(a) |
550 | 560,604 | ||||||
3.65%, 08/03/28 (Call 05/03/28) |
244 | 262,017 | ||||||
3.95%, 10/30/25 |
310 | 328,646 | ||||||
Oesterreichische Kontrollbank AG |
||||||||
1.50%, 02/12/25 |
904 | 898,196 | ||||||
3.13%, 11/07/23 |
579 | 595,212 | ||||||
PNC Bank N.A. |
||||||||
2.70%, 10/22/29 |
145 | 143,103 |
32 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
2.95%, 02/23/25 (Call 01/23/25) |
$ | 30 | $ | 30,787 | ||||
3.25%, 01/22/28 (Call 12/23/27) |
20 | 20,710 | ||||||
4.05%, 07/26/28 |
10 | 10,718 | ||||||
PNC Bank NA |
||||||||
3.88%, 04/10/25 (Call 03/10/25) |
250 | 260,850 | ||||||
2.50%, 08/27/24 (Call 07/27/24) |
280 | 283,018 | ||||||
PNC Financial Services Group Inc. (The) |
||||||||
1.15%, 08/13/26 (Call 07/13/26) |
100 | 95,530 | ||||||
2.20%, 11/01/24 (Call 10/02/24) |
67 | 67,226 | ||||||
2.55%, 01/22/30 (Call 10/24/29) |
120 | 117,997 | ||||||
2.60%, 07/23/26 (Call 05/24/26) |
199 | 201,788 | ||||||
3.15%, 05/19/27 (Call 04/19/27) |
205 | 212,474 | ||||||
3.45%, 04/23/29 (Call 01/23/29) |
438 | 459,742 | ||||||
Regions Bank/Birmingham AL, 6.45%, 06/26/37 |
148 | 193,668 | ||||||
Regions Financial Corp. |
||||||||
1.80%, 08/12/28 (Call 06/12/28) |
100 | 93,659 | ||||||
7.38%, 12/10/37 |
128 | 178,972 | ||||||
Royal Bank of Canada |
||||||||
0.75%, 10/07/24 |
150 | 144,724 | ||||||
1.40%, 11/02/26 |
150 | 142,971 | ||||||
2.25%, 11/01/24 |
285 | 285,211 | ||||||
2.30%, 11/03/31 |
250 | 236,437 | ||||||
2.55%, 07/16/24 |
108 | 109,080 | ||||||
3.70%, 10/05/23 |
405 | 417,446 | ||||||
4.65%, 01/27/26 |
100 | 107,673 | ||||||
Santander Holdings USA Inc. |
||||||||
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)(a) |
85 | 82,560 | ||||||
3.24%, 10/05/26 (Call 08/05/26) |
189 | 190,969 | ||||||
4.40%, 07/13/27 (Call 04/14/27) |
682 | 716,782 | ||||||
4.50%, 07/17/25 (Call 04/17/25) |
360 | 377,456 | ||||||
State Street Corp. |
||||||||
1.68%, 11/18/27 (Call 11/18/26), (SOFR + 0.560%)(a) |
200 | 193,812 | ||||||
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%) |
50 | 49,361 | ||||||
2.35%, 11/01/25 (Call 11/01/24)(a) |
205 | 206,238 | ||||||
2.40%, 01/24/30 |
303 | 297,052 | ||||||
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)(a) |
50 | 49,007 | ||||||
2.65%, 05/19/26 |
221 | 225,579 | ||||||
3.03%, 11/01/34 (Call 11/01/29), (SOFR + 1.490%)(a) |
358 | 355,820 | ||||||
3.10%, 05/15/23 |
125 | 127,208 | ||||||
3.30%, 12/16/24 |
381 | 394,160 | ||||||
3.55%, 08/18/25 |
253 | 264,122 | ||||||
3.70%, 11/20/23 |
160 | 165,322 | ||||||
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)(a) |
198 | 204,320 | ||||||
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)(a) |
37 | 40,043 | ||||||
Sumitomo Mitsui Financial Group Inc. |
||||||||
2.45%, 09/27/24 |
5 | 5,014 | ||||||
2.63%, 07/14/26 |
60 | 60,138 | ||||||
2.70%, 07/16/24 |
205 | 206,952 | ||||||
2.72%, 09/27/29 |
35 | 34,239 | ||||||
3.01%, 10/19/26 |
120 | 121,840 | ||||||
3.04%, 07/16/29 |
40 | 39,923 | ||||||
3.20%, 09/17/29 |
37 | 36,974 | ||||||
3.35%, 10/18/27 |
82 | 84,547 | ||||||
3.36%, 07/12/27 |
158 | 163,306 | ||||||
3.45%, 01/11/27 |
182 | 188,157 | ||||||
3.54%, 01/17/28 |
25 | 25,943 | ||||||
3.78%, 03/09/26 |
80 | 83,687 | ||||||
3.94%, 07/19/28 |
105 | 111,166 |
Security | Par (000) |
Value | ||||||
Banks (continued) |
||||||||
4.31%, 10/16/28 |
$ | 48 | $ | 52,023 | ||||
SVB Financial Group |
||||||||
1.80%, 10/28/26 (Call 09/28/26) |
200 | 193,196 | ||||||
3.13%, 06/05/30 (Call 03/05/30) |
199 | 200,015 | ||||||
3.50%, 01/29/25 |
85 | 87,607 | ||||||
Toronto-Dominion Bank (The) |
||||||||
0.70%, 09/10/24 |
100 | 96,546 | ||||||
1.25%, 12/13/24 |
100 | 97,701 | ||||||
1.25%, 09/10/26 |
100 | 94,851 | ||||||
1.45%, 01/10/25(d) |
200 | 195,812 | ||||||
1.95%, 01/12/27 |
200 | 195,348 | ||||||
2.00%, 09/10/31 |
100 | 92,769 | ||||||
2.45%, 01/12/32 |
200 | 191,508 | ||||||
2.65%, 06/12/24 |
596 | 603,617 | ||||||
3.25%, 03/11/24 |
268 | 275,019 | ||||||
3.50%, 07/19/23 |
252 | 258,303 | ||||||
3.63%, 09/15/31 (Call 09/15/26)(a) |
326 | 336,060 | ||||||
Truist Bank |
||||||||
2.25%, 03/11/30 (Call 12/11/29) |
340 | 322,391 | ||||||
2.64%, 09/17/29 (Call 09/17/24)(a) |
15 | 15,059 | ||||||
3.20%, 04/01/24 (Call 03/01/24) |
125 | 128,348 | ||||||
3.30%, 05/15/26 (Call 04/15/26) |
10 | 10,352 | ||||||
4.05%, 11/03/25 (Call 09/03/25) |
60 | 63,764 | ||||||
Truist Financial Corp. |
||||||||
2.50%, 08/01/24 (Call 07/01/24) |
300 | 303,435 | ||||||
2.85%, 10/26/24 (Call 09/26/24) |
361 | 367,881 | ||||||
3.70%, 06/05/25 (Call 05/05/25) |
70 | 73,149 | ||||||
3.75%, 12/06/23 (Call 11/06/23) |
242 | 249,713 | ||||||
3.88%, 03/19/29 (Call 02/19/29) |
10 | 10,603 | ||||||
4.00%, 05/01/25 (Call 03/01/25) |
128 | 134,336 | ||||||
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) |
104 | 111,822 | ||||||
Westpac Banking Corp. |
||||||||
2.35%, 02/19/25 |
51 | 51,420 | ||||||
2.70%, 08/19/26 |
130 | 132,412 | ||||||
2.85%, 05/13/26 |
190 | 194,999 | ||||||
2.89%, 02/04/30 (Call 02/04/25)(a) |
175 | 172,916 | ||||||
3.02%, 11/18/36 (Call 11/18/31)(a) |
185 | 171,872 | ||||||
3.13%, 11/18/41 |
65 | 58,451 | ||||||
3.30%, 02/26/24 |
491 | 505,524 | ||||||
3.35%, 03/08/27 |
123 | 128,628 | ||||||
3.40%, 01/25/28 |
185 | 193,985 | ||||||
4.11%, 07/24/34 (Call 07/24/29)(a) |
464 | 478,022 | ||||||
4.32%, 11/23/31 (Call 11/23/26)(a) |
204 | 212,782 | ||||||
4.42%, 07/24/39 |
141 | 152,339 | ||||||
Wintrust Financial Corp., 4.85%, 06/06/29 |
15 | 15,795 | ||||||
|
|
|||||||
96,332,979 | ||||||||
Beverages — 1.4% | ||||||||
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.65%, 02/01/26 (Call 11/01/25) |
611 | 638,709 | ||||||
4.70%, 02/01/36 (Call 08/01/35) |
252 | 281,174 | ||||||
4.90%, 02/01/46 (Call 08/01/45) |
425 | 482,800 | ||||||
Anheuser-Busch InBev Finance Inc. |
||||||||
4.00%, 01/17/43 |
180 | 183,622 | ||||||
4.63%, 02/01/44 |
250 | 272,860 | ||||||
4.70%, 02/01/36 (Call 08/01/35) |
321 | 357,764 | ||||||
4.90%, 02/01/46 (Call 08/01/45) |
158 | 177,143 | ||||||
Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.50%, 06/01/30 (Call 03/01/30) |
110 | 114,949 | ||||||
3.75%, 07/15/42 |
87 | 85,900 |
S C H E D U L E O F I N V E S T M E N T S |
33 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Beverages (continued) |
||||||||
4.00%, 04/13/28 (Call 01/13/28) |
$ | 269 | $ | 286,767 | ||||
4.35%, 06/01/40 (Call 12/01/39) |
150 | 159,961 | ||||||
4.38%, 04/15/38 (Call 10/15/37) |
184 | 197,432 | ||||||
4.44%, 10/06/48 (Call 04/06/48) |
200 | 214,186 | ||||||
4.50%, 06/01/50 (Call 12/01/49) |
191 | 210,402 | ||||||
4.60%, 04/15/48 (Call 10/15/47) |
288 | 316,310 | ||||||
4.60%, 06/01/60 (Call 12/01/59) |
180 | 195,719 | ||||||
4.75%, 01/23/29 (Call 10/23/28) |
300 | 333,861 | ||||||
4.75%, 04/15/58 (Call 10/15/57) |
140 | 155,050 | ||||||
4.90%, 01/23/31 (Call 10/23/30) |
163 | 187,251 | ||||||
4.95%, 01/15/42 |
137 | 156,366 | ||||||
5.45%, 01/23/39 (Call 07/23/38) |
253 | 301,401 | ||||||
5.55%, 01/23/49 (Call 07/23/48) |
168 | 208,008 | ||||||
5.80%, 01/23/59 (Call 07/23/58) |
178 | 228,506 | ||||||
8.00%, 11/15/39 |
32 | 48,066 | ||||||
8.20%, 01/15/39 |
270 | 411,064 | ||||||
Brown-Forman Corp. |
||||||||
3.50%, 04/15/25 (Call 02/15/25) |
162 | 168,422 | ||||||
4.00%, 04/15/38 (Call 10/15/37) |
23 | 24,931 | ||||||
4.50%, 07/15/45 (Call 01/15/45) |
139 | 159,961 | ||||||
Coca-Cola Co. (The) |
||||||||
1.65%, 06/01/30 |
261 | 241,874 | ||||||
1.75%, 09/06/24 |
681 | 681,259 | ||||||
2.13%, 09/06/29 |
295 | 287,719 | ||||||
2.50%, 06/01/40 |
237 | 214,886 | ||||||
2.50%, 03/15/51 |
55 | 47,142 | ||||||
2.60%, 06/01/50 |
168 | 147,326 | ||||||
2.75%, 06/01/60 |
39 | 34,010 | ||||||
2.90%, 05/25/27 |
40 | 41,232 | ||||||
3.38%, 03/25/27 |
195 | 205,360 | ||||||
3.45%, 03/25/30 |
322 | 340,724 | ||||||
4.20%, 03/25/50 |
125 | 143,858 | ||||||
Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43 |
210 | 251,538 | ||||||
Constellation Brands Inc. |
||||||||
3.75%, 05/01/50 (Call 11/01/49) |
46 | 43,963 | ||||||
4.10%, 02/15/48 (Call 08/15/47) |
27 | 26,935 | ||||||
4.50%, 05/09/47 (Call 11/09/46) |
47 | 49,410 | ||||||
5.25%, 11/15/48 (Call 05/15/48) |
71 | 82,644 | ||||||
Diageo Capital PLC |
||||||||
2.00%, 04/29/30 (Call 01/29/30) |
520 | 491,738 | ||||||
2.13%, 10/24/24 (Call 09/24/24) |
4,535 | 4,551,870 | ||||||
2.13%, 04/29/32 (Call 01/29/32) |
1,210 | 1,138,634 | ||||||
2.38%, 10/24/29 (Call 07/24/29) |
500 | 488,865 | ||||||
2.63%, 04/29/23 (Call 01/29/23) |
2,325 | 2,348,901 | ||||||
3.50%, 09/18/23 (Call 08/18/23) |
1,550 | 1,589,928 | ||||||
3.88%, 05/18/28 (Call 02/18/28) |
400 | 429,824 | ||||||
5.88%, 09/30/36 |
90 | 118,782 | ||||||
Diageo Investment Corp. |
||||||||
4.25%, 05/11/42 |
130 | 146,507 | ||||||
7.45%, 04/15/35 |
124 | 179,902 | ||||||
Fomento Economico Mexicano SAB de CV, 3.50%, 01/16/50 (Call 07/16/49) |
215 | 201,999 | ||||||
Keurig Dr Pepper Inc. |
||||||||
2.55%, 09/15/26 (Call 06/15/26) |
123 | 123,077 | ||||||
3.13%, 12/15/23 (Call 10/15/23) |
147 | 149,986 | ||||||
3.20%, 05/01/30 (Call 02/01/30) |
174 | 176,015 | ||||||
3.40%, 11/15/25 (Call 08/15/25) |
60 | 61,852 | ||||||
3.43%, 06/15/27 (Call 03/15/27) |
263 | 272,605 | ||||||
3.80%, 05/01/50 (Call 11/01/49) |
117 | 115,093 | ||||||
4.42%, 05/25/25 (Call 03/25/25) |
329 | 348,010 |
Security |
Par (000) |
Value | ||||||
Beverages (continued) |
||||||||
4.42%, 12/15/46 (Call 06/15/46) |
$ | 225 | $ | 240,586 | ||||
4.50%, 11/15/45 (Call 05/15/45) |
14 | 15,001 | ||||||
4.60%, 05/25/28 (Call 02/25/28) |
290 | 317,086 | ||||||
4.99%, 05/25/38 (Call 11/25/37) |
35 | 39,967 | ||||||
5.09%, 05/25/48 (Call 11/25/47) |
39 | 45,638 | ||||||
Molson Coors Beverage Co. |
||||||||
3.00%, 07/15/26 (Call 04/15/26) |
1,050 | 1,068,805 | ||||||
4.20%, 07/15/46 (Call 01/15/46) |
175 | 174,436 | ||||||
5.00%, 05/01/42 |
152 | 166,227 | ||||||
PepsiCo Inc. |
||||||||
1.95%, 10/21/31 (Call 07/21/31) |
50 | 47,322 | ||||||
2.25%, 03/19/25 (Call 02/19/25) |
240 | 242,436 | ||||||
2.38%, 10/06/26 (Call 07/06/26) |
434 | 440,128 | ||||||
2.63%, 03/19/27 (Call 01/19/27) |
181 | 185,215 | ||||||
2.63%, 07/29/29 (Call 04/29/29) |
150 | 151,688 | ||||||
2.63%, 10/21/41 (Call 04/21/41) |
50 | 46,418 | ||||||
2.75%, 04/30/25 (Call 01/30/25) |
482 | 492,238 | ||||||
2.75%, 03/19/30 (Call 12/19/29) |
389 | 394,574 | ||||||
2.75%, 10/21/51 (Call 04/21/51) |
50 | 45,941 | ||||||
2.85%, 02/24/26 (Call 11/24/25) |
230 | 237,095 | ||||||
2.88%, 10/15/49 (Call 04/15/49) |
65 | 61,268 | ||||||
3.00%, 10/15/27 (Call 07/15/27) |
289 | 300,522 | ||||||
3.38%, 07/29/49 (Call 01/29/49) |
90 | 91,025 | ||||||
3.45%, 10/06/46 (Call 04/06/46) |
244 | 251,571 | ||||||
3.50%, 07/17/25 (Call 04/17/25) |
125 | 130,605 | ||||||
3.60%, 03/01/24 (Call 12/01/23) |
190 | 196,392 | ||||||
3.60%, 08/13/42 |
75 | 78,882 | ||||||
3.63%, 03/19/50 (Call 09/19/49) |
106 | 113,296 | ||||||
3.88%, 03/19/60 (Call 09/19/59) |
15 | 16,753 | ||||||
4.00%, 05/02/47 (Call 11/02/46) |
50 | 56,128 | ||||||
7.00%, 03/01/29 |
110 | 141,939 | ||||||
|
|
|||||||
28,121,235 | ||||||||
Biotechnology — 0.4% | ||||||||
Amgen Inc. |
||||||||
1.90%, 02/21/25 (Call 01/21/25) |
576 | 572,561 | ||||||
2.20%, 02/21/27 (Call 12/21/26) |
287 | 282,881 | ||||||
2.30%, 02/25/31 (Call 11/25/30) |
235 | 222,155 | ||||||
2.45%, 02/21/30 (Call 11/21/29) |
291 | 280,960 | ||||||
2.60%, 08/19/26 (Call 05/19/26) |
62 | 62,561 | ||||||
2.77%, 09/01/53 (Call 03/01/53) |
10 | 8,125 | ||||||
2.80%, 08/15/41 (Call 02/15/41) |
200 | 175,578 | ||||||
3.00%, 01/15/52 (Call 07/15/51) |
310 | 265,704 | ||||||
3.13%, 05/01/25 (Call 02/01/25) |
94 | 96,146 | ||||||
3.15%, 02/21/40 (Call 08/21/39) |
205 | 190,783 | ||||||
3.20%, 11/02/27 (Call 08/02/27) |
142 | 146,524 | ||||||
3.35%, 02/22/32 (Call 11/22/31) |
30 | 30,596 | ||||||
3.38%, 02/21/50 (Call 08/21/49) |
225 | 206,368 | ||||||
3.63%, 05/22/24 (Call 02/22/24) |
234 | 241,783 | ||||||
4.40%, 05/01/45 (Call 11/01/44) |
180 | 192,364 | ||||||
4.56%, 06/15/48 (Call 12/15/47) |
254 | 278,531 | ||||||
4.66%, 06/15/51 (Call 12/15/50) |
143 | 160,417 | ||||||
4.95%, 10/01/41 |
151 | 173,439 | ||||||
5.15%, 11/15/41 (Call 05/15/41) |
67 | 77,794 | ||||||
5.65%, 06/15/42 (Call 12/15/41) |
5 | 6,221 | ||||||
6.38%, 06/01/37 |
55 | 73,945 | ||||||
Baxalta Inc. |
||||||||
4.00%, 06/23/25 (Call 03/23/25) |
271 | 283,255 | ||||||
5.25%, 06/23/45 (Call 12/23/44) |
215 | 256,295 | ||||||
Biogen Inc. |
||||||||
2.25%, 05/01/30 (Call 02/01/30) |
115 | 105,269 |
34 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Biotechnology (continued) |
||||||||
3.15%, 05/01/50 (Call 11/01/49) |
$ | 192 | $ | 158,767 | ||||
3.25%, 02/15/51 (Call 08/15/50)(b) |
30 | 25,237 | ||||||
4.05%, 09/15/25 (Call 06/15/25) |
582 | 608,423 | ||||||
5.20%, 09/15/45 (Call 03/15/45) |
167 | 188,728 | ||||||
Gilead Sciences Inc. |
||||||||
1.65%, 10/01/30 (Call 07/01/30) |
220 | 199,707 | ||||||
2.50%, 09/01/23 (Call 07/01/23) |
185 | 187,028 | ||||||
2.80%, 10/01/50 (Call 04/01/50) |
126 | 106,635 | ||||||
2.95%, 03/01/27 (Call 12/01/26) |
448 | 456,848 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
159 | 164,492 | ||||||
3.65%, 03/01/26 (Call 12/01/25) |
380 | 396,492 | ||||||
3.70%, 04/01/24 (Call 01/01/24) |
175 | 180,663 | ||||||
4.00%, 09/01/36 (Call 03/01/36) |
114 | 121,619 | ||||||
4.15%, 03/01/47 (Call 09/01/46) |
260 | 272,810 | ||||||
4.50%, 02/01/45 (Call 08/01/44) |
240 | 262,521 | ||||||
4.60%, 09/01/35 (Call 03/01/35) |
210 | 237,544 | ||||||
4.75%, 03/01/46 (Call 09/01/45) |
191 | 216,791 | ||||||
4.80%, 04/01/44 (Call 10/01/43) |
233 | 264,450 | ||||||
5.65%, 12/01/41 (Call 06/01/41) |
85 | 106,213 | ||||||
Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 (Call 03/15/50) |
104 | 85,803 | ||||||
Royalty Pharma PLC |
||||||||
3.35%, 09/02/51 (Call 03/02/51) |
7 | 5,856 | ||||||
3.55%, 09/02/50 (Call 03/02/50) |
52 | 45,097 | ||||||
|
|
|||||||
8,681,979 | ||||||||
Building Materials — 0.3% | ||||||||
Carrier Global Corp. |
||||||||
2.70%, 02/15/31 (Call 11/15/30) |
190 | 183,717 | ||||||
3.38%, 04/05/40 (Call 10/05/39) |
175 | 164,593 | ||||||
3.58%, 04/05/50 (Call 10/05/49) |
145 | 137,782 | ||||||
Fortune Brands Home & Security Inc. |
||||||||
3.25%, 09/15/29 (Call 06/15/29) |
132 | 133,960 | ||||||
4.00%, 09/21/23 (Call 08/21/23) |
423 | 434,950 | ||||||
4.00%, 06/15/25 (Call 03/15/25) |
97 | 101,420 | ||||||
Johnson Controls International PLC |
||||||||
3.63%, 07/02/24 (Call 04/02/24)(e) |
572 | 590,676 | ||||||
3.90%, 02/14/26 (Call 11/14/25) |
585 | 616,227 | ||||||
4.50%, 02/15/47 (Call 08/15/46) |
127 | 138,651 | ||||||
4.63%, 07/02/44 (Call 01/02/44) |
200 | 224,944 | ||||||
4.95%, 07/02/64 (Call 01/02/64)(e) |
140 | 161,403 | ||||||
5.13%, 09/14/45 (Call 03/14/45) |
172 | 207,248 | ||||||
6.00%, 01/15/36 |
105 | 134,867 | ||||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA |
||||||||
1.75%, 09/15/30 (Call 06/15/30) |
125 | 114,346 | ||||||
2.00%, 09/16/31 (Call 06/16/31) |
130 | 118,424 | ||||||
Lafarge SA, 7.13%, 07/15/36 |
38 | 51,805 | ||||||
Lennox International Inc., 3.00%, 11/15/23 (Call 09/15/23) |
115 | 116,697 | ||||||
Martin Marietta Materials Inc., 4.25%, 12/15/47 (Call 06/15/47) |
17 | 17,787 | ||||||
Masco Corp. |
||||||||
3.50%, 11/15/27 (Call 08/15/27) |
106 | 108,880 | ||||||
4.50%, 05/15/47 (Call 11/15/46) |
120 | 129,356 | ||||||
Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30) |
50 | 51,386 | ||||||
Owens Corning |
||||||||
3.40%, 08/15/26 (Call 05/15/26) |
208 | 214,065 | ||||||
3.95%, 08/15/29 (Call 05/15/29) |
106 | 111,115 | ||||||
4.20%, 12/01/24 (Call 09/01/24) |
570 | 595,052 | ||||||
4.30%, 07/15/47 (Call 01/15/47) |
140 | 146,420 | ||||||
4.40%, 01/30/48 (Call 07/30/47) |
50 | 53,071 |
Security |
Par (000) |
Value | ||||||
Building Materials (continued) |
||||||||
7.00%, 12/01/36 |
$ | 41 | $ | 53,918 | ||||
Vulcan Materials Co. |
||||||||
4.50%, 06/15/47 (Call 12/15/46) |
44 | 48,458 | ||||||
4.70%, 03/01/48 (Call 09/01/47) |
45 | 50,954 | ||||||
|
|
|||||||
5,212,172 | ||||||||
Chemicals — 0.6% | ||||||||
Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44) |
50 | 59,769 | ||||||
Dow Chemical Co. (The) |
||||||||
3.60%, 11/15/50 (Call 05/15/50) |
20 | 19,059 | ||||||
4.25%, 10/01/34 (Call 04/01/34) |
44 | 47,576 | ||||||
4.38%, 11/15/42 (Call 05/15/42) |
32 | 34,288 | ||||||
4.63%, 10/01/44 (Call 04/01/44) |
92 | 101,736 | ||||||
4.80%, 11/30/28 (Call 08/30/28) |
65 | 72,563 | ||||||
4.80%, 05/15/49 (Call 11/15/48) |
204 | 231,926 | ||||||
5.25%, 11/15/41 (Call 05/15/41) |
69 | 81,682 | ||||||
5.55%, 11/30/48 (Call 05/30/48) |
15 | 18,929 | ||||||
7.38%, 11/01/29 |
50 | 64,735 | ||||||
9.40%, 05/15/39 |
115 | 193,527 | ||||||
DuPont de Nemours Inc. |
||||||||
4.49%, 11/15/25 (Call 09/25/25) |
140 | 149,198 | ||||||
4.73%, 11/15/28 (Call 08/15/28) |
519 | 574,813 | ||||||
5.32%, 11/15/38 (Call 05/15/38) |
302 | 359,459 | ||||||
5.42%, 11/15/48 (Call 05/15/48) |
160 | 201,219 | ||||||
Eastman Chemical Co. |
||||||||
4.65%, 10/15/44 (Call 04/15/44) |
107 | 115,983 | ||||||
4.80%, 09/01/42 (Call 03/01/42) |
113 | 124,079 | ||||||
Ecolab Inc. |
||||||||
1.30%, 01/30/31 (Call 10/30/30) |
125 | 111,247 | ||||||
1.65%, 02/01/27 (Call 01/01/27) |
70 | 68,107 | ||||||
2.13%, 02/01/32 (Call 11/01/31) |
200 | 188,674 | ||||||
2.70%, 11/01/26 (Call 08/01/26) |
3,760 | 3,829,334 | ||||||
2.70%, 12/15/51 (Call 06/15/51) |
145 | 126,531 | ||||||
2.75%, 08/18/55 (Call 02/18/55) |
10 | 8,637 | ||||||
3.25%, 12/01/27 (Call 09/01/27) |
281 | 294,404 | ||||||
3.95%, 12/01/47 (Call 06/01/47) |
255 | 277,891 | ||||||
4.80%, 03/24/30 (Call 12/24/29) |
496 | 569,224 | ||||||
FMC Corp., 4.50%, 10/01/49 (Call 04/01/49) |
27 | 29,035 | ||||||
International Flavors & Fragrances Inc. |
||||||||
3.20%, 05/01/23 (Call 02/01/23) |
200 | 202,382 | ||||||
4.38%, 06/01/47 (Call 12/01/46) |
40 | 42,000 | ||||||
4.45%, 09/26/28 (Call 06/26/28) |
90 | 97,636 | ||||||
5.00%, 09/26/48 (Call 03/26/48) |
36 | 41,070 | ||||||
Linde Inc./CT, 3.55%, 11/07/42 (Call 05/07/42) |
236 | 244,239 | ||||||
LYB International Finance BV |
||||||||
4.88%, 03/15/44 (Call 09/15/43) |
140 | 153,878 | ||||||
5.25%, 07/15/43 |
56 | 64,732 | ||||||
LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26) |
15 | 15,615 | ||||||
LYB International Finance III LLC |
||||||||
3.63%, 04/01/51 (Call 04/01/50) |
65 | 61,366 | ||||||
3.80%, 10/01/60 (Call 04/01/60) |
45 | 40,822 | ||||||
4.20%, 10/15/49 (Call 04/15/49) |
40 | 40,574 | ||||||
4.20%, 05/01/50 (Call 11/01/49) |
194 | 196,685 | ||||||
LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54) |
125 | 132,409 | ||||||
Mosaic Co. (The) |
||||||||
4.05%, 11/15/27 (Call 08/15/27) |
10 | 10,566 | ||||||
4.88%, 11/15/41 (Call 05/15/41) |
5 | 5,469 | ||||||
5.45%, 11/15/33 (Call 05/15/33) |
15 | 17,633 | ||||||
5.63%, 11/15/43 (Call 05/15/43) |
125 | 154,156 |
S C H E D U L E O F I N V E S T M E N T S |
35 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) |
||||||||
Nutrien Ltd. |
||||||||
4.13%, 03/15/35 (Call 09/15/34) |
$ | 52 | $ | 56,050 | ||||
4.90%, 06/01/43 (Call 12/01/42) |
115 | 133,687 | ||||||
5.00%, 04/01/49 (Call 10/01/48) |
18 | 21,798 | ||||||
5.25%, 01/15/45 (Call 07/15/44) |
58 | 70,301 | ||||||
5.63%, 12/01/40 |
148 | 184,446 | ||||||
5.88%, 12/01/36 |
80 | 100,965 | ||||||
6.13%, 01/15/41 (Call 07/15/40) |
10 | 13,161 | ||||||
PPG Industries Inc. |
||||||||
2.40%, 08/15/24 (Call 07/15/24) |
5 | 5,040 | ||||||
2.80%, 08/15/29 (Call 05/15/29) |
134 | 133,819 | ||||||
3.20%, 03/15/23 (Call 02/15/23) |
157 | 159,699 | ||||||
3.75%, 03/15/28 (Call 12/15/27) |
135 | 144,974 | ||||||
Rohm & Haas Co., 7.85%, 07/15/29 |
178 | 233,488 | ||||||
RPM International Inc. |
||||||||
2.95%, 01/15/32 (Call 10/15/31) |
25 | 24,371 | ||||||
4.25%, 01/15/48 (Call 07/15/47) |
20 | 21,345 | ||||||
5.25%, 06/01/45 (Call 12/01/44) |
25 | 30,050 | ||||||
Sherwin-Williams Co. (The) |
||||||||
2.20%, 03/15/32 (Call 12/15/31) |
200 | 186,270 | ||||||
2.90%, 03/15/52 (Call 09/15/51) |
80 | 68,601 | ||||||
3.30%, 05/15/50 (Call 11/15/49) |
70 | 64,310 | ||||||
3.45%, 08/01/25 (Call 05/01/25) |
140 | 144,075 | ||||||
3.80%, 08/15/49 (Call 02/15/49) |
45 | 44,830 | ||||||
3.95%, 01/15/26 (Call 10/15/25) |
15 | 15,876 | ||||||
4.00%, 12/15/42 (Call 06/15/42) |
33 | 33,950 | ||||||
4.50%, 06/01/47 (Call 12/01/46) |
159 | 173,916 | ||||||
4.55%, 08/01/45 (Call 02/01/45) |
15 | 16,429 | ||||||
|
|
|||||||
11,556,308 | ||||||||
Commercial Services — 0.6% | ||||||||
Automatic Data Processing Inc. |
||||||||
1.25%, 09/01/30 (Call 06/01/30) |
676 | 608,339 | ||||||
1.70%, 05/15/28 (Call 03/15/28) |
370 | 356,691 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
657 | 685,809 | ||||||
Block Financial LLC |
||||||||
3.88%, 08/15/30 (Call 05/15/30) |
262 | 265,545 | ||||||
5.25%, 10/01/25 (Call 07/01/25) |
33 | 35,594 | ||||||
Global Payments Inc. |
||||||||
2.15%, 01/15/27 (Call 12/15/26) |
90 | 87,016 | ||||||
2.90%, 11/15/31 (Call 08/15/31) |
155 | 147,672 | ||||||
4.15%, 08/15/49 (Call 02/15/49) |
92 | 90,729 | ||||||
GXO Logistics Inc., 2.65%, 07/15/31 (Call 04/15/31)(b) |
90 | 83,504 | ||||||
Moody’s Corp. |
||||||||
2.55%, 08/18/60 (Call 02/18/60) |
25 | 18,933 | ||||||
3.10%, 11/29/61 (Call 05/29/61) |
95 | 80,867 | ||||||
3.25%, 01/15/28 (Call 10/15/27) |
190 | 197,072 | ||||||
3.25%, 05/20/50 (Call 11/20/49) |
84 | 76,492 | ||||||
3.75%, 03/24/25 (Call 02/24/25) |
120 | 125,174 | ||||||
4.25%, 02/01/29 (Call 11/01/28) |
73 | 79,019 | ||||||
4.88%, 02/15/24 (Call 11/15/23) |
368 | 385,911 | ||||||
4.88%, 12/17/48 (Call 06/17/48) |
109 | 128,337 | ||||||
5.25%, 07/15/44 |
105 | 126,731 | ||||||
PayPal Holdings Inc. |
||||||||
2.40%, 10/01/24 (Call 09/01/24) |
552 | 556,797 | ||||||
2.65%, 10/01/26 (Call 08/01/26) |
285 | 287,995 | ||||||
2.85%, 10/01/29 (Call 07/01/29) |
198 | 197,337 | ||||||
3.25%, 06/01/50 (Call 12/01/49) |
86 | 80,578 | ||||||
Quanta Services Inc. |
||||||||
2.35%, 01/15/32 (Call 10/15/31) |
85 | 77,019 | ||||||
2.90%, 10/01/30 (Call 07/01/30) |
115 | 110,275 |
Security |
Par (000) |
Value | ||||||
Commercial Services (continued) |
||||||||
3.05%, 10/01/41 (Call 04/01/41) |
$ | 30 | $ | 26,132 | ||||
RELX Capital Inc. |
||||||||
3.00%, 05/22/30 (Call 02/22/30) |
975 | 975,760 | ||||||
3.50%, 03/16/23 (Call 02/16/23) |
3,990 | 4,057,790 | ||||||
4.00%, 03/18/29 (Call 12/18/28) |
688 | 733,215 | ||||||
S&P Global Inc. |
||||||||
2.50%, 12/01/29 (Call 09/01/29) |
155 | 152,129 | ||||||
2.95%, 01/22/27 (Call 10/22/26) |
83 | 85,283 | ||||||
3.25%, 12/01/49 (Call 06/01/49) |
178 | 170,654 | ||||||
4.00%, 06/15/25 (Call 03/15/25) |
152 | 160,100 | ||||||
Verisk Analytics Inc. |
||||||||
3.63%, 05/15/50 (Call 11/15/49) |
105 | 101,269 | ||||||
4.13%, 03/15/29 (Call 12/15/28) |
106 | 113,014 | ||||||
5.50%, 06/15/45 (Call 12/15/44) |
51 | 63,437 | ||||||
|
|
|||||||
11,528,219 | ||||||||
Computers — 0.5% | ||||||||
Apple Inc. |
||||||||
1.40%, 08/05/28 (Call 06/05/28) |
100 | 94,398 | ||||||
1.70%, 08/05/31 (Call 05/05/31) |
100 | 92,728 | ||||||
2.55%, 08/20/60 (Call 02/20/60) |
23 | 19,133 | ||||||
2.65%, 05/11/50 (Call 11/11/49) |
253 | 225,236 | ||||||
2.65%, 02/08/51 (Call 08/08/50) |
15 | 13,344 | ||||||
2.70%, 08/05/51 (Call 02/05/51) |
95 | 84,926 | ||||||
2.80%, 02/08/61 (Call 02/08/60) |
105 | 92,432 | ||||||
2.85%, 08/05/61 (Call 02/05/61) |
100 | 88,813 | ||||||
2.95%, 09/11/49 (Call 03/11/49) |
119 | 111,952 | ||||||
3.45%, 02/09/45 |
167 | 170,674 | ||||||
3.75%, 09/12/47 (Call 03/12/47) |
85 | 90,636 | ||||||
3.75%, 11/13/47 (Call 05/13/47) |
51 | 54,539 | ||||||
3.85%, 05/04/43 |
252 | 271,097 | ||||||
3.85%, 08/04/46 (Call 02/04/46) |
90 | 97,354 | ||||||
4.25%, 02/09/47 (Call 08/09/46) |
35 | 40,223 | ||||||
4.38%, 05/13/45 |
195 | 226,126 | ||||||
4.45%, 05/06/44 |
14 | 16,349 | ||||||
4.65%, 02/23/46 (Call 08/23/45) |
272 | 330,260 | ||||||
Dell Inc., 6.50%, 04/15/38 |
15 | 17,286 | ||||||
Dell International LLC/EMC Corp. |
||||||||
3.38%, 12/15/41 (Call 06/15/41)(b) |
50 | 44,092 | ||||||
3.45%, 12/15/51 (Call 06/15/51)(b) |
50 | 42,273 | ||||||
8.35%, 07/15/46 (Call 01/15/46) |
68 | 103,478 | ||||||
Hewlett Packard Enterprise Co. |
||||||||
2.25%, 04/01/23 (Call 03/01/23) |
432 | 434,618 | ||||||
4.45%, 10/02/23 (Call 09/02/23) |
527 | 546,673 | ||||||
4.90%, 10/15/25 (Call 07/15/25) |
530 | 569,188 | ||||||
6.20%, 10/15/35 (Call 04/15/35) |
224 | 268,027 | ||||||
6.35%, 10/15/45 (Call 04/15/45) |
305 | 364,033 | ||||||
HP Inc. |
||||||||
3.40%, 06/17/30 (Call 03/17/30) |
266 | 268,458 | ||||||
6.00%, 09/15/41 |
267 | 320,170 | ||||||
International Business Machines Corp. |
||||||||
3.00%, 05/15/24 |
469 | 479,970 | ||||||
3.30%, 05/15/26 |
397 | 413,253 | ||||||
3.30%, 01/27/27 |
100 | 104,195 | ||||||
3.38%, 08/01/23 |
547 | 560,680 | ||||||
3.45%, 02/19/26 |
422 | 440,247 | ||||||
3.50%, 05/15/29 |
365 | 382,199 | ||||||
3.63%, 02/12/24 |
430 | 444,779 | ||||||
4.00%, 06/20/42 |
209 | 220,044 | ||||||
4.15%, 05/15/39 |
135 | 144,414 | ||||||
4.25%, 05/15/49 |
236 | 259,310 |
36 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Computers (continued) |
||||||||
4.70%, 02/19/46 |
$ | 90 | $ | 105,180 | ||||
5.60%, 11/30/39 |
51 | 64,379 | ||||||
5.88%, 11/29/32 |
30 | 37,606 | ||||||
6.50%, 01/15/28 |
2 | 2,421 | ||||||
7.00%, 10/30/25 |
251 | 291,403 | ||||||
7.13%, 12/01/96(d) |
20 | 32,881 | ||||||
Leidos Inc. |
||||||||
2.30%, 02/15/31 (Call 11/15/30) |
120 | 109,429 | ||||||
4.38%, 05/15/30 (Call 02/15/30) |
586 | 622,473 | ||||||
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) |
145 | 137,039 | ||||||
|
|
|||||||
9,950,418 | ||||||||
Cosmetics & Personal Care — 0.2% | ||||||||
Colgate-Palmolive Co. |
||||||||
3.25%, 03/15/24 |
345 | 355,681 | ||||||
3.70%, 08/01/47 (Call 02/01/47) |
156 | 171,357 | ||||||
4.00%, 08/15/45 |
298 | 335,855 | ||||||
Estee Lauder Companies Inc. (The) |
||||||||
3.13%, 12/01/49 (Call 06/01/49) |
57 | 55,611 | ||||||
4.15%, 03/15/47 (Call 09/15/46) |
5 | 5,652 | ||||||
4.38%, 06/15/45 (Call 12/15/44) |
12 | 13,814 | ||||||
6.00%, 05/15/37 |
25 | 33,437 | ||||||
Procter & Gamble Co. (The) |
||||||||
2.30%, 02/01/32 |
200 | 198,538 | ||||||
2.45%, 11/03/26 |
481 | 489,721 | ||||||
2.70%, 02/02/26 |
245 | 252,387 | ||||||
2.80%, 03/25/27 |
487 | 501,902 | ||||||
2.85%, 08/11/27 |
176 | 182,223 | ||||||
3.60%, 03/25/50 |
80 | 88,074 | ||||||
5.55%, 03/05/37 |
16 | 21,281 | ||||||
5.80%, 08/15/34 |
25 | 32,820 | ||||||
Unilever Capital Corp. |
||||||||
1.75%, 08/12/31 (Call 05/12/31) |
100 | 91,783 | ||||||
2.00%, 07/28/26 |
175 | 173,366 | ||||||
2.90%, 05/05/27 (Call 02/05/27) |
100 | 102,217 | ||||||
3.10%, 07/30/25 |
30 | 30,871 | ||||||
3.38%, 03/22/25 (Call 01/22/25) |
195 | 201,540 | ||||||
3.50%, 03/22/28 (Call 12/22/27) |
35 | 36,906 | ||||||
Series 30Y, 2.63%, 08/12/51 (Call 02/12/51) |
100 | 86,817 | ||||||
|
|
|||||||
3,461,853 | ||||||||
Distribution & Wholesale — 0.0% | ||||||||
WW Grainger Inc. |
||||||||
1.85%, 02/15/25 (Call 01/15/25) |
489 | 485,039 | ||||||
3.75%, 05/15/46 (Call 11/15/45) |
96 | 99,761 | ||||||
4.20%, 05/15/47 (Call 11/15/46) |
74 | 82,250 | ||||||
4.60%, 06/15/45 (Call 12/15/44) |
157 | 181,109 | ||||||
|
|
|||||||
848,159 | ||||||||
Diversified Financial Services — 1.1% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust |
||||||||
1.15%, 10/29/23 |
200 | 195,496 | ||||||
1.65%, 10/29/24 (Call 09/29/24) |
340 | 330,079 | ||||||
2.45%, 10/29/26 (Call 09/29/26) |
180 | 173,461 | ||||||
3.30%, 01/30/32 (Call 10/30/31) |
200 | 189,728 | ||||||
3.50%, 01/15/25 (Call 11/15/24) |
315 | 320,037 | ||||||
3.65%, 07/21/27 (Call 04/21/27) |
340 | 345,651 | ||||||
3.88%, 01/23/28 (Call 10/23/27) |
265 | 269,349 | ||||||
4.45%, 10/01/25 (Call 08/01/25) |
250 | 260,200 | ||||||
4.45%, 04/03/26 (Call 02/03/26) |
265 | 276,278 | ||||||
4.63%, 10/15/27 (Call 08/15/27) |
25 | 26,569 | ||||||
6.50%, 07/15/25 (Call 06/15/25) |
505 | 556,687 |
Security | Par (000) |
Value | ||||||
Diversified Financial Services (continued) |
||||||||
Affiliated Managers Group Inc. |
||||||||
3.30%, 06/15/30 (Call 03/15/30) |
$ | 155 | $ | 156,869 | ||||
3.50%, 08/01/25 |
35 | 36,229 | ||||||
4.25%, 02/15/24 |
2 | 2,084 | ||||||
Air Lease Corp. |
||||||||
3.00%, 02/01/30 (Call 11/01/29) |
90 | 85,957 | ||||||
3.25%, 10/01/29 (Call 07/01/29) |
85 | 83,101 | ||||||
3.63%, 04/01/27 (Call 01/01/27) |
45 | 45,892 | ||||||
3.63%, 12/01/27 (Call 09/01/27) |
59 | 59,887 | ||||||
3.75%, 06/01/26 (Call 04/01/26) |
79 | 81,144 | ||||||
4.63%, 10/01/28 (Call 07/01/28) |
55 | 58,170 | ||||||
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26) |
107 | 110,138 | ||||||
Ally Financial Inc. |
||||||||
3.88%, 05/21/24 (Call 04/21/24) |
168 | 173,337 | ||||||
4.63%, 03/30/25 |
60 | 63,178 | ||||||
5.13%, 09/30/24 |
533 | 565,385 | ||||||
5.80%, 05/01/25 (Call 04/01/25) |
120 | 129,908 | ||||||
8.00%, 11/01/31 |
697 | 914,655 | ||||||
American Express Co. |
||||||||
1.65%, 11/04/26 (Call 10/04/26) |
100 | 96,793 | ||||||
2.50%, 07/30/24 (Call 06/29/24) |
155 | 156,846 | ||||||
3.00%, 10/30/24 (Call 09/29/24) |
519 | 530,781 | ||||||
3.13%, 05/20/26 (Call 04/20/26) |
250 | 256,800 | ||||||
3.30%, 05/03/27 (Call 04/02/27)(b) |
135 | 139,304 | ||||||
3.40%, 02/22/24 (Call 01/22/24) |
544 | 559,292 | ||||||
3.63%, 12/05/24 (Call 11/04/24) |
255 | 263,976 | ||||||
3.70%, 08/03/23 (Call 07/03/23) |
170 | 174,565 | ||||||
4.05%, 12/03/42 |
421 | 462,313 | ||||||
4.20%, 11/06/25 (Call 10/06/25) |
214 | 227,664 | ||||||
Ameriprise Financial Inc. |
||||||||
2.88%, 09/15/26 (Call 06/15/26) |
45 | 46,081 | ||||||
3.00%, 04/02/25 (Call 03/02/25) |
20 | 20,360 | ||||||
3.70%, 10/15/24 |
35 | 36,460 | ||||||
Brookfield Finance Inc. |
||||||||
3.50%, 03/30/51 (Call 09/30/50) |
35 | 32,014 | ||||||
3.90%, 01/25/28 (Call 10/25/27) |
120 | 126,034 | ||||||
4.00%, 04/01/24 (Call 02/01/24) |
97 | 100,307 | ||||||
4.25%, 06/02/26 (Call 03/02/26) |
10 | 10,668 | ||||||
4.35%, 04/15/30 (Call 01/15/30) |
192 | 206,454 | ||||||
4.70%, 09/20/47 (Call 03/20/47) |
260 | 284,567 | ||||||
4.85%, 03/29/29 (Call 12/29/28) |
205 | 225,892 | ||||||
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) |
95 | 85,889 | ||||||
Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26) |
142 | 149,091 | ||||||
Charles Schwab Corp. (The) |
||||||||
2.75%, 10/01/29 (Call 07/01/29) |
22 | 21,963 | ||||||
3.20%, 03/02/27 (Call 12/02/26) |
30 | 31,116 | ||||||
3.20%, 01/25/28 (Call 10/25/27) |
246 | 256,056 | ||||||
3.25%, 05/22/29 (Call 02/22/29) |
85 | 87,507 | ||||||
4.00%, 02/01/29 (Call 11/01/28) |
154 | 166,158 | ||||||
4.63%, 03/22/30 (Call 12/22/29) |
20 | 22,684 | ||||||
CI Financial Corp. |
||||||||
3.20%, 12/17/30 (Call 09/17/30) |
144 | 135,307 | ||||||
4.10%, 06/15/51 (Call 12/15/50) |
69 | 65,645 | ||||||
CME Group Inc. |
||||||||
4.15%, 06/15/48 (Call 12/15/47) |
280 | 320,589 | ||||||
5.30%, 09/15/43 (Call 03/15/43) |
94 | 120,070 | ||||||
Credit Suisse USA Inc., 7.13%, 07/15/32 |
126 | 167,183 |
S C H E D U L E O F I N V E S T M E N T S |
37 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) |
||||||||
Discover Financial Services |
||||||||
4.10%, 02/09/27 (Call 11/09/26) |
$ | 291 | $ | 305,082 | ||||
4.50%, 01/30/26 (Call 11/30/25) |
190 | 202,213 | ||||||
Intercontinental Exchange Inc. |
||||||||
3.00%, 06/15/50 (Call 12/15/49) |
110 | 98,065 | ||||||
3.00%, 09/15/60 (Call 03/15/60) |
165 | 141,413 | ||||||
3.10%, 09/15/27 (Call 06/15/27) |
70 | 71,879 | ||||||
3.75%, 09/21/28 (Call 06/21/28) |
49 | 51,963 | ||||||
4.25%, 09/21/48 (Call 03/21/48) |
154 | 170,355 | ||||||
Invesco Finance PLC |
||||||||
3.75%, 01/15/26 |
15 | 15,717 | ||||||
4.00%, 01/30/24 |
87 | 89,784 | ||||||
5.38%, 11/30/43 |
113 | 134,812 | ||||||
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) |
330 | 351,948 | ||||||
Jefferies Group LLC |
||||||||
6.25%, 01/15/36 |
87 | 107,083 | ||||||
6.50%, 01/20/43 |
50 | 63,008 | ||||||
Jefferies Group LLC/Jefferies Group Capital Finance Inc., |
||||||||
4.15%, 01/23/30 |
57 | 59,901 | ||||||
Legg Mason Inc. |
||||||||
4.75%, 03/15/26 |
231 | 251,349 | ||||||
5.63%, 01/15/44 |
128 | 159,597 | ||||||
Mastercard Inc. |
||||||||
2.00%, 03/03/25 (Call 02/03/25) |
115 | 115,322 | ||||||
2.00%, 11/18/31 (Call 08/18/31) |
200 | 189,158 | ||||||
2.95%, 11/21/26 (Call 08/21/26) |
100 | 103,743 | ||||||
2.95%, 06/01/29 (Call 03/01/29) |
105 | 107,902 | ||||||
3.30%, 03/26/27 (Call 01/26/27) |
45 | 47,293 | ||||||
3.35%, 03/26/30 (Call 12/26/29) |
224 | 235,016 | ||||||
3.38%, 04/01/24 |
130 | 134,432 | ||||||
3.50%, 02/26/28 (Call 11/26/27) |
315 | 335,311 | ||||||
3.65%, 06/01/49 (Call 12/01/48) |
30 | 31,699 | ||||||
3.80%, 11/21/46 (Call 05/21/46) |
115 | 123,064 | ||||||
3.85%, 03/26/50 (Call 09/26/49) |
243 | 263,881 | ||||||
3.95%, 02/26/48 (Call 08/26/47) |
47 | 51,415 | ||||||
Morgan Stanley Domestic Holdings Inc. |
||||||||
3.80%, 08/24/27 (Call 05/24/27) |
199 | 208,104 | ||||||
4.50%, 06/20/28 (Call 03/20/28) |
115 | 124,193 | ||||||
Nasdaq Inc. |
||||||||
3.25%, 04/28/50 (Call 10/28/49) |
80 | 72,521 | ||||||
3.85%, 06/30/26 (Call 03/30/26) |
67 | 70,164 | ||||||
Nomura Holdings Inc. |
||||||||
2.33%, 01/22/27 |
200 | 193,132 | ||||||
2.61%, 07/14/31 |
65 | 60,653 | ||||||
2.65%, 01/16/25 |
325 | 326,024 | ||||||
2.71%, 01/22/29 |
200 | 192,848 | ||||||
3.00%, 01/22/32 |
200 | 192,604 | ||||||
3.10%, 01/16/30 |
375 | 368,681 | ||||||
ORIX Corp. |
||||||||
3.25%, 12/04/24 |
20 | 20,478 | ||||||
4.05%, 01/16/24 |
40 | 41,442 | ||||||
Raymond James Financial Inc. |
||||||||
3.75%, 04/01/51 (Call 10/01/50) |
30 | 29,843 | ||||||
4.65%, 04/01/30 (Call 01/01/30) |
164 | 180,407 | ||||||
4.95%, 07/15/46 |
150 | 172,605 | ||||||
Synchrony Financial |
||||||||
3.70%, 08/04/26 (Call 05/04/26) |
305 | 310,761 | ||||||
3.95%, 12/01/27 (Call 09/01/27) |
351 | 362,074 | ||||||
4.50%, 07/23/25 (Call 04/24/25) |
235 | 246,454 |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) |
||||||||
5.15%, 03/19/29 (Call 12/19/28) |
$ | 200 | $ | 218,748 | ||||
Visa Inc. |
||||||||
1.90%, 04/15/27 (Call 02/15/27) |
331 | 326,068 | ||||||
2.05%, 04/15/30 (Call 01/15/30) |
130 | 125,453 | ||||||
2.70%, 04/15/40 (Call 10/15/39) |
130 | 122,277 | ||||||
2.75%, 09/15/27 (Call 06/15/27) |
95 | 97,485 | ||||||
3.15%, 12/14/25 (Call 09/14/25) |
400 | 414,556 | ||||||
3.65%, 09/15/47 (Call 03/15/47) |
131 | 138,843 | ||||||
4.15%, 12/14/35 (Call 06/14/35) |
197 | 220,947 | ||||||
4.30%, 12/14/45 (Call 06/14/45) |
379 | 438,878 | ||||||
Western Union Co. (The) |
||||||||
2.85%, 01/10/25 (Call 12/10/24) |
492 | 498,253 | ||||||
6.20%, 11/17/36 |
182 | 205,800 | ||||||
|
|
|||||||
21,088,599 | ||||||||
Electric — 2.1% | ||||||||
Atlantic City Electric Co. |
||||||||
2.30%, 03/15/31 (Call 12/15/30) |
280 | 269,438 | ||||||
4.00%, 10/15/28 (Call 07/15/28) |
19 | 20,108 | ||||||
Avangrid Inc. |
||||||||
3.15%, 12/01/24 (Call 10/01/24) |
3,557 | 3,627,500 | ||||||
3.20%, 04/15/25 (Call 03/15/25) |
1,147 | 1,173,301 | ||||||
3.80%, 06/01/29 (Call 03/01/29) |
897 | 937,383 | ||||||
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47) |
139 | 154,614 | ||||||
Baltimore Gas & Electric Co. |
||||||||
2.90%, 06/15/50 (Call 12/15/49) |
37 | 32,956 | ||||||
3.20%, 09/15/49 (Call 03/15/49) |
127 | 118,802 | ||||||
3.50%, 08/15/46 (Call 02/15/46) |
55 | 53,969 | ||||||
3.75%, 08/15/47 (Call 02/15/47) |
61 | 62,224 | ||||||
6.35%, 10/01/36 |
55 | 73,972 | ||||||
CenterPoint Energy Houston Electric LLC |
||||||||
3.00%, 03/01/32 (Call 12/01/31) |
25 | 25,356 | ||||||
3.55%, 08/01/42 (Call 02/01/42) |
40 | 40,195 | ||||||
3.95%, 03/01/48 (Call 09/01/47) |
84 | 89,416 | ||||||
4.50%, 04/01/44 (Call 10/01/43) |
142 | 160,622 | ||||||
Series AC, 4.25%, 02/01/49 (Call 08/01/48) |
114 | 127,315 | ||||||
Series AD, 2.90%, 07/01/50 (Call 01/01/50) |
72 | 64,567 | ||||||
Cleveland Electric Illuminating Co. (The), 5.95%, 12/15/36 |
30 | 37,766 | ||||||
Commonwealth Edison Co. |
||||||||
2.20%, 03/01/30 (Call 12/01/29) |
164 | 156,691 | ||||||
3.00%, 03/01/50 (Call 09/01/49) |
190 | 171,973 | ||||||
3.65%, 06/15/46 (Call 12/15/45) |
151 | 151,892 | ||||||
3.70%, 08/15/28 (Call 05/15/28) |
85 | 89,629 | ||||||
3.70%, 03/01/45 (Call 09/01/44) |
43 | 43,298 | ||||||
4.00%, 03/01/48 (Call 09/01/47) |
59 | 63,139 | ||||||
4.00%, 03/01/49 (Call 09/01/48) |
95 | 101,205 | ||||||
4.35%, 11/15/45 (Call 05/15/45) |
56 | 61,160 | ||||||
5.90%, 03/15/36 |
15 | 19,216 | ||||||
6.45%, 01/15/38 |
19 | 25,461 | ||||||
Series 122, 2.95%, 08/15/27 (Call 05/15/27) |
80 | 81,470 | ||||||
Series 123, 3.75%, 08/15/47 (Call 02/15/47) |
135 | 137,012 | ||||||
Series 127, 3.20%, 11/15/49 (Call 05/15/49) |
179 | 167,386 | ||||||
Series 131, 2.75%, 09/01/51 (Call 03/01/51) |
200 | 173,464 | ||||||
Connecticut Light & Power Co. (The) |
||||||||
4.00%, 04/01/48 (Call 10/01/47) |
185 | 198,178 | ||||||
4.30%, 04/15/44 (Call 10/15/43) |
125 | 137,854 | ||||||
Series A, 2.05%, 07/01/31 (Call 04/01/31) |
97 | 90,728 | ||||||
Series A, 3.20%, 03/15/27 (Call 12/15/26) |
360 | 371,070 | ||||||
Series A, 4.15%, 06/01/45 (Call 12/01/44) |
120 | 129,650 | ||||||
Consolidated Edison Co. of New York Inc. |
||||||||
3.70%, 11/15/59 (Call 05/15/59) |
224 | 211,292 |
38 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Electric (continued) |
||||||||
3.80%, 05/15/28 (Call 02/15/28) |
$ | 89 | $ | 94,255 | ||||
3.85%, 06/15/46 (Call 12/15/45) |
49 | 48,675 | ||||||
3.95%, 03/01/43 (Call 09/01/42) |
64 | 64,006 | ||||||
4.45%, 03/15/44 (Call 09/15/43) |
30 | 32,294 | ||||||
4.50%, 12/01/45 (Call 06/01/45) |
45 | 48,365 | ||||||
4.50%, 05/15/58 (Call 11/15/57) |
85 | 92,603 | ||||||
4.63%, 12/01/54 (Call 06/01/54) |
39 | 43,217 | ||||||
5.70%, 06/15/40 |
57 | 69,437 | ||||||
Series 05-A, 5.30%, 03/01/35 |
105 | 123,149 | ||||||
Series 06-A, 5.85%, 03/15/36 |
14 | 17,158 | ||||||
Series 06-B, 6.20%, 06/15/36 |
25 | 31,532 | ||||||
Series 08-B, 6.75%, 04/01/38 |
30 | 40,497 | ||||||
Series 09-C, 5.50%, 12/01/39 |
50 | 59,878 | ||||||
Series 12-A, 4.20%, 03/15/42 |
112 | 116,612 | ||||||
Series 2017, 3.88%, 06/15/47 (Call 12/15/46) |
211 | 210,614 | ||||||
Series 20B, 3.95%, 04/01/50 (Call 10/01/49) |
200 | 205,182 | ||||||
Series A, 4.13%, 05/15/49 (Call 11/15/48) |
125 | 129,299 | ||||||
Series C, 4.00%, 11/15/57 (Call 05/15/57) |
64 | 64,193 | ||||||
Series C, 4.30%, 12/01/56 (Call 06/01/56) |
61 | 64,460 | ||||||
Series D, 4.00%, 12/01/28 (Call 09/01/28) |
94 | 100,807 | ||||||
Series E, 4.65%, 12/01/48 (Call 06/01/48) |
120 | 133,267 | ||||||
Delmarva Power & Light Co., 4.15%, 05/15/45 (Call 11/15/44) |
62 | 65,731 | ||||||
Edison International |
||||||||
4.13%, 03/15/28 (Call 12/15/27) |
175 | 180,154 | ||||||
5.75%, 06/15/27 (Call 04/15/27) |
215 | 238,697 | ||||||
El Paso Electric Co. |
||||||||
5.00%, 12/01/44 (Call 06/01/44) |
20 | 22,439 | ||||||
6.00%, 05/15/35 |
107 | 133,459 | ||||||
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) |
360 | 370,886 | ||||||
Entergy Corp., 3.75%, 06/15/50 (Call 12/15/49) |
165 | 159,913 | ||||||
Entergy Louisiana LLC |
||||||||
2.90%, 03/15/51 (Call 09/15/50) |
140 | 124,194 | ||||||
4.20%, 09/01/48 (Call 03/01/48) |
170 | 182,730 | ||||||
4.20%, 04/01/50 (Call 10/01/49) |
200 | 216,644 | ||||||
Entergy Mississippi LLC |
||||||||
3.50%, 06/01/51 (Call 12/01/50) |
25 | 24,396 | ||||||
3.85%, 06/01/49 (Call 12/01/48) |
110 | 113,867 | ||||||
Entergy Texas Inc. |
||||||||
3.55%, 09/30/49 (Call 03/30/49) |
70 | 66,458 | ||||||
4.50%, 03/30/39 (Call 09/30/38) |
35 | 37,823 | ||||||
Eversource Energy |
||||||||
2.90%, 03/01/27 (Call 02/01/27) |
200 | 201,326 | ||||||
3.38%, 03/01/32 (Call 12/01/31) |
200 | 202,588 | ||||||
3.45%, 01/15/50 (Call 07/15/49) |
310 | 290,873 | ||||||
Series H, 3.15%, 01/15/25 (Call 10/15/24) |
365 | 372,103 | ||||||
Series L, 2.90%, 10/01/24 (Call 08/01/24) |
630 | 639,267 | ||||||
Series M, 3.30%, 01/15/28 (Call 10/15/27) |
350 | 356,482 | ||||||
Series O, 4.25%, 04/01/29 (Call 01/01/29) |
255 | 273,776 | ||||||
Series R, 1.65%, 08/15/30 (Call 05/15/30) |
565 | 501,415 | ||||||
Exelon Corp. |
||||||||
3.40%, 04/15/26 (Call 01/15/26) |
988 | 1,019,754 | ||||||
4.05%, 04/15/30 (Call 01/15/30) |
825 | 874,871 | ||||||
4.45%, 04/15/46 (Call 10/15/45) |
126 | 136,721 | ||||||
4.70%, 04/15/50 (Call 10/15/49) |
195 | 221,109 | ||||||
4.95%, 06/15/35 (Call 12/15/34) |
122 | 136,580 | ||||||
5.10%, 06/15/45 (Call 12/15/44) |
110 | 127,767 | ||||||
5.63%, 06/15/35 |
120 | 142,608 | ||||||
Florida Power & Light Co. |
||||||||
2.85%, 04/01/25 (Call 03/01/25) |
3,232 | 3,300,228 |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
3.13%, 12/01/25 (Call 06/01/25) |
$ | 564 | $ | 581,061 | ||||
3.15%, 10/01/49 (Call 04/01/49) |
126 | 120,373 | ||||||
3.70%, 12/01/47 (Call 06/01/47) |
143 | 147,712 | ||||||
3.80%, 12/15/42 (Call 06/15/42) |
67 | 69,795 | ||||||
3.95%, 03/01/48 (Call 09/01/47) |
174 | 188,317 | ||||||
3.99%, 03/01/49 (Call 09/01/48) |
166 | 179,954 | ||||||
4.05%, 06/01/42 (Call 12/01/41) |
77 | 82,221 | ||||||
4.05%, 10/01/44 (Call 04/01/44) |
230 | 249,893 | ||||||
4.13%, 02/01/42 (Call 08/01/41) |
40 | 43,286 | ||||||
4.13%, 06/01/48 (Call 12/01/47) |
80 | 88,989 | ||||||
4.95%, 06/01/35 |
20 | 23,471 | ||||||
5.25%, 02/01/41 (Call 08/01/40) |
160 | 195,208 | ||||||
5.63%, 04/01/34 |
220 | 274,318 | ||||||
5.65%, 02/01/37 |
17 | 21,424 | ||||||
5.69%, 03/01/40 |
50 | 64,498 | ||||||
5.95%, 02/01/38 |
80 | 103,349 | ||||||
5.96%, 04/01/39 |
45 | 58,966 | ||||||
Iberdrola International BV |
||||||||
5.81%, 03/15/25 |
505 | 557,934 | ||||||
6.75%, 07/15/36 |
334 | 456,685 | ||||||
ITC Holdings Corp. |
||||||||
3.25%, 06/30/26 (Call 03/30/26) |
390 | 400,401 | ||||||
3.35%, 11/15/27 (Call 08/15/27) |
264 | 272,216 | ||||||
3.65%, 06/15/24 (Call 03/15/24) |
445 | 456,517 | ||||||
5.30%, 07/01/43 (Call 01/01/43) |
259 | 314,496 | ||||||
National Grid USA, 5.80%, 04/01/35 |
280 | 330,588 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
1.88%, 02/07/25 |
50 | 49,612 | ||||||
2.40%, 03/15/30 (Call 12/15/29) |
152 | 146,450 | ||||||
2.75%, 04/15/32 (Call 01/15/32) |
50 | 49,051 | ||||||
4.02%, 11/01/32 (Call 05/01/32) |
20 | 21,548 | ||||||
4.30%, 03/15/49 (Call 09/15/48) |
32 | 35,825 | ||||||
4.40%, 11/01/48 (Call 05/01/48) |
85 | 94,358 | ||||||
Series C, 8.00%, 03/01/32 |
55 | 77,375 | ||||||
Series D, 1.00%, 10/18/24 |
45 | 43,820 | ||||||
NextEra Energy Capital Holdings Inc. |
||||||||
2.25%, 06/01/30 (Call 03/01/30) |
994 | 924,340 | ||||||
2.75%, 11/01/29 (Call 08/01/29) |
430 | 421,735 | ||||||
3.50%, 04/01/29 (Call 01/01/29) |
195 | 200,762 | ||||||
3.55%, 05/01/27 (Call 02/01/27) |
582 | 605,495 | ||||||
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)(a) |
585 | 579,694 | ||||||
5.65%, 05/01/79 (Call 05/01/29), (3 mo. LIBOR US + 3.156%)(a) |
140 | 147,904 | ||||||
NSTAR Electric Co. |
||||||||
1.95%, 08/15/31 (Call 05/15/31) |
94 | 87,090 | ||||||
3.10%, 06/01/51 (Call 12/01/50) |
170 | 158,622 | ||||||
3.20%, 05/15/27 (Call 02/15/27) |
570 | 588,149 | ||||||
3.25%, 05/15/29 (Call 02/15/29) |
10 | 10,287 | ||||||
3.95%, 04/01/30 (Call 01/01/30) |
300 | 322,737 | ||||||
4.40%, 03/01/44 (Call 09/01/43) |
59 | 65,396 | ||||||
5.50%, 03/15/40 |
210 | 262,338 | ||||||
Ohio Edison Co., 6.88%, 07/15/36 |
5 | 6,744 | ||||||
Ohio Power Co. |
||||||||
4.00%, 06/01/49 (Call 12/01/48) |
90 | 93,508 | ||||||
4.15%, 04/01/48 (Call 10/01/47) |
130 | 135,897 | ||||||
Series Q, 1.63%, 01/15/31 (Call 10/15/30) |
75 | 66,812 | ||||||
Series R, 2.90%, 10/01/51 (Call 04/01/51) |
345 | 295,382 | ||||||
Oncor Electric Delivery Co. LLC |
||||||||
2.70%, 11/15/51 (Call 05/15/51)(b) |
55 | 47,493 |
S C H E D U L E O F I N V E S T M E N T S |
39 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
3.10%, 09/15/49 (Call 03/15/49) |
$ | 120 | $ | 111,832 | ||||
3.75%, 04/01/45 (Call 10/01/44) |
109 | 111,528 | ||||||
3.80%, 09/30/47 (Call 03/30/47) |
68 | 70,453 | ||||||
3.80%, 06/01/49 (Call 12/01/48) |
78 | 81,601 | ||||||
4.10%, 11/15/48 (Call 05/15/48) |
115 | 125,494 | ||||||
4.55%, 12/01/41 (Call 06/01/41) |
20 | 22,566 | ||||||
5.25%, 09/30/40 |
30 | 36,534 | ||||||
5.30%, 06/01/42 (Call 12/01/41) |
110 | 135,570 | ||||||
7.00%, 05/01/32 |
21 | 27,882 | ||||||
7.25%, 01/15/33 |
2 | 2,734 | ||||||
7.50%, 09/01/38 |
15 | 21,938 | ||||||
PECO Energy Co. |
||||||||
2.80%, 06/15/50 (Call 12/15/49) |
79 | 69,590 | ||||||
3.00%, 09/15/49 (Call 03/15/49) |
85 | 78,110 | ||||||
3.70%, 09/15/47 (Call 03/15/47) |
160 | 163,888 | ||||||
3.90%, 03/01/48 (Call 09/01/47) |
109 | 115,939 | ||||||
4.15%, 10/01/44 (Call 04/01/44) |
312 | 337,590 | ||||||
Potomac Electric Power Co., 4.15%, 03/15/43 (Call 09/15/42) |
20 | 21,707 | ||||||
PPL Electric Utilities Corp. |
||||||||
3.00%, 10/01/49 (Call 04/01/49) |
5 | 4,597 | ||||||
3.95%, 06/01/47 (Call 12/01/46) |
39 | 40,673 | ||||||
4.15%, 06/15/48 (Call 12/15/47) |
10 | 10,880 | ||||||
Public Service Co. of New Hampshire |
||||||||
3.60%, 07/01/49 (Call 01/01/49) |
380 | 384,936 | ||||||
Series V, 2.20%, 06/15/31 (Call 03/15/31) |
50 | 47,134 | ||||||
Public Service Electric & Gas Co. |
||||||||
2.45%, 01/15/30 (Call 10/15/29) |
175 | 171,983 | ||||||
2.70%, 05/01/50 (Call 11/01/49) |
72 | 62,304 | ||||||
3.15%, 01/01/50 (Call 07/01/49) |
70 | 66,189 | ||||||
3.20%, 05/15/29 (Call 02/15/29) |
275 | 282,826 | ||||||
3.20%, 08/01/49 (Call 02/01/49) |
225 | 214,877 | ||||||
3.60%, 12/01/47 (Call 06/01/47) |
45 | 45,421 | ||||||
3.65%, 09/01/28 (Call 06/01/28) |
360 | 380,063 | ||||||
3.70%, 05/01/28 (Call 02/01/28) |
72 | 76,375 | ||||||
3.80%, 01/01/43 (Call 07/01/42) |
15 | 15,572 | ||||||
3.80%, 03/01/46 (Call 09/01/45) |
280 | 291,564 | ||||||
3.85%, 05/01/49 (Call 11/01/48) |
100 | 105,510 | ||||||
4.05%, 05/01/48 (Call 11/01/47) |
25 | 27,021 | ||||||
5.80%, 05/01/37 |
45 | 57,325 | ||||||
Public Service Enterprise Group Inc. |
||||||||
0.84%, 11/08/23 (Call 05/08/22) |
200 | 196,274 | ||||||
1.60%, 08/15/30 (Call 05/15/30) |
452 | 402,104 | ||||||
San Diego Gas & Electric Co. |
||||||||
4.15%, 05/15/48 (Call 11/15/47) |
170 | 182,466 | ||||||
4.50%, 08/15/40 |
67 | 75,223 | ||||||
6.00%, 06/01/39 |
55 | 70,057 | ||||||
Series RRR, 3.75%, 06/01/47 (Call 12/01/46) |
62 | 61,859 | ||||||
Series TTT, 4.10%, 06/15/49 (Call 12/15/48) |
179 | 189,423 | ||||||
Series UUU, 3.32%, 04/15/50 (Call 10/15/49) |
42 | 39,467 | ||||||
Series VVV, 1.70%, 10/01/30 (Call 07/01/30) |
310 | 281,737 | ||||||
Sempra Energy |
||||||||
3.25%, 06/15/27 (Call 03/15/27) |
240 | 245,201 | ||||||
3.40%, 02/01/28 (Call 10/01/27) |
621 | 639,630 | ||||||
3.80%, 02/01/38 (Call 08/01/37) |
229 | 233,060 | ||||||
4.00%, 02/01/48 (Call 08/01/47) |
252 | 254,404 | ||||||
6.00%, 10/15/39 |
59 | 75,047 | ||||||
Southern California Edison Co. |
||||||||
2.25%, 06/01/30 (Call 03/01/30) |
165 | 154,324 | ||||||
2.75%, 02/01/32 (Call 11/01/31) |
100 | 96,401 |
Security | Par (000) |
Value | ||||||
Electric (continued) |
||||||||
2.85%, 08/01/29 (Call 05/01/29) |
$ | 37 | $ | 36,490 | ||||
3.65%, 02/01/50 (Call 08/01/49) |
158 | 149,319 | ||||||
4.00%, 04/01/47 (Call 10/01/46) |
182 | 179,112 | ||||||
4.05%, 03/15/42 (Call 09/15/41) |
69 | 68,320 | ||||||
4.50%, 09/01/40 (Call 03/01/40) |
15 | 15,619 | ||||||
4.65%, 10/01/43 (Call 04/01/43) |
96 | 102,593 | ||||||
5.50%, 03/15/40 |
4 | 4,614 | ||||||
5.63%, 02/01/36 |
97 | 112,730 | ||||||
6.00%, 01/15/34 |
133 | 163,102 | ||||||
6.05%, 03/15/39 |
126 | 152,742 | ||||||
6.65%, 04/01/29 |
250 | 295,327 | ||||||
Series 04-G, 5.75%, 04/01/35 |
20 | 23,892 | ||||||
Series 05-E, 5.35%, 07/15/35 |
75 | 86,938 | ||||||
Series 06-E, 5.55%, 01/15/37 |
10 | 11,676 | ||||||
Series 08-A, 5.95%, 02/01/38 |
12 | 14,416 | ||||||
Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) |
20 | 19,311 | ||||||
Series A, 4.20%, 03/01/29 (Call 12/01/28) |
187 | 198,985 | ||||||
Series B, 4.88%, 03/01/49 (Call 09/01/48) |
109 | 119,277 | ||||||
Series C, 3.60%, 02/01/45 (Call 08/01/44) |
59 | 54,893 | ||||||
Series C, 4.13%, 03/01/48 (Call 09/01/47) |
126 | 126,692 | ||||||
|
|
|||||||
41,948,658 | ||||||||
Electrical Components & Equipment — 0.0% | ||||||||
Emerson Electric Co. |
||||||||
2.00%, 12/21/28 (Call 10/21/28) |
25 | 24,135 | ||||||
2.20%, 12/21/31 (Call 09/21/31) |
25 | 23,765 | ||||||
2.75%, 10/15/50 (Call 04/15/50) |
29 | 24,976 | ||||||
2.80%, 12/21/51 (Call 06/21/51) |
25 | 21,822 | ||||||
3.15%, 06/01/25 (Call 03/01/25) |
62 | 63,857 | ||||||
5.25%, 11/15/39 |
15 | 18,231 | ||||||
|
|
|||||||
176,786 | ||||||||
Electronics — 0.5% | ||||||||
Agilent Technologies Inc. |
||||||||
2.75%, 09/15/29 (Call 06/15/29) |
52 | 51,208 | ||||||
3.05%, 09/22/26 (Call 06/22/26) |
205 | 209,541 | ||||||
3.88%, 07/15/23 (Call 04/15/23) |
786 | 804,447 | ||||||
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) |
760 | 771,788 | ||||||
Allegion U.S. Holding Co. Inc. |
||||||||
3.20%, 10/01/24 (Call 08/01/24) |
106 | 107,408 | ||||||
3.55%, 10/01/27 (Call 07/01/27) |
100 | 102,537 | ||||||
Amphenol Corp., 4.35%, 06/01/29 (Call 03/01/29) |
71 | 77,093 | ||||||
Arrow Electronics Inc. |
||||||||
2.95%, 02/15/32 (Call 11/15/31) |
160 | 152,866 | ||||||
3.88%, 01/12/28 (Call 10/12/27) |
247 | 256,989 | ||||||
Avnet Inc. |
||||||||
3.00%, 05/15/31 (Call 02/15/31) |
20 | 19,046 | ||||||
4.63%, 04/15/26 (Call 01/15/26) |
390 | 413,271 | ||||||
Flex Ltd. |
||||||||
4.75%, 06/15/25 (Call 03/15/25) |
25 | 26,509 | ||||||
4.88%, 06/15/29 (Call 03/15/29) |
310 | 335,411 | ||||||
4.88%, 05/12/30 (Call 02/12/30) |
270 | 291,562 | ||||||
Fortive Corp. |
||||||||
3.15%, 06/15/26 (Call 03/15/26) |
233 | 239,953 | ||||||
4.30%, 06/15/46 (Call 12/15/45) |
70 | 75,643 | ||||||
Honeywell International Inc. |
||||||||
1.10%, 03/01/27 (Call 02/01/27) |
50 | 47,275 | ||||||
1.75%, 09/01/31 (Call 06/01/31) |
50 | 46,107 | ||||||
1.95%, 06/01/30 (Call 03/01/30) |
205 | 193,364 | ||||||
2.30%, 08/15/24 (Call 07/15/24) |
364 | 367,698 | ||||||
2.50%, 11/01/26 (Call 08/01/26) |
334 | 338,372 |
40 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Electronics (continued) |
||||||||
2.70%, 08/15/29 (Call 05/15/29) |
$ | 165 | $ | 166,312 | ||||
2.80%, 06/01/50 (Call 12/01/49)(d) |
86 | 81,358 | ||||||
3.35%, 12/01/23 |
65 | 66,777 | ||||||
3.81%, 11/21/47 (Call 05/21/47) |
52 | 57,318 | ||||||
5.38%, 03/01/41 |
30 | 38,984 | ||||||
5.70%, 03/15/36 |
45 | 58,226 | ||||||
5.70%, 03/15/37 |
17 | 22,042 | ||||||
Hubbell Inc. |
||||||||
3.15%, 08/15/27 (Call 05/15/27) |
16 | 16,375 | ||||||
3.35%, 03/01/26 (Call 12/01/25) |
95 | 97,882 | ||||||
3.50%, 02/15/28 (Call 11/15/27) |
60 | 62,229 | ||||||
Jabil Inc. |
||||||||
3.60%, 01/15/30 (Call 10/15/29) |
73 | 73,945 | ||||||
3.95%, 01/12/28 (Call 10/12/27) |
97 | 101,392 | ||||||
Keysight Technologies Inc. |
||||||||
3.00%, 10/30/29 (Call 07/30/29) |
453 | 453,371 | ||||||
4.55%, 10/30/24 (Call 07/30/24) |
603 | 634,591 | ||||||
4.60%, 04/06/27 (Call 01/06/27) |
358 | 390,854 | ||||||
Legrand France SA, 8.50%, 02/15/25 |
440 | 517,757 | ||||||
Trimble Inc. |
||||||||
4.15%, 06/15/23 (Call 05/15/23) |
152 | 155,943 | ||||||
4.75%, 12/01/24 (Call 09/01/24) |
401 | 423,035 | ||||||
4.90%, 06/15/28 (Call 03/15/28) |
259 | 278,925 | ||||||
Tyco Electronics Group SA |
||||||||
3.13%, 08/15/27 (Call 05/15/27) |
180 | 184,916 | ||||||
3.70%, 02/15/26 (Call 11/15/25) |
50 | 52,409 | ||||||
7.13%, 10/01/37 |
30 | 42,842 | ||||||
|
|
|||||||
8,905,571 | ||||||||
Environmental Control — 0.0% | ||||||||
Republic Services Inc. |
||||||||
2.38%, 03/15/33 (Call 12/15/32) |
150 | 139,429 | ||||||
3.05%, 03/01/50 (Call 09/01/49) |
50 | 46,111 | ||||||
6.20%, 03/01/40 |
23 | 30,430 | ||||||
Waste Connections Inc. |
||||||||
2.20%, 01/15/32 (Call 10/15/31) |
100 | 92,794 | ||||||
2.95%, 01/15/52 (Call 07/15/51) |
70 | 60,925 | ||||||
3.05%, 04/01/50 (Call 10/01/49) |
57 | 50,515 | ||||||
Waste Management Inc., 4.15%, 07/15/49 (Call 01/15/49) |
37 | 41,379 | ||||||
|
|
|||||||
461,583 | ||||||||
Food — 0.6% | ||||||||
Ahold Finance USA LLC, 6.88%, 05/01/29 |
110 | 137,389 | ||||||
Campbell Soup Co. |
||||||||
2.38%, 04/24/30 (Call 01/24/30) |
173 | 164,654 | ||||||
3.13%, 04/24/50 (Call 10/24/49) |
26 | 22,789 | ||||||
3.30%, 03/19/25 (Call 12/19/24) |
135 | 138,079 | ||||||
3.95%, 03/15/25 (Call 01/15/25) |
425 | 443,428 | ||||||
4.15%, 03/15/28 (Call 12/15/27) |
258 | 275,500 | ||||||
4.80%, 03/15/48 (Call 09/15/47) |
176 | 200,290 | ||||||
Conagra Brands Inc. |
||||||||
4.60%, 11/01/25 (Call 09/01/25) |
232 | 246,948 | ||||||
4.85%, 11/01/28 (Call 08/01/28) |
222 | 243,867 | ||||||
5.30%, 11/01/38 (Call 05/01/38) |
115 | 132,593 | ||||||
5.40%, 11/01/48 (Call 05/01/48) |
116 | 140,495 | ||||||
7.00%, 10/01/28 |
35 | 42,981 | ||||||
8.25%, 09/15/30 |
170 | 230,969 | ||||||
General Mills Inc. |
||||||||
2.25%, 10/14/31 (Call 07/14/31) |
115 | 108,122 | ||||||
2.88%, 04/15/30 (Call 01/15/30) |
161 | 160,860 | ||||||
3.00%, 02/01/51 (Call 08/01/50) |
35 | 31,695 |
Security | Par (000) |
Value | ||||||
Food (continued) |
||||||||
3.20%, 02/10/27 (Call 11/10/26) |
$ | 173 | $ | 178,071 | ||||
3.65%, 02/15/24 (Call 11/15/23) |
610 | 628,300 | ||||||
3.70%, 10/17/23 (Call 09/17/23) |
440 | 452,729 | ||||||
4.00%, 04/17/25 (Call 02/17/25) |
438 | 458,380 | ||||||
4.20%, 04/17/28 (Call 01/17/28) |
408 | 439,481 | ||||||
4.70%, 04/17/48 (Call 10/17/47) |
50 | 58,975 | ||||||
5.40%, 06/15/40 |
15 | 18,396 | ||||||
Hershey Co. (The) |
||||||||
3.13%, 11/15/49 (Call 05/15/49) |
40 | 39,179 | ||||||
3.38%, 08/15/46 (Call 02/15/46) |
45 | 45,677 | ||||||
Ingredion Inc. |
||||||||
3.20%, 10/01/26 (Call 07/01/26) |
240 | 246,473 | ||||||
3.90%, 06/01/50 (Call 12/01/49) |
129 | 131,334 | ||||||
JM Smucker Co. (The) |
||||||||
2.13%, 03/15/32 (Call 12/15/31) |
100 | 91,496 | ||||||
3.55%, 03/15/50 (Call 09/15/49) |
38 | 36,152 | ||||||
4.25%, 03/15/35 |
57 | 61,518 | ||||||
4.38%, 03/15/45 |
40 | 43,266 | ||||||
Kellogg Co. |
||||||||
2.10%, 06/01/30 (Call 03/01/30) |
310 | 291,474 | ||||||
2.65%, 12/01/23 |
834 | 846,051 | ||||||
3.25%, 04/01/26 |
377 | 387,024 | ||||||
3.40%, 11/15/27 (Call 08/15/27) |
593 | 614,490 | ||||||
4.30%, 05/15/28 (Call 02/15/28) |
79 | 85,790 | ||||||
4.50%, 04/01/46 |
249 | 281,430 | ||||||
Series B, 7.45%, 04/01/31 |
199 | 265,707 | ||||||
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 |
101 | 130,288 | ||||||
Kroger Co. (The) |
||||||||
2.65%, 10/15/26 (Call 07/15/26) |
234 | 236,183 | ||||||
3.50%, 02/01/26 (Call 11/01/25) |
210 | 218,652 | ||||||
3.70%, 08/01/27 (Call 05/01/27) |
49 | 51,626 | ||||||
3.88%, 10/15/46 (Call 04/15/46) |
128 | 128,771 | ||||||
3.95%, 01/15/50 (Call 07/15/49) |
70 | 71,989 | ||||||
4.45%, 02/01/47 (Call 08/01/46) |
90 | 97,803 | ||||||
4.50%, 01/15/29 (Call 10/15/28) |
110 | 120,916 | ||||||
4.65%, 01/15/48 (Call 07/15/47) |
115 | 128,737 | ||||||
5.00%, 04/15/42 (Call 10/15/41) |
70 | 80,839 | ||||||
5.15%, 08/01/43 (Call 02/01/43) |
75 | 87,157 | ||||||
5.40%, 07/15/40 (Call 01/15/40) |
42 | 50,255 | ||||||
5.40%, 01/15/49 (Call 07/15/48) |
133 | 164,961 | ||||||
6.90%, 04/15/38 |
22 | 29,793 | ||||||
7.50%, 04/01/31 |
30 | 40,399 | ||||||
McCormick & Co. Inc./MD |
||||||||
3.15%, 08/15/24 (Call 06/15/24) |
414 | 424,035 | ||||||
3.40%, 08/15/27 (Call 05/15/27) |
265 | 275,730 | ||||||
4.20%, 08/15/47 (Call 02/15/47) |
144 | 159,093 | ||||||
Mondelez International Inc., 2.63%, 09/04/50 (Call 03/04/50) |
55 | 46,363 | ||||||
Sysco Corp. |
||||||||
2.45%, 12/14/31 (Call 09/14/31) |
25 | 23,797 | ||||||
3.15%, 12/14/51 (Call 06/14/51) |
25 | 21,819 | ||||||
3.25%, 07/15/27 (Call 04/15/27) |
39 | 40,195 | ||||||
3.30%, 07/15/26 (Call 04/15/26) |
150 | 154,518 | ||||||
3.30%, 02/15/50 (Call 08/15/49) |
43 | 38,595 | ||||||
3.75%, 10/01/25 (Call 07/01/25) |
60 | 62,582 | ||||||
4.45%, 03/15/48 (Call 09/15/47) |
67 | 71,364 | ||||||
4.50%, 04/01/46 (Call 10/01/45) |
79 | 83,952 | ||||||
4.85%, 10/01/45 (Call 04/01/45) |
131 | 143,790 | ||||||
5.38%, 09/21/35 |
37 | 44,222 | ||||||
5.95%, 04/01/30 (Call 01/01/30) |
110 | 131,333 |
S C H E D U L E O F I N V E S T M E N T S |
41 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Food (continued) |
||||||||
6.60%, 04/01/40 (Call 10/01/39) |
$ | 40 | $ | 53,500 | ||||
6.60%, 04/01/50 (Call 10/01/49) |
120 | 166,374 | ||||||
Tyson Foods Inc. |
||||||||
4.55%, 06/02/47 (Call 12/02/46) |
70 | 77,745 | ||||||
5.10%, 09/28/48 (Call 03/28/48) |
82 | 98,316 | ||||||
5.15%, 08/15/44 (Call 02/15/44) |
67 | 79,776 | ||||||
|
|
|||||||
12,257,520 | ||||||||
Forest Products & Paper — 0.1% | ||||||||
Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27 (Call 08/02/27) |
65 | 66,638 | ||||||
International Paper Co. |
||||||||
4.35%, 08/15/48 (Call 02/15/48) |
75 | 81,619 | ||||||
4.40%, 08/15/47 (Call 02/15/47) |
151 | 165,547 | ||||||
4.80%, 06/15/44 (Call 12/15/43) |
186 | 210,455 | ||||||
5.15%, 05/15/46 (Call 11/15/45) |
25 | 29,950 | ||||||
6.00%, 11/15/41 (Call 05/15/41) |
120 | 150,982 | ||||||
7.30%, 11/15/39 |
160 | 225,485 | ||||||
Suzano Austria GmbH, 6.00%, 01/15/29 (Call 10/15/28) |
15 | 16,482 | ||||||
|
|
|||||||
947,158 | ||||||||
Gas — 0.1% | ||||||||
Atmos Energy Corp. |
||||||||
3.38%, 09/15/49 (Call 03/15/49) |
182 | 172,707 | ||||||
4.13%, 10/15/44 (Call 04/15/44) |
74 | 77,479 | ||||||
4.13%, 03/15/49 (Call 09/15/48) |
75 | 80,485 | ||||||
4.30%, 10/01/48 (Call 04/01/48) |
45 | 48,919 | ||||||
5.50%, 06/15/41 (Call 12/15/40) |
15 | 18,083 | ||||||
National Fuel Gas Co. |
||||||||
2.95%, 03/01/31 (Call 12/01/30) |
15 | 14,219 | ||||||
3.95%, 09/15/27 (Call 06/15/27) |
50 | 51,212 | ||||||
4.75%, 09/01/28 (Call 06/01/28) |
110 | 115,280 | ||||||
ONE Gas Inc. |
||||||||
4.50%, 11/01/48 (Call 05/01/48) |
115 | 128,584 | ||||||
4.66%, 02/01/44 (Call 08/01/43) |
65 | 73,819 | ||||||
Piedmont Natural Gas Co. Inc., 3.35%, 06/01/50 (Call 12/01/49) |
70 | 64,494 | ||||||
Southern California Gas Co. |
||||||||
3.75%, 09/15/42 (Call 03/15/42) |
90 | 90,689 | ||||||
Series UU, 4.13%, 06/01/48 (Call 12/01/47) |
105 | 112,103 | ||||||
Series VV, 4.30%, 01/15/49 (Call 07/15/48) |
125 | 137,282 | ||||||
Series WW, 3.95%, 02/15/50 (Call 08/15/49) |
147 | 155,147 | ||||||
Southwest Gas Corp. |
||||||||
3.70%, 04/01/28 (Call 01/01/28) |
55 | 57,474 | ||||||
3.80%, 09/29/46 (Call 03/29/46) |
55 | 54,701 | ||||||
4.15%, 06/01/49 (Call 12/01/48) |
196 | 202,891 | ||||||
Washington Gas Light Co. |
||||||||
3.65%, 09/15/49 (Call 03/15/49) |
139 | 142,073 | ||||||
Series K, 3.80%, 09/15/46 (Call 03/15/46) |
95 | 99,044 | ||||||
|
|
|||||||
1,896,685 | ||||||||
Hand & Machine Tools — 0.0% | ||||||||
Kennametal Inc., 4.63%, 06/15/28 (Call 03/15/28) |
196 | 210,579 | ||||||
Snap-on Inc. |
||||||||
3.10%, 05/01/50 (Call 11/01/49) |
57 | 53,724 | ||||||
3.25%, 03/01/27 (Call 12/01/26) |
35 | 36,588 | ||||||
4.10%, 03/01/48 (Call 09/01/47) |
42 | 46,520 | ||||||
Stanley Black & Decker Inc. |
||||||||
3.00%, 05/15/32 (Call 02/15/32) |
40 | 40,192 | ||||||
4.25%, 11/15/28 (Call 08/15/28) |
15 | 16,373 | ||||||
4.85%, 11/15/48 (Call 05/15/48) |
35 | 42,530 |
Security | Par (000) |
Value | ||||||
Hand & Machine Tools (continued) |
||||||||
5.20%, 09/01/40 |
$ | 57 | $ | 68,820 | ||||
|
|
|||||||
515,326 | ||||||||
Health Care - Products — 0.2% | ||||||||
Abbott Laboratories |
||||||||
4.75%, 11/30/36 (Call 05/30/36) |
116 | 138,202 | ||||||
4.75%, 04/15/43 (Call 10/15/42) |
37 | 43,883 | ||||||
4.90%, 11/30/46 (Call 05/30/46) |
205 | 253,271 | ||||||
5.30%, 05/27/40 |
135 | 168,950 | ||||||
6.00%, 04/01/39 |
155 | 206,930 | ||||||
6.15%, 11/30/37 |
35 | 47,814 | ||||||
Baxter International Inc. |
||||||||
1.92%, 02/01/27 (Call 01/01/27)(b) |
70 | 67,910 | ||||||
2.27%, 12/01/28 (Call 10/01/28)(b) |
50 | 48,165 | ||||||
3.50%, 08/15/46 (Call 02/15/46) |
198 | 191,288 | ||||||
Boston Scientific Corp. |
||||||||
4.55%, 03/01/39 (Call 09/01/38) |
55 | 60,859 | ||||||
4.70%, 03/01/49 (Call 09/01/48) |
59 | 67,238 | ||||||
6.75%, 11/15/35 |
2 | 2,655 | ||||||
7.38%, 01/15/40 |
65 | 96,209 | ||||||
Danaher Corp. |
||||||||
2.60%, 10/01/50 (Call 04/01/50) |
5 | 4,259 | ||||||
2.80%, 12/10/51 (Call 06/10/51) |
35 | 30,975 | ||||||
4.38%, 09/15/45 (Call 03/15/45) |
75 | 84,007 | ||||||
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 |
||||||||
(Call 03/01/30) |
64 | 64,395 | ||||||
DH Europe Finance II Sarl |
||||||||
3.25%, 11/15/39 (Call 05/15/39) |
68 | 66,603 | ||||||
3.40%, 11/15/49 (Call 05/15/49) |
142 | 138,921 | ||||||
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28) |
184 | 199,335 | ||||||
Koninklijke Philips NV |
||||||||
5.00%, 03/15/42 |
37 | 43,491 | ||||||
6.88%, 03/11/38 |
40 | 54,668 | ||||||
Medtronic Inc., 4.63%, 03/15/45 |
148 | 174,331 | ||||||
PerkinElmer Inc. |
||||||||
1.90%, 09/15/28 (Call 07/15/28) |
60 | 56,323 | ||||||
2.25%, 09/15/31 (Call 06/15/31) |
35 | 32,026 | ||||||
3.30%, 09/15/29 (Call 06/15/29) |
223 | 224,478 | ||||||
3.63%, 03/15/51 (Call 09/15/50) |
35 | 33,650 | ||||||
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) |
65 | 58,819 | ||||||
STERIS Irish FinCo UnLtd Co. |
||||||||
2.70%, 03/15/31 (Call 12/15/30) |
230 | 218,479 | ||||||
3.75%, 03/15/51 (Call 09/15/50) |
225 | 215,797 | ||||||
Stryker Corp. |
||||||||
2.90%, 06/15/50 (Call 12/15/49) |
10 | 8,814 | ||||||
4.38%, 05/15/44 (Call 11/15/43) |
24 | 26,718 | ||||||
4.63%, 03/15/46 (Call 09/15/45) |
69 | 78,937 | ||||||
Thermo Fisher Scientific Inc. |
||||||||
4.10%, 08/15/47 (Call 02/15/47) |
8 | 8,883 | ||||||
5.30%, 02/01/44 (Call 08/01/43) |
133 | 168,097 | ||||||
Zimmer Biomet Holdings Inc. |
||||||||
2.60%, 11/24/31 (Call 08/24/31) |
200 | 188,846 | ||||||
4.45%, 08/15/45 (Call 02/15/45) |
74 | 79,484 | ||||||
5.75%, 11/30/39 |
15 | 18,586 | ||||||
|
|
|||||||
3,672,296 | ||||||||
Health Care - Services — 0.5% | ||||||||
Aetna Inc. |
||||||||
3.88%, 08/15/47 (Call 02/15/47) |
190 | 191,596 | ||||||
4.13%, 11/15/42 (Call 05/15/42) |
95 | 97,405 |
42 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Health Care - Services (continued) |
||||||||
4.50%, 05/15/42 (Call 11/15/41) |
$ | 25 | $ | 26,831 | ||||
4.75%, 03/15/44 (Call 09/15/43) |
164 | 182,745 | ||||||
6.63%, 06/15/36 |
116 | 154,476 | ||||||
6.75%, 12/15/37 |
84 | 113,838 | ||||||
Anthem Inc. |
||||||||
2.88%, 09/15/29 (Call 06/15/29) |
79 | 78,887 | ||||||
3.13%, 05/15/50 (Call 11/15/49) |
98 | 89,131 | ||||||
3.60%, 03/15/51 (Call 09/15/50) |
80 | 78,740 | ||||||
3.70%, 09/15/49 (Call 03/15/49) |
60 | 59,689 | ||||||
4.38%, 12/01/47 (Call 06/01/47) |
111 | 122,045 | ||||||
4.55%, 03/01/48 (Call 09/01/47) |
97 | 109,387 | ||||||
4.63%, 05/15/42 |
162 | 181,751 | ||||||
4.65%, 01/15/43 |
180 | 202,230 | ||||||
4.65%, 08/15/44 (Call 02/15/44) |
22 | 24,733 | ||||||
5.10%, 01/15/44 |
76 | 90,350 | ||||||
5.85%, 01/15/36 |
45 | 56,499 | ||||||
5.95%, 12/15/34 |
30 | 37,625 | ||||||
6.38%, 06/15/37 |
14 | 18,486 | ||||||
HCA Inc. |
||||||||
3.50%, 07/15/51 (Call 01/15/51) |
44 | 39,095 | ||||||
4.13%, 06/15/29 (Call 03/15/29) |
363 | 380,998 | ||||||
4.50%, 02/15/27 (Call 08/15/26) |
309 | 327,231 | ||||||
5.00%, 03/15/24 |
422 | 443,530 | ||||||
5.13%, 06/15/39 (Call 12/15/38) |
97 | 108,242 | ||||||
5.25%, 04/15/25 |
256 | 274,906 | ||||||
5.25%, 06/15/26 (Call 12/15/25) |
316 | 342,386 | ||||||
5.25%, 06/15/49 (Call 12/15/48) |
147 | 167,273 | ||||||
5.50%, 06/15/47 (Call 12/15/46) |
384 | 449,414 | ||||||
Humana Inc. |
||||||||
3.13%, 08/15/29 (Call 05/15/29) |
35 | 35,192 | ||||||
3.95%, 08/15/49 (Call 02/15/49) |
46 | 47,168 | ||||||
4.63%, 12/01/42 (Call 06/01/42) |
107 | 119,599 | ||||||
4.80%, 03/15/47 (Call 09/14/46) |
50 | 57,521 | ||||||
4.88%, 04/01/30 (Call 01/01/30) |
69 | 77,570 | ||||||
4.95%, 10/01/44 (Call 04/01/44) |
165 | 192,271 | ||||||
Laboratory Corp. of America Holdings |
||||||||
2.70%, 06/01/31 (Call 03/01/31) |
35 | 33,553 | ||||||
2.95%, 12/01/29 (Call 09/01/29) |
372 | 368,942 | ||||||
4.70%, 02/01/45 (Call 08/01/44) |
124 | 136,793 | ||||||
Providence St Joseph Health Obligated Group |
||||||||
Series A, 3.93%, 10/01/48 (Call 04/01/48) |
25 | 26,544 | ||||||
Series I, 3.74%, 10/01/47 |
89 | 94,380 | ||||||
Quest Diagnostics Inc. |
||||||||
2.80%, 06/30/31 (Call 03/30/31) |
350 | 339,560 | ||||||
2.95%, 06/30/30 (Call 03/30/30) |
346 | 341,547 | ||||||
3.45%, 06/01/26 (Call 03/01/26) |
700 | 724,731 | ||||||
3.50%, 03/30/25 (Call 12/30/24) |
414 | 426,714 | ||||||
4.20%, 06/30/29 (Call 03/30/29) |
146 | 157,235 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
150 | 155,996 | ||||||
4.70%, 03/30/45 (Call 09/30/44) |
245 | 278,602 | ||||||
UnitedHealth Group Inc. |
||||||||
2.90%, 05/15/50 (Call 11/15/49) |
45 | 40,969 | ||||||
3.13%, 05/15/60 (Call 11/15/59) |
72 | 65,482 | ||||||
3.25%, 05/15/51 (Call 11/15/50) |
45 | 43,642 | ||||||
3.50%, 08/15/39 (Call 02/15/39) |
10 | 10,201 | ||||||
3.70%, 08/15/49 (Call 02/15/49) |
74 | 76,594 | ||||||
3.75%, 10/15/47 (Call 04/15/47) |
45 | 46,638 | ||||||
3.88%, 08/15/59 (Call 02/15/59) |
58 | 61,233 | ||||||
3.95%, 10/15/42 (Call 04/15/42) |
30 | 31,878 | ||||||
4.20%, 01/15/47 (Call 07/15/46) |
94 | 103,710 |
Security | Par (000) |
Value | ||||||
Health Care - Services (continued) |
||||||||
4.25%, 03/15/43 (Call 09/15/42) |
$ | 45 | $ | 49,611 | ||||
4.25%, 04/15/47 (Call 10/15/46) |
82 | 91,065 | ||||||
4.25%, 06/15/48 (Call 12/15/47) |
105 | 117,199 | ||||||
4.38%, 03/15/42 (Call 09/15/41) |
10 | 11,157 | ||||||
4.45%, 12/15/48 (Call 06/15/48) |
219 | 252,369 | ||||||
4.63%, 07/15/35 |
74 | 85,555 | ||||||
4.63%, 11/15/41 (Call 05/15/41) |
96 | 111,057 | ||||||
4.75%, 07/15/45 |
162 | 190,839 | ||||||
5.70%, 10/15/40 (Call 04/15/40) |
64 | 81,769 | ||||||
5.80%, 03/15/36 |
20 | 25,639 | ||||||
5.95%, 02/15/41 (Call 08/15/40) |
60 | 79,721 | ||||||
6.50%, 06/15/37 |
44 | 60,455 | ||||||
6.63%, 11/15/37 |
95 | 131,909 | ||||||
6.88%, 02/15/38 |
95 | 135,598 | ||||||
|
|
|||||||
9,967,727 | ||||||||
Home Builders — 0.0% | ||||||||
MDC Holdings Inc. |
||||||||
3.97%, 08/06/61 (Call 02/06/61) |
95 | 77,473 | ||||||
6.00%, 01/15/43 (Call 10/15/42) |
50 | 54,035 | ||||||
|
|
|||||||
131,508 | ||||||||
Home Furnishings — 0.0% | ||||||||
Leggett & Platt Inc. |
||||||||
3.50%, 11/15/27 (Call 08/15/27) |
47 | 48,626 | ||||||
3.50%, 11/15/51 (Call 05/15/51) |
175 | 162,720 | ||||||
4.40%, 03/15/29 (Call 12/15/28) |
30 | 32,403 | ||||||
Whirlpool Corp. |
||||||||
4.50%, 06/01/46 (Call 12/01/45) |
62 | 66,471 | ||||||
4.60%, 05/15/50 (Call 11/15/49) |
58 | 63,258 | ||||||
4.75%, 02/26/29 (Call 11/26/28) |
77 | 85,106 | ||||||
|
|
|||||||
458,584 | ||||||||
Household Products & Wares — 0.1% | ||||||||
Church & Dwight Co. Inc., 3.95%, 08/01/47 |
||||||||
(Call 02/01/47) |
70 | 75,513 | ||||||
Clorox Co. (The) |
||||||||
1.80%, 05/15/30 (Call 02/15/30) |
125 | 115,159 | ||||||
3.10%, 10/01/27 (Call 07/01/27) |
466 | 480,441 | ||||||
3.50%, 12/15/24 (Call 09/15/24) |
265 | 274,916 | ||||||
3.90%, 05/15/28 (Call 02/15/28) |
124 | 132,468 | ||||||
Kimberly-Clark Corp. |
||||||||
2.00%, 11/02/31 (Call 08/02/31) |
100 | 94,344 | ||||||
2.40%, 06/01/23 |
100 | 101,119 | ||||||
2.75%, 02/15/26 |
204 | 208,759 | ||||||
2.88%, 02/07/50 (Call 08/07/49) |
160 | 149,770 | ||||||
3.05%, 08/15/25 |
60 | 61,885 | ||||||
3.10%, 03/26/30 (Call 12/26/29) |
453 | 468,194 | ||||||
3.20%, 04/25/29 (Call 01/25/29) |
270 | 280,028 | ||||||
3.20%, 07/30/46 (Call 01/30/46) |
100 | 97,635 | ||||||
3.90%, 05/04/47 (Call 11/04/46) |
110 | 119,167 | ||||||
3.95%, 11/01/28 (Call 08/01/28) |
5 | 5,430 | ||||||
5.30%, 03/01/41 |
130 | 162,303 | ||||||
6.63%, 08/01/37 |
70 | 99,051 | ||||||
|
|
|||||||
2,926,182 | ||||||||
Insurance — 0.8% | ||||||||
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)(a) |
200 | 213,420 | ||||||
Aflac Inc. |
||||||||
3.60%, 04/01/30 (Call 01/01/30) |
169 | 179,718 | ||||||
4.00%, 10/15/46 (Call 04/15/46) |
15 | 15,923 | ||||||
4.75%, 01/15/49 (Call 07/15/48) |
32 | 38,294 |
S C H E D U L E O F I N V E S T M E N T S |
43 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
Allstate Corp. (The) |
||||||||
3.85%, 08/10/49 (Call 02/10/49) |
$ | 121 | $ | 126,985 | ||||
4.20%, 12/15/46 (Call 06/15/46) |
62 | 68,082 | ||||||
4.50%, 06/15/43 |
82 | 92,551 | ||||||
5.35%, 06/01/33 |
38 | 45,768 | ||||||
5.55%, 05/09/35 |
5 | 6,127 | ||||||
6.50%, 05/15/67 (Call 05/15/37), (3 mo. LIBOR US + 2.120%)(a) |
15 | 18,747 | ||||||
American Financial Group Inc./OH |
||||||||
4.50%, 06/15/47 (Call 12/15/46) |
37 | 39,719 | ||||||
5.25%, 04/02/30 (Call 01/02/30) |
40 | 45,165 | ||||||
American International Group Inc. |
||||||||
3.88%, 01/15/35 (Call 07/15/34) |
115 | 120,339 | ||||||
4.20%, 04/01/28 (Call 01/01/28) |
40 | 43,277 | ||||||
4.25%, 03/15/29 (Call 12/15/28) |
40 | 43,170 | ||||||
4.38%, 01/15/55 (Call 07/15/54) |
145 | 157,831 | ||||||
4.50%, 07/16/44 (Call 01/16/44) |
273 | 302,730 | ||||||
4.70%, 07/10/35 (Call 01/10/35) |
55 | 62,076 | ||||||
4.75%, 04/01/48 (Call 10/01/47) |
71 | 82,304 | ||||||
4.80%, 07/10/45 (Call 01/10/45) |
10 | 11,523 | ||||||
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)(a) |
60 | 61,623 | ||||||
Aon Corp. |
||||||||
3.75%, 05/02/29 (Call 02/02/29) |
52 | 54,498 | ||||||
4.50%, 12/15/28 (Call 09/15/28) |
49 | 53,408 | ||||||
6.25%, 09/30/40 |
65 | 86,141 | ||||||
Aon Corp./Aon Global Holdings PLC, 2.60%, 12/02/31 (Call 09/02/31) |
25 | 23,862 | ||||||
Aon PLC |
||||||||
4.60%, 06/14/44 (Call 03/14/44) |
55 | 60,428 | ||||||
4.75%, 05/15/45 (Call 11/15/44) |
92 | 102,322 | ||||||
Arch Capital Finance LLC, 5.03%, 12/15/46 (Call 06/15/46) |
56 | 65,203 | ||||||
Arch Capital Group Ltd. |
||||||||
3.64%, 06/30/50 (Call 12/30/49) |
60 | 57,482 | ||||||
7.35%, 05/01/34 |
42 | 57,574 | ||||||
Arch Capital Group U.S. Inc., 5.14%, 11/01/43 |
40 | 47,436 | ||||||
Assurant Inc. |
||||||||
3.70%, 02/22/30 (Call 11/22/29) |
49 | 49,999 | ||||||
4.90%, 03/27/28 (Call 12/27/27) |
29 | 31,787 | ||||||
Athene Holding Ltd. |
||||||||
4.13%, 01/12/28 (Call 10/12/27) |
65 | 68,249 | ||||||
6.15%, 04/03/30 (Call 01/03/30) |
59 | 68,841 | ||||||
AXA SA, 8.60%, 12/15/30 |
288 | 388,607 | ||||||
AXIS Specialty Finance LLC |
||||||||
3.90%, 07/15/29 (Call 04/15/29) |
15 | 15,699 | ||||||
4.90%, 01/15/40 (Call 01/15/30)(a) |
45 | 45,041 | ||||||
Berkshire Hathaway Finance Corp. |
||||||||
4.20%, 08/15/48 (Call 02/15/48) |
285 | 314,703 | ||||||
4.25%, 01/15/49 (Call 07/15/48) |
149 | 165,879 | ||||||
4.30%, 05/15/43 |
27 | 29,926 | ||||||
5.75%, 01/15/40 |
135 | 176,598 | ||||||
Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46) |
28 | 27,987 | ||||||
Brown & Brown Inc., 4.50%, 03/15/29 (Call 12/15/28) |
10 | 10,776 | ||||||
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) |
96 | 103,804 | ||||||
Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29) |
14 | 14,982 | ||||||
Equitable Holdings Inc. |
||||||||
4.35%, 04/20/28 (Call 01/20/28) |
360 | 385,416 |
Security | Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
5.00%, 04/20/48 (Call 10/20/47) |
$ | 225 | $ | 251,350 | ||||
7.00%, 04/01/28 |
15 | 18,221 | ||||||
Everest Reinsurance Holdings Inc., 4.87%, 06/01/44 |
20 | 23,092 | ||||||
First American Financial Corp. |
||||||||
2.40%, 08/15/31 (Call 05/15/31) |
40 | 36,545 | ||||||
4.00%, 05/15/30 (Call 02/15/30) |
55 | 57,171 | ||||||
4.60%, 11/15/24 |
40 | 42,200 | ||||||
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26) |
118 | 126,287 | ||||||
Hartford Financial Services Group Inc. (The) |
||||||||
2.80%, 08/19/29 (Call 05/19/29) |
12 | 11,895 | ||||||
3.60%, 08/19/49 (Call 02/19/49) |
104 | 101,450 | ||||||
4.30%, 04/15/43 |
60 | 63,164 | ||||||
4.40%, 03/15/48 (Call 09/15/47) |
36 | 40,034 | ||||||
5.95%, 10/15/36 |
38 | 47,964 | ||||||
6.10%, 10/01/41 |
32 | 42,243 | ||||||
Lincoln National Corp. |
||||||||
3.05%, 01/15/30 (Call 10/15/29) |
45 | 44,748 | ||||||
3.63%, 12/12/26 (Call 09/15/26) |
46 | 48,292 | ||||||
3.80%, 03/01/28 (Call 12/01/27) |
40 | 42,104 | ||||||
4.35%, 03/01/48 (Call 09/01/47) |
109 | 118,576 | ||||||
6.30%, 10/09/37 |
52 | 68,011 | ||||||
7.00%, 06/15/40 |
30 | 41,839 | ||||||
Loews Corp. |
||||||||
4.13%, 05/15/43 (Call 11/15/42) |
34 | 35,904 | ||||||
6.00%, 02/01/35 |
15 | 18,913 | ||||||
Manulife Financial Corp. |
||||||||
4.06%, 02/24/32 (Call 02/24/27)(a) |
115 | 118,509 | ||||||
4.15%, 03/04/26 |
376 | 398,940 | ||||||
5.38%, 03/04/46 |
170 | 216,529 | ||||||
Markel Corp. |
||||||||
3.35%, 09/17/29 (Call 06/17/29) |
85 | 87,303 | ||||||
4.15%, 09/17/50 (Call 03/17/50) |
40 | 41,850 | ||||||
4.30%, 11/01/47 (Call 05/01/47) |
40 | 42,764 | ||||||
5.00%, 04/05/46 |
91 | 105,999 | ||||||
5.00%, 05/20/49 (Call 11/20/48) |
20 | 23,295 | ||||||
Marsh & McLennan Companies Inc. |
||||||||
3.50%, 06/03/24 (Call 03/03/24) |
185 | 190,637 | ||||||
3.50%, 03/10/25 (Call 12/10/24) |
15 | 15,538 | ||||||
3.75%, 03/14/26 (Call 12/14/25) |
169 | 178,388 | ||||||
3.88%, 03/15/24 (Call 02/15/24) |
86 | 89,103 | ||||||
4.20%, 03/01/48 (Call 09/01/47) |
60 | 64,582 | ||||||
4.35%, 01/30/47 (Call 07/30/46) |
162 | 180,525 | ||||||
4.38%, 03/15/29 (Call 12/15/28) |
17 | 18,545 | ||||||
4.75%, 03/15/39 (Call 09/15/38) |
70 | 80,746 | ||||||
4.90%, 03/15/49 (Call 09/15/48) |
407 | 487,830 | ||||||
5.88%, 08/01/33 |
55 | 68,405 | ||||||
MetLife Inc. |
||||||||
4.05%, 03/01/45 |
278 | 302,394 | ||||||
4.13%, 08/13/42 |
160 | 171,728 | ||||||
4.55%, 03/23/30 (Call 12/23/29) |
141 | 158,280 | ||||||
4.60%, 05/13/46 (Call 11/13/45) |
40 | 47,110 | ||||||
4.72%, 12/15/44 |
47 | 54,637 | ||||||
4.88%, 11/13/43 |
52 | 62,004 | ||||||
5.70%, 06/15/35 |
55 | 69,021 | ||||||
5.88%, 02/06/41 |
10 | 13,023 | ||||||
6.38%, 06/15/34 |
60 | 78,724 | ||||||
6.40%, 12/15/66 (Call 12/15/31) |
180 | 203,400 | ||||||
6.50%, 12/15/32 |
15 | 19,689 | ||||||
Munich Re America Corp., Series B, 7.45%, 12/15/26 |
15 | 18,360 |
44 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
Principal Financial Group Inc. |
||||||||
3.10%, 11/15/26 (Call 08/15/26) |
$ | 198 | $ | 202,536 | ||||
3.70%, 05/15/29 (Call 02/15/29) |
52 | 55,461 | ||||||
4.30%, 11/15/46 (Call 05/15/46) |
79 | 88,091 | ||||||
4.35%, 05/15/43 |
96 | 105,931 | ||||||
4.63%, 09/15/42 |
9 | 10,285 | ||||||
6.05%, 10/15/36 |
64 | 84,431 | ||||||
Progressive Corp. (The) |
||||||||
2.45%, 01/15/27 |
79 | 79,872 | ||||||
3.20%, 03/26/30 (Call 12/26/29) |
25 | 25,807 | ||||||
3.70%, 01/26/45 |
39 | 39,980 | ||||||
3.95%, 03/26/50 (Call 09/26/49) |
30 | 32,078 | ||||||
4.00%, 03/01/29 (Call 12/01/28) |
54 | 58,304 | ||||||
4.13%, 04/15/47 (Call 10/15/46) |
76 | 83,054 | ||||||
4.20%, 03/15/48 (Call 09/15/47) |
103 | 113,451 | ||||||
4.35%, 04/25/44 |
75 | 84,101 | ||||||
6.25%, 12/01/32 |
30 | 38,950 | ||||||
6.63%, 03/01/29 |
9 | 11,151 | ||||||
Prudential Financial Inc. |
||||||||
1.50%, 03/10/26 (Call 02/10/26) |
74 | 72,421 | ||||||
2.10%, 03/10/30 (Call 12/10/29) |
35 | 33,462 | ||||||
3.00%, 03/10/40 (Call 09/10/39) |
25 | 23,468 | ||||||
3.70%, 03/13/51 (Call 09/13/50) |
50 | 50,608 | ||||||
3.88%, 03/27/28 (Call 12/27/27) |
24 | 25,647 | ||||||
3.91%, 12/07/47 (Call 06/07/47) |
114 | 118,821 | ||||||
3.94%, 12/07/49 (Call 06/07/49) |
165 | 173,341 | ||||||
4.35%, 02/25/50 (Call 08/25/49) |
105 | 118,313 | ||||||
4.42%, 03/27/48 (Call 09/27/47) |
38 | 42,586 | ||||||
4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)(a) |
115 | 111,107 | ||||||
4.60%, 05/15/44 |
122 | 138,764 | ||||||
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)(a) |
148 | 150,674 | ||||||
5.70%, 12/14/36 |
260 | 330,351 | ||||||
5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)(a) |
137 | 143,135 | ||||||
5.75%, 07/15/33 |
15 | 18,379 | ||||||
6.63%, 12/01/37 |
10 | 13,570 | ||||||
6.63%, 06/21/40 |
15 | 20,475 | ||||||
Prudential PLC, 3.13%, 04/14/30 |
30 | 30,534 | ||||||
Reinsurance Group of America Inc. |
||||||||
3.90%, 05/15/29 (Call 02/15/29) |
172 | 180,013 | ||||||
3.95%, 09/15/26 (Call 06/15/26) |
55 | 58,061 | ||||||
Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48) |
30 | 34,314 | ||||||
Swiss Re America Holding Corp., 7.00%, 02/15/26 |
15 | 17,557 | ||||||
Transatlantic Holdings Inc., 8.00%, 11/30/39 |
10 | 14,827 | ||||||
Travelers Companies Inc. (The) |
||||||||
2.55%, 04/27/50 (Call 10/27/49) |
40 | 34,220 | ||||||
3.75%, 05/15/46 (Call 11/15/45) |
88 | 91,202 | ||||||
4.00%, 05/30/47 (Call 11/30/46) |
167 | 179,719 | ||||||
4.05%, 03/07/48 (Call 09/07/47) |
10 | 10,870 | ||||||
4.10%, 03/04/49 (Call 09/04/48) |
60 | 66,098 | ||||||
4.30%, 08/25/45 (Call 02/25/45) |
125 | 140,922 | ||||||
4.60%, 08/01/43 |
87 | 100,888 | ||||||
5.35%, 11/01/40 |
75 | 94,316 | ||||||
6.25%, 06/15/37 |
142 | 190,456 | ||||||
6.75%, 06/20/36 |
99 | 136,888 | ||||||
Travelers Property Casualty Corp., 6.38%, 03/15/33 |
50 | 65,591 |
Security | Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
Unum Group |
||||||||
4.50%, 12/15/49 (Call 06/15/49) |
$ | 35 | $ | 33,785 | ||||
5.75%, 08/15/42 |
100 | 111,418 | ||||||
Voya Financial Inc. |
||||||||
3.65%, 06/15/26 |
85 | 89,190 | ||||||
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)(a) |
25 | 23,794 | ||||||
4.80%, 06/15/46 |
144 | 166,735 | ||||||
5.70%, 07/15/43 |
69 | 86,780 | ||||||
W R Berkley Corp., 4.75%, 08/01/44 |
67 | 76,104 | ||||||
Willis North America Inc. |
||||||||
2.95%, 09/15/29 (Call 06/15/29) |
65 | 63,623 | ||||||
3.88%, 09/15/49 (Call 03/15/49) |
63 | 61,647 | ||||||
4.50%, 09/15/28 (Call 06/15/28) |
49 | 52,359 | ||||||
5.05%, 09/15/48 (Call 03/15/48) |
128 | 146,445 | ||||||
XLIT Ltd. |
||||||||
4.45%, 03/31/25 |
536 | 565,721 | ||||||
5.25%, 12/15/43 |
279 | 357,589 | ||||||
|
|
|||||||
15,150,152 | ||||||||
Internet — 0.2% | ||||||||
Alibaba Group Holding Ltd. |
||||||||
4.00%, 12/06/37 (Call 06/06/37) |
50 | 48,869 | ||||||
4.20%, 12/06/47 (Call 06/06/47) |
40 | 38,930 | ||||||
4.40%, 12/06/57 (Call 06/06/57) |
40 | 39,332 | ||||||
4.50%, 11/28/34 (Call 05/28/34) |
205 | 215,201 | ||||||
Alphabet Inc. |
||||||||
2.00%, 08/15/26 (Call 05/15/26) |
469 | 470,130 | ||||||
2.05%, 08/15/50 (Call 02/15/50) |
110 | 88,750 | ||||||
2.25%, 08/15/60 (Call 02/15/60) |
69 | 55,248 | ||||||
Amazon.com Inc. |
||||||||
2.50%, 06/03/50 (Call 12/03/49) |
70 | 60,508 | ||||||
2.70%, 06/03/60 (Call 12/03/59) |
234 | 200,014 | ||||||
3.10%, 05/12/51 (Call 11/12/50) |
160 | 154,608 | ||||||
3.25%, 05/12/61 (Call 11/12/60) |
75 | 71,440 | ||||||
4.05%, 08/22/47 (Call 02/22/47) |
257 | 288,927 | ||||||
4.25%, 08/22/57 (Call 02/22/57) |
184 | 212,848 | ||||||
4.95%, 12/05/44 (Call 06/05/44) |
119 | 147,944 | ||||||
Booking Holdings Inc. |
||||||||
3.55%, 03/15/28 (Call 12/15/27) |
67 | 70,450 | ||||||
3.60%, 06/01/26 (Call 03/01/26) |
75 | 78,446 | ||||||
4.63%, 04/13/30 (Call 01/13/30) |
165 | 184,684 | ||||||
eBay Inc. |
||||||||
1.90%, 03/11/25 (Call 02/11/25) |
166 | 164,053 | ||||||
3.45%, 08/01/24 (Call 05/01/24) |
25 | 25,685 | ||||||
3.60%, 06/05/27 (Call 03/05/27) |
265 | 277,728 | ||||||
3.65%, 05/10/51 (Call 11/10/50) |
30 | 28,417 | ||||||
4.00%, 07/15/42 (Call 01/15/42) |
182 | 183,407 | ||||||
Expedia Group Inc., 3.25%, 02/15/30 (Call 11/15/29) |
90 | 88,887 | ||||||
JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49) |
200 | 184,250 | ||||||
|
|
|||||||
3,378,756 | ||||||||
Iron & Steel — 0.0% | ||||||||
Nucor Corp. |
||||||||
4.40%, 05/01/48 (Call 11/01/47) |
30 | 34,181 | ||||||
5.20%, 08/01/43 (Call 02/01/43) |
7 | 8,654 | ||||||
6.40%, 12/01/37 |
20 | 27,127 | ||||||
Steel Dynamics Inc. |
||||||||
2.80%, 12/15/24 (Call 11/15/24) |
185 | 187,793 | ||||||
3.25%, 10/15/50 (Call 04/15/50) |
30 | 26,643 |
S C H E D U L E O F I N V E S T M E N T S |
45 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Iron & Steel (continued) |
||||||||
3.45%, 04/15/30 (Call 01/15/30) |
$ | 210 | $ | 213,574 | ||||
|
|
|||||||
497,972 | ||||||||
Leisure Time — 0.0% | ||||||||
Harley-Davidson Inc. |
||||||||
3.50%, 07/28/25 (Call 04/28/25) |
75 | 76,299 | ||||||
4.63%, 07/28/45 (Call 01/28/45) |
205 | 201,039 | ||||||
|
|
|||||||
277,338 | ||||||||
Lodging — 0.5% | ||||||||
Choice Hotels International Inc. |
||||||||
3.70%, 12/01/29 (Call 09/01/29) |
95 | 97,059 | ||||||
3.70%, 01/15/31 (Call 10/15/30) |
117 | 118,447 | ||||||
Las Vegas Sands Corp. |
||||||||
3.50%, 08/18/26 (Call 06/18/26) |
147 | 142,912 | ||||||
3.90%, 08/08/29 (Call 05/08/29) |
165 | 157,915 | ||||||
Marriott International Inc./MD |
||||||||
Series AA, 4.65%, 12/01/28 (Call 09/01/28) |
65 | 69,768 | ||||||
Series FF, 4.63%, 06/15/30 (Call 03/15/30) |
335 | 362,028 | ||||||
Series GG, 3.50%, 10/15/32 (Call 07/15/32) |
55 | 54,845 | ||||||
Series X, 4.00%, 04/15/28 (Call 01/15/28) |
125 | 130,060 | ||||||
Sands China Ltd. |
||||||||
4.38%, 06/18/30 (Call 03/18/30) |
35 | 32,272 | ||||||
5.13%, 08/08/25 (Call 06/08/25) |
270 | 271,885 | ||||||
5.40%, 08/08/28 (Call 05/08/28) |
7,660 | 7,582,021 | ||||||
|
|
|||||||
9,019,212 | ||||||||
Machinery — 0.4% | ||||||||
ABB Finance USA Inc., 3.80%, 04/03/28 (Call 01/03/28) |
125 | 132,876 | ||||||
Caterpillar Financial Services Corp. |
||||||||
0.95%, 01/10/24 |
50 | 49,367 | ||||||
1.15%, 09/14/26 |
100 | 95,483 | ||||||
1.70%, 01/08/27 |
50 | 48,829 | ||||||
2.15%, 11/08/24 |
204 | 204,989 | ||||||
2.40%, 08/09/26 |
40 | 40,345 | ||||||
2.85%, 05/17/24 |
44 | 44,912 | ||||||
3.25%, 12/01/24 |
132 | 136,382 | ||||||
3.30%, 06/09/24 |
311 | 320,737 | ||||||
3.65%, 12/07/23 |
274 | 283,606 | ||||||
3.75%, 11/24/23 |
287 | 297,682 | ||||||
Caterpillar Inc. |
||||||||
2.60%, 09/19/29 (Call 06/19/29) |
51 | 51,066 | ||||||
3.25%, 09/19/49 (Call 03/19/49) |
46 | 45,335 | ||||||
3.25%, 04/09/50 (Call 10/09/49) |
75 | 73,690 | ||||||
3.40%, 05/15/24 (Call 02/15/24) |
59 | 60,938 | ||||||
3.80%, 08/15/42 |
40 | 42,612 | ||||||
4.30%, 05/15/44 (Call 11/15/43) |
10 | 11,415 | ||||||
4.75%, 05/15/64 (Call 11/15/63) |
62 | 78,571 | ||||||
5.20%, 05/27/41 |
42 | 52,818 | ||||||
5.30%, 09/15/35 |
24 | 29,962 | ||||||
6.05%, 08/15/36 |
26 | 34,378 | ||||||
CNH Industrial Capital LLC, 4.20%, 01/15/24 |
276 | 285,343 | ||||||
CNH Industrial NV |
||||||||
3.85%, 11/15/27 (Call 08/15/27) |
112 | 117,265 | ||||||
4.50%, 08/15/23 |
1,721 | 1,777,741 | ||||||
Deere & Co. |
||||||||
2.75%, 04/15/25 (Call 03/15/25) |
315 | 320,985 | ||||||
2.88%, 09/07/49 (Call 03/07/49) |
15 | 13,840 | ||||||
3.10%, 04/15/30 (Call 01/15/30) |
30 | 31,040 | ||||||
3.75%, 04/15/50 (Call 10/15/49) |
65 | 69,776 | ||||||
5.38%, 10/16/29 |
55 | 65,419 | ||||||
7.13%, 03/03/31 |
5 | 6,678 |
Security | Par (000) |
Value | ||||||
Machinery (continued) |
||||||||
Dover Corp., 5.38%, 03/01/41 (Call 12/01/40) |
$ | 25 | $ | 30,155 | ||||
Flowserve Corp. |
||||||||
2.80%, 01/15/32 (Call 10/15/31) |
50 | 46,216 | ||||||
3.50%, 10/01/30 (Call 07/01/30) |
45 | 44,586 | ||||||
John Deere Capital Corp. |
||||||||
1.25%, 01/10/25 |
50 | 49,021 | ||||||
1.30%, 10/13/26 |
30 | 28,879 | ||||||
1.70%, 01/11/27 |
50 | 48,882 | ||||||
1.75%, 03/09/27 |
109 | 106,606 | ||||||
2.05%, 01/09/25 |
35 | 35,080 | ||||||
2.25%, 09/14/26 |
25 | 25,132 | ||||||
2.45%, 01/09/30 |
2 | 1,977 | ||||||
2.65%, 06/10/26 |
220 | 224,305 | ||||||
2.80%, 09/08/27 |
23 | 23,579 | ||||||
2.80%, 07/18/29 |
65 | 65,973 | ||||||
3.05%, 01/06/28 |
114 | 118,103 | ||||||
3.40%, 09/11/25 |
55 | 57,259 | ||||||
3.45%, 03/13/25 |
70 | 72,902 | ||||||
3.45%, 03/07/29 |
20 | 21,141 | ||||||
Oshkosh Corp. |
||||||||
3.10%, 03/01/30 (Call 12/01/29) |
82 | 80,350 | ||||||
4.60%, 05/15/28 (Call 02/15/28) |
10 | 10,752 | ||||||
Rockwell Automation Inc. |
||||||||
2.88%, 03/01/25 (Call 12/01/24) |
27 | 27,630 | ||||||
3.50%, 03/01/29 (Call 12/01/28) |
334 | 353,285 | ||||||
4.20%, 03/01/49 (Call 09/01/48) |
47 | 52,636 | ||||||
Westinghouse Air Brake Technologies Corp., 4.95%, 09/15/28 (Call 06/15/28) |
402 | 436,656 | ||||||
Xylem Inc./NY |
||||||||
1.95%, 01/30/28 (Call 11/30/27) |
798 | 763,255 | ||||||
2.25%, 01/30/31 (Call 10/30/30) |
250 | 235,150 | ||||||
3.25%, 11/01/26 (Call 08/01/26) |
185 | 189,988 | ||||||
4.38%, 11/01/46 (Call 05/01/46) |
150 | 163,760 | ||||||
|
|
|||||||
8,137,338 | ||||||||
Manufacturing — 0.8% | ||||||||
3M Co. |
||||||||
2.00%, 02/14/25 (Call 01/14/25) |
1,379 | 1,375,070 | ||||||
2.25%, 03/15/23 (Call 02/15/23) |
7,149 | 7,211,411 | ||||||
2.25%, 09/19/26 (Call 06/19/26) |
586 | 585,666 | ||||||
2.38%, 08/26/29 (Call 05/26/29) |
844 | 826,082 | ||||||
2.65%, 04/15/25 (Call 03/15/25) |
405 | 410,986 | ||||||
2.88%, 10/15/27 (Call 07/15/27) |
610 | 626,317 | ||||||
3.00%, 08/07/25 |
655 | 674,015 | ||||||
3.05%, 04/15/30 (Call 01/15/30) |
135 | 138,132 | ||||||
3.25%, 08/26/49 (Call 02/26/49) |
30 | 28,627 | ||||||
3.38%, 03/01/29 (Call 12/01/28) |
119 | 124,209 | ||||||
3.63%, 09/14/28 (Call 06/14/28) |
130 | 138,161 | ||||||
3.63%, 10/15/47 (Call 04/15/47) |
234 | 235,236 | ||||||
3.70%, 04/15/50 (Call 10/15/49) |
10 | 10,286 | ||||||
4.00%, 09/14/48 (Call 03/14/48) |
102 | 109,302 | ||||||
Carlisle Companies Inc. |
||||||||
2.20%, 03/01/32 (Call 12/01/31) |
60 | 54,290 | ||||||
2.75%, 03/01/30 (Call 12/01/29) |
127 | 123,238 | ||||||
3.50%, 12/01/24 (Call 10/01/24) |
81 | 83,544 | ||||||
3.75%, 12/01/27 (Call 09/01/27) |
70 | 73,075 | ||||||
Eaton Corp. |
||||||||
3.10%, 09/15/27 (Call 06/15/27) |
107 | 110,351 | ||||||
3.92%, 09/15/47 (Call 02/15/47) |
55 | 57,923 | ||||||
4.00%, 11/02/32 |
10 | 10,872 | ||||||
4.15%, 11/02/42 |
45 | 48,311 |
46 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Manufacturing (continued) |
||||||||
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35 |
$ | 343 | $ | 386,520 | ||||
General Electric Co., 6.75%, 03/15/32 |
54 | 69,701 | ||||||
Illinois Tool Works Inc. |
||||||||
3.90%, 09/01/42 (Call 03/01/42) |
56 | 59,448 | ||||||
4.88%, 09/15/41 (Call 03/15/41) |
10 | 12,048 | ||||||
Parker-Hannifin Corp. |
||||||||
3.25%, 03/01/27 (Call 12/01/26) |
15 | 15,531 | ||||||
3.25%, 06/14/29 (Call 03/14/29) |
45 | 45,888 | ||||||
4.00%, 06/14/49 (Call 12/14/48) |
43 | 45,377 | ||||||
4.10%, 03/01/47 (Call 09/01/46) |
61 | 64,726 | ||||||
4.20%, 11/21/34 (Call 05/21/34) |
50 | 53,994 | ||||||
4.45%, 11/21/44 (Call 05/21/44) |
138 | 151,385 | ||||||
6.25%, 05/15/38 |
20 | 25,599 | ||||||
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29) |
165 | 178,299 | ||||||
Textron Inc. |
||||||||
3.00%, 06/01/30 (Call 03/01/30) |
51 | 50,181 | ||||||
3.38%, 03/01/28 (Call 12/01/27) |
10 | 10,211 | ||||||
3.65%, 03/15/27 (Call 12/15/26) |
189 | 195,933 | ||||||
3.90%, 09/17/29 (Call 06/17/29) |
50 | 52,673 | ||||||
4.00%, 03/15/26 (Call 12/15/25) |
128 | 134,510 | ||||||
Trane Technologies Global Holding Co. Ltd. |
||||||||
3.75%, 08/21/28 (Call 05/21/28) |
105 | 109,507 | ||||||
4.25%, 06/15/23 |
421 | 433,819 | ||||||
4.30%, 02/21/48 (Call 08/21/47) |
80 | 86,795 | ||||||
5.75%, 06/15/43 |
94 | 120,060 | ||||||
Trane Technologies Luxembourg Finance SA |
||||||||
3.50%, 03/21/26 (Call 01/21/26) |
107 | 111,697 | ||||||
3.55%, 11/01/24 (Call 08/01/24) |
364 | 375,943 | ||||||
3.80%, 03/21/29 (Call 12/21/28) |
380 | 399,008 | ||||||
4.50%, 03/21/49 (Call 09/21/48) |
205 | 227,593 | ||||||
4.65%, 11/01/44 (Call 05/01/44) |
27 | 30,543 | ||||||
|
|
|||||||
16,502,093 | ||||||||
Media — 0.5% | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital |
||||||||
2.25%, 01/15/29 (Call 11/15/28) |
25 | 23,237 | ||||||
3.50%, 03/01/42 (Call 09/01/41) |
50 | 42,817 | ||||||
3.70%, 04/01/51 (Call 10/01/50) |
77 | 64,708 | ||||||
3.85%, 04/01/61 (Call 10/01/60) |
145 | 119,653 | ||||||
3.90%, 06/01/52 (Call 12/01/51) |
54 | 46,985 | ||||||
3.95%, 06/30/62 (Call 12/30/61) |
60 | 50,125 | ||||||
4.40%, 12/01/61 (Call 06/01/61) |
200 | 178,814 | ||||||
4.80%, 03/01/50 (Call 09/01/49) |
105 | 102,354 | ||||||
5.13%, 07/01/49 (Call 01/01/49) |
274 | 277,978 | ||||||
5.38%, 04/01/38 (Call 10/01/37) |
30 | 31,738 | ||||||
5.38%, 05/01/47 (Call 11/01/46) |
89 | 93,596 | ||||||
5.75%, 04/01/48 (Call 10/01/47) |
152 | 167,606 | ||||||
6.38%, 10/23/35 (Call 04/23/35) |
170 | 203,410 | ||||||
6.48%, 10/23/45 (Call 04/23/45) |
230 | 273,525 | ||||||
6.83%, 10/23/55 (Call 04/23/55) |
80 | 99,011 | ||||||
Comcast Corp. |
||||||||
2.45%, 08/15/52 (Call 02/15/52) |
87 | 70,178 | ||||||
2.65%, 08/15/62 (Call 02/15/62) |
54 | 42,764 | ||||||
2.80%, 01/15/51 (Call 07/15/50) |
58 | 49,727 | ||||||
2.89%, 11/01/51 (Call 05/01/51)(b) |
367 | 318,237 | ||||||
2.94%, 11/01/56 (Call 05/01/56)(b) |
277 | 234,824 | ||||||
2.99%, 11/01/63 (Call 05/01/63)(b) |
209 | 174,197 | ||||||
3.25%, 11/01/39 (Call 05/01/39) |
68 | 65,493 | ||||||
3.40%, 07/15/46 (Call 01/15/46) |
70 | 67,113 |
Security | Par (000) |
Value | ||||||
Media (continued) |
||||||||
3.45%, 02/01/50 (Call 08/01/49) |
$ | 190 | $ | 181,574 | ||||
3.75%, 04/01/40 (Call 10/01/39) |
95 | 97,758 | ||||||
3.90%, 03/01/38 (Call 09/01/37) |
87 | 91,378 | ||||||
3.97%, 11/01/47 (Call 05/01/47) |
238 | 245,956 | ||||||
4.00%, 08/15/47 (Call 02/15/47) |
124 | 129,065 | ||||||
4.00%, 03/01/48 (Call 09/01/47) |
168 | 174,429 | ||||||
4.00%, 11/01/49 (Call 05/01/49) |
211 | 218,953 | ||||||
4.05%, 11/01/52 (Call 05/01/52) |
49 | 51,809 | ||||||
4.60%, 10/15/38 (Call 04/15/38) |
140 | 157,216 | ||||||
4.60%, 08/15/45 (Call 02/15/45) |
131 | 145,994 | ||||||
4.65%, 07/15/42 |
69 | 78,074 | ||||||
4.70%, 10/15/48 (Call 04/15/48) |
75 | 86,320 | ||||||
4.75%, 03/01/44 |
14 | 16,169 | ||||||
4.95%, 10/15/58 (Call 04/15/58) |
50 | 60,704 | ||||||
5.65%, 06/15/35 |
28 | 34,793 | ||||||
6.45%, 03/15/37 |
10 | 13,402 | ||||||
6.50%, 11/15/35 |
113 | 151,430 | ||||||
6.55%, 07/01/39 |
5 | 6,943 | ||||||
6.95%, 08/15/37 |
5 | 7,053 | ||||||
Discovery Communications LLC |
||||||||
4.00%, 09/15/55 (Call 03/15/55) |
167 | 151,830 | ||||||
4.65%, 05/15/50 (Call 11/15/49) |
193 | 197,315 | ||||||
4.88%, 04/01/43 |
75 | 78,296 | ||||||
5.00%, 09/20/37 (Call 03/20/37) |
37 | 40,179 | ||||||
5.20%, 09/20/47 (Call 03/20/47) |
172 | 186,747 | ||||||
5.30%, 05/15/49 (Call 11/15/48) |
113 | 124,990 | ||||||
6.35%, 06/01/40 |
30 | 36,619 | ||||||
Fox Corp. |
||||||||
5.48%, 01/25/39 (Call 07/25/38) |
110 | 128,436 | ||||||
5.58%, 01/25/49 (Call 07/25/48) |
199 | 239,500 | ||||||
Grupo Televisa SAB |
||||||||
5.00%, 05/13/45 (Call 11/13/44) |
70 | 76,073 | ||||||
6.63%, 01/15/40 |
180 | 226,575 | ||||||
NBCUniversal Media LLC |
||||||||
4.45%, 01/15/43 |
61 | 66,547 | ||||||
6.40%, 04/30/40 |
10 | 13,654 | ||||||
Paramount Global |
||||||||
3.38%, 02/15/28 (Call 12/15/27) |
72 | 73,524 | ||||||
3.70%, 06/01/28 (Call 03/01/28) |
20 | 20,694 | ||||||
4.20%, 06/01/29 (Call 03/01/29) |
55 | 57,836 | ||||||
4.38%, 03/15/43 |
132 | 131,937 | ||||||
4.60%, 01/15/45 (Call 07/15/44) |
146 | 148,713 | ||||||
4.85%, 07/01/42 (Call 01/01/42) |
45 | 47,475 | ||||||
4.90%, 08/15/44 (Call 02/15/44) |
52 | 55,233 | ||||||
4.95%, 01/15/31 (Call 10/15/30) |
35 | 38,674 | ||||||
4.95%, 05/19/50 (Call 11/19/49) |
110 | 120,317 | ||||||
5.25%, 04/01/44 (Call 10/01/43) |
128 | 140,630 | ||||||
5.50%, 05/15/33 |
42 | 48,920 | ||||||
5.85%, 09/01/43 (Call 03/01/43) |
180 | 215,059 | ||||||
5.90%, 10/15/40 (Call 04/15/40) |
72 | 84,285 | ||||||
6.88%, 04/30/36 |
132 | 168,549 | ||||||
7.88%, 07/30/30 |
65 | 84,802 | ||||||
Thomson Reuters Corp. |
||||||||
5.50%, 08/15/35 |
40 | 48,323 | ||||||
5.65%, 11/23/43 (Call 05/23/43) |
52 | 66,595 | ||||||
5.85%, 04/15/40 |
80 | 103,683 | ||||||
Time Warner Cable LLC |
||||||||
4.50%, 09/15/42 (Call 03/15/42) |
147 | 139,021 | ||||||
5.50%, 09/01/41 (Call 03/01/41) |
37 | 39,352 | ||||||
5.88%, 11/15/40 (Call 05/15/40) |
119 | 132,746 |
S C H E D U L E O F I N V E S T M E N T S |
47 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Media (continued) |
||||||||
6.55%, 05/01/37 |
$ | 45 | $ | 53,994 | ||||
6.75%, 06/15/39 |
67 | 81,038 | ||||||
7.30%, 07/01/38 |
60 | 75,425 | ||||||
Time Warner Entertainment Co. LP, 8.38%, 07/15/33 |
47 | 63,728 | ||||||
TWDC Enterprises 18 Corp. |
||||||||
3.00%, 07/30/46 |
35 | 32,062 | ||||||
3.70%, 12/01/42 |
40 | 40,755 | ||||||
4.13%, 06/01/44 |
26 | 28,002 | ||||||
4.38%, 08/16/41 |
110 | 121,331 | ||||||
Series E, 4.13%, 12/01/41 |
45 | 48,105 | ||||||
Walt Disney Co. (The) |
||||||||
2.75%, 09/01/49 (Call 03/01/49) |
195 | 170,295 | ||||||
3.50%, 05/13/40 (Call 11/13/39) |
101 | 100,753 | ||||||
3.60%, 01/13/51 (Call 07/13/50) |
195 | 197,400 | ||||||
3.80%, 05/13/60 (Call 11/13/59) |
46 | 47,599 | ||||||
4.63%, 03/23/40 (Call 09/23/39) |
22 | 25,070 | ||||||
4.70%, 03/23/50 (Call 09/23/49) |
101 | 119,994 | ||||||
4.75%, 09/15/44 (Call 03/15/44) |
10 | 11,499 | ||||||
4.75%, 11/15/46 (Call 05/15/46) |
160 | 188,523 | ||||||
4.95%, 10/15/45 (Call 04/15/45) |
42 | 49,950 | ||||||
5.40%, 10/01/43 |
67 | 83,629 | ||||||
6.15%, 03/01/37 |
40 | 52,155 | ||||||
6.15%, 02/15/41 |
4 | 5,355 | ||||||
6.20%, 12/15/34 |
110 | 141,977 | ||||||
6.40%, 12/15/35 |
114 | 152,076 | ||||||
6.65%, 11/15/37 |
140 | 189,889 | ||||||
7.75%, 12/01/45 |
225 | 361,354 | ||||||
|
|
|||||||
10,722,197 | ||||||||
Metal Fabricate & Hardware — 0.0% | ||||||||
Crane Co., 4.20%, 03/15/48 (Call 09/15/47) |
10 | 10,599 | ||||||
Timken Co. (The), 4.50%, 12/15/28 (Call 09/15/28) |
39 | 41,907 | ||||||
Valmont Industries Inc. |
||||||||
5.00%, 10/01/44 (Call 04/01/44) |
104 | 117,375 | ||||||
5.25%, 10/01/54 (Call 04/01/54) |
15 | 17,491 | ||||||
|
|
|||||||
187,372 | ||||||||
Mining — 0.1% | ||||||||
Kinross Gold Corp. |
||||||||
4.50%, 07/15/27 (Call 04/15/27) |
639 | 687,283 | ||||||
5.95%, 03/15/24 (Call 12/15/23) |
175 | 185,323 | ||||||
Newmont Corp. |
||||||||
2.60%, 07/15/32 (Call 04/15/32) |
115 | 109,259 | ||||||
2.80%, 10/01/29 (Call 07/01/29) |
275 | 268,936 | ||||||
4.88%, 03/15/42 (Call 09/15/41) |
250 | 287,397 | ||||||
5.45%, 06/09/44 (Call 12/09/43) |
30 | 36,622 | ||||||
6.25%, 10/01/39 |
68 | 88,152 | ||||||
Rio Tinto Finance USA Ltd. |
||||||||
2.75%, 11/02/51 (Call 05/02/51) |
80 | 70,301 | ||||||
5.20%, 11/02/40 |
148 | 180,656 | ||||||
Rio Tinto Finance USA PLC |
||||||||
4.13%, 08/21/42 (Call 02/21/42) |
98 | 107,184 | ||||||
4.75%, 03/22/42 (Call 09/22/41) |
105 | 123,113 | ||||||
|
|
|||||||
2,144,226 | ||||||||
Multi-National — 0.0% | ||||||||
Council of Europe Development Bank, 0.88%, 09/22/26 |
140 | 134,480 | ||||||
International
Bank for Reconstruction & Development,
0.85%, 02/10/27 |
75 | 71,002 | ||||||
|
|
|||||||
205,482 |
Security |
Par (000) |
Value | ||||||
Office & Business Equipment — 0.0% |
||||||||
CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31) |
$ | 55 | $ | 53,561 | ||||
|
|
|||||||
Office Furnishings — 0.0% | ||||||||
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28) |
269 | 293,258 | ||||||
|
|
|||||||
Oil & Gas — 0.8% | ||||||||
BP Capital Markets America Inc. |
||||||||
2.72%, 01/12/32 (Call 10/12/31) |
200 | 191,882 | ||||||
2.77%, 11/10/50 (Call 05/10/50) |
157 | 127,928 | ||||||
2.94%, 06/04/51 (Call 12/04/50) |
130 | 109,435 | ||||||
3.00%, 02/24/50 (Call 08/24/49) |
200 | 170,810 | ||||||
3.00%, 03/17/52 (Call 09/17/51) |
100 | 85,083 | ||||||
3.02%, 01/16/27 (Call 10/16/26) |
20 | 20,325 | ||||||
3.12%, 05/04/26 (Call 02/04/26) |
90 | 92,462 | ||||||
3.19%, 04/06/25 (Call 03/06/25) |
30 | 30,735 | ||||||
3.38%, 02/08/61 (Call 08/08/60) |
55 | 48,484 | ||||||
3.41%, 02/11/26 (Call 12/11/25) |
22 | 22,790 | ||||||
3.54%, 04/06/27 (Call 02/06/27) |
55 | 57,198 | ||||||
3.59%, 04/14/27 (Call 01/14/27) |
128 | 133,467 | ||||||
3.63%, 04/06/30 (Call 01/06/30) |
171 | 178,026 | ||||||
3.80%, 09/21/25 (Call 07/21/25) |
55 | 57,666 | ||||||
3.94%, 09/21/28 (Call 06/21/28) |
35 | 37,141 | ||||||
4.23%, 11/06/28 (Call 08/06/28) |
118 | 127,664 | ||||||
BP Capital Markets PLC |
||||||||
3.28%, 09/19/27 (Call 06/19/27) |
135 | 138,939 | ||||||
3.72%, 11/28/28 (Call 08/28/28) |
60 | 62,857 | ||||||
Burlington Resources LLC |
||||||||
5.95%, 10/15/36 |
201 | 260,102 | ||||||
7.20%, 08/15/31 |
80 | 107,826 | ||||||
7.40%, 12/01/31 |
64 | 88,984 | ||||||
Chevron Corp. |
||||||||
2.98%, 05/11/40 (Call 11/11/39) |
5 | 4,797 | ||||||
3.08%, 05/11/50 (Call 11/11/49) |
209 | 201,273 | ||||||
Chevron USA Inc. |
||||||||
2.34%, 08/12/50 (Call 02/12/50) |
72 | 59,920 | ||||||
4.20%, 10/15/49 (Call 04/15/49) |
35 | 39,195 | ||||||
5.25%, 11/15/43 (Call 05/15/43) |
5 | 6,339 | ||||||
CNOOC Finance 2014 ULC, 4.88%, 04/30/44 |
200 | 222,954 | ||||||
CNOOC Petroleum North America ULC, 6.40%, 05/15/37 |
5 | 6,246 | ||||||
Conoco Funding Co., 7.25%, 10/15/31 |
47 | 63,625 | ||||||
ConocoPhillips |
||||||||
4.85%, 08/15/48 (Call 02/15/48)(b) |
27 | 32,179 | ||||||
4.88%, 10/01/47 (Call 04/01/47)(b) |
15 | 18,021 | ||||||
5.90%, 10/15/32 |
172 | 214,082 | ||||||
5.90%, 05/15/38 |
173 | 223,890 | ||||||
6.50%, 02/01/39 |
127 | 175,979 | ||||||
ConocoPhillips Co. |
||||||||
3.80%, 03/15/52 (Call 09/15/51) |
25 | 25,378 | ||||||
4.30%, 11/15/44 (Call 05/15/44) |
89 | 97,538 | ||||||
4.95%, 03/15/26 (Call 12/15/25) |
486 | 532,505 | ||||||
5.95%, 03/15/46 (Call 09/15/45) |
30 | 40,758 | ||||||
6.95%, 04/15/29 |
161 | 205,921 | ||||||
Devon Energy Corp. |
||||||||
4.75%, 05/15/42 (Call 11/15/41) |
69 | 74,010 | ||||||
5.00%, 06/15/45 (Call 12/15/44) |
102 | 113,670 | ||||||
5.60%, 07/15/41 (Call 01/15/41) |
81 | 94,688 | ||||||
Diamondback Energy Inc. |
||||||||
3.50%, 12/01/29 (Call 09/01/29) |
206 | 208,171 | ||||||
4.40%, 03/24/51 (Call 09/24/50) |
9 | 9,324 | ||||||
Eni USA Inc., 7.30%, 11/15/27 |
45 | 54,984 |
48 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Oil & Gas (continued) |
||||||||
EOG Resources Inc. |
||||||||
4.38%, 04/15/30 (Call 01/15/30) |
$ | 118 | $ | 130,508 | ||||
4.95%, 04/15/50 (Call 10/15/49) |
100 | 121,469 | ||||||
Equinor ASA |
||||||||
2.38%, 05/22/30 (Call 02/22/30) |
405 | 394,413 | ||||||
2.65%, 01/15/24 |
426 | 432,880 | ||||||
2.88%, 04/06/25 (Call 03/06/25) |
335 | 341,405 | ||||||
3.00%, 04/06/27 (Call 02/06/27) |
520 | 533,806 | ||||||
3.13%, 04/06/30 (Call 01/06/30) |
235 | 241,225 | ||||||
3.25%, 11/10/24 |
515 | 530,867 | ||||||
3.25%, 11/18/49 (Call 05/18/49) |
140 | 133,718 | ||||||
3.63%, 09/10/28 (Call 06/10/28) |
99 | 104,592 | ||||||
3.70%, 03/01/24 |
287 | 296,927 | ||||||
3.70%, 04/06/50 (Call 10/06/49) |
155 | 161,535 | ||||||
3.95%, 05/15/43 |
232 | 245,124 | ||||||
4.25%, 11/23/41 |
97 | 106,813 | ||||||
4.80%, 11/08/43 |
145 | 171,362 | ||||||
5.10%, 08/17/40 |
190 | 230,664 | ||||||
7.25%, 09/23/27 |
25 | 31,031 | ||||||
7.75%, 06/15/23 |
20 | 21,509 | ||||||
Exxon Mobil Corp. |
||||||||
2.28%, 08/16/26 (Call 06/16/26) |
69 | 69,345 | ||||||
2.44%, 08/16/29 (Call 05/16/29) |
35 | 34,462 | ||||||
2.61%, 10/15/30 (Call 07/15/30) |
74 | 73,361 | ||||||
3.10%, 08/16/49 (Call 02/16/49) |
106 | 99,240 | ||||||
3.29%, 03/19/27 (Call 01/19/27) |
45 | 47,224 | ||||||
3.45%, 04/15/51 (Call 10/15/50) |
134 | 132,834 | ||||||
3.48%, 03/19/30 (Call 12/19/29) |
219 | 231,187 | ||||||
3.57%, 03/06/45 (Call 09/06/44) |
132 | 131,985 | ||||||
4.11%, 03/01/46 (Call 09/01/45) |
84 | 91,545 | ||||||
4.23%, 03/19/40 (Call 09/19/39) |
126 | 138,684 | ||||||
4.33%, 03/19/50 (Call 09/19/49) |
192 | 217,386 | ||||||
Hess Corp. |
||||||||
3.50%, 07/15/24 (Call 04/15/24) |
210 | 215,053 | ||||||
4.30%, 04/01/27 (Call 01/01/27) |
300 | 317,304 | ||||||
5.60%, 02/15/41 |
374 | 431,020 | ||||||
5.80%, 04/01/47 (Call 10/01/46) |
145 | 173,261 | ||||||
6.00%, 01/15/40 |
145 | 172,446 | ||||||
7.13%, 03/15/33 |
45 | 57,196 | ||||||
7.30%, 08/15/31 |
121 | 154,092 | ||||||
7.88%, 10/01/29 |
40 | 51,651 | ||||||
HollyFrontier Corp., 4.50%, 10/01/30 (Call 07/01/30) |
75 | 75,651 | ||||||
Marathon Oil Corp. |
||||||||
4.40%, 07/15/27 (Call 04/15/27) |
235 | 249,528 | ||||||
5.20%, 06/01/45 (Call 12/01/44) |
159 | 175,894 | ||||||
6.60%, 10/01/37 |
196 | 246,789 | ||||||
6.80%, 03/15/32 |
92 | 113,177 | ||||||
Marathon Petroleum Corp. |
||||||||
3.80%, 04/01/28 (Call 01/01/28) |
15 | 15,513 | ||||||
4.50%, 04/01/48 (Call 10/01/47) |
110 | 113,746 | ||||||
4.70%, 05/01/25 (Call 04/01/25) |
126 | 133,908 | ||||||
4.75%, 09/15/44 (Call 03/15/44) |
124 | 131,120 | ||||||
5.00%, 09/15/54 (Call 03/15/54) |
66 | 70,964 | ||||||
5.13%, 12/15/26 (Call 09/15/26) |
70 | 77,027 | ||||||
6.50%, 03/01/41 (Call 09/01/40) |
83 | 105,555 | ||||||
Ovintiv Inc. |
||||||||
6.50%, 08/15/34 |
45 | 54,902 | ||||||
6.50%, 02/01/38 |
25 | 29,707 | ||||||
6.63%, 08/15/37 |
155 | 189,272 | ||||||
7.20%, 11/01/31 |
70 | 86,053 |
Security | Par (000) |
Value | ||||||
Oil & Gas (continued) |
||||||||
7.38%, 11/01/31 |
$ | 50 | $ | 63,241 | ||||
Phillips 66 |
||||||||
3.30%, 03/15/52 (Call 09/15/51) |
120 | 107,231 | ||||||
3.85%, 04/09/25 (Call 03/09/25) |
162 | 168,589 | ||||||
3.90%, 03/15/28 (Call 12/15/27) |
210 | 219,883 | ||||||
4.65%, 11/15/34 (Call 05/15/34) |
117 | 130,566 | ||||||
4.88%, 11/15/44 (Call 05/15/44) |
305 | 347,270 | ||||||
5.88%, 05/01/42 |
52 | 65,940 | ||||||
TotalEnergies Capital International SA |
||||||||
2.43%, 01/10/25 (Call 10/10/24) |
195 | 196,619 | ||||||
2.83%, 01/10/30 (Call 10/10/29) |
160 | 160,526 | ||||||
2.99%, 06/29/41 (Call 12/29/40) |
115 | 106,397 | ||||||
3.13%, 05/29/50 (Call 11/29/49) |
208 | 192,215 | ||||||
3.39%, 06/29/60 (Call 12/29/59) |
138 | 128,368 | ||||||
3.46%, 02/19/29 (Call 11/19/28) |
60 | 62,498 | ||||||
3.46%, 07/12/49 (Call 01/12/49) |
150 | 145,745 | ||||||
3.70%, 01/15/24 |
100 | 103,472 | ||||||
3.75%, 04/10/24 |
75 | 77,117 | ||||||
TotalEnergies Capital SA, 3.88%, 10/11/28 |
70 | 74,872 | ||||||
Valero Energy Corp. |
||||||||
2.80%, 12/01/31 (Call 09/01/31) |
50 | 47,248 | ||||||
3.65%, 12/01/51 (Call 06/01/51) |
55 | 49,436 | ||||||
4.00%, 04/01/29 (Call 01/01/29) |
48 | 50,217 | ||||||
4.35%, 06/01/28 (Call 03/01/28) |
67 | 71,431 | ||||||
4.90%, 03/15/45 |
51 | 55,092 | ||||||
6.63%, 06/15/37 |
131 | 168,381 | ||||||
7.50%, 04/15/32 |
31 | 40,413 | ||||||
|
|
|||||||
16,645,948 | ||||||||
Oil & Gas Services — 0.2% | ||||||||
Baker Hughes Holdings LLC, 5.13%, 09/15/40 |
364 | 417,716 | ||||||
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |
||||||||
1.23%, 12/15/23 |
100 | 98,946 | ||||||
2.06%, 12/15/26 (Call 11/15/26) |
70 | 68,364 | ||||||
3.14%, 11/07/29 (Call 08/07/29) |
260 | 262,369 | ||||||
3.34%, 12/15/27 (Call 09/15/27) |
616 | 634,997 | ||||||
4.08%, 12/15/47 (Call 06/15/47) |
202 | 204,537 | ||||||
Halliburton Co. |
||||||||
2.92%, 03/01/30 (Call 12/01/29) |
148 | 145,700 | ||||||
3.80%, 11/15/25 (Call 08/15/25) |
24 | 25,141 | ||||||
4.50%, 11/15/41 (Call 05/15/41) |
75 | 77,627 | ||||||
4.75%, 08/01/43 (Call 02/01/43) |
60 | 63,930 | ||||||
4.85%, 11/15/35 (Call 05/15/35) |
150 | 167,093 | ||||||
5.00%, 11/15/45 (Call 05/15/45) |
169 | 188,599 | ||||||
6.70%, 09/15/38 |
51 | 65,632 | ||||||
7.45%, 09/15/39 |
114 | 157,127 | ||||||
NOV Inc. |
||||||||
3.60%, 12/01/29 (Call 09/01/29) |
151 | 151,291 | ||||||
3.95%, 12/01/42 (Call 06/01/42) |
97 | 88,166 | ||||||
Schlumberger Investment SA |
||||||||
2.65%, 06/26/30 (Call 03/26/30) |
275 | 267,710 | ||||||
3.65%, 12/01/23 (Call 09/01/23) |
155 | 159,222 | ||||||
|
|
|||||||
3,244,167 | ||||||||
Packaging & Containers — 0.0% | ||||||||
Amcor Finance USA Inc. |
||||||||
3.63%, 04/28/26 (Call 01/28/26) |
167 | 174,809 | ||||||
4.50%, 05/15/28 (Call 02/15/28) |
121 | 133,423 | ||||||
Amcor Flexibles North America Inc., 2.63%, 06/19/30 (Call 03/19/30) |
170 | 164,268 |
S C H E D U L E O F I N V E S T M E N T S |
49 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Packaging & Containers (continued) |
||||||||
Packaging Corp. of America |
||||||||
3.05%, 10/01/51 (Call 04/01/51) |
$ | 40 | $ | 34,835 | ||||
4.05%, 12/15/49 (Call 06/15/49) |
57 | 58,846 | ||||||
WestRock MWV LLC, 8.20%, 01/15/30 |
40 | 52,810 | ||||||
|
|
|||||||
618,991 | ||||||||
Pharmaceuticals — 1.1% | ||||||||
AbbVie Inc. |
||||||||
4.05%, 11/21/39 (Call 05/21/39) |
243 | 255,111 | ||||||
4.25%, 11/14/28 (Call 08/14/28) |
205 | 221,527 | ||||||
4.25%, 11/21/49 (Call 05/21/49) |
264 | 280,579 | ||||||
4.30%, 05/14/36 (Call 11/14/35) |
233 | 253,800 | ||||||
4.40%, 11/06/42 |
162 | 175,023 | ||||||
4.45%, 05/14/46 (Call 11/14/45) |
270 | 291,419 | ||||||
4.50%, 05/14/35 (Call 11/14/34) |
223 | 247,381 | ||||||
4.63%, 10/01/42 (Call 04/01/42) |
67 | 73,401 | ||||||
4.70%, 05/14/45 (Call 11/14/44) |
343 | 381,196 | ||||||
4.88%, 11/14/48 (Call 05/14/48) |
143 | 164,572 | ||||||
AmerisourceBergen Corp. |
||||||||
3.45%, 12/15/27 (Call 09/15/27) |
130 | 135,184 | ||||||
4.25%, 03/01/45 (Call 09/01/44) |
122 | 126,293 | ||||||
4.30%, 12/15/47 (Call 06/15/47) |
109 | 114,392 | ||||||
AstraZeneca PLC |
||||||||
3.13%, 06/12/27 (Call 03/12/27) |
210 | 217,413 | ||||||
3.38%, 11/16/25 |
437 | 455,162 | ||||||
3.50%, 08/17/23 (Call 07/17/23) |
457 | 469,010 | ||||||
4.00%, 01/17/29 (Call 10/17/28) |
179 | 193,776 | ||||||
4.00%, 09/18/42 |
179 | 194,331 | ||||||
4.38%, 11/16/45 |
260 | 297,664 | ||||||
4.38%, 08/17/48 (Call 02/17/48) |
44 | 50,859 | ||||||
6.45%, 09/15/37 |
260 | 352,864 | ||||||
Becton Dickinson and Co. |
||||||||
3.70%, 06/06/27 (Call 03/06/27) |
547 | 573,918 | ||||||
3.79%, 05/20/50 (Call 11/20/49) |
98 | 97,963 | ||||||
4.67%, 06/06/47 (Call 12/06/46) |
97 | 108,805 | ||||||
4.69%, 12/15/44 (Call 06/15/44) |
77 | 86,014 | ||||||
Bristol-Myers Squibb Co. |
||||||||
2.95%, 03/15/32 (Call 12/15/31) |
10 | 10,144 | ||||||
3.25%, 02/27/27 |
132 | 138,060 | ||||||
3.25%, 08/01/42 |
33 | 32,066 | ||||||
3.55%, 03/15/42 (Call 09/15/41) |
10 | 10,205 | ||||||
4.25%, 10/26/49 (Call 04/26/49) |
203 | 228,062 | ||||||
4.35%, 11/15/47 (Call 05/15/47) |
113 | 128,195 | ||||||
4.50%, 03/01/44 (Call 09/01/43) |
10 | 11,585 | ||||||
4.55%, 02/20/48 (Call 08/20/47) |
96 | 111,653 | ||||||
5.00%, 08/15/45 (Call 02/15/45) |
139 | 171,976 | ||||||
Cardinal Health Inc. |
||||||||
3.41%, 06/15/27 (Call 03/15/27) |
493 | 511,019 | ||||||
3.75%, 09/15/25 (Call 06/15/25) |
282 | 293,568 | ||||||
4.37%, 06/15/47 (Call 12/15/46) |
162 | 166,361 | ||||||
4.50%, 11/15/44 (Call 05/15/44) |
96 | 98,889 | ||||||
4.60%, 03/15/43 |
156 | 163,252 | ||||||
4.90%, 09/15/45 (Call 03/15/45) |
210 | 227,531 | ||||||
Cigna Corp. |
||||||||
2.40%, 03/15/30 (Call 12/15/29) |
191 | 181,507 | ||||||
3.20%, 03/15/40 (Call 09/15/39) |
40 | 36,975 | ||||||
3.40%, 03/15/50 (Call 09/15/49) |
229 | 209,489 | ||||||
3.88%, 10/15/47 (Call 04/15/47) |
99 | 97,065 | ||||||
4.13%, 11/15/25 (Call 09/15/25) |
206 | 217,005 | ||||||
4.38%, 10/15/28 (Call 07/15/28) |
416 | 450,911 | ||||||
4.80%, 08/15/38 (Call 02/15/38) |
178 | 198,577 |
Security | Par (000) |
Value | ||||||
Pharmaceuticals (continued) |
||||||||
4.80%, 07/15/46 (Call 01/16/46) |
$ | 165 | $ | 183,947 | ||||
4.90%, 12/15/48 (Call 06/15/48) |
170 | 193,084 | ||||||
6.13%, 11/15/41 |
129 | 166,825 | ||||||
CVS Health Corp. |
||||||||
3.25%, 08/15/29 (Call 05/15/29) |
212 | 215,553 | ||||||
3.63%, 04/01/27 (Call 02/01/27) |
165 | 172,763 | ||||||
3.75%, 04/01/30 (Call 01/01/30) |
188 | 197,257 | ||||||
4.13%, 04/01/40 (Call 10/01/39) |
91 | 94,502 | ||||||
4.25%, 04/01/50 (Call 10/01/49) |
123 | 131,900 | ||||||
4.30%, 03/25/28 (Call 12/25/27) |
303 | 327,507 | ||||||
4.78%, 03/25/38 (Call 09/25/37) |
397 | 444,493 | ||||||
4.88%, 07/20/35 (Call 01/20/35) |
152 | 174,733 | ||||||
5.05%, 03/25/48 (Call 09/25/47) |
361 | 421,641 | ||||||
5.13%, 07/20/45 (Call 01/20/45) |
265 | 307,130 | ||||||
5.30%, 12/05/43 (Call 06/05/43) |
260 | 309,429 | ||||||
6.13%, 09/15/39(d) |
35 | 44,825 | ||||||
Eli Lilly & Co. |
||||||||
2.25%, 05/15/50 (Call 11/15/49) |
70 | 58,122 | ||||||
2.75%, 06/01/25 (Call 03/01/25) |
220 | 224,547 | ||||||
3.10%, 05/15/27 (Call 02/15/27) |
255 | 264,338 | ||||||
3.38%, 03/15/29 (Call 12/15/28) |
275 | 290,183 | ||||||
3.70%, 03/01/45 (Call 09/01/44) |
130 | 140,126 | ||||||
3.95%, 05/15/47 (Call 11/15/46) |
150 | 168,351 | ||||||
3.95%, 03/15/49 (Call 09/15/48) |
10 | 11,197 | ||||||
GlaxoSmithKline Capital Inc. |
||||||||
3.38%, 05/15/23 |
264 | 269,826 | ||||||
3.63%, 05/15/25 |
115 | 120,308 | ||||||
3.88%, 05/15/28 |
102 | 109,359 | ||||||
4.20%, 03/18/43 |
50 | 56,132 | ||||||
6.38%, 05/15/38 |
126 | 174,117 | ||||||
GlaxoSmithKline Capital PLC |
||||||||
3.00%, 06/01/24 (Call 05/01/24) |
301 | 307,766 | ||||||
3.38%, 06/01/29 (Call 03/01/29) |
114 | 119,278 | ||||||
Johnson & Johnson |
||||||||
3.40%, 01/15/38 (Call 07/15/37) |
59 | 61,214 | ||||||
3.50%, 01/15/48 (Call 07/15/47) |
87 | 90,776 | ||||||
3.55%, 03/01/36 (Call 09/01/35) |
122 | 131,476 | ||||||
3.63%, 03/03/37 (Call 09/03/36) |
135 | 145,538 | ||||||
3.70%, 03/01/46 (Call 09/01/45) |
110 | 118,075 | ||||||
3.75%, 03/03/47 (Call 09/03/46) |
85 | 92,508 | ||||||
4.50%, 12/05/43 (Call 06/05/43) |
103 | 121,429 | ||||||
4.85%, 05/15/41 |
47 | 57,698 | ||||||
5.85%, 07/15/38 |
150 | 200,062 | ||||||
5.95%, 08/15/37 |
102 | 138,323 | ||||||
6.95%, 09/01/29 |
20 | 26,506 | ||||||
Mead Johnson Nutrition Co. |
||||||||
4.13%, 11/15/25 (Call 08/15/25) |
340 | 358,030 | ||||||
4.60%, 06/01/44 (Call 12/01/43) |
42 | 49,817 | ||||||
5.90%, 11/01/39 |
83 | 110,309 | ||||||
Merck & Co. Inc. |
||||||||
1.70%, 06/10/27 (Call 05/10/27) |
170 | 165,617 | ||||||
1.90%, 12/10/28 (Call 10/10/28) |
130 | 126,056 | ||||||
2.15%, 12/10/31 (Call 09/10/31) |
115 | 109,854 | ||||||
2.45%, 06/24/50 (Call 12/24/49) |
90 | 76,888 | ||||||
2.75%, 12/10/51 (Call 06/10/51) |
80 | 71,467 | ||||||
2.90%, 12/10/61 (Call 06/10/61) |
100 | 88,247 | ||||||
3.40%, 03/07/29 (Call 12/07/28) |
185 | 194,742 | ||||||
3.60%, 09/15/42 (Call 03/15/42) |
5 | 5,155 | ||||||
3.70%, 02/10/45 (Call 08/10/44) |
240 | 250,570 | ||||||
3.90%, 03/07/39 (Call 09/07/38) |
60 | 65,047 |
50 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Pharmaceuticals (continued) |
||||||||
4.00%, 03/07/49 (Call 09/07/48) |
$ | 121 | $ | 133,371 | ||||
4.15%, 05/18/43 |
125 | 138,924 | ||||||
6.50%, 12/01/33 |
76 | 102,685 | ||||||
6.55%, 09/15/37 |
17 | 24,123 | ||||||
Merck Sharp & Dohme Corp. |
||||||||
5.75%, 11/15/36 |
22 | 28,759 | ||||||
5.95%, 12/01/28 |
10 | 12,106 | ||||||
Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47) |
63 | 68,346 | ||||||
Novartis Capital Corp., 4.00%, 11/20/45 (Call 05/20/45) |
5 | 5,547 | ||||||
Pfizer Inc. |
||||||||
4.00%, 03/15/49 (Call 09/15/48) |
5 | 5,561 | ||||||
4.13%, 12/15/46 |
17 | 19,155 | ||||||
4.20%, 09/15/48 (Call 03/15/48) |
190 | 216,651 | ||||||
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) |
318 | 326,351 | ||||||
Takeda Pharmaceutical Co. Ltd. |
||||||||
3.18%, 07/09/50 (Call 01/09/50) |
55 | 49,239 | ||||||
3.38%, 07/09/60 (Call 01/09/60) |
85 | 75,704 | ||||||
5.00%, 11/26/28 (Call 08/26/28) |
295 | 333,143 | ||||||
Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45) |
80 | 84,930 | ||||||
Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49) |
132 | 116,850 | ||||||
Zoetis Inc. |
||||||||
3.00%, 09/12/27 (Call 06/12/27) |
540 | 550,454 | ||||||
3.90%, 08/20/28 (Call 05/20/28) |
146 | 154,506 | ||||||
3.95%, 09/12/47 (Call 03/12/47) |
185 | 199,173 | ||||||
4.45%, 08/20/48 (Call 02/20/48) |
196 | 222,981 | ||||||
4.50%, 11/13/25 (Call 08/13/25) |
277 | 295,700 | ||||||
4.70%, 02/01/43 (Call 08/01/42) |
320 | 368,874 | ||||||
|
|
|||||||
21,599,528 | ||||||||
Pipelines — 0.6% | ||||||||
Boardwalk Pipelines LP |
||||||||
3.40%, 02/15/31 (Call 11/15/30) |
72 | 70,541 | ||||||
4.45%, 07/15/27 (Call 04/15/27) |
10 | 10,553 | ||||||
4.80%, 05/03/29 (Call 02/03/29) |
234 | 251,990 | ||||||
5.95%, 06/01/26 (Call 03/01/26) |
34 | 37,850 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
3.70%, 11/15/29 (Call 05/18/29) |
210 | 214,404 | ||||||
5.13%, 06/30/27 (Call 01/01/27) |
105 | 114,615 | ||||||
5.88%, 03/31/25 (Call 10/02/24) |
175 | 189,031 | ||||||
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44) |
85 | 102,415 | ||||||
Enbridge Energy Partners LP, 7.38%, 10/15/45 (Call 04/15/45) |
55 | 78,092 | ||||||
Enbridge Inc. |
||||||||
1.60%, 10/04/26 (Call 09/04/26) |
50 | 47,752 | ||||||
2.50%, 01/15/25 (Call 12/15/24) |
85 | 85,159 | ||||||
3.13%, 11/15/29 (Call 08/15/29) |
100 | 100,408 | ||||||
3.70%, 07/15/27 (Call 04/15/27) |
94 | 98,044 | ||||||
4.00%, 11/15/49 (Call 05/15/49) |
175 | 175,985 | ||||||
4.25%, 12/01/26 (Call 09/01/26) |
95 | 101,286 | ||||||
4.50%, 06/10/44 (Call 12/10/43) |
135 | 143,022 | ||||||
5.50%, 12/01/46 (Call 05/29/46) |
30 | 36,861 | ||||||
Energy Transfer LP |
||||||||
4.15%, 09/15/29 (Call 06/15/29) |
108 | 111,385 | ||||||
4.40%, 03/15/27 (Call 12/15/26) |
160 | 168,064 | ||||||
4.95%, 05/15/28 (Call 02/15/28) |
34 | 36,635 | ||||||
5.00%, 05/15/44 (Call 11/15/43) |
46 | 45,796 | ||||||
Enterprise Products Operating LLC |
||||||||
2.80%, 01/31/30 (Call 10/31/29) |
60 | 59,103 |
Security | Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
3.13%, 07/31/29 (Call 04/30/29) |
$ | 45 | $ | 45,440 | ||||
3.70%, 01/31/51 (Call 07/31/50) |
125 | 116,840 | ||||||
3.95%, 01/31/60 (Call 07/31/59) |
41 | 38,501 | ||||||
4.15%, 10/16/28 (Call 07/16/28) |
33 | 35,465 | ||||||
4.20%, 01/31/50 (Call 07/31/49) |
164 | 164,712 | ||||||
4.25%, 02/15/48 (Call 08/15/47) |
130 | 131,820 | ||||||
4.45%, 02/15/43 (Call 08/15/42) |
43 | 44,193 | ||||||
4.80%, 02/01/49 (Call 08/01/48) |
46 | 50,229 | ||||||
4.85%, 08/15/42 (Call 02/15/42) |
87 | 94,606 | ||||||
4.85%, 03/15/44 (Call 09/15/43) |
40 | 43,571 | ||||||
4.90%, 05/15/46 (Call 11/15/45) |
91 | 99,661 | ||||||
4.95%, 10/15/54 (Call 04/15/54) |
54 | 60,135 | ||||||
5.10%, 02/15/45 (Call 08/15/44) |
164 | 183,365 | ||||||
5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)(a) |
75 | 69,599 | ||||||
5.70%, 02/15/42 |
88 | 104,364 | ||||||
5.95%, 02/01/41 |
103 | 125,761 | ||||||
6.13%, 10/15/39 |
20 | 24,748 | ||||||
6.45%, 09/01/40 |
2 | 2,562 | ||||||
7.55%, 04/15/38 |
24 | 32,829 | ||||||
Series D, 6.88%, 03/01/33 |
15 | 19,284 | ||||||
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)(a) |
20 | 19,041 | ||||||
Series H, 6.65%, 10/15/34 |
5 | 6,307 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
4.70%, 11/01/42 (Call 05/01/42) |
23 | 23,540 | ||||||
5.00%, 08/15/42 (Call 02/15/42) |
15 | 15,781 | ||||||
5.00%, 03/01/43 (Call 09/01/42) |
30 | 31,804 | ||||||
5.40%, 09/01/44 (Call 03/01/44) |
99 | 110,418 | ||||||
5.50%, 03/01/44 (Call 09/01/43) |
101 | 113,378 | ||||||
5.63%, 09/01/41 |
5 | 5,646 | ||||||
5.80%, 03/15/35 |
40 | 46,975 | ||||||
6.38%, 03/01/41 |
94 | 113,312 | ||||||
6.50%, 02/01/37 |
47 | 58,203 | ||||||
6.50%, 09/01/39 |
78 | 94,550 | ||||||
6.55%, 09/15/40 |
9 | 11,013 | ||||||
6.95%, 01/15/38 |
223 | 284,610 | ||||||
7.30%, 08/15/33 |
72 | 92,350 | ||||||
7.40%, 03/15/31 |
15 | 19,166 | ||||||
7.50%, 11/15/40 |
21 | 28,075 | ||||||
7.75%, 03/15/32 |
60 | 79,493 | ||||||
Kinder Morgan Inc. |
||||||||
1.75%, 11/15/26 (Call 10/15/26) |
50 | 47,909 | ||||||
3.25%, 08/01/50 (Call 02/01/50) |
85 | 71,532 | ||||||
3.60%, 02/15/51 (Call 08/15/50) |
10 | 8,966 | ||||||
4.30%, 03/01/28 (Call 12/01/27) |
65 | 69,270 | ||||||
5.05%, 02/15/46 (Call 08/15/45) |
13 | 14,078 | ||||||
5.20%, 03/01/48 (Call 09/01/47) |
159 | 177,015 | ||||||
5.30%, 12/01/34 (Call 06/01/34) |
140 | 157,865 | ||||||
5.55%, 06/01/45 (Call 12/01/44) |
279 | 319,756 | ||||||
7.75%, 01/15/32 |
60 | 79,448 | ||||||
7.80%, 08/01/31 |
5 | 6,607 | ||||||
Magellan Midstream Partners LP |
||||||||
3.95%, 03/01/50 (Call 09/01/49) |
128 | 121,175 | ||||||
4.20%, 10/03/47 (Call 04/03/47) |
93 | 91,384 | ||||||
4.25%, 09/15/46 (Call 03/15/46) |
35 | 34,686 | ||||||
4.85%, 02/01/49 (Call 08/01/48) |
22 | 23,567 | ||||||
5.15%, 10/15/43 (Call 04/15/43) |
45 | 49,590 | ||||||
MPLX LP |
||||||||
4.00%, 03/15/28 (Call 12/15/27) |
29 | 30,265 |
S C H E D U L E O F I N V E S T M E N T S |
51 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
4.25%, 12/01/27 (Call 09/01/27) |
$ | 145 | $ | 153,738 | ||||
4.50%, 04/15/38 (Call 10/15/37) |
49 | 50,687 | ||||||
4.70%, 04/15/48 (Call 10/15/47) |
118 | 122,249 | ||||||
4.80%, 02/15/29 (Call 11/15/28) |
123 | 134,764 | ||||||
4.90%, 04/15/58 (Call 10/15/57) |
70 | 72,169 | ||||||
5.20%, 03/01/47 (Call 09/01/46) |
82 | 90,325 | ||||||
5.50%, 02/15/49 (Call 08/15/48) |
196 | 223,912 | ||||||
Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) |
27 | 28,482 | ||||||
ONEOK Inc. |
||||||||
2.20%, 09/15/25 (Call 08/15/25) |
9 | 8,882 | ||||||
2.75%, 09/01/24 (Call 08/01/24) |
40 | 40,215 | ||||||
3.10%, 03/15/30 (Call 12/15/29) |
145 | 140,566 | ||||||
3.40%, 09/01/29 (Call 06/01/29) |
25 | 24,758 | ||||||
4.00%, 07/13/27 (Call 04/13/27) |
129 | 134,304 | ||||||
4.35%, 03/15/29 (Call 12/15/28) |
95 | 99,525 | ||||||
4.45%, 09/01/49 (Call 03/01/49) |
155 | 152,608 | ||||||
4.50%, 03/15/50 (Call 09/15/49) |
83 | 82,024 | ||||||
4.55%, 07/15/28 (Call 04/15/28) |
148 | 157,938 | ||||||
4.95%, 07/13/47 (Call 01/06/47) |
177 | 185,668 | ||||||
5.20%, 07/15/48 (Call 01/15/48) |
70 | 76,234 | ||||||
6.00%, 06/15/35 |
90 | 103,553 | ||||||
6.35%, 01/15/31 (Call 10/15/30) |
30 | 35,603 | ||||||
7.15%, 01/15/51 (Call 07/15/50) |
130 | 172,480 | ||||||
ONEOK Partners LP |
||||||||
4.90%, 03/15/25 (Call 12/15/24) |
155 | 164,334 | ||||||
6.13%, 02/01/41 (Call 08/01/40) |
89 | 102,516 | ||||||
6.20%, 09/15/43 (Call 03/15/43) |
116 | 134,025 | ||||||
6.65%, 10/01/36 |
40 | 48,226 | ||||||
6.85%, 10/15/37 |
25 | 30,909 | ||||||
Phillips 66 Partners LP |
||||||||
4.68%, 02/15/45 (Call 08/15/44) |
2 | 2,157 | ||||||
4.90%, 10/01/46 (Call 04/01/46) |
25 | 27,760 | ||||||
Plains All American Pipeline LP/PAA Finance Corp. |
||||||||
3.55%, 12/15/29 (Call 09/15/29) |
20 | 19,789 | ||||||
4.30%, 01/31/43 (Call 07/31/42) |
107 | 97,276 | ||||||
4.70%, 06/15/44 (Call 12/15/43) |
35 | 33,284 | ||||||
4.90%, 02/15/45 (Call 08/15/44) |
41 | 39,743 | ||||||
5.15%, 06/01/42 (Call 12/01/41) |
65 | 65,003 | ||||||
6.65%, 01/15/37 |
47 | 55,517 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
4.20%, 03/15/28 (Call 09/15/27) |
122 | 128,492 | ||||||
4.50%, 05/15/30 (Call 11/15/29) |
84 | 90,439 | ||||||
5.00%, 03/15/27 (Call 09/15/26) |
147 | 159,971 | ||||||
Spectra Energy Partners LP |
||||||||
3.38%, 10/15/26 (Call 07/15/26) |
95 | 97,803 | ||||||
3.50%, 03/15/25 (Call 12/15/24) |
15 | 15,416 | ||||||
4.50%, 03/15/45 (Call 09/15/44) |
94 | 97,793 | ||||||
5.95%, 09/25/43 (Call 03/25/43) |
27 | 33,901 | ||||||
TC PipeLines LP |
||||||||
3.90%, 05/25/27 (Call 02/25/27) |
95 | 100,774 | ||||||
4.38%, 03/13/25 (Call 12/13/24) |
50 | 52,549 | ||||||
Tennessee Gas Pipeline Co. LLC |
||||||||
7.00%, 03/15/27 |
50 | 59,904 | ||||||
7.63%, 04/01/37 |
10 | 13,045 | ||||||
Texas Eastern Transmission LP, 7.00%, 07/15/32 |
95 | 122,934 | ||||||
TransCanada PipeLines Ltd. |
||||||||
4.10%, 04/15/30 (Call 01/15/30) |
74 | 78,502 | ||||||
4.25%, 05/15/28 (Call 02/15/28) |
140 | 149,416 | ||||||
4.63%, 03/01/34 (Call 12/01/33) |
37 | 40,494 | ||||||
4.75%, 05/15/38 (Call 11/15/37) |
45 | 49,245 |
Security | Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
4.88%, 05/15/48 (Call 11/15/47) |
$ | 49 | $ | 55,480 | ||||
5.00%, 10/16/43 (Call 04/16/43) |
9 | 10,193 | ||||||
5.10%, 03/15/49 (Call 09/15/48) |
104 | 122,212 | ||||||
5.60%, 03/31/34 |
12 | 14,083 | ||||||
5.85%, 03/15/36 |
70 | 84,893 | ||||||
6.10%, 06/01/40 |
55 | 69,536 | ||||||
6.20%, 10/15/37 |
67 | 84,639 | ||||||
7.25%, 08/15/38 |
79 | 109,097 | ||||||
7.63%, 01/15/39 |
172 | 245,528 | ||||||
Transcontinental Gas Pipe Line Co. LLC |
||||||||
3.95%, 05/15/50 (Call 11/15/49) |
85 | 84,651 | ||||||
4.00%, 03/15/28 (Call 12/15/27) |
15 | 15,840 | ||||||
4.45%, 08/01/42 (Call 02/01/42) |
7 | 7,414 | ||||||
4.60%, 03/15/48 (Call 09/15/47) |
90 | 98,036 | ||||||
5.40%, 08/15/41 (Call 02/15/41) |
23 | 26,823 | ||||||
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27) |
80 | 85,419 | ||||||
Williams Companies Inc. (The) |
||||||||
3.75%, 06/15/27 (Call 03/15/27) |
95 | 99,037 | ||||||
4.85%, 03/01/48 (Call 09/01/47) |
30 | 32,609 | ||||||
4.90%, 01/15/45 (Call 07/15/44) |
97 | 104,481 | ||||||
5.10%, 09/15/45 (Call 03/15/45) |
206 | 227,894 | ||||||
5.40%, 03/04/44 (Call 09/04/43) |
43 | 48,307 | ||||||
5.75%, 06/24/44 (Call 12/24/43) |
30 | 35,353 | ||||||
5.80%, 11/15/43 (Call 05/15/43) |
26 | 30,764 | ||||||
6.30%, 04/15/40 |
105 | 129,670 | ||||||
8.75%, 03/15/32 |
58 | 81,619 | ||||||
Series A, 7.50%, 01/15/31 |
7 | 8,996 | ||||||
|
|
|||||||
12,537,926 | ||||||||
Real Estate — 0.0% | ||||||||
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) |
85 | 88,295 | ||||||
CBRE Services Inc. |
||||||||
2.50%, 04/01/31 (Call 01/01/31) |
215 | 203,527 | ||||||
4.88%, 03/01/26 (Call 12/01/25) |
518 | 562,626 | ||||||
|
|
|||||||
854,448 | ||||||||
Real Estate Investment Trusts — 0.9% | ||||||||
Alexandria Real Estate Equities Inc. |
||||||||
2.75%, 12/15/29 (Call 09/15/29) |
10 | 9,892 | ||||||
3.38%, 08/15/31 (Call 05/15/31) |
32 | 32,708 | ||||||
3.95%, 01/15/27 (Call 10/15/26) |
13 | 13,830 | ||||||
4.00%, 02/01/50 (Call 08/01/49) |
45 | 46,669 | ||||||
4.50%, 07/30/29 (Call 04/30/29) |
85 | 93,718 | ||||||
4.70%, 07/01/30 (Call 04/01/30) |
127 | 141,985 | ||||||
4.85%, 04/15/49 (Call 10/15/48) |
42 | 48,974 | ||||||
4.90%, 12/15/30 (Call 09/15/30) |
89 | 102,075 | ||||||
American Campus Communities Operating Partnership LP |
||||||||
2.85%, 02/01/30 (Call 11/01/29) |
133 | 129,019 | ||||||
3.30%, 07/15/26 (Call 05/15/26) |
50 | 51,446 | ||||||
3.63%, 11/15/27 (Call 08/15/27) |
92 | 95,295 | ||||||
American Homes 4 Rent LP |
||||||||
4.25%, 02/15/28 (Call 11/15/27) |
24 | 25,325 | ||||||
4.90%, 02/15/29 (Call 11/15/28) |
43 | 47,294 | ||||||
American Tower Corp. |
||||||||
2.10%, 06/15/30 (Call 03/15/30) |
45 | 40,805 | ||||||
2.40%, 03/15/25 (Call 02/15/25) |
502 | 500,449 | ||||||
2.75%, 01/15/27 (Call 11/15/26) |
200 | 199,738 | ||||||
2.90%, 01/15/30 (Call 10/15/29) |
25 | 24,135 | ||||||
2.95%, 01/15/25 (Call 12/15/24) |
195 | 197,135 |
52 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
2.95%, 01/15/51 (Call 07/15/50) |
$ | 150 | $ | 122,797 | ||||
3.00%, 06/15/23 |
200 | 202,968 | ||||||
3.10%, 06/15/50 (Call 12/15/49) |
164 | 137,565 | ||||||
3.13%, 01/15/27 (Call 10/15/26) |
65 | 65,690 | ||||||
3.38%, 05/15/24 (Call 04/15/24) |
90 | 91,996 | ||||||
3.38%, 10/15/26 (Call 07/15/26) |
225 | 230,942 | ||||||
3.55%, 07/15/27 (Call 04/15/27) |
50 | 51,432 | ||||||
3.60%, 01/15/28 (Call 10/15/27) |
215 | 220,685 | ||||||
3.70%, 10/15/49 (Call 04/15/49) |
67 | 62,470 | ||||||
3.80%, 08/15/29 (Call 05/15/29) |
255 | 263,568 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
106 | 110,083 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
327 | 340,436 | ||||||
4.40%, 02/15/26 (Call 11/15/25) |
125 | 132,605 | ||||||
5.00%, 02/15/24 |
245 | 258,090 | ||||||
AvalonBay Communities Inc. |
||||||||
2.30%, 03/01/30 (Call 12/01/29) |
27 | 26,113 | ||||||
3.30%, 06/01/29 (Call 03/01/29) |
32 | 33,167 | ||||||
3.90%, 10/15/46 (Call 04/15/46) |
29 | 31,196 | ||||||
4.35%, 04/15/48 (Call 10/15/47) |
127 | 145,542 | ||||||
Boston Properties LP |
||||||||
2.75%, 10/01/26 (Call 07/01/26) |
145 | 145,355 | ||||||
2.90%, 03/15/30 (Call 12/15/29) |
60 | 58,501 | ||||||
3.20%, 01/15/25 (Call 10/15/24) |
260 | 265,738 | ||||||
3.25%, 01/30/31 (Call 10/30/30) |
77 | 76,865 | ||||||
3.40%, 06/21/29 (Call 03/21/29) |
121 | 123,668 | ||||||
3.65%, 02/01/26 (Call 11/03/25) |
367 | 380,142 | ||||||
4.50%, 12/01/28 (Call 09/01/28) |
35 | 38,182 | ||||||
Brandywine Operating Partnership LP |
||||||||
3.95%, 11/15/27 (Call 08/15/27) |
70 | 73,058 | ||||||
4.55%, 10/01/29 (Call 07/01/29) |
10 | 10,726 | ||||||
Brixmor Operating Partnership LP |
||||||||
3.85%, 02/01/25 (Call 11/01/24) |
10 | 10,390 | ||||||
3.90%, 03/15/27 (Call 12/15/26) |
60 | 62,545 | ||||||
4.05%, 07/01/30 (Call 04/01/30) |
172 | 179,958 | ||||||
4.13%, 06/15/26 (Call 03/15/26) |
35 | 36,891 | ||||||
4.13%, 05/15/29 (Call 02/15/29) |
10 | 10,556 | ||||||
Camden Property Trust |
||||||||
2.80%, 05/15/30 (Call 02/15/30) |
30 | 29,728 | ||||||
3.15%, 07/01/29 (Call 04/01/29) |
55 | 56,126 | ||||||
3.35%, 11/01/49 (Call 05/01/49) |
30 | 29,543 | ||||||
4.10%, 10/15/28 (Call 07/15/28) |
15 | 16,226 | ||||||
Crown Castle International Corp. |
||||||||
3.10%, 11/15/29 (Call 08/15/29) |
90 | 88,584 | ||||||
3.25%, 01/15/51 (Call 07/15/50) |
18 | 15,557 | ||||||
3.30%, 07/01/30 (Call 04/01/30) |
175 | 173,561 | ||||||
3.65%, 09/01/27 (Call 06/01/27) |
115 | 119,051 | ||||||
3.70%, 06/15/26 (Call 03/15/26) |
65 | 67,451 | ||||||
3.80%, 02/15/28 (Call 11/15/27) |
137 | 142,392 | ||||||
4.00%, 03/01/27 (Call 12/01/26) |
15 | 15,747 | ||||||
4.00%, 11/15/49 (Call 05/15/49) |
120 | 117,570 | ||||||
4.15%, 07/01/50 (Call 01/01/50) |
10 | 9,966 | ||||||
4.30%, 02/15/29 (Call 11/15/28) |
135 | 143,640 | ||||||
4.45%, 02/15/26 (Call 11/15/25) |
164 | 174,281 | ||||||
4.75%, 05/15/47 (Call 11/15/46) |
144 | 158,148 | ||||||
5.20%, 02/15/49 (Call 08/15/48) |
161 | 185,651 | ||||||
CubeSmart LP |
||||||||
2.25%, 12/15/28 (Call 10/15/28) |
80 | 76,051 | ||||||
3.00%, 02/15/30 (Call 11/15/29) |
35 | 34,720 | ||||||
4.38%, 02/15/29 (Call 11/15/28) |
5 | 5,407 |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
CyrusOne LP/CyrusOne Finance Corp., 3.45%, 11/15/29 (Call 08/15/29) |
$ | 164 | $ | 173,748 | ||||
Digital Realty Trust LP |
||||||||
3.60%, 07/01/29 (Call 04/01/29) |
124 | 127,637 | ||||||
3.70%, 08/15/27 (Call 05/15/27) |
34 | 35,607 | ||||||
4.45%, 07/15/28 (Call 04/15/28) |
170 | 183,410 | ||||||
Duke Realty LP |
||||||||
2.88%, 11/15/29 (Call 08/15/29) |
25 | 24,987 | ||||||
3.05%, 03/01/50 (Call 09/01/49) |
56 | 49,334 | ||||||
3.25%, 06/30/26 (Call 03/30/26) |
27 | 27,744 | ||||||
3.38%, 12/15/27 (Call 09/15/27) |
10 | 10,350 | ||||||
4.00%, 09/15/28 (Call 06/15/28) |
20 | 21,437 | ||||||
Equinix Inc. |
||||||||
2.15%, 07/15/30 (Call 04/15/30) |
200 | 182,456 | ||||||
2.63%, 11/18/24 (Call 10/18/24) |
450 | 452,808 | ||||||
2.90%, 11/18/26 (Call 09/18/26) |
225 | 226,665 | ||||||
2.95%, 09/15/51 (Call 03/15/51) |
25 | 20,527 | ||||||
3.00%, 07/15/50 (Call 01/15/50) |
237 | 197,791 | ||||||
3.20%, 11/18/29 (Call 08/18/29) |
361 | 356,293 | ||||||
3.40%, 02/15/52 (Call 08/15/51) |
40 | 36,007 | ||||||
ERP Operating LP |
||||||||
1.85%, 08/01/31 (Call 05/01/31) |
65 | 59,931 | ||||||
2.50%, 02/15/30 (Call 11/15/29) |
74 | 72,464 | ||||||
2.85%, 11/01/26 (Call 08/01/26) |
12 | 12,284 | ||||||
3.00%, 07/01/29 (Call 04/01/29) |
55 | 55,635 | ||||||
3.25%, 08/01/27 (Call 05/01/27) |
10 | 10,356 | ||||||
3.50%, 03/01/28 (Call 12/01/27) |
24 | 25,271 | ||||||
4.00%, 08/01/47 (Call 02/01/47) |
5 | 5,455 | ||||||
4.15%, 12/01/28 (Call 09/01/28) |
5 | 5,410 | ||||||
4.50%, 07/01/44 (Call 01/01/44) |
45 | 51,881 | ||||||
4.50%, 06/01/45 (Call 12/01/44) |
11 | 12,718 | ||||||
Essex Portfolio LP |
||||||||
3.00%, 01/15/30 (Call 10/15/29) |
20 | 19,918 | ||||||
4.50%, 03/15/48 (Call 09/15/47) |
15 | 16,751 | ||||||
Federal Realty Investment Trust |
||||||||
3.20%, 06/15/29 (Call 03/15/29) |
4 | 4,060 | ||||||
4.50%, 12/01/44 (Call 06/01/44) |
20 | 21,876 | ||||||
GLP Capital LP/GLP Financing II Inc. |
||||||||
4.00%, 01/15/30 (Call 10/17/29) |
129 | 130,054 | ||||||
5.30%, 01/15/29 (Call 10/15/28) |
102 | 110,977 | ||||||
5.75%, 06/01/28 (Call 03/03/28) |
102 | 112,814 | ||||||
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) |
15 | 14,794 | ||||||
Healthpeak Properties Inc. |
||||||||
3.00%, 01/15/30 (Call 10/15/29) |
259 | 258,360 | ||||||
3.25%, 07/15/26 (Call 05/15/26) |
80 | 82,762 | ||||||
3.40%, 02/01/25 (Call 11/01/24) |
5 | 5,135 | ||||||
3.50%, 07/15/29 (Call 04/15/29) |
114 | 117,985 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
12 | 12,543 | ||||||
6.75%, 02/01/41 (Call 08/01/40) |
115 | 160,129 | ||||||
Highwoods Realty LP, 3.05%, 02/15/30 (Call 11/15/29) |
10 | 9,868 | ||||||
Host Hotels & Resorts LP |
||||||||
Series E, 4.00%, 06/15/25 (Call 03/15/25) |
165 | 170,834 | ||||||
Series F, 4.50%, 02/01/26 (Call 11/01/25) |
25 | 26,235 | ||||||
Series H, 3.38%, 12/15/29 (Call 09/16/29) |
10 | 9,857 | ||||||
Series I, 3.50%, 09/15/30 (Call 06/15/30) |
45 | 44,029 | ||||||
Series J, 2.90%, 12/15/31 (Call 09/15/31) |
80 | 73,933 | ||||||
Hudson Pacific Properties LP |
||||||||
3.25%, 01/15/30 (Call 10/15/29) |
10 | 9,974 | ||||||
3.95%, 11/01/27 (Call 08/01/27) |
25 | 26,012 |
S C H E D U L E O F I N V E S T M E N T S |
53 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
4.65%, 04/01/29 (Call 01/01/29) |
$ | 40 | $ | 43,408 | ||||
Kilroy Realty LP |
||||||||
2.50%, 11/15/32 (Call 08/15/32) |
35 | 32,147 | ||||||
3.05%, 02/15/30 (Call 11/15/29) |
59 | 57,995 | ||||||
3.45%, 12/15/24 (Call 09/15/24) |
30 | 30,750 | ||||||
4.25%, 08/15/29 (Call 05/15/29) |
125 | 132,835 | ||||||
4.38%, 10/01/25 (Call 07/01/25) |
55 | 57,982 | ||||||
4.75%, 12/15/28 (Call 09/15/28) |
100 | 108,846 | ||||||
Kimco Realty Corp. |
||||||||
2.80%, 10/01/26 (Call 07/01/26) |
15 | 15,075 | ||||||
3.70%, 10/01/49 (Call 04/01/49) |
102 | 98,939 | ||||||
3.80%, 04/01/27 (Call 01/01/27) |
25 | 26,262 | ||||||
4.13%, 12/01/46 (Call 06/01/46) |
107 | 110,599 | ||||||
4.25%, 04/01/45 (Call 10/01/44) |
25 | 26,233 | ||||||
4.45%, 09/01/47 (Call 03/01/47) |
80 | 87,705 | ||||||
Life Storage LP |
||||||||
2.40%, 10/15/31 (Call 07/15/31) |
45 | 41,766 | ||||||
3.88%, 12/15/27 (Call 09/15/27) |
10 | 10,603 | ||||||
4.00%, 06/15/29 (Call 03/15/29) |
35 | 37,110 | ||||||
Mid-America Apartments LP |
||||||||
2.75%, 03/15/30 (Call 12/15/29) |
12 | 11,837 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
22 | 23,522 | ||||||
4.20%, 06/15/28 (Call 03/15/28) |
2 | 2,155 | ||||||
National Retail Properties Inc. |
||||||||
2.50%, 04/15/30 (Call 01/15/30) |
10 | 9,594 | ||||||
3.10%, 04/15/50 (Call 10/15/49) |
10 | 8,695 | ||||||
4.30%, 10/15/28 (Call 07/15/28) |
10 | 10,708 | ||||||
Omega Healthcare Investors Inc., 3.63%, 10/01/29 (Call 07/01/29) |
77 | 75,830 | ||||||
Physicians Realty LP, 3.95%, 01/15/28 (Call 10/15/27) |
5 | 5,247 | ||||||
Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30) |
70 | 68,372 | ||||||
Prologis LP |
||||||||
2.13%, 04/15/27 (Call 02/15/27) |
185 | 182,046 | ||||||
2.25%, 04/15/30 (Call 01/15/30) |
192 | 184,449 | ||||||
3.00%, 04/15/50 (Call 10/15/49) |
101 | 92,897 | ||||||
3.25%, 10/01/26 (Call 07/01/26) |
22 | 22,861 | ||||||
3.88%, 09/15/28 (Call 06/15/28) |
105 | 112,038 | ||||||
4.38%, 02/01/29 (Call 11/01/28) |
35 | 38,540 | ||||||
4.38%, 09/15/48 (Call 03/15/48) |
100 | 113,477 | ||||||
Realty Income Corp. |
||||||||
3.25%, 06/15/29 (Call 03/15/29) |
10 | 10,251 | ||||||
3.65%, 01/15/28 (Call 10/15/27) |
97 | 101,281 | ||||||
4.65%, 03/15/47 (Call 09/15/46) |
58 | 67,359 | ||||||
Regency Centers LP |
||||||||
2.95%, 09/15/29 (Call 06/15/29) |
80 | 78,969 | ||||||
3.60%, 02/01/27 (Call 11/01/26) |
30 | 31,456 | ||||||
4.13%, 03/15/28 (Call 12/15/27) |
32 | 34,216 | ||||||
4.40%, 02/01/47 (Call 08/01/46) |
20 | 21,342 | ||||||
4.65%, 03/15/49 (Call 09/15/48) |
70 | 78,590 | ||||||
Sabra Health Care LP |
||||||||
3.20%, 12/01/31 (Call 09/01/31) |
50 | 46,417 | ||||||
3.90%, 10/15/29 (Call 07/15/29) |
85 | 84,839 | ||||||
Simon Property Group LP |
||||||||
2.45%, 09/13/29 (Call 06/13/29) |
60 | 57,980 | ||||||
2.65%, 02/01/32 (Call 11/01/31) |
50 | 48,081 | ||||||
3.25%, 11/30/26 (Call 08/30/26) |
25 | 25,720 | ||||||
3.25%, 09/13/49 (Call 03/13/49) |
210 | 193,496 | ||||||
3.38%, 12/01/27 (Call 09/01/27) |
30 | 30,940 | ||||||
3.80%, 07/15/50 (Call 01/15/50) |
87 | 87,980 |
Security | Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
4.25%, 10/01/44 (Call 04/01/44) |
$ | 50 | $ | 53,300 | ||||
4.25%, 11/30/46 (Call 05/30/46) |
27 | 29,219 | ||||||
4.75%, 03/15/42 (Call 09/15/41) |
5 | 5,617 | ||||||
6.75%, 02/01/40 (Call 11/01/39) |
9 | 12,248 | ||||||
SITE Centers Corp., 4.70%, 06/01/27 (Call 03/01/27) |
137 | 146,438 | ||||||
Spirit Realty LP |
||||||||
3.40%, 01/15/30 (Call 10/15/29) |
10 | 9,980 | ||||||
4.00%, 07/15/29 (Call 04/15/29) |
30 | 31,205 | ||||||
STORE Capital Corp., 4.63%, 03/15/29 (Call 12/15/28) |
59 | 63,332 | ||||||
Tanger Properties LP, 3.88%, 07/15/27 (Call 04/15/27) |
25 | 25,851 | ||||||
UDR Inc. |
||||||||
3.00%, 08/15/31 (Call 05/15/31) |
90 | 88,716 | ||||||
3.10%, 11/01/34 (Call 08/01/34) |
25 | 24,219 | ||||||
3.20%, 01/15/30 (Call 10/15/29) |
10 | 10,025 | ||||||
3.50%, 01/15/28 (Call 10/15/27) |
25 | 25,731 | ||||||
4.40%, 01/26/29 (Call 10/26/28) |
30 | 32,407 | ||||||
Ventas Realty LP |
||||||||
2.65%, 01/15/25 (Call 12/15/24) |
40 | 40,216 | ||||||
3.00%, 01/15/30 (Call 10/15/29) |
55 | 54,388 | ||||||
3.25%, 10/15/26 (Call 07/15/26) |
25 | 25,581 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
55 | 56,431 | ||||||
3.85%, 04/01/27 (Call 01/01/27) |
70 | 73,779 | ||||||
4.00%, 03/01/28 (Call 12/01/27) |
5 | 5,314 | ||||||
4.13%, 01/15/26 (Call 10/15/25) |
105 | 110,717 | ||||||
4.38%, 02/01/45 (Call 08/01/44) |
21 | 22,042 | ||||||
4.40%, 01/15/29 (Call 10/15/28) |
87 | 94,328 | ||||||
4.75%, 11/15/30 (Call 08/15/30) |
45 | 50,278 | ||||||
4.88%, 04/15/49 (Call 10/15/48) |
79 | 90,803 | ||||||
5.70%, 09/30/43 (Call 03/30/43) |
48 | 59,512 | ||||||
Welltower Inc. |
||||||||
2.70%, 02/15/27 (Call 12/15/26) |
110 | 110,846 | ||||||
3.10%, 01/15/30 (Call 10/15/29) |
20 | 20,012 | ||||||
3.63%, 03/15/24 (Call 02/15/24) |
215 | 220,928 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
95 | 99,432 | ||||||
4.13%, 03/15/29 (Call 12/15/28) |
65 | 69,580 | ||||||
4.25%, 04/01/26 (Call 01/01/26) |
116 | 123,422 | ||||||
4.25%, 04/15/28 (Call 01/15/28) |
74 | 79,440 | ||||||
4.95%, 09/01/48 (Call 03/01/48) |
28 | 33,033 | ||||||
6.50%, 03/15/41 (Call 09/15/40) |
80 | 107,016 | ||||||
Weyerhaeuser Co. |
||||||||
3.38%, 03/09/33 (Call 12/09/32) |
60 | 60,474 | ||||||
4.00%, 11/15/29 (Call 08/15/29) |
164 | 174,816 | ||||||
4.00%, 04/15/30 (Call 01/15/30) |
342 | 363,054 | ||||||
4.00%, 03/09/52 |
35 | 35,524 | ||||||
6.95%, 10/01/27 |
90 | 108,319 | ||||||
7.38%, 03/15/32 |
319 | 428,915 | ||||||
8.50%, 01/15/25 |
55 | 64,415 | ||||||
WP Carey Inc. |
||||||||
2.45%, 02/01/32 (Call 11/01/31) |
35 | 32,348 | ||||||
3.85%, 07/15/29 (Call 04/15/29) |
30 | 31,422 | ||||||
|
|
|||||||
17,621,031 | ||||||||
Retail — 0.8% | ||||||||
AutoNation Inc. |
||||||||
3.80%, 11/15/27 (Call 08/15/27) |
195 | 202,135 | ||||||
3.85%, 03/01/32 (Call 12/01/31) |
100 | 101,089 | ||||||
4.75%, 06/01/30 (Call 03/01/30) |
166 | 179,058 | ||||||
Best Buy Co. Inc. |
||||||||
1.95%, 10/01/30 (Call 07/01/30) |
990 | 903,424 | ||||||
4.45%, 10/01/28 (Call 07/01/28) |
691 | 744,718 |
54 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Retail (continued) |
||||||||
Darden Restaurants Inc. |
||||||||
3.85%, 05/01/27 (Call 02/01/27) |
$ | 213 | $ | 224,340 | ||||
4.55%, 02/15/48 (Call 08/15/47) |
178 | 181,450 | ||||||
Dollar General Corp., 4.13%, 04/03/50 (Call 10/03/49) |
64 | 66,088 | ||||||
Home Depot Inc. (The) |
||||||||
1.50%, 09/15/28 (Call 07/15/28) |
100 | 94,634 | ||||||
1.88%, 09/15/31 (Call 06/15/31) |
100 | 92,877 | ||||||
2.13%, 09/15/26 (Call 06/15/26) |
100 | 100,088 | ||||||
2.50%, 04/15/27 (Call 02/15/27) |
172 | 173,619 | ||||||
2.70%, 04/01/23 (Call 01/01/23) |
1,002 | 1,013,092 | ||||||
2.70%, 04/15/30 (Call 01/15/30) |
358 | 357,681 | ||||||
2.75%, 09/15/51 (Call 03/15/51) |
50 | 44,438 | ||||||
2.80%, 09/14/27 (Call 06/14/27) |
80 | 81,877 | ||||||
2.95%, 06/15/29 (Call 03/15/29) |
800 | 817,352 | ||||||
3.00%, 04/01/26 (Call 01/01/26) |
5 | 5,181 | ||||||
3.13%, 12/15/49 (Call 06/15/49) |
152 | 143,255 | ||||||
3.30%, 04/15/40 (Call 10/15/39) |
51 | 51,017 | ||||||
3.35%, 09/15/25 (Call 06/15/25) |
230 | 239,080 | ||||||
3.35%, 04/15/50 (Call 10/15/49) |
77 | 75,451 | ||||||
3.50%, 09/15/56 (Call 03/15/56) |
90 | 90,009 | ||||||
3.75%, 02/15/24 (Call 11/15/23) |
82 | 84,904 | ||||||
3.90%, 12/06/28 (Call 09/06/28) |
190 | 205,242 | ||||||
3.90%, 06/15/47 (Call 12/15/46) |
85 | 90,327 | ||||||
4.20%, 04/01/43 (Call 10/01/42) |
70 | 77,596 | ||||||
4.25%, 04/01/46 (Call 10/01/45) |
149 | 165,685 | ||||||
4.40%, 03/15/45 (Call 09/15/44) |
185 | 208,921 | ||||||
4.50%, 12/06/48 (Call 06/06/48) |
145 | 167,993 | ||||||
4.88%, 02/15/44 (Call 08/15/43) |
55 | 65,960 | ||||||
5.40%, 09/15/40 (Call 03/15/40) |
45 | 56,327 | ||||||
5.88%, 12/16/36 |
255 | 336,873 | ||||||
5.95%, 04/01/41 (Call 10/01/40) |
186 | 246,590 | ||||||
Kohl’s Corp., 5.55%, 07/17/45 (Call 01/17/45) |
17 | 17,375 | ||||||
Lowe’s Companies Inc. |
||||||||
2.50%, 04/15/26 (Call 01/15/26) |
59 | 59,620 | ||||||
3.00%, 10/15/50 (Call 04/15/50) |
78 | 67,890 | ||||||
3.10%, 05/03/27 (Call 02/03/27) |
200 | 205,974 | ||||||
3.13%, 09/15/24 (Call 06/15/24) |
12 | 12,284 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
110 | 114,065 | ||||||
3.65%, 04/05/29 (Call 01/05/29) |
215 | 225,380 | ||||||
3.70%, 04/15/46 (Call 10/15/45) |
185 | 180,408 | ||||||
3.88%, 09/15/23 (Call 06/15/23) |
100 | 102,796 | ||||||
4.00%, 04/15/25 (Call 03/15/25) |
175 | 184,000 | ||||||
4.05%, 05/03/47 (Call 11/03/46) |
200 | 205,552 | ||||||
4.38%, 09/15/45 (Call 03/15/45) |
139 | 148,113 | ||||||
4.50%, 04/15/30 (Call 01/15/30) |
225 | 248,132 | ||||||
4.55%, 04/05/49 (Call 10/05/48) |
130 | 144,812 | ||||||
4.65%, 04/15/42 (Call 10/15/41) |
85 | 94,766 | ||||||
5.00%, 04/15/40 (Call 10/15/39) |
104 | 119,374 | ||||||
5.13%, 04/15/50 (Call 10/15/49) |
106 | 127,673 | ||||||
5.50%, 10/15/35 |
63 | 76,943 | ||||||
6.50%, 03/15/29 |
15 | 18,225 | ||||||
McDonald’s Corp. |
||||||||
3.63%, 05/01/43 |
83 | 81,129 | ||||||
3.63%, 09/01/49 (Call 03/01/49) |
152 | 149,474 | ||||||
3.70%, 02/15/42 |
50 | 49,680 | ||||||
3.80%, 04/01/28 (Call 01/01/28) |
126 | 133,939 | ||||||
4.20%, 04/01/50 (Call 10/01/49) |
82 | 87,742 | ||||||
4.45%, 03/01/47 (Call 09/01/46) |
127 | 139,028 | ||||||
4.45%, 09/01/48 (Call 03/01/48) |
41 | 45,075 | ||||||
4.60%, 05/26/45 (Call 11/26/44) |
105 | 116,153 |
Security | Par (000) |
Value | ||||||
Retail (continued) |
||||||||
4.70%, 12/09/35 (Call 06/09/35) |
$ | 124 | $ | 140,664 | ||||
4.88%, 07/15/40 |
70 | 80,732 | ||||||
4.88%, 12/09/45 (Call 06/09/45) |
120 | 137,538 | ||||||
5.70%, 02/01/39 |
69 | 84,675 | ||||||
6.30%, 10/15/37 |
67 | 88,746 | ||||||
6.30%, 03/01/38 |
75 | 98,325 | ||||||
O’Reilly Automotive Inc. |
||||||||
3.90%, 06/01/29 (Call 03/01/29) |
20 | 21,026 | ||||||
4.20%, 04/01/30 (Call 01/01/30) |
62 | 66,471 | ||||||
Starbucks Corp. |
||||||||
2.00%, 03/12/27 (Call 01/12/27) |
190 | 185,375 | ||||||
2.25%, 03/12/30 (Call 12/12/29) |
100 | 94,456 | ||||||
3.35%, 03/12/50 (Call 09/12/49) |
70 | 63,685 | ||||||
3.50%, 03/01/28 (Call 12/01/27) |
136 | 141,496 | ||||||
3.50%, 11/15/50 (Call 05/15/50) |
70 | 65,698 | ||||||
3.55%, 08/15/29 (Call 05/15/29) |
70 | 72,862 | ||||||
3.75%, 12/01/47 (Call 06/01/47) |
93 | 90,159 | ||||||
4.00%, 11/15/28 (Call 08/15/28) |
37 | 39,637 | ||||||
4.30%, 06/15/45 (Call 12/10/44) |
37 | 38,727 | ||||||
4.45%, 08/15/49 (Call 02/15/49) |
71 | 76,314 | ||||||
4.50%, 11/15/48 (Call 05/15/48) |
85 | 92,309 | ||||||
Target Corp. |
||||||||
1.95%, 01/15/27 (Call 12/15/26) |
35 | 34,699 | ||||||
2.25%, 04/15/25 (Call 03/15/25) |
147 | 147,992 | ||||||
2.35%, 02/15/30 (Call 11/15/29) |
86 | 84,522 | ||||||
2.50%, 04/15/26 |
85 | 86,954 | ||||||
2.65%, 09/15/30 (Call 06/15/30) |
105 | 105,359 | ||||||
2.95%, 01/15/52 (Call 07/15/51) |
150 | 141,488 | ||||||
3.38%, 04/15/29 (Call 01/15/29) |
230 | 243,814 | ||||||
3.50%, 07/01/24 |
137 | 142,607 | ||||||
3.63%, 04/15/46 |
146 | 153,741 | ||||||
3.90%, 11/15/47 (Call 05/15/47) |
20 | 22,000 | ||||||
4.00%, 07/01/42 |
146 | 161,749 | ||||||
6.50%, 10/15/37 |
230 | 323,113 | ||||||
7.00%, 01/15/38 |
110 | 161,038 | ||||||
TJX Companies Inc. (The) |
||||||||
2.25%, 09/15/26 (Call 06/15/26) |
65 | 65,111 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
142 | 152,281 | ||||||
4.50%, 04/15/50 (Call 10/15/49)(d) |
36 | 44,167 | ||||||
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30) |
174 | 154,803 | ||||||
Walgreens Boots Alliance Inc. |
||||||||
0.95%, 11/17/23 (Call 05/17/22) |
200 | 197,150 | ||||||
4.10%, 04/15/50 (Call 10/15/49) |
23 | 23,065 | ||||||
|
|
|||||||
14,968,521 | ||||||||
Semiconductors — 0.7% | ||||||||
Analog Devices Inc. |
||||||||
2.80%, 10/01/41 (Call 04/01/41) |
25 | 23,002 | ||||||
5.30%, 12/15/45 (Call 06/15/45) |
15 | 19,171 | ||||||
Applied Materials Inc. |
||||||||
2.75%, 06/01/50 (Call 12/01/49) |
25 | 22,652 | ||||||
3.30%, 04/01/27 (Call 01/01/27) |
541 | 565,080 | ||||||
3.90%, 10/01/25 (Call 07/01/25) |
132 | 139,469 | ||||||
4.35%, 04/01/47 (Call 10/01/46) |
271 | 310,585 | ||||||
5.10%, 10/01/35 (Call 04/01/35) |
20 | 24,344 | ||||||
5.85%, 06/15/41 |
240 | 319,673 | ||||||
Broadcom Inc. |
||||||||
3.14%, 11/15/35 (Call 08/15/35)(b) |
45 | 41,702 | ||||||
3.19%, 11/15/36 (Call 08/15/36)(b) |
39 | 36,200 | ||||||
3.42%, 04/15/33 (Call 01/15/33)(b) |
159 | 155,209 | ||||||
3.47%, 04/15/34 (Call 01/15/34)(b) |
104 | 100,849 |
S C H E D U L E O F I N V E S T M E N T S |
55 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Semiconductors (continued) |
||||||||
3.50%, 02/15/41 (Call 08/15/40)(b) |
$ | 118 | $ | 109,038 | ||||
3.75%, 02/15/51 (Call 08/15/50)(b) |
74 | 69,115 | ||||||
4.30%, 11/15/32 (Call 08/15/32) |
318 | 335,140 | ||||||
5.00%, 04/15/30 (Call 01/15/30) |
120 | 132,624 | ||||||
Intel Corp. |
||||||||
1.60%, 08/12/28 (Call 06/12/28) |
75 | 71,128 | ||||||
2.00%, 08/12/31 (Call 05/12/31) |
100 | 93,169 | ||||||
2.45%, 11/15/29 (Call 08/15/29) |
160 | 156,712 | ||||||
2.60%, 05/19/26 (Call 02/19/26) |
225 | 229,491 | ||||||
2.70%, 06/17/24 (Call 04/17/24) |
30 | 30,586 | ||||||
2.80%, 08/12/41 (Call 02/12/41) |
60 | 54,068 | ||||||
2.88%, 05/11/24 (Call 03/11/24) |
271 | 277,209 | ||||||
3.05%, 08/12/51 (Call 02/12/51) |
10 | 9,037 | ||||||
3.10%, 02/15/60 (Call 08/15/59) |
27 | 23,617 | ||||||
3.15%, 05/11/27 (Call 02/11/27) |
135 | 139,932 | ||||||
3.20%, 08/12/61 (Call 02/12/61) |
5 | 4,433 | ||||||
3.25%, 11/15/49 (Call 05/15/49) |
175 | 163,413 | ||||||
3.40%, 03/25/25 (Call 02/25/25) |
261 | 270,373 | ||||||
3.70%, 07/29/25 (Call 04/29/25) |
134 | 140,254 | ||||||
3.73%, 12/08/47 (Call 06/08/47) |
189 | 191,147 | ||||||
3.75%, 03/25/27 (Call 01/25/27) |
88 | 93,624 | ||||||
3.90%, 03/25/30 (Call 12/25/29) |
87 | 93,818 | ||||||
4.00%, 12/15/32 |
181 | 199,303 | ||||||
4.10%, 05/19/46 (Call 11/19/45) |
74 | 79,096 | ||||||
4.10%, 05/11/47 (Call 11/11/46) |
100 | 106,708 | ||||||
4.25%, 12/15/42 |
45 | 49,357 | ||||||
4.60%, 03/25/40 (Call 09/25/39) |
335 | 379,046 | ||||||
4.75%, 03/25/50 (Call 09/25/49) |
178 | 208,970 | ||||||
4.80%, 10/01/41 |
100 | 117,712 | ||||||
4.90%, 07/29/45 (Call 01/29/45) |
77 | 91,451 | ||||||
4.95%, 03/25/60 (Call 09/25/59)(d) |
135 | 165,494 | ||||||
KLA Corp. |
||||||||
3.30%, 03/01/50 (Call 08/28/49) |
65 | 61,422 | ||||||
5.00%, 03/15/49 (Call 09/15/48) |
35 | 42,192 | ||||||
Lam Research Corp. |
||||||||
2.88%, 06/15/50 (Call 12/15/49) |
96 | 85,770 | ||||||
3.13%, 06/15/60 (Call 12/15/59) |
65 | 58,657 | ||||||
3.75%, 03/15/26 (Call 01/15/26) |
334 | 353,258 | ||||||
3.80%, 03/15/25 (Call 12/15/24) |
54 | 56,501 | ||||||
4.00%, 03/15/29 (Call 12/15/28) |
226 | 245,102 | ||||||
4.88%, 03/15/49 (Call 09/15/48) |
175 | 212,002 | ||||||
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27) |
35 | 36,570 | ||||||
Micron Technology Inc. |
||||||||
2.70%, 04/15/32 (Call 01/15/32) |
50 | 46,738 | ||||||
3.48%, 11/01/51 (Call 05/01/51) |
75 | 66,440 | ||||||
4.19%, 02/15/27 (Call 12/15/26) |
149 | 157,642 | ||||||
4.66%, 02/15/30 (Call 11/15/29) |
67 | 72,654 | ||||||
4.98%, 02/06/26 (Call 12/06/25) |
185 | 199,817 | ||||||
5.33%, 02/06/29 (Call 11/06/28) |
128 | 143,027 | ||||||
NVIDIA Corp. |
||||||||
2.00%, 06/15/31 (Call 03/15/31) |
415 | 390,415 | ||||||
2.85%, 04/01/30 (Call 01/01/30) |
365 | 369,555 | ||||||
3.20%, 09/16/26 (Call 06/16/26) |
685 | 714,880 | ||||||
3.50%, 04/01/40 (Call 10/01/39) |
225 | 231,163 | ||||||
3.50%, 04/01/50 (Call 10/01/49) |
297 | 304,532 | ||||||
3.70%, 04/01/60 (Call 10/01/59) |
30 | 31,328 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc. |
||||||||
2.50%, 05/11/31 (Call 02/11/31)(b) |
320 | 297,859 | ||||||
3.25%, 11/30/51 (Call 05/30/51)(b) |
5 | 4,389 |
Security |
Par (000) |
Value | ||||||
Semiconductors (continued) |
||||||||
QUALCOMM Inc. |
||||||||
4.30%, 05/20/47 (Call 11/20/46) |
$ | 90 | $ | 101,751 | ||||
4.80%, 05/20/45 (Call 11/20/44) |
229 | 272,870 | ||||||
Texas Instruments Inc. |
||||||||
1.38%, 03/12/25 (Call 02/12/25) |
653 | 641,990 | ||||||
1.75%, 05/04/30 (Call 02/04/30) |
170 | 160,237 | ||||||
1.90%, 09/15/31 (Call 06/15/31) |
80 | 75,462 | ||||||
2.25%, 09/04/29 (Call 06/04/29) |
129 | 127,224 | ||||||
2.63%, 05/15/24 (Call 03/15/24) |
620 | 630,211 | ||||||
2.70%, 09/15/51 (Call 03/15/51) |
100 | 90,259 | ||||||
2.90%, 11/03/27 (Call 08/03/27) |
370 | 383,705 | ||||||
3.88%, 03/15/39 (Call 09/15/38) |
153 | 166,761 | ||||||
4.15%, 05/15/48 (Call 11/15/47) |
300 | 340,947 | ||||||
TSMC Arizona Corp., 3.25%, 10/25/51 (Call 04/25/51) |
35 | 33,371 | ||||||
|
|
|||||||
13,049,702 | ||||||||
Shipbuilding — 0.0% | ||||||||
Huntington Ingalls Industries Inc. |
||||||||
3.48%, 12/01/27 (Call 09/01/27) |
65 | 66,640 | ||||||
3.84%, 05/01/25 (Call 04/01/25) |
140 | 144,871 | ||||||
4.20%, 05/01/30 (Call 02/01/30) |
109 | 116,718 | ||||||
|
|
|||||||
328,229 | ||||||||
Software — 1.2% | ||||||||
Activision Blizzard Inc. |
||||||||
2.50%, 09/15/50 (Call 03/15/50) |
124 | 104,099 | ||||||
3.40%, 06/15/27 (Call 03/15/27) |
60 | 62,818 | ||||||
4.50%, 06/15/47 (Call 12/15/46) |
114 | 132,066 | ||||||
Adobe Inc. |
||||||||
1.90%, 02/01/25 (Call 01/01/25) |
743 | 743,253 | ||||||
2.15%, 02/01/27 (Call 12/01/26) |
249 | 247,887 | ||||||
2.30%, 02/01/30 (Call 11/01/29) |
465 | 453,133 | ||||||
3.25%, 02/01/25 (Call 11/01/24) |
365 | 376,888 | ||||||
Autodesk Inc. |
||||||||
2.40%, 12/15/31 (Call 09/15/31) |
105 | 97,276 | ||||||
2.85%, 01/15/30 (Call 10/15/29) |
370 | 361,501 | ||||||
3.50%, 06/15/27 (Call 03/15/27) |
331 | 344,730 | ||||||
4.38%, 06/15/25 (Call 03/15/25) |
170 | 179,421 | ||||||
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) |
182 | 191,084 | ||||||
Citrix Systems Inc. |
||||||||
3.30%, 03/01/30 (Call 12/01/29) |
129 | 129,530 | ||||||
4.50%, 12/01/27 (Call 09/01/27) |
250 | 258,580 | ||||||
Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25) |
439 | 477,114 | ||||||
Fidelity National Information Services Inc., 4.50%, 08/15/46 (Call 02/15/46) |
67 | 73,697 | ||||||
Fiserv Inc. |
||||||||
3.50%, 07/01/29 (Call 04/01/29) |
75 | 76,120 | ||||||
3.85%, 06/01/25 (Call 03/01/25) |
82 | 85,397 | ||||||
4.20%, 10/01/28 (Call 07/01/28) |
96 | 102,380 | ||||||
4.40%, 07/01/49 (Call 01/01/49) |
158 | 168,344 | ||||||
Microsoft Corp. |
||||||||
2.00%, 08/08/23 (Call 06/08/23) |
1,202 | 1,213,203 | ||||||
2.38%, 05/01/23 (Call 02/01/23) |
410 | 414,153 | ||||||
2.40%, 08/08/26 (Call 05/08/26) |
2,059 | 2,092,603 | ||||||
2.53%, 06/01/50 (Call 12/01/49) |
330 | 293,080 | ||||||
2.68%, 06/01/60 (Call 12/01/59) |
502 | 442,563 | ||||||
2.70%, 02/12/25 (Call 11/12/24) |
1,190 | 1,220,869 | ||||||
2.88%, 02/06/24 (Call 12/06/23) |
945 | 967,812 | ||||||
2.92%, 03/17/52 (Call 09/17/51) |
1,305 | 1,246,993 | ||||||
3.04%, 03/17/62 (Call 09/17/61) |
291 | 278,414 |
56 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Software (continued) |
||||||||
3.13%, 11/03/25 (Call 08/03/25) |
$ | 1,512 | $ | 1,570,272 | ||||
3.30%, 02/06/27 (Call 11/06/26) |
849 | 897,699 | ||||||
3.45%, 08/08/36 (Call 02/08/36) |
370 | 397,195 | ||||||
3.50%, 02/12/35 (Call 08/12/34) |
305 | 329,461 | ||||||
3.50%, 11/15/42 |
30 | 31,645 | ||||||
3.63%, 12/15/23 (Call 09/15/23) |
945 | 980,022 | ||||||
3.70%, 08/08/46 (Call 02/08/46) |
65 | 70,317 | ||||||
3.75%, 02/12/45 (Call 08/12/44) |
5 | 5,396 | ||||||
4.10%, 02/06/37 (Call 08/06/36) |
100 | 114,443 | ||||||
4.20%, 11/03/35 (Call 05/03/35) |
5 | 5,760 | ||||||
4.25%, 02/06/47 (Call 08/06/46) |
55 | 64,897 | ||||||
4.45%, 11/03/45 (Call 05/03/45) |
10 | 11,990 | ||||||
Oracle Corp. |
||||||||
3.60%, 04/01/40 (Call 10/01/39) |
112 | 101,380 | ||||||
3.60%, 04/01/50 (Call 10/01/49) |
367 | 318,717 | ||||||
3.80%, 11/15/37 (Call 05/15/37) |
307 | 291,911 | ||||||
3.85%, 07/15/36 (Call 01/15/36) |
59 | 56,986 | ||||||
3.85%, 04/01/60 (Call 10/01/59) |
408 | 351,598 | ||||||
3.90%, 05/15/35 (Call 11/15/34) |
87 | 85,223 | ||||||
3.95%, 03/25/51 (Call 09/25/50) |
151 | 138,487 | ||||||
4.00%, 07/15/46 (Call 01/15/46) |
227 | 208,586 | ||||||
4.00%, 11/15/47 (Call 05/15/47) |
229 | 209,787 | ||||||
4.10%, 03/25/61 (Call 09/25/60) |
39 | 35,191 | ||||||
4.13%, 05/15/45 (Call 11/15/44) |
117 | 109,124 | ||||||
4.30%, 07/08/34 (Call 01/08/34) |
210 | 216,724 | ||||||
4.38%, 05/15/55 (Call 11/15/54) |
176 | 167,348 | ||||||
4.50%, 07/08/44 (Call 01/08/44) |
100 | 99,444 | ||||||
5.38%, 07/15/40 |
142 | 155,817 | ||||||
6.13%, 07/08/39 |
69 | 82,658 | ||||||
6.50%, 04/15/38 |
56 | 69,304 | ||||||
Roper Technologies Inc. |
||||||||
2.35%, 09/15/24 (Call 08/15/24) |
213 | 213,831 | ||||||
2.95%, 09/15/29 (Call 06/15/29) |
110 | 108,946 | ||||||
3.65%, 09/15/23 (Call 08/15/23) |
345 | 353,715 | ||||||
3.80%, 12/15/26 (Call 09/15/26) |
134 | 141,006 | ||||||
3.85%, 12/15/25 (Call 09/15/25) |
60 | 62,821 | ||||||
4.20%, 09/15/28 (Call 06/15/28) |
205 | 218,963 | ||||||
salesforce.com Inc. |
||||||||
2.90%, 07/15/51 (Call 01/15/51) |
355 | 323,703 | ||||||
3.05%, 07/15/61 (Call 01/15/61) |
125 | 112,807 | ||||||
3.25%, 04/11/23 (Call 03/11/23) |
1,345 | 1,371,900 | ||||||
3.70%, 04/11/28 (Call 01/11/28) |
320 | 341,485 | ||||||
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) |
80 | 70,547 | ||||||
VMware Inc. |
||||||||
3.90%, 08/21/27 (Call 05/21/27) |
260 | 271,929 | ||||||
4.50%, 05/15/25 (Call 04/15/25) |
175 | 185,302 | ||||||
4.65%, 05/15/27 (Call 03/15/27) |
170 | 184,052 | ||||||
4.70%, 05/15/30 (Call 02/15/30) |
138 | 151,496 | ||||||
|
|
|||||||
24,124,893 | ||||||||
Telecommunications — 1.3% | ||||||||
America Movil SAB de CV |
||||||||
6.13%, 11/15/37 |
2 | 2,537 | ||||||
6.13%, 03/30/40 |
267 | 341,173 | ||||||
AT&T Inc. |
||||||||
3.30%, 02/01/52 (Call 08/01/51) |
75 | 66,548 | ||||||
3.50%, 06/01/41 (Call 12/01/40) |
240 | 228,151 | ||||||
3.50%, 09/15/53 (Call 03/15/53) |
524 | 480,178 | ||||||
3.50%, 02/01/61 (Call 08/01/60) |
361 | 318,759 | ||||||
3.55%, 09/15/55 (Call 03/15/55) |
521 | 472,521 | ||||||
3.65%, 06/01/51 (Call 12/01/50) |
219 | 206,924 |
Security | Par (000) |
Value | ||||||
Telecommunications (continued) |
||||||||
3.65%, 09/15/59 (Call 03/15/59) |
$ | 438 | $ | 397,564 | ||||
3.80%, 12/01/57 (Call 06/01/57) |
375 | 352,879 | ||||||
3.85%, 06/01/60 (Call 12/01/59) |
130 | 121,659 | ||||||
4.30%, 02/15/30 (Call 11/15/29) |
331 | 360,413 | ||||||
4.30%, 12/15/42 (Call 06/15/42) |
15 | 15,582 | ||||||
4.35%, 06/15/45 (Call 12/15/44) |
50 | 51,710 | ||||||
4.50%, 05/15/35 (Call 11/15/34) |
284 | 311,985 | ||||||
4.50%, 03/09/48 (Call 09/09/47) |
277 | 297,382 | ||||||
4.55%, 03/09/49 (Call 09/09/48) |
141 | 152,796 | ||||||
4.65%, 06/01/44 (Call 12/01/43) |
85 | 91,785 | ||||||
4.75%, 05/15/46 (Call 11/15/45) |
15 | 16,652 | ||||||
4.80%, 06/15/44 (Call 12/15/43) |
10 | 11,024 | ||||||
4.85%, 03/01/39 (Call 09/01/38) |
70 | 78,002 | ||||||
4.85%, 07/15/45 (Call 01/15/45) |
100 | 111,236 | ||||||
4.90%, 08/15/37 (Call 02/14/37) |
83 | 93,768 | ||||||
4.90%, 06/15/42 |
142 | 159,722 | ||||||
5.15%, 03/15/42 |
65 | 75,171 | ||||||
5.15%, 02/15/50 (Call 08/14/49) |
207 | 243,680 | ||||||
5.25%, 03/01/37 (Call 09/01/36) |
115 | 135,196 | ||||||
5.35%, 09/01/40 |
28 | 33,302 | ||||||
5.45%, 03/01/47 (Call 09/01/46) |
120 | 145,878 | ||||||
5.55%, 08/15/41 |
20 | 24,219 | ||||||
5.65%, 02/15/47 (Call 08/15/46) |
25 | 31,183 | ||||||
5.70%, 03/01/57 (Call 09/01/56) |
47 | 59,467 | ||||||
6.00%, 08/15/40 (Call 05/15/40) |
40 | 50,098 | ||||||
6.15%, 09/15/34 |
15 | 18,531 | ||||||
6.30%, 01/15/38 |
10 | 12,885 | ||||||
6.55%, 02/15/39 |
18 | 23,390 | ||||||
British Telecommunications PLC |
||||||||
4.50%, 12/04/23 (Call 11/04/23) |
410 | 424,645 | ||||||
5.13%, 12/04/28 (Call 09/24/28) |
145 | 157,003 | ||||||
9.63%, 12/15/30 |
577 | 807,910 | ||||||
Cisco Systems Inc. |
||||||||
2.20%, 09/20/23 (Call 07/20/23) |
551 | 556,604 | ||||||
2.50%, 09/20/26 (Call 06/20/26) |
242 | 247,324 | ||||||
2.60%, 02/28/23 |
210 | 212,652 | ||||||
2.95%, 02/28/26 |
175 | 181,393 | ||||||
3.50%, 06/15/25 |
60 | 62,781 | ||||||
3.63%, 03/04/24 |
385 | 399,511 | ||||||
5.50%, 01/15/40 |
295 | 379,810 | ||||||
5.90%, 02/15/39 |
162 | 215,194 | ||||||
Corning Inc. |
||||||||
3.90%, 11/15/49 (Call 05/15/49) |
32 | 32,322 | ||||||
4.38%, 11/15/57 (Call 05/15/57) |
96 | 101,060 | ||||||
4.75%, 03/15/42 |
56 | 64,356 | ||||||
5.35%, 11/15/48 (Call 05/15/48) |
49 | 61,178 | ||||||
5.45%, 11/15/79 (Call 05/15/79) |
120 | 138,923 | ||||||
5.75%, 08/15/40 |
68 | 85,562 | ||||||
5.85%, 11/15/68 (Call 05/15/68) |
90 | 116,007 | ||||||
Deutsche Telekom International Finance BV, 8.75%, 06/15/30 |
348 | 482,112 | ||||||
Juniper Networks Inc., 5.95%, 03/15/41 |
59 | 71,026 | ||||||
Koninklijke KPN NV, 8.38%, 10/01/30 |
780 | 1,048,554 | ||||||
Motorola Solutions Inc. |
||||||||
2.30%, 11/15/30 (Call 08/15/30) |
45 | 41,362 | ||||||
4.00%, 09/01/24 |
380 | 392,924 | ||||||
4.60%, 02/23/28 (Call 11/23/27) |
458 | 494,200 | ||||||
4.60%, 05/23/29 (Call 02/23/29) |
147 | 158,623 | ||||||
5.50%, 09/01/44 |
195 | 226,498 |
S C H E D U L E O F I N V E S T M E N T S |
57 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Telecommunications (continued) |
||||||||
Orange SA |
||||||||
5.38%, 01/13/42 |
$ | 320 | $ | 387,082 | ||||
5.50%, 02/06/44 (Call 08/06/43) |
100 | 125,663 | ||||||
9.00%, 03/01/31 |
525 | 751,422 | ||||||
Rogers Communications Inc. |
||||||||
2.90%, 11/15/26 (Call 08/15/26) |
84 | 85,558 | ||||||
3.00%, 03/15/23 (Call 12/15/22) |
116 | 117,146 | ||||||
3.63%, 12/15/25 (Call 09/15/25) |
337 | 349,402 | ||||||
3.70%, 11/15/49 (Call 05/15/49) |
75 | 67,736 | ||||||
4.10%, 10/01/23 (Call 07/01/23) |
249 | 255,516 | ||||||
4.30%, 02/15/48 (Call 08/15/47) |
180 | 178,583 | ||||||
4.35%, 05/01/49 (Call 11/01/48) |
210 | 209,544 | ||||||
4.50%, 03/15/43 (Call 09/15/42) |
62 | 64,626 | ||||||
5.00%, 03/15/44 (Call 09/15/43) |
170 | 183,576 | ||||||
5.45%, 10/01/43 (Call 04/01/43) |
50 | 57,461 | ||||||
7.50%, 08/15/38 |
17 | 24,091 | ||||||
Telefonica Emisiones SA |
||||||||
4.10%, 03/08/27 |
50 | 52,811 | ||||||
4.67%, 03/06/38 |
10 | 10,373 | ||||||
4.90%, 03/06/48 |
200 | 208,706 | ||||||
5.21%, 03/08/47 |
45 | 48,895 | ||||||
5.52%, 03/01/49 (Call 09/01/48) |
182 | 205,283 | ||||||
7.05%, 06/20/36 |
358 | 464,448 | ||||||
Telefonica Europe BV, 8.25%, 09/15/30 |
100 | 134,219 | ||||||
TELUS Corp. |
||||||||
2.80%, 02/16/27 (Call 11/16/26) |
85 | 85,990 | ||||||
3.40%, 05/13/32 (Call 02/13/32) |
50 | 50,546 | ||||||
3.70%, 09/15/27 (Call 06/15/27) |
105 | 110,556 | ||||||
4.30%, 06/15/49 (Call 12/15/48) |
106 | 116,217 | ||||||
4.60%, 11/16/48 (Call 05/16/48) |
56 | 62,746 | ||||||
T-Mobile USA Inc. |
||||||||
3.30%, 02/15/51 (Call 08/15/50) |
50 | 43,569 | ||||||
3.40%, 10/15/52 (Call 04/15/52)(b) |
150 | 132,604 | ||||||
3.60%, 11/15/60 (Call 05/15/60) |
115 | 100,864 | ||||||
3.60%, 11/15/60 (Call 05/15/60)(b) |
125 | 109,795 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
370 | 382,513 | ||||||
4.38%, 04/15/40 (Call 10/15/39) |
159 | 165,424 | ||||||
4.50%, 04/15/50 (Call 10/15/49) |
330 | 344,233 | ||||||
Verizon Communications Inc. |
||||||||
2.85%, 09/03/41 (Call 03/03/41) |
220 | 196,887 | ||||||
2.88%, 11/20/50 (Call 05/20/50) |
120 | 102,659 | ||||||
2.99%, 10/30/56 (Call 04/30/56) |
476 | 405,833 | ||||||
3.00%, 11/20/60 (Call 05/20/60) |
86 | 71,439 | ||||||
3.55%, 03/22/51 (Call 09/22/50) |
205 | 198,376 | ||||||
3.70%, 03/22/61 (Call 09/22/60) |
522 | 498,040 | ||||||
3.85%, 11/01/42 (Call 05/01/42) |
236 | 238,636 | ||||||
3.88%, 03/01/52 (Call 09/01/51) |
50 | 51,748 | ||||||
4.13%, 08/15/46 |
159 | 167,177 | ||||||
4.27%, 01/15/36 |
280 | 306,908 | ||||||
4.40%, 11/01/34 (Call 05/01/34) |
476 | 523,238 | ||||||
4.50%, 08/10/33 |
339 | 376,910 | ||||||
4.52%, 09/15/48 |
120 | 136,181 | ||||||
4.67%, 03/15/55 |
50 | 58,047 | ||||||
4.75%, 11/01/41 |
239 | 269,996 | ||||||
4.81%, 03/15/39 |
217 | 252,879 | ||||||
4.86%, 08/21/46 |
413 | 495,860 | ||||||
5.25%, 03/16/37 |
230 | 276,874 | ||||||
5.50%, 03/16/47 |
47 | 60,057 | ||||||
5.85%, 09/15/35 |
50 | 62,936 | ||||||
6.55%, 09/15/43 |
20 | 28,475 |
Security | Par (000) |
Value | ||||||
Telecommunications (continued) |
||||||||
7.75%, 12/01/30 |
$ | 5 | $ | 6,772 | ||||
Vodafone Group PLC |
||||||||
3.75%, 01/16/24 |
135 | 139,747 | ||||||
4.13%, 05/30/25 |
681 | 716,119 | ||||||
4.25%, 09/17/50 |
175 | 179,268 | ||||||
4.38%, 05/30/28 |
335 | 362,386 | ||||||
4.38%, 02/19/43 |
62 | 64,079 | ||||||
4.88%, 06/19/49 |
240 | 266,998 | ||||||
5.00%, 05/30/38 |
123 | 139,496 | ||||||
5.13%, 06/19/59 |
125 | 143,145 | ||||||
5.25%, 05/30/48 |
154 | 178,923 | ||||||
6.15%, 02/27/37 |
305 | 379,045 | ||||||
6.25%, 11/30/32 |
65 | 80,539 | ||||||
7.88%, 02/15/30 |
125 | 165,819 | ||||||
|
|
|||||||
26,042,174 | ||||||||
Toys, Games & Hobbies — 0.1% | ||||||||
Hasbro Inc. |
||||||||
3.00%, 11/19/24 (Call 10/19/24) |
335 | 339,620 | ||||||
3.50%, 09/15/27 (Call 06/15/27) |
199 | 204,703 | ||||||
3.55%, 11/19/26 (Call 09/19/26) |
174 | 179,756 | ||||||
3.90%, 11/19/29 (Call 08/19/29) |
856 | 894,956 | ||||||
5.10%, 05/15/44 (Call 11/15/43) |
220 | 249,425 | ||||||
6.35%, 03/15/40 |
5 | 6,373 | ||||||
|
|
|||||||
1,874,833 | ||||||||
Transportation — 0.6% | ||||||||
Burlington Northern Santa Fe LLC |
||||||||
2.88%, 06/15/52 (Call 12/15/51) |
25 | 22,486 | ||||||
3.05%, 02/15/51 (Call 08/15/50) |
52 | 48,248 | ||||||
3.55%, 02/15/50 (Call 08/15/49) |
43 | 43,584 | ||||||
3.90%, 08/01/46 (Call 02/01/46) |
67 | 71,021 | ||||||
4.05%, 06/15/48 (Call 12/15/47) |
65 | 70,698 | ||||||
4.13%, 06/15/47 (Call 12/15/46) |
37 | 40,599 | ||||||
4.15%, 04/01/45 (Call 10/01/44) |
57 | 61,998 | ||||||
4.15%, 12/15/48 (Call 06/15/48) |
18 | 19,889 | ||||||
4.38%, 09/01/42 (Call 03/01/42) |
10 | 11,206 | ||||||
4.40%, 03/15/42 (Call 09/15/41) |
10 | 11,209 | ||||||
4.45%, 03/15/43 (Call 09/15/42) |
105 | 118,812 | ||||||
4.55%, 09/01/44 (Call 03/01/44) |
20 | 22,861 | ||||||
4.70%, 09/01/45 (Call 03/01/45) |
20 | 23,381 | ||||||
4.90%, 04/01/44 (Call 10/01/43) |
40 | 48,183 | ||||||
4.95%, 09/15/41 (Call 03/15/41) |
2 | 2,382 | ||||||
5.05%, 03/01/41 (Call 09/01/40) |
31 | 37,255 | ||||||
5.15%, 09/01/43 (Call 03/01/43) |
77 | 94,852 | ||||||
5.40%, 06/01/41 (Call 12/01/40) |
35 | 43,762 | ||||||
5.75%, 05/01/40 (Call 11/01/39) |
140 | 179,871 | ||||||
6.15%, 05/01/37 |
5 | 6,643 | ||||||
6.20%, 08/15/36 |
25 | 33,627 | ||||||
Canadian National Railway Co. |
||||||||
2.45%, 05/01/50 (Call 11/01/49) |
50 | 41,514 | ||||||
3.20%, 08/02/46 (Call 02/02/46) |
139 | 133,211 | ||||||
3.65%, 02/03/48 (Call 08/03/47) |
57 | 58,680 | ||||||
4.45%, 01/20/49 (Call 07/20/48) |
40 | 46,009 | ||||||
6.20%, 06/01/36 |
55 | 72,187 | ||||||
6.25%, 08/01/34 |
10 | 13,037 | ||||||
6.38%, 11/15/37 |
41 | 54,655 | ||||||
Canadian Pacific Railway Co. |
||||||||
1.75%, 12/02/26 (Call 11/02/26) |
30 | 29,134 | ||||||
2.45%, 12/02/31 (Call 09/02/31) |
70 | 67,195 | ||||||
3.00%, 12/02/41 (Call 06/02/41) |
45 | 41,853 |
58 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Transportation (continued) |
||||||||
3.10%, 12/02/51 (Call 06/02/51) |
$ | 60 | $ | 54,515 | ||||
4.80%, 09/15/35 (Call 03/15/35) |
50 | 57,965 | ||||||
4.80%, 08/01/45 (Call 02/01/45) |
70 | 81,731 | ||||||
5.95%, 05/15/37 |
30 | 38,735 | ||||||
6.13%, 09/15/2115 (Call 03/15/15) |
95 | 125,510 | ||||||
7.13%, 10/15/31 |
25 | 32,987 | ||||||
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) |
160 | 173,418 | ||||||
CSX Corp. |
||||||||
2.40%, 02/15/30 (Call 11/15/29) |
59 | 57,211 | ||||||
2.50%, 05/15/51 (Call 11/15/50) |
30 | 24,711 | ||||||
3.35%, 09/15/49 (Call 03/15/49) |
35 | 33,406 | ||||||
3.80%, 11/01/46 (Call 05/01/46) |
99 | 100,638 | ||||||
3.80%, 04/15/50 (Call 10/15/49) |
105 | 107,933 | ||||||
3.95%, 05/01/50 (Call 11/01/49) |
83 | 87,314 | ||||||
4.10%, 03/15/44 (Call 09/15/43) |
69 | 73,323 | ||||||
4.25%, 11/01/66 (Call 05/01/66) |
45 | 48,608 | ||||||
4.30%, 03/01/48 (Call 09/01/47) |
95 | 104,253 | ||||||
4.40%, 03/01/43 (Call 09/01/42) |
38 | 41,326 | ||||||
4.50%, 03/15/49 (Call 09/15/48) |
93 | 105,283 | ||||||
4.50%, 08/01/54 (Call 02/01/54) |
70 | 80,062 | ||||||
4.65%, 03/01/68 (Call 09/01/67) |
148 | 169,796 | ||||||
4.75%, 05/30/42 (Call 11/30/41) |
120 | 136,844 | ||||||
4.75%, 11/15/48 (Call 05/15/48) |
28 | 32,648 | ||||||
5.50%, 04/15/41 (Call 10/15/40) |
110 | 135,378 | ||||||
6.00%, 10/01/36 |
107 | 137,008 | ||||||
6.15%, 05/01/37 |
44 | 57,108 | ||||||
6.22%, 04/30/40 |
40 | 53,378 | ||||||
FedEx Corp. |
||||||||
3.88%, 08/01/42 |
10 | 9,996 | ||||||
3.90%, 02/01/35 |
49 | 51,235 | ||||||
4.05%, 02/15/48 (Call 08/15/47) |
75 | 76,123 | ||||||
4.10%, 04/15/43 |
53 | 54,170 | ||||||
4.10%, 02/01/45 |
60 | 61,081 | ||||||
4.40%, 01/15/47 (Call 07/15/46) |
60 | 63,750 | ||||||
4.55%, 04/01/46 (Call 10/01/45) |
178 | 193,838 | ||||||
4.75%, 11/15/45 (Call 05/15/45) |
123 | 136,930 | ||||||
4.90%, 01/15/34 |
22 | 25,218 | ||||||
4.95%, 10/17/48 (Call 04/17/48) |
31 | 35,718 | ||||||
5.10%, 01/15/44 |
70 | 81,254 | ||||||
5.25%, 05/15/50 (Call 11/15/49) |
264 | 316,985 | ||||||
Kansas City Southern |
||||||||
2.88%, 11/15/29 (Call 08/15/29) |
330 | 327,878 | ||||||
3.50%, 05/01/50 (Call 11/01/49) |
60 | 57,705 | ||||||
4.20%, 11/15/69 (Call 05/15/69) |
220 | 229,942 | ||||||
4.30%, 05/15/43 (Call 11/15/42) |
122 | 130,165 | ||||||
4.70%, 05/01/48 (Call 11/01/47) |
201 | 230,336 | ||||||
4.95%, 08/15/45 (Call 02/15/45) |
350 | 408,541 | ||||||
Norfolk Southern Corp. |
||||||||
2.55%, 11/01/29 (Call 08/01/29) |
145 | 143,520 | ||||||
2.90%, 08/25/51 (Call 02/25/51) |
66 | 58,021 | ||||||
3.16%, 05/15/55 (Call 11/15/54) |
65 | 59,701 | ||||||
3.40%, 11/01/49 (Call 05/01/49) |
76 | 73,310 | ||||||
3.94%, 11/01/47 (Call 05/01/47) |
55 | 57,653 | ||||||
3.95%, 10/01/42 (Call 04/01/42) |
32 | 33,657 | ||||||
4.05%, 08/15/52 (Call 02/15/52) |
99 | 106,064 | ||||||
4.10%, 05/15/49 (Call 11/15/48) |
375 | 404,587 | ||||||
4.15%, 02/28/48 (Call 08/28/47) |
154 | 166,077 | ||||||
4.45%, 06/15/45 (Call 12/15/44) |
56 | 62,742 | ||||||
4.65%, 01/15/46 (Call 07/15/45) |
100 | 114,665 |
Security | Par (000) |
Value | ||||||
Transportation (continued) |
||||||||
4.84%, 10/01/41 |
$ | 125 | $ | 146,437 | ||||
Ryder System Inc. |
||||||||
1.75%, 09/01/26 (Call 08/01/26) |
135 | 129,920 | ||||||
2.50%, 09/01/24 (Call 08/01/24) |
355 | 356,470 | ||||||
2.85%, 03/01/27 (Call 02/01/27) |
45 | 45,127 | ||||||
3.65%, 03/18/24 (Call 02/18/24) |
240 | 247,214 | ||||||
3.75%, 06/09/23 (Call 05/09/23) |
302 | 308,680 | ||||||
3.88%, 12/01/23 (Call 11/01/23) |
70 | 72,173 | ||||||
4.63%, 06/01/25 (Call 05/01/25) |
283 | 301,058 | ||||||
Union Pacific Corp. |
||||||||
2.95%, 03/10/52 (Call 09/10/51) |
35 | 31,787 | ||||||
3.25%, 02/05/50 (Call 08/05/49) |
15 | 14,402 | ||||||
3.35%, 08/15/46 (Call 02/15/46) |
44 | 42,544 | ||||||
3.38%, 02/01/35 (Call 08/01/34) |
60 | 61,628 | ||||||
3.55%, 08/15/39 (Call 02/15/39) |
105 | 106,792 | ||||||
3.55%, 05/20/61 (Call 11/20/60) |
50 | 48,505 | ||||||
3.60%, 09/15/37 (Call 03/15/37) |
25 | 25,928 | ||||||
3.75%, 02/05/70 (Call 08/05/69) |
72 | 71,804 | ||||||
3.80%, 10/01/51 (Call 04/01/51) |
59 | 61,602 | ||||||
3.80%, 04/06/71 (Call 10/06/70) |
45 | 45,416 | ||||||
3.84%, 03/20/60 (Call 09/20/59) |
77 | 79,288 | ||||||
3.88%, 02/01/55 (Call 08/01/54) |
60 | 62,264 | ||||||
3.95%, 08/15/59 (Call 02/15/59) |
75 | 78,607 | ||||||
4.00%, 04/15/47 (Call 10/15/46) |
25 | 26,761 | ||||||
4.05%, 11/15/45 (Call 05/15/45) |
64 | 68,431 | ||||||
4.05%, 03/01/46 (Call 09/01/45) |
35 | 37,669 | ||||||
4.10%, 09/15/67 (Call 03/15/67) |
55 | 58,982 | ||||||
4.50%, 09/10/48 (Call 03/10/48) |
300 | 343,467 | ||||||
United Parcel Service Inc. |
||||||||
3.40%, 11/15/46 (Call 05/15/46) |
76 | 77,377 | ||||||
3.40%, 09/01/49 (Call 03/01/49) |
120 | 123,841 | ||||||
3.63%, 10/01/42 |
40 | 41,990 | ||||||
3.75%, 11/15/47 (Call 05/15/47) |
140 | 150,753 | ||||||
4.25%, 03/15/49 (Call 09/15/48) |
45 | 52,263 | ||||||
4.88%, 11/15/40 (Call 05/15/40) |
45 | 54,036 | ||||||
5.20%, 04/01/40 (Call 10/01/39) |
60 | 74,741 | ||||||
5.30%, 04/01/50 (Call 10/01/49) |
128 | 171,835 | ||||||
6.20%, 01/15/38 |
86 | 116,827 | ||||||
|
|
|||||||
11,228,612 | ||||||||
Trucking & Leasing — 0.0% | ||||||||
GATX Corp. |
||||||||
3.10%, 06/01/51 (Call 12/01/50) |
45 | 38,981 | ||||||
3.25%, 03/30/25 (Call 12/30/24) |
85 | 86,902 | ||||||
3.25%, 09/15/26 (Call 06/15/26) |
85 | 87,001 | ||||||
3.50%, 03/15/28 (Call 12/15/27) |
45 | 46,570 | ||||||
3.85%, 03/30/27 (Call 12/30/26) |
15 | 15,760 | ||||||
4.35%, 02/15/24 (Call 01/15/24) |
50 | 52,077 | ||||||
4.55%, 11/07/28 (Call 08/07/28) |
179 | 197,133 | ||||||
4.70%, 04/01/29 (Call 01/01/29) |
10 | 11,001 | ||||||
5.20%, 03/15/44 (Call 09/15/43) |
85 | 98,154 | ||||||
|
|
|||||||
633,579 | ||||||||
Water — 0.1% | ||||||||
American Water Capital Corp. |
||||||||
2.80%, 05/01/30 (Call 02/01/30) |
97 | 95,802 | ||||||
3.45%, 06/01/29 (Call 03/01/29) |
97 | 100,141 | ||||||
3.45%, 05/01/50 (Call 11/01/49) |
160 | 152,862 | ||||||
3.75%, 09/01/47 (Call 03/01/47) |
252 | 251,030 | ||||||
4.00%, 12/01/46 (Call 06/01/46) |
46 | 47,588 | ||||||
4.15%, 06/01/49 (Call 12/01/48) |
83 | 86,744 |
S C H E D U L E O F I N V E S T M E N T S |
59 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Water (continued) |
||||||||
4.20%, 09/01/48 (Call 03/01/48) |
$ | 111 | $ | 117,317 | ||||
4.30%, 12/01/42 (Call 06/01/42) |
50 | 53,940 | ||||||
4.30%, 09/01/45 (Call 03/01/45) |
15 | 16,025 | ||||||
6.59%, 10/15/37 |
25 | 33,764 | ||||||
Essential Utilities Inc. |
||||||||
2.70%, 04/15/30 (Call 01/15/30) |
37 | 35,936 | ||||||
3.35%, 04/15/50 (Call 10/15/49) |
193 | 177,890 | ||||||
3.57%, 05/01/29 (Call 02/01/29) |
70 | 72,397 | ||||||
4.28%, 05/01/49 (Call 11/01/48) |
108 | 114,941 | ||||||
United Utilities PLC, 6.88%, 08/15/28 |
25 | 30,975 | ||||||
Veolia Environnement SA, 6.75%, 06/01/38 |
30 | 41,645 | ||||||
|
|
|||||||
1,428,997 | ||||||||
|
|
|||||||
Total
Corporate Bonds & Notes — 26.7% |
529,433,213 | |||||||
|
|
|||||||
Foreign Government Obligations(f) | ||||||||
Canada — 0.2% | ||||||||
Hydro-Quebec |
||||||||
Series HH, 8.50%, 12/01/29 |
180 | 258,086 | ||||||
Series HK, 9.38%, 04/15/30 |
60 | 90,260 | ||||||
Series HQ, 9.50%, 11/15/30 |
100 | 154,613 | ||||||
Series IO, 8.05%, 07/07/24 |
1,249 | 1,418,202 | ||||||
Province of Alberta Canada |
||||||||
1.30%, 07/22/30 |
441 | 409,543 | ||||||
1.88%, 11/13/24 |
200 | 200,664 | ||||||
2.95%, 01/23/24 |
70 | 71,776 | ||||||
3.30%, 03/15/28 |
649 | 691,140 | ||||||
Province of Ontario Canada |
||||||||
1.13%, 10/07/30 |
40 | 36,686 | ||||||
1.60%, 02/25/31 |
115 | 109,272 | ||||||
Province of Quebec Canada |
||||||||
1.90%, 04/21/31 |
55 | 53,736 | ||||||
Series PD, 7.50%, 09/15/29 |
544 | 739,329 | ||||||
|
|
|||||||
4,233,307 | ||||||||
Chile — 0.0% | ||||||||
Chile Government International Bond |
||||||||
3.10%, 01/22/61 (Call 07/22/60) |
65 | 52,829 | ||||||
3.25%, 09/21/71 (Call 03/21/71) |
20 | 16,172 | ||||||
3.50%, 01/25/50 (Call 07/25/49) |
482 | 439,083 | ||||||
3.86%, 06/21/47 |
30 | 29,289 | ||||||
|
|
|||||||
537,373 | ||||||||
Hungary — 0.0% | ||||||||
Hungary Government International Bond, 7.63%, 03/29/41 |
178 | 260,752 | ||||||
|
|
|||||||
Indonesia — 0.0% | ||||||||
Indonesia Government International Bond |
||||||||
3.20%, 09/23/61 (Call 03/23/61) |
15 | 12,787 | ||||||
3.35%, 03/12/71 |
65 | 54,788 | ||||||
3.50%, 02/14/50 |
110 | 103,252 | ||||||
3.70%, 10/30/49 |
20 | 19,142 | ||||||
4.10%, 04/24/28 |
250 | 268,307 | ||||||
4.20%, 10/15/50 |
15 | 15,590 | ||||||
4.45%, 04/15/70 |
442 | 459,751 | ||||||
5.35%, 02/11/49 |
30 | 35,443 | ||||||
|
|
|||||||
969,060 |
Security | Par (000) |
Value | ||||||
Israel — 0.1% |
||||||||
Israel Government International Bond |
||||||||
3.88%, 07/03/50 |
$ | 625 | $ | 667,925 | ||||
4.13%, 01/17/48 |
245 | 272,886 | ||||||
4.50%, 01/30/43 |
85 | 100,278 | ||||||
4.50%, April 03, 2120 |
105 | 117,653 | ||||||
|
|
|||||||
1,158,742 | ||||||||
Italy — 0.1% | ||||||||
Republic of Italy Government International Bond |
||||||||
2.88%, 10/17/29 |
30 | 29,584 | ||||||
4.00%, 10/17/49 |
307 | 311,175 | ||||||
5.38%, 06/15/33 |
916 | 1,081,027 | ||||||
|
|
|||||||
1,421,786 | ||||||||
Mexico — 0.2% | ||||||||
Mexico Government International Bond |
||||||||
3.77%, 05/24/61 (Call 11/24/60) |
10 | 8,093 | ||||||
4.35%, 01/15/47 |
207 | 192,580 | ||||||
4.50%, 04/22/29 |
255 | 270,443 | ||||||
4.50%, 01/31/50 (Call 07/31/49) |
297 | 280,261 | ||||||
4.60%, 01/23/46 |
297 | 285,785 | ||||||
4.60%, 02/10/48 |
282 | 269,098 | ||||||
4.75%, 03/08/44 |
385 | 381,493 | ||||||
5.55%, 01/21/45 |
315 | 344,475 | ||||||
5.75%, October 12, 2110 |
304 | 309,673 | ||||||
6.05%, 01/11/40 |
368 | 419,818 | ||||||
6.75%, 09/27/34 |
376 | 463,849 | ||||||
7.50%, 04/08/33 |
90 | 118,716 | ||||||
8.30%, 08/15/31 |
270 | 373,364 | ||||||
|
|
|||||||
3,717,648 | ||||||||
Panama — 0.1% | ||||||||
Panama Government International Bond |
||||||||
3.87%, 07/23/60 (Call 01/23/60) |
105 | 90,111 | ||||||
4.30%, 04/29/53 |
20 | 18,771 | ||||||
4.50%, 05/15/47 (Call 11/15/46) |
25 | 24,579 | ||||||
4.50%, 04/01/56 (Call 10/01/55) |
507 | 486,766 | ||||||
6.70%, 01/26/36 |
577 | 711,164 | ||||||
9.38%, 04/01/29 |
167 | 227,835 | ||||||
|
|
|||||||
1,559,226 | ||||||||
Peru — 0.1% | ||||||||
Peruvian Government International Bond |
||||||||
2.78%, 12/01/60 (Call 06/01/60) |
50 | 38,236 | ||||||
3.00%, 01/15/34 (Call 10/15/33) |
80 | 74,025 | ||||||
3.23%, July 28, 2121 (Call 01/28/21) |
110 | 81,891 | ||||||
3.30%, 03/11/41 (Call 09/11/40) |
30 | 26,948 | ||||||
3.55%, 03/10/51 (Call 09/10/50) |
20 | 18,221 | ||||||
3.60%, 01/15/72 (Call 07/15/71) |
10 | 8,400 | ||||||
5.63%, 11/18/50 |
247 | 309,955 | ||||||
6.55%, 03/14/37 |
281 | 356,687 | ||||||
8.75%, 11/21/33 |
392 | 572,700 | ||||||
|
|
|||||||
1,487,063 | ||||||||
Philippines — 0.1% | ||||||||
Philippine Government International Bond |
||||||||
3.70%, 03/01/41 |
312 | 300,690 | ||||||
3.70%, 02/02/42 |
152 | 146,631 | ||||||
3.95%, 01/20/40 |
97 | 96,605 | ||||||
5.00%, 01/13/37 |
282 | 320,600 | ||||||
6.38%, 01/15/32 |
120 | 150,990 | ||||||
6.38%, 10/23/34 |
257 | 330,094 | ||||||
7.75%, 01/14/31 |
130 | 174,968 |
60 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Philippines (continued) |
||||||||
9.50%, 02/02/30 |
$ | 282 | $ | 406,757 | ||||
|
|
|||||||
1,927,335 | ||||||||
South Korea — 0.0% | ||||||||
Korea International Bond |
||||||||
3.88%, 09/20/48 |
245 | 301,178 | ||||||
4.13%, 06/10/44 |
435 | 540,283 | ||||||
|
|
|||||||
841,461 | ||||||||
Supranational — 2.1% | ||||||||
Asian Development Bank |
||||||||
6.22%, 08/15/27(d) |
285 | 343,565 | ||||||
6.38%, 10/01/28 |
96 | 121,055 | ||||||
Council of Europe Development Bank |
||||||||
1.38%, 02/27/25 |
145 | 143,672 | ||||||
2.50%, 02/27/24 |
500 | 509,705 | ||||||
European Investment Bank |
||||||||
0.75%, 10/26/26 |
240 | 228,912 | ||||||
2.38%, 05/24/27 |
665 | 683,022 | ||||||
2.50%, 03/15/23 |
365 | 370,147 | ||||||
2.88%, 08/15/23 |
714 | 729,922 | ||||||
3.13%, 12/14/23 |
560 | 576,660 | ||||||
3.25%, 01/29/24 |
504 | 520,798 | ||||||
4.88%, 02/15/36 |
993 | 1,322,160 | ||||||
Inter-American Development Bank |
||||||||
0.50%, 05/24/23 |
170 | 168,487 | ||||||
0.63%, 07/15/25 |
240 | 231,074 | ||||||
0.63%, 09/16/27 |
275 | 256,883 | ||||||
0.88%, 04/03/25 |
1,140 | 1,111,523 | ||||||
0.88%, 04/20/26 |
255 | 245,223 | ||||||
1.13%, 07/20/28 |
160 | 152,546 | ||||||
1.13%, 01/13/31 |
320 | 299,302 | ||||||
1.75%, 03/14/25 |
425 | 425,731 | ||||||
2.00%, 06/02/26(d) |
105 | 105,625 | ||||||
2.00%, 07/23/26 |
170 | 171,505 | ||||||
2.13%, 01/15/25 |
550 | 557,293 | ||||||
2.25%, 06/18/29 |
690 | 705,256 | ||||||
2.38%, 07/07/27 |
682 | 699,998 | ||||||
2.63%, 01/16/24 |
400 | 408,568 | ||||||
3.00%, 10/04/23 |
450 | 461,304 | ||||||
3.00%, 02/21/24 |
1,065 | 1,096,023 | ||||||
3.13%, 09/18/28 |
810 | 870,815 | ||||||
3.20%, 08/07/42 |
335 | 371,502 | ||||||
3.88%, 10/28/41 |
610 | 742,846 | ||||||
4.38%, 01/24/44 |
530 | 696,902 | ||||||
7.00%, 06/15/25 |
15 | 17,454 | ||||||
International Bank for Reconstruction & Development |
|
|||||||
0.25%, 11/24/23 |
270 | 264,608 | ||||||
0.38%, 07/28/25 |
220 | 209,953 | ||||||
0.63%, 04/22/25 |
1,550 | 1,498,431 | ||||||
0.75%, 03/11/25 |
225 | 218,851 | ||||||
0.75%, 11/24/27 |
1,620 | 1,520,953 | ||||||
0.75%, 08/26/30 |
1,950 | 1,773,934 | ||||||
0.88%, 05/14/30 |
1,575 | 1,449,331 | ||||||
1.50%, 08/28/24 |
1,470 | 1,467,457 | ||||||
1.63%, 01/15/25 |
1,108 | 1,107,357 | ||||||
1.75%, 04/19/23 |
280 | 281,660 | ||||||
1.75%, 10/23/29 |
82 | 80,982 | ||||||
1.88%, 06/19/23 |
205 | 206,562 | ||||||
1.88%, 10/27/26 |
1,984 | 1,992,333 | ||||||
2.13%, 03/03/25 |
1,240 | 1,255,971 |
Security |
Par (000) |
Value | ||||||
Supranational (continued) |
||||||||
2.50%, 03/19/24 |
$ | 1,845 | $ | 1,882,417 | ||||
2.50%, 11/25/24 |
818 | 837,215 | ||||||
2.50%, 07/29/25 |
1,786 | 1,829,650 | ||||||
2.50%, 11/22/27 |
1,400 | 1,446,578 | ||||||
3.00%, 09/27/23 |
2,383 | 2,443,099 | ||||||
3.13%, 11/20/25 |
680 | 712,429 | ||||||
4.75%, 02/15/35 |
314 | 403,405 | ||||||
Series GDIF, 0.65%, 02/10/26 (Call 05/10/22) |
160 | 151,246 | ||||||
International Finance Corp. |
||||||||
0.38%, 07/16/25 |
185 | 176,699 | ||||||
0.50%, 03/20/23 |
1,000 | 992,860 | ||||||
0.75%, 08/27/30 |
180 | 164,002 | ||||||
1.38%, 10/16/24 |
1,561 | 1,552,227 | ||||||
2.13%, 04/07/26 |
340 | 343,723 | ||||||
2.88%, 07/31/23 |
140 | 143,028 | ||||||
|
|
|||||||
41,752,439 | ||||||||
Uruguay — 0.1% | ||||||||
Uruguay Government International Bond |
||||||||
4.13%, 11/20/45 |
115 | 125,495 | ||||||
4.98%, 04/20/55 |
264 | 312,779 | ||||||
5.10%, 06/18/50 |
462 | 551,942 | ||||||
7.63%, 03/21/36 |
153 | 218,194 | ||||||
|
|
|||||||
1,208,410 | ||||||||
|
|
|||||||
Total
Foreign Government Obligations — 3.1% |
|
61,074,602 | ||||||
|
|
|||||||
Municipal Debt Obligations |
||||||||
California — 0.0% | ||||||||
State of California GO BAB, 7.55%, 04/01/39 |
35 | 54,453 | ||||||
|
|
|||||||
Illinois — 0.0% | ||||||||
State of Illinois GO, 5.10%, 06/01/33 |
95 | 104,708 | ||||||
|
|
|||||||
Total
Municipal Debt Obligations — 0.0% |
159,161 | |||||||
|
|
|||||||
U.S. Government & Agency Obligations |
|
|||||||
Mortgage-Backed Securities — 30.9% | ||||||||
Federal Home Loan Mortgage Corp. |
||||||||
1.50%, 03/01/37 |
1,300 | 1,264,579 | ||||||
1.50%, 05/01/51 |
2,505 | 2,326,379 | ||||||
2.00%, 08/01/36 |
722 | 717,619 | ||||||
2.00%, 09/01/36 |
2,497 | 2,481,203 | ||||||
2.00%, 10/01/36 |
709 | 704,815 | ||||||
2.00%, 11/01/36 |
616 | 612,463 | ||||||
2.00%, 12/01/36 |
345 | 343,371 | ||||||
2.00%, 01/01/37 |
1,092 | 1,085,912 | ||||||
2.00%, 08/01/50 |
945 | 910,359 | ||||||
2.00%, 08/01/51 |
97 | 92,948 | ||||||
2.00%, 10/01/51 |
1,550 | 1,489,357 | ||||||
2.00%, 11/01/51 |
2,250 | 2,161,635 | ||||||
2.00%, 12/01/51 |
2,104 | 2,019,882 | ||||||
2.00%, 03/01/52 |
420 | 402,975 | ||||||
2.50%, 01/01/32 |
123 | 124,896 | ||||||
2.50%, 07/01/36 |
1,447 | 1,464,744 | ||||||
2.50%, 11/01/50 |
1,674 | 1,656,851 | ||||||
2.50%, 12/01/50 |
1,774 | 1,755,602 | ||||||
2.50%, 04/01/51 |
322 | 318,722 |
S C H E D U L E O F I N V E S T M E N T S |
61 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) |
||||||||
2.50%, 10/01/51 |
$ | 1,772 | $ | 1,750,283 | ||||
2.50%, 11/01/51 |
1,987 | 1,961,821 | ||||||
2.50%, 01/01/52 |
4,139 | 4,087,689 | ||||||
3.00%, 05/01/29 |
5,364 | 5,512,811 | ||||||
3.00%, 03/01/46 |
430 | 439,937 | ||||||
3.00%, 09/01/46 |
405 | 417,280 | ||||||
3.00%, 12/01/46 |
516 | 528,152 | ||||||
3.00%, 03/01/48 |
1,401 | 1,430,817 | ||||||
3.00%, 05/01/51 |
380 | 389,803 | ||||||
3.00%, 11/01/51 |
670 | 677,296 | ||||||
3.50%, 05/01/33 |
27 | 28,050 | ||||||
3.50%, 06/01/34 |
20 | 20,386 | ||||||
3.50%, 03/01/38 |
36 | 37,191 | ||||||
3.50%, 10/01/42 |
12 | 12,677 | ||||||
3.50%, 10/01/44 |
14 | 14,311 | ||||||
3.50%, 07/01/47 |
18 | 18,405 | ||||||
3.50%, 09/01/47 |
17 | 17,453 | ||||||
3.50%, 11/01/47 |
355 | 368,094 | ||||||
3.50%, 02/01/48 |
199 | 206,838 | ||||||
3.50%, 03/01/48 |
7 | 6,892 | ||||||
4.00%, 09/01/45 |
7 | 7,472 | ||||||
4.00%, 01/01/48 |
472 | 496,544 | ||||||
4.00%, 02/01/48 |
6 | 6,119 | ||||||
4.00%, 05/01/48 |
3,154 | 3,303,455 | ||||||
4.00%, 01/01/49 |
12 | 12,775 | ||||||
4.00%, 05/01/50 |
1,339 | 1,397,380 | ||||||
4.50%, 10/01/48 |
19 | 20,413 | ||||||
4.50%, 01/01/49 |
4 | 4,376 | ||||||
5.00%, 12/01/49 |
531 | 582,692 | ||||||
Federal National Mortgage Association |
||||||||
1.50%, 10/01/36 |
473 | 460,576 | ||||||
1.50%, 11/01/36 |
320 | 311,300 | ||||||
1.50%, 02/01/37 |
2,776 | 2,703,235 | ||||||
1.50%, 03/01/37 |
1,216 | 1,182,878 | ||||||
1.50%, 11/01/50 |
494 | 459,090 | ||||||
1.50%, 02/01/51 |
3,700 | 3,439,149 | ||||||
1.50%, 11/01/51 |
1,640 | 1,522,072 | ||||||
2.00%, 06/01/36 |
1,740 | 1,729,131 | ||||||
2.00%, 08/01/36 |
762 | 757,518 | ||||||
2.00%, 11/01/36 |
820 | 814,984 | ||||||
2.00%, 12/01/36 |
1,582 | 1,571,803 | ||||||
2.00%, 01/01/37 |
554 | 550,665 | ||||||
2.00%, 07/01/50 |
1,469 | 1,415,203 | ||||||
2.00%, 11/01/50 |
4,748 | 4,575,632 | ||||||
2.00%, 12/01/50 |
5,250 | 5,058,961 | ||||||
2.00%, 04/01/51 |
5,082 | 4,885,419 | ||||||
2.00%, 05/01/51 |
2,020 | 1,941,900 | ||||||
2.00%, 06/01/51 |
2,639 | 2,537,504 | ||||||
2.00%, 07/01/51 |
3,223 | 3,098,183 | ||||||
2.00%, 08/01/51 |
1,202 | 1,155,116 | ||||||
2.00%, 10/01/51 |
14,372 | 13,807,478 | ||||||
2.00%, 11/01/51 |
10,246 | 9,843,885 | ||||||
2.00%, 12/01/51 |
5,965 | 5,726,989 | ||||||
2.00%, 02/01/52 |
6,987 | 6,704,451 | ||||||
2.50%, 05/01/36 |
2,401 | 2,434,077 | ||||||
2.50%, 06/01/36 |
588 | 595,202 | ||||||
2.50%, 07/01/36 |
839 | 852,427 | ||||||
2.50%, 11/01/50 |
3,364 | 3,329,893 | ||||||
2.50%, 01/01/51 |
216 | 214,190 | ||||||
2.50%, 03/01/51 |
1,402 | 1,388,008 |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) |
||||||||
2.50%, 07/01/51 |
$ | 1,399 | $ | 1,381,781 | ||||
2.50%, 08/01/51 |
6,696 | 6,629,417 | ||||||
2.50%, 09/01/51 |
1,461 | 1,442,695 | ||||||
2.50%, 10/01/51 |
1,182 | 1,166,991 | ||||||
2.50%, 11/01/51 |
173 | 170,791 | ||||||
2.50%, 12/01/51 |
7,239 | 7,155,136 | ||||||
2.50%, 01/01/52 |
347 | 342,919 | ||||||
2.50%, 03/01/52 |
2,000 | 1,976,744 | ||||||
3.00%, 03/01/30 |
1,317 | 1,353,894 | ||||||
3.00%, 01/01/48 |
80 | 81,460 | ||||||
3.00%, 06/01/51 |
3,318 | 3,353,186 | ||||||
3.00%, 08/01/51 |
1,157 | 1,179,038 | ||||||
3.50%, 07/01/47 |
1,868 | 1,955,581 | ||||||
3.50%, 10/01/47 |
1,367 | 1,416,491 | ||||||
3.50%, 03/01/49 |
1,033 | 1,069,922 | ||||||
3.50%, 06/01/49 |
731 | 757,113 | ||||||
4.00%, 03/01/49 |
2,152 | 2,253,876 | ||||||
4.00%, 07/01/49 |
2,927 | 3,065,100 | ||||||
4.00%, 04/01/50 |
1,749 | 1,826,156 | ||||||
4.50%, 10/01/48 |
490 | 519,510 | ||||||
Series 2017-M8, Class A2, 3.06%, 05/25/27(a) |
1,924 | 2,014,826 | ||||||
Series 2021-M13, Class A2, 1.60%, 04/25/31(a) |
600 | 564,594 | ||||||
Series 2021-M17, Class A2, 1.71%, 07/25/31(a) |
1,000 | 947,016 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Series K047, Class A2, 3.33%, 05/25/25 (Call 05/25/25)(a) |
200 | 207,948 | ||||||
Freddie Mac Multifamily Structured Pass |
||||||||
Through Certificates |
||||||||
Series K033, Class A2, 3.06%, 07/25/23 (Call 07/25/23)(a) |
225 | 229,106 | ||||||
Series K037, Class A2, 3.49%, 01/25/24 (Call 01/25/24) |
1,000 | 1,025,826 | ||||||
Series K048, Class A2, 3.28%, 06/25/25 (Call 06/25/25)(a) |
225 | 233,728 | ||||||
Series K062, Class A2, 3.41%, 12/25/26 (Call 12/25/26) |
100 | 105,797 | ||||||
Series K077, Class A2, 3.85%, 05/25/28 (Call 05/25/28)(a) |
2,000 | 2,190,158 | ||||||
Series K100, Class A2, 2.67%, 09/25/29 (Call 09/25/29) |
1,000 | 1,032,623 | ||||||
Series K101, Class A2, 2.52%, 10/25/29 (Call 10/25/29) |
300 | 306,745 | ||||||
Series K115, Class A2, 1.38%, 06/25/30 (Call 06/25/30). |
1,920 | 1,797,031 | ||||||
Series K131, Class A2, 1.85%, 07/25/31 (Call 07/25/31) |
2,000 | 1,922,406 | ||||||
Series K735, Class A2, 2.86%, 05/25/26 (Call 05/25/26) |
3,000 | 3,092,702 | ||||||
Series K739, Class A2, 1.34%, 09/25/27 (Call 09/25/27) |
900 | 866,992 | ||||||
Government National Mortgage Association |
||||||||
1.50%, 10/20/51 |
272 | 254,437 | ||||||
1.50%, 03/21/52 |
75 | 70,310 | ||||||
2.00%, 07/20/50 |
93 | 91,088 | ||||||
2.00%, 08/20/50 |
1,113 | 1,091,516 | ||||||
2.00%, 09/20/50 |
4,997 | 4,898,385 | ||||||
2.00%, 08/20/51 |
5,003 | 4,894,591 | ||||||
2.00%, 10/20/51 |
3,714 | 3,633,906 | ||||||
2.00%, 12/20/51 |
3,728 | 3,647,776 | ||||||
2.00%, 03/21/52(g) |
12,419 | 12,141,513 | ||||||
2.50%, 12/20/46 |
141 | 141,893 |
62 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) |
||||||||
2.50%, 06/20/50 |
$ | 5,004 | $ | 5,016,108 | ||||
2.50%, 08/20/50 |
397 | 397,878 | ||||||
2.50%, 09/20/50 |
555 | 557,509 | ||||||
2.50%, 01/20/51 |
1,515 | 1,518,471 | ||||||
2.50%, 02/20/51 |
1,883 | 1,883,159 | ||||||
2.50%, 07/20/51 |
2,420 | 2,420,149 | ||||||
2.50%, 08/20/51(h) |
7,228 | 7,229,027 | ||||||
2.50%, 11/20/51 |
988 | 988,176 | ||||||
2.50%, 12/20/51 |
1,687 | 1,687,580 | ||||||
2.50%, 03/21/52(g) |
13,058 | 13,047,288 | ||||||
3.00%, 07/20/45 |
70 | 72,381 | ||||||
3.00%, 11/20/45 |
320 | 330,250 | ||||||
3.00%, 12/20/45 |
56 | 57,310 | ||||||
3.00%, 01/20/46 |
30 | 30,569 | ||||||
3.00%, 03/20/46 |
524 | 538,022 | ||||||
3.00%, 04/20/46 |
14 | 14,263 | ||||||
3.00%, 05/20/46 |
36 | 36,593 | ||||||
3.00%, 08/20/46 |
430 | 441,801 | ||||||
3.00%, 09/20/46 |
1,045 | 1,072,280 | ||||||
3.00%, 11/20/46 |
27 | 27,461 | ||||||
3.00%, 02/15/47 |
28 | 28,746 | ||||||
3.00%, 03/20/47 |
11 | 11,073 | ||||||
3.00%, 06/20/47 |
34 | 35,085 | ||||||
3.00%, 10/20/47 |
616 | 630,968 | ||||||
3.00%, 02/20/48 |
23 | 24,066 | ||||||
3.00%, 04/20/49 |
1,102 | 1,129,046 | ||||||
3.00%, 10/15/49 |
192 | 196,370 | ||||||
3.00%, 01/20/50 |
1,138 | 1,159,805 | ||||||
3.00%, 02/20/50 |
245 | 249,935 | ||||||
3.00%, 07/20/50 |
1,520 | 1,546,892 | ||||||
3.00%, 08/20/50 |
169 | 171,556 | ||||||
3.00%, 12/20/50 |
1,550 | 1,578,259 | ||||||
3.00%, 10/20/51 |
3,812 | 3,878,164 | ||||||
3.00%, 11/20/51 |
1,674 | 1,703,365 | ||||||
3.00%, 02/20/52 |
2,909 | 2,964,014 | ||||||
3.00%, 03/21/52(g) |
4,341 | 4,413,067 | ||||||
3.50%, 09/20/42 |
43 | 45,261 | ||||||
3.50%, 12/20/42 |
39 | 40,937 | ||||||
3.50%, 09/20/45 |
3,385 | 3,543,552 | ||||||
3.50%, 11/20/46 |
11 | 11,091 | ||||||
3.50%, 01/20/47 |
10 | 10,403 | ||||||
3.50%, 06/20/47 |
9 | 9,461 | ||||||
3.50%, 08/20/47 |
151 | 158,913 | ||||||
3.50%, 09/20/47 |
3,968 | 4,125,878 | ||||||
3.50%, 11/20/47 |
39 | 40,882 | ||||||
3.50%, 02/20/48 |
21 | 22,070 | ||||||
3.50%, 08/20/48 |
40 | 41,133 | ||||||
3.50%, 01/20/49 |
17 | 17,709 | ||||||
3.50%, 05/20/49(g) |
6,638 | 6,849,065 | ||||||
3.50%, 09/20/49 |
529 | 547,779 | ||||||
3.50%, 12/20/49 |
351 | 363,511 | ||||||
3.50%, 01/20/50 |
810 | 838,365 | ||||||
3.50%, 03/20/50 |
558 | 577,369 | ||||||
3.50%, 08/20/50 |
262 | 270,789 | ||||||
4.00%, 04/20/47 |
82 | 85,685 | ||||||
4.00%, 07/20/47 |
93 | 97,788 | ||||||
4.00%, 11/20/47 |
19 | 20,039 | ||||||
4.00%, 04/20/48 |
4 | 3,909 | ||||||
4.00%, 05/15/48 |
6 | 6,447 | ||||||
4.00%, 05/20/48 |
14 | 14,829 |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) |
||||||||
4.00%, 08/20/48 |
$ | 31 | $ | 32,390 | ||||
4.00%, 09/20/48 |
79 | 82,302 | ||||||
4.00%, 11/20/48 |
882 | 922,668 | ||||||
4.00%, 12/20/48 |
1,568 | 1,641,054 | ||||||
4.00%, 02/20/49 |
1,135 | 1,187,928 | ||||||
4.00%, 02/20/50 |
65 | 67,708 | ||||||
4.00%, 03/21/52(g) |
8,813 | 9,156,569 | ||||||
4.50%, 06/20/48 |
29 | 30,714 | ||||||
4.50%, 08/20/48 |
5 | 5,021 | ||||||
4.50%, 09/20/48 |
350 | 367,657 | ||||||
4.50%, 10/20/48 |
176 | 184,419 | ||||||
4.50%, 12/20/48 |
69 | 72,086 | ||||||
4.50%, 01/20/49 |
260 | 272,851 | ||||||
4.50%, 03/20/49 |
3 | 3,687 | ||||||
4.50%, 06/20/49 |
49 | 51,683 | ||||||
4.50%, 07/20/49 |
20 | 21,394 | ||||||
4.50%, 08/20/49 |
5 | 5,393 | ||||||
4.50%, 03/21/52(g) |
448 | 469,114 | ||||||
5.00%, 04/20/48 |
10 | 10,198 | ||||||
5.00%, 05/20/48 |
4 | 4,386 | ||||||
5.00%, 11/20/48 |
3 | 3,397 | ||||||
5.00%, 12/20/48 |
7 | 7,166 | ||||||
5.00%, 01/20/49 |
34 | 36,196 | ||||||
5.00%, 06/20/49 |
520 | 554,276 | ||||||
5.00%, 03/21/52(g) |
1,663 | 1,759,337 | ||||||
Uniform Mortgage-Backed Securities |
||||||||
1.50%, 03/17/37(g) |
14,601 | 14,207,457 | ||||||
1.50%, 03/14/52(g) |
15,750 | 14,607,510 | ||||||
1.50%, 04/13/52(g) |
1,900 | 1,759,474 | ||||||
2.00%, 12/01/35 |
2,014 | 2,003,300 | ||||||
2.00%, 02/01/36 |
5,896 | 5,861,820 | ||||||
2.00%, 03/01/36 |
640 | 635,270 | ||||||
2.00%, 05/01/36 |
635 | 630,695 | ||||||
2.00%, 01/01/37 |
1,362 | 1,353,522 | ||||||
2.00%, 03/17/37(g) |
11,102 | 11,019,602 | ||||||
2.00%, 09/01/50 |
1,382 | 1,331,485 | ||||||
2.00%, 10/01/50 |
541 | 521,426 | ||||||
2.00%, 12/01/50 |
692 | 667,380 | ||||||
2.00%, 01/01/51 |
4,396 | 4,236,305 | ||||||
2.00%, 02/01/51 |
3,503 | 3,373,720 | ||||||
2.00%, 03/01/51 |
2,194 | 2,111,629 | ||||||
2.00%, 04/01/51 |
4,599 | 4,422,393 | ||||||
2.00%, 05/01/51 |
4,785 | 4,599,915 | ||||||
2.00%, 06/01/51 |
1,973 | 1,894,002 | ||||||
2.00%, 11/01/51 |
631 | 606,416 | ||||||
2.00%, 12/01/51 |
963 | 924,277 | ||||||
2.00%, 02/01/52 |
1,264 | 1,213,227 | ||||||
2.00%, 03/14/52(g) |
34,185 | 32,790,904 | ||||||
2.00%, 04/13/52(g) |
6,125 | 5,863,155 | ||||||
2.50%, 01/01/32 |
101 | 102,903 | ||||||
2.50%, 04/01/32 |
479 | 486,824 | ||||||
2.50%, 06/01/32 |
180 | 182,764 | ||||||
2.50%, 01/01/33 |
99 | 100,557 | ||||||
2.50%, 11/01/34 |
533 | 540,295 | ||||||
2.50%, 07/01/35 |
711 | 723,183 | ||||||
2.50%, 10/01/35 |
2,838 | 2,879,112 | ||||||
2.50%, 03/01/36 |
1,135 | 1,154,990 | ||||||
2.50%, 03/16/36(g) |
5,284 | 5,345,903 | ||||||
2.50%, 04/01/47 |
15 | 15,387 | ||||||
2.50%, 06/01/50 |
95 | 93,711 |
S C H E D U L E O F I N V E S T M E N T S |
63 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) |
| |||||||
2.50%, 07/01/50 |
$ | 279 | $ | 277,506 | ||||
2.50%, 08/01/50 |
303 | 300,089 | ||||||
2.50%, 09/01/50 |
1,818 | 1,802,247 | ||||||
2.50%, 10/01/50 |
724 | 717,460 | ||||||
2.50%, 11/01/50 |
3,840 | 3,801,765 | ||||||
2.50%, 01/01/51 |
1,010 | 1,000,170 | ||||||
2.50%, 02/01/51 |
258 | 255,049 | ||||||
2.50%, 03/01/51 |
779 | 770,574 | ||||||
2.50%, 11/25/51(g) |
41,775 | 41,215,280 | ||||||
2.50%, 04/13/52(g) |
9,900 | 9,744,769 | ||||||
3.00%, 03/01/30 |
253 | 259,139 | ||||||
3.00%, 01/01/31 |
63 | 64,457 | ||||||
3.00%, 08/01/32 |
111 | 114,734 | ||||||
3.00%, 10/01/33 |
46 | 47,142 | ||||||
3.00%, 07/01/34 |
11 | 11,261 | ||||||
3.00%, 09/01/34 |
78 | 80,306 | ||||||
3.00%, 11/01/34 |
35 | 36,061 | ||||||
3.00%, 12/01/34 |
86 | 87,932 | ||||||
3.00%, 03/01/35 |
271 | 278,319 | ||||||
3.00%, 07/01/35 |
221 | 226,691 | ||||||
3.00%, 03/17/37(g) |
4,659 | 4,776,385 | ||||||
3.00%, 07/01/46 |
503 | 514,730 | ||||||
3.00%, 11/01/46 |
1,072 | 1,096,805 | ||||||
3.00%, 12/01/46 |
505 | 516,338 | ||||||
3.00%, 12/01/47 |
238 | 242,990 | ||||||
3.00%, 03/01/48 |
31 | 31,954 | ||||||
3.00%, 11/01/48 |
154 | 157,345 | ||||||
3.00%, 04/25/49(g) |
19,862 | 20,060,620 | ||||||
3.00%, 09/01/49 |
13 | 13,190 | ||||||
3.00%, 11/01/49 |
10 | 10,071 | ||||||
3.00%, 12/01/49 |
116 | 116,953 | ||||||
3.00%, 02/01/50 |
72 | 73,352 | ||||||
3.00%, 03/01/50 |
188 | 190,397 | ||||||
3.00%, 04/01/50 |
318 | 321,579 | ||||||
3.00%, 05/01/50 |
47 | 47,283 | ||||||
3.00%, 06/01/50 |
2,882 | 2,918,137 | ||||||
3.00%, 07/01/50 |
339 | 342,865 | ||||||
3.00%, 08/01/50 |
2,112 | 2,156,440 | ||||||
3.00%, 10/01/50 |
3,217 | 3,257,265 | ||||||
3.00%, 01/01/51 |
898 | 908,728 | ||||||
3.00%, 04/01/51(h) |
8,596 | 8,704,082 | ||||||
3.00%, 04/13/52(g) |
4,150 | 4,182,422 | ||||||
3.50%, 06/01/33 |
29 | 30,131 | ||||||
3.50%, 11/01/33 |
24 | 24,608 | ||||||
3.50%, 02/01/34 |
574 | 599,927 | ||||||
3.50%, 07/01/34 |
47 | 48,399 | ||||||
3.50%, 08/01/34 |
17 | 17,314 | ||||||
3.50%, 01/01/35 |
22 | 22,597 | ||||||
3.50%, 03/16/36(g) |
1,547 | 1,596,035 | ||||||
3.50%, 08/01/45 |
52 | 54,157 | ||||||
3.50%, 01/01/46 |
119 | 123,959 | ||||||
3.50%, 09/01/46 |
496 | 517,289 | ||||||
3.50%, 01/01/47 |
69 | 71,899 | ||||||
3.50%, 07/01/47 |
487 | 504,176 | ||||||
3.50%, 08/01/47 |
16 | 16,245 | ||||||
3.50%, 09/01/47 |
197 | 203,787 | ||||||
3.50%, 01/01/48 |
133 | 137,678 | ||||||
3.50%, 02/01/48 |
879 | 910,370 | ||||||
3.50%, 04/01/48 |
81 | 83,689 | ||||||
3.50%, 07/01/48 |
217 | 225,857 |
Security |
Par (000) |
Value | ||||||
Mortgage-Backed Securities (continued) |
| |||||||
3.50%, 11/01/48 |
$ | 13 | $ | 13,777 | ||||
3.50%, 01/01/49 |
144 | 149,189 | ||||||
3.50%, 02/01/49 |
368 | 383,740 | ||||||
3.50%, 06/01/49 |
731 | 757,312 | ||||||
3.50%, 04/01/50 |
205 | 213,008 | ||||||
3.50%, 05/01/50(h) |
6,604 | 6,803,272 | ||||||
3.50%, 03/14/52(g) |
17,653 | 18,179,832 | ||||||
3.50%, 04/13/52(g) |
3,550 | 3,647,764 | ||||||
4.00%, 07/01/33 |
16 | 16,837 | ||||||
4.00%, 03/17/37(g) |
800 | 829,034 | ||||||
4.00%, 01/01/46 |
346 | 367,171 | ||||||
4.00%, 10/01/46 |
10 | 11,071 | ||||||
4.00%, 07/01/47 |
2,311 | 2,427,909 | ||||||
4.00%, 08/01/47 |
446 | 472,734 | ||||||
4.00%, 09/01/47 |
510 | 536,460 | ||||||
4.00%, 09/01/48 |
2,947 | 3,087,371 | ||||||
4.00%, 10/01/48 |
7 | 7,530 | ||||||
4.00%, 12/01/48 |
4 | 3,794 | ||||||
4.00%, 03/01/49 |
28 | 28,768 | ||||||
4.00%, 05/01/49 |
20 | 21,031 | ||||||
4.00%, 06/01/49 |
20 | 21,586 | ||||||
4.00%, 07/01/49 |
24 | 24,988 | ||||||
4.00%, 12/01/49 |
14 | 14,315 | ||||||
4.00%, 04/01/50 |
776 | 809,706 | ||||||
4.00%, 05/01/50 |
233 | 243,451 | ||||||
4.00%, 03/14/52(g) |
8,677 | 9,059,330 | ||||||
4.00%, 04/13/52(g) |
1,775 | 1,850,992 | ||||||
4.50%, 03/17/37 |
25 | 25,845 | ||||||
4.50%, 10/01/47 |
12 | 13,151 | ||||||
4.50%, 08/01/48 |
29 | 30,805 | ||||||
4.50%, 10/01/48 |
168 | 179,011 | ||||||
4.50%, 11/01/48 |
27 | 28,337 | ||||||
4.50%, 12/01/48 |
37 | 39,108 | ||||||
4.50%, 01/01/49 |
91 | 96,913 | ||||||
4.50%, 02/01/49 |
142 | 150,634 | ||||||
4.50%, 04/01/49 |
222 | 238,550 | ||||||
4.50%, 05/01/49 |
18 | 18,680 | ||||||
4.50%, 07/01/49 |
18 | 19,524 | ||||||
4.50%, 08/01/49 |
7 | 7,486 | ||||||
4.50%, 03/01/50 |
137 | 145,186 | ||||||
4.50%, 06/01/50 |
463 | 489,945 | ||||||
4.50%, 03/11/51(g) |
4,525 | 4,776,968 | ||||||
5.00%, 06/01/48 |
184 | 202,402 | ||||||
5.00%, 08/01/48 |
9 | 10,319 | ||||||
5.00%, 04/01/49 |
16 | 17,985 | ||||||
5.00%, 03/14/52(g) |
2,161 | 2,330,757 | ||||||
5.50%, 03/14/52 |
50 | 54,209 | ||||||
Series 2017-M11, Class A2, 2.98%, 08/25/29 |
150 | 157,750 | ||||||
|
|
|||||||
613,233,551 | ||||||||
U.S. Government Agency Obligations — 0.2% | ||||||||
Federal Home Loan Banks, 3.25%, 11/16/28 |
310 | 335,194 | ||||||
Federal Home Loan Mortgage Corp.,Series 1, 0.00% 11/15/38(c) |
20 | 13,055 | ||||||
Federal National Mortgage Association |
||||||||
1.63%, 01/07/25 |
300 | 299,601 | ||||||
5.63%, 07/15/37 |
2,037 | 2,848,235 | ||||||
6.21%, 08/06/38 |
110 | 167,051 | ||||||
6.25%, 05/15/29 |
53 | 68,136 | ||||||
6.63%, 11/15/30 |
85 | 115,235 |
64 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
U.S. Government Agency Obligations (continued) |
| |||||||
7.13%, 01/15/30 |
$ | 100 | $ | 137,292 | ||||
|
|
|||||||
3,983,799 | ||||||||
U.S. Government Obligations — 39.1% | ||||||||
U.S. Treasury Note/Bond |
||||||||
0.13%, 02/28/23 |
8,400 | 8,321,250 | ||||||
0.13%, 04/30/23 |
3,000 | 2,962,969 | ||||||
0.13%, 05/15/23 |
1,300 | 1,283,547 | ||||||
0.13%, 07/31/23 |
4,000 | 3,933,906 | ||||||
0.13%, 09/15/23 |
6,550 | 6,429,746 | ||||||
0.13%, 10/15/23 |
2,600 | 2,547,898 | ||||||
0.13%, 12/15/23 |
9,900 | 9,674,543 | ||||||
0.13%, 01/15/24 |
9,630 | 9,394,893 | ||||||
0.25%, 06/15/23 |
2,300 | 2,271,160 | ||||||
0.25%, 11/15/23 |
10,650 | 10,444,488 | ||||||
0.25%, 03/15/24 |
5,950 | 5,801,250 | ||||||
0.25%, 05/15/24 |
10,250 | 9,964,922 | ||||||
0.25%, 06/15/24 |
15,550 | 15,096,863 | ||||||
0.25%, 05/31/25 |
300 | 286,453 | ||||||
0.25%, 06/30/25 |
2,000 | 1,906,562 | ||||||
0.25%, 07/31/25 |
6,000 | 5,712,656 | ||||||
0.25%, 08/31/25 |
2,100 | 1,995,984 | ||||||
0.25%, 09/30/25 |
3,300 | 3,132,680 | ||||||
0.25%, 10/31/25 |
8,390 | 7,954,113 | ||||||
0.38%, 04/15/24 |
12,000 | 11,714,063 | ||||||
0.38%, 08/15/24 |
5,050 | 4,904,023 | ||||||
0.38%, 09/15/24 |
9,600 | 9,309,000 | ||||||
0.38%, 04/30/25 |
500 | 480,078 | ||||||
0.38%, 11/30/25 |
10,650 | 10,129,981 | ||||||
0.38%, 12/31/25 |
10,500 | 9,978,281 | ||||||
0.38%, 01/31/26 |
10,250 | 9,723,086 | ||||||
0.38%, 09/30/27 |
10,400 | 9,625,688 | ||||||
0.50%, 03/15/23 |
2,000 | 1,987,656 | ||||||
0.50%, 02/28/26 |
4,850 | 4,618,867 | ||||||
0.50%, 04/30/27 |
2,350 | 2,204,961 | ||||||
0.50%, 05/31/27 |
1,100 | 1,030,391 | ||||||
0.50%, 06/30/27 |
4,100 | 3,836,383 | ||||||
0.50%, 08/31/27 |
2,300 | 2,146,727 | ||||||
0.50%, 10/31/27 |
7,250 | 6,748,731 | ||||||
0.63%, 10/15/24 |
7,000 | 6,825,000 | ||||||
0.63%, 07/31/26 |
3,000 | 2,857,266 | ||||||
0.63%, 11/30/27 |
7,450 | 6,976,809 | ||||||
0.63%, 12/31/27 |
10,300 | 9,635,328 | ||||||
0.63%, 05/15/30 |
1,800 | 1,637,156 | ||||||
0.63%, 08/15/30 |
7,300 | 6,619,047 | ||||||
0.75%, 11/15/24 |
12,230 | 11,950,048 | ||||||
0.75%, 05/31/26 |
1,350 | 1,295,051 | ||||||
0.75%, 08/31/26 |
7,000 | 6,699,219 | ||||||
0.75%, 01/31/28 |
5,300 | 4,989,039 | ||||||
0.88%, 01/31/24(d) |
2,000 | 1,978,594 | ||||||
0.88%, 06/30/26 |
7,590 | 7,314,270 | ||||||
0.88%, 09/30/26 |
5,700 | 5,480,906 | ||||||
0.88%, 11/15/30 |
5,090 | 4,704,273 | ||||||
1.00%, 12/15/24 |
10,750 | 10,570,273 | ||||||
1.00%, 07/31/28 |
5,000 | 4,751,953 | ||||||
1.13%, 01/15/25 |
12,000 | 11,831,250 | ||||||
1.13%, 10/31/26 |
1,500 | 1,457,930 | ||||||
1.13%, 02/28/27 |
250 | 242,559 | ||||||
1.13%, 02/29/28 |
4,000 | 3,849,688 | ||||||
1.13%, 08/31/28 |
8,750 | 8,376,758 | ||||||
1.13%, 02/15/31 |
11,700 | 11,032,734 |
Security |
Par (000) |
Value | ||||||
U.S. Government Obligations (continued) |
| |||||||
1.13%, 05/15/40 |
$ | 7,100 | $ | 5,905,203 | ||||
1.13%, 08/15/40 |
8,500 | 7,043,047 | ||||||
1.25%, 07/31/23 |
4,100 | 4,098,238 | ||||||
1.25%, 08/31/24 |
3,100 | 3,074,570 | ||||||
1.25%, 11/30/26 |
7,200 | 7,039,688 | ||||||
1.25%, 12/31/26 |
5,600 | 5,472,250 | ||||||
1.25%, 03/31/28 |
7,100 | 6,876,461 | ||||||
1.25%, 04/30/28 |
5,100 | 4,936,641 | ||||||
1.25%, 05/31/28 |
4,700 | 4,544,680 | ||||||
1.25%, 06/30/28 |
10,470 | 10,116,637 | ||||||
1.25%, 09/30/28 |
10,200 | 9,836,625 | ||||||
1.25%, 08/15/31 |
14,400 | 13,680,000 | ||||||
1.25%, 05/15/50 |
8,550 | 6,823,969 | ||||||
1.38%, 06/30/23 |
1,900 | 1,902,969 | ||||||
1.38%, 09/30/23 |
9,850 | 9,853,463 | ||||||
1.38%, 01/31/25 |
5,150 | 5,112,180 | ||||||
1.38%, 08/31/26 |
375 | 368,936 | ||||||
1.38%, 10/31/28 |
4,500 | 4,372,734 | ||||||
1.38%, 12/31/28(d) |
6,750 | 6,556,992 | ||||||
1.38%, 11/15/31 |
11,000 | 10,549,687 | ||||||
1.38%, 11/15/40 |
7,650 | 6,616,055 | ||||||
1.38%, 08/15/50 |
4,720 | 3,886,625 | ||||||
1.50%, 01/15/23 |
1,700 | 1,706,906 | ||||||
1.50%, 02/28/23 |
1,250 | 1,255,029 | ||||||
1.50%, 03/31/23 |
100 | 100,383 | ||||||
1.50%, 10/31/24 |
2,800 | 2,791,906 | ||||||
1.50%, 11/30/24 |
3,500 | 3,489,062 | ||||||
1.50%, 02/15/25 |
2,250 | 2,241,211 | ||||||
1.50%, 08/15/26 |
3,250 | 3,215,723 | ||||||
1.50%, 01/31/27(d) |
10,900 | 10,775,672 | ||||||
1.50%, 11/30/28 |
8,800 | 8,618,500 | ||||||
1.50%, 02/15/30 |
4,200 | 4,104,844 | ||||||
1.63%, 05/31/23 |
1,000 | 1,005,078 | ||||||
1.63%, 02/15/26 |
1,975 | 1,966,359 | ||||||
1.63%, 05/15/26 |
1,500 | 1,492,383 | ||||||
1.63%, 10/31/26 |
2,500 | 2,486,328 | ||||||
1.63%, 11/30/26 |
1,600 | 1,591,125 | ||||||
1.63%, 08/15/29 |
665 | 656,999 | ||||||
1.63%, 05/15/31 |
6,100 | 5,997,062 | ||||||
1.63%, 11/15/50 |
5,100 | 4,468,078 | ||||||
1.75%, 05/15/23 |
2,000 | 2,012,891 | ||||||
1.75%, 06/30/24 |
6,000 | 6,028,594 | ||||||
1.75%, 12/31/24 |
350 | 351,230 | ||||||
1.75%, 12/31/26 |
2,750 | 2,750,430 | ||||||
1.75%, 01/31/29 |
8,800 | 8,758,750 | ||||||
1.75%, 11/15/29 |
550 | 548,539 | ||||||
1.75%, 08/15/41 |
7,400 | 6,790,656 | ||||||
1.88%, 08/31/24 |
360 | 362,616 | ||||||
1.88%, 06/30/26 |
175 | 175,943 | ||||||
1.88%, 02/28/27 |
1,800 | 1,812,656 | ||||||
1.88%, 02/28/29 |
2,000 | 2,007,812 | ||||||
1.88%, 02/15/32 |
2,500 | 2,510,547 | ||||||
1.88%, 02/15/41 |
5,500 | 5,172,578 | ||||||
1.88%, 02/15/51 |
8,800 | 8,190,875 | ||||||
1.88%, 11/15/51 |
10,850 | 10,127,797 | ||||||
2.00%, 02/15/23 |
800 | 807,063 | ||||||
2.00%, 04/30/24 |
780 | 787,983 | ||||||
2.00%, 05/31/24 |
5,750 | 5,809,297 | ||||||
2.00%, 06/30/24 |
300 | 303,117 | ||||||
2.00%, 02/15/25 |
1,425 | 1,439,584 |
S C H E D U L E O F I N V E S T M E N T S |
65 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
U.S. Government Obligations (continued) |
| |||||||
2.00%, 08/15/25 |
$ | 2,900 | $ | 2,928,320 | ||||
2.00%, 11/15/26 |
1,750 | 1,769,414 | ||||||
2.00%, 11/15/41 |
7,700 | 7,376,359 | ||||||
2.00%, 02/15/50 |
450 | 430,734 | ||||||
2.00%, 08/15/51 |
7,000 | 6,720,000 | ||||||
2.13%, 12/31/22 |
14,450 | 14,585,469 | ||||||
2.13%, 02/29/24 |
850 | 860,891 | ||||||
2.13%, 03/31/24 |
2,100 | 2,127,070 | ||||||
2.13%, 09/30/24 |
3,000 | 3,039,609 | ||||||
2.13%, 05/15/25 |
1,000 | 1,013,906 | ||||||
2.25%, 01/31/24 |
500 | 507,520 | ||||||
2.25%, 04/30/24 |
2,643 | 2,684,297 | ||||||
2.25%, 11/15/24 |
375 | 381,357 | ||||||
2.25%, 12/31/24 |
2,100 | 2,136,586 | ||||||
2.25%, 11/15/25 |
1,500 | 1,528,594 | ||||||
2.25%, 03/31/26 |
275 | 280,436 | ||||||
2.25%, 02/15/27 |
300 | 307,102 | ||||||
2.25%, 08/15/27 |
1,400 | 1,434,891 | ||||||
2.25%, 11/15/27 |
230 | 235,624 | ||||||
2.25%, 05/15/41 |
4,300 | 4,289,250 | ||||||
2.25%, 08/15/46 |
8,755 | 8,657,874 | ||||||
2.25%, 02/15/52 |
1,300 | 1,324,781 | ||||||
2.38%, 01/31/23 |
1,000 | 1,012,109 | ||||||
2.38%, 08/15/24 |
675 | 687,814 | ||||||
2.38%, 05/15/27 |
1,300 | 1,339,305 | ||||||
2.38%, 05/15/29 |
790 | 819,748 | ||||||
2.38%, 02/15/42 |
1,000 | 1,021,719 | ||||||
2.38%, 11/15/49 |
1,690 | 1,751,527 | ||||||
2.38%, 05/15/51 |
4,700 | 4,903,422 | ||||||
2.50%, 05/15/24 |
475 | 484,908 | ||||||
2.50%, 02/15/45 |
3,250 | 3,353,594 | ||||||
2.50%, 02/15/46 |
6,050 | 6,261,750 | ||||||
2.50%, 05/15/46 |
4,950 | 5,124,797 | ||||||
2.63%, 12/31/23(d) |
10,900 | 11,136,734 | ||||||
2.63%, 03/31/25 |
600 | 617,438 | ||||||
2.63%, 12/31/25 |
2,600 | 2,687,141 | ||||||
2.63%, 01/31/26 |
350 | 361,758 | ||||||
2.63%, 02/15/29 |
715 | 752,649 | ||||||
2.75%, 05/31/23 |
1,000 | 1,018,945 | ||||||
2.75%, 07/31/23 |
1,000 | 1,020,625 | ||||||
2.75%, 02/15/24 |
3,000 | 3,074,648 | ||||||
2.75%, 06/30/25 |
3,900 | 4,033,148 | ||||||
2.75%, 08/31/25 |
2,900 | 3,001,500 | ||||||
2.75%, 02/15/28 |
4,225 | 4,453,084 | ||||||
2.75%, 08/15/42 |
475 | 511,145 | ||||||
2.75%, 11/15/42 |
925 | 994,953 | ||||||
2.75%, 11/15/47 |
900 | 986,062 | ||||||
2.88%, 09/30/23 |
1,125 | 1,151,719 | ||||||
2.88%, 10/31/23 |
2,600 | 2,662,867 | ||||||
2.88%, 04/30/25 |
560 | 580,694 | ||||||
2.88%, 05/31/25 |
1,275 | 1,322,514 | ||||||
2.88%, 07/31/25 |
1,500 | 1,558,594 | ||||||
2.88%, 11/30/25 |
3,000 | 3,124,453 | ||||||
2.88%, 05/15/28 |
1,458 | 1,548,131 | ||||||
2.88%, 08/15/28 |
900 | 957,797 | ||||||
2.88%, 05/15/43 |
400 | 438,250 | ||||||
2.88%, 08/15/45 |
3,395 | 3,742,987 | ||||||
2.88%, 11/15/46 |
3,800 | 4,214,437 | ||||||
2.88%, 05/15/49 |
435 | 494,201 | ||||||
3.00%, 10/31/25 |
1,200 | 1,254,281 |
Security | Par/ Shares (000) |
Value | ||||||
U.S. Government Obligations (continued) |
|
|||||||
3.00%, 05/15/42 |
$ | 170 | $ | 190,347 | ||||
3.00%, 11/15/44 |
1,000 | 1,121,719 | ||||||
3.00%, 05/15/45 |
285 | 320,224 | ||||||
3.00%, 11/15/45 |
5,400 | 6,086,812 | ||||||
3.00%, 02/15/47 |
4,475 | 5,081,223 | ||||||
3.00%, 05/15/47 |
4,000 | 4,553,750 | ||||||
3.00%, 08/15/48 |
555 | 640,071 | ||||||
3.00%, 02/15/49 |
375 | 435,234 | ||||||
3.13%, 11/15/28 |
275 | 297,516 | ||||||
3.13%, 11/15/41 |
825 | 938,953 | ||||||
3.13%, 02/15/43 |
500 | 569,063 | ||||||
3.13%, 05/15/48 |
750 | 883,594 | ||||||
3.38%, 05/15/44 |
520 | 616,931 | ||||||
3.50%, 02/15/39 |
350 | 420,766 | ||||||
3.63%, 08/15/43 |
225 | 275,695 | ||||||
3.63%, 02/15/44 |
220 | 270,119 | ||||||
3.75%, 11/15/43 |
300 | 374,672 | ||||||
3.88%, 08/15/40 |
300 | 376,500 | ||||||
4.25%, 11/15/40 |
250 | 328,242 | ||||||
4.38%, 02/15/38 |
2,600 | 3,446,625 | ||||||
4.38%, 11/15/39 |
150 | 200,086 | ||||||
4.38%, 05/15/40 |
250 | 333,906 | ||||||
4.50%, 02/15/36(d) |
1,900 | 2,512,750 | ||||||
4.50%, 05/15/38 |
500 | 671,953 | ||||||
4.63%, 02/15/40 |
250 | 343,008 | ||||||
5.00%, 05/15/37 |
2,400 | 3,360,000 | ||||||
6.25%, 08/15/23 |
300 | 321,188 | ||||||
6.25%, 05/15/30 |
100 | 133,766 | ||||||
6.38%, 08/15/27 |
800 | 990,437 | ||||||
|
|
|||||||
777,184,888 | ||||||||
|
|
|||||||
Total
U.S. Government & Agency Obligations — 70.2% |
|
1,394,402,238 | ||||||
|
|
|||||||
Short-Term Investments |
| |||||||
Money Market Funds — 13.4% |
||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%(i)(j) |
233,957 | 234,003,604 | ||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%(i)(j)(k) |
32,053 | 32,053,228 | ||||||
|
|
|||||||
266,056,832 | ||||||||
|
|
|||||||
Total
Short-Term Investments — 13.4% |
266,056,832 | |||||||
|
|
|||||||
Total
Investments Before TBA Sales Commitments — 114.8% |
|
2,279,225,418 | ||||||
|
|
|||||||
TBA Sales Commitments(g) |
||||||||
Mortgage-Backed Securities — (2.6)% |
| |||||||
Government National Mortgage Association, 2.50%, 03/21/52 |
$ | (5,000 | ) | (4,995,899 | ) | |||
Uniform Mortgage-Backed Securities |
||||||||
1.50%, 03/17/37 |
(1,450 | ) | (1,410,918 | ) | ||||
1.50%, 03/14/52 |
(9,750 | ) | (9,042,744 | ) | ||||
2.00%, 03/14/52 |
(16,595 | ) | (15,918,235 | ) | ||||
2.50%, 11/25/51 |
(9,740 | ) | (9,609,499 | ) | ||||
3.00%, 04/25/49 |
(4,150 | ) | (4,191,500 | ) |
66 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware U.S. Aggregate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
|
||||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 03/14/52 |
(3,550 | ) | $ | (3,655,945 | ) | |||
4.00%, 03/14/52 |
(1,775 | ) | (1,853,211 | ) | ||||
|
|
|||||||
(50,677,951 | ) | |||||||
|
|
|||||||
Total
TBA Sales Commitments — (2.6)% |
|
(50,677,951 | ) | |||||
|
|
|||||||
Total
Investments, Net of TBA Sales Commitments — 112.2% |
|
2,228,547,467 | ||||||
Other Assets, Less Liabilities — (12.2)% |
(242,683,546 | ) | ||||||
|
|
|||||||
Net Assets — 100.0% |
$ | 1,985,863,921 | ||||||
|
|
(a) |
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. |
(b) |
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. |
(c) |
Zero-coupon bond. |
(d) |
All or a portion of this security is on loan. |
(e) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(f) |
U.S. dollar denominated security issued by foreign domiciled entity. |
(g) |
Represents or includes a TBA transaction. |
(h) |
All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. |
(i) |
Affiliate of the Fund. |
(j) |
Annualized 7-day yield as of period end. |
(k) |
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 year ended February 28, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 02/28/21 |
Purchases at Cost |
Proceeds from Sales |
Net Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) |
Value at 02/28/22 |
Shares Held at 02/28/22 (000) |
Income | Capital
Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares |
$ | 174,540,402 | $ | 59,537,987 | (a) | $ | — | $ | (31,929 | ) | $ | (42,856 | ) | $ | 234,003,604 | 233,957 | $ | 197,856 | $ | — | ||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
31,665,370 | 387,858 | (a) | — | — | — | 32,053,228 | 32,053 | 34,721 | (b) | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
$ | (31,929 | ) | $ | (42,856 | ) | $ | 266,056,832 | $ | 232,577 | $ | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(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 |
67 |
Schedule of Investments (continued) February 28, 2020 |
iShares® ESG Aware U.S. Aggregate 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 |
||||||||||||||||
Asset-Backed Securities |
$ | — | $ | 5,246,374 | $ | — | $ | 5,246,374 | ||||||||
Collaterized Mortgage Obligations |
— | 22,852,998 | — | 22,852,998 | ||||||||||||
Corporate Bonds & Notes |
— | 529,433,213 | — | 529,433,213 | ||||||||||||
Foreign Government Obligations |
— | 61,074,602 | — | 61,074,602 | ||||||||||||
Municipal Debt Obligations |
— | 159,161 | — | 159,161 | ||||||||||||
U.S. Government & Agency Obligations |
— | 1,394,402,238 | — | 1,394,402,238 | ||||||||||||
Money Market Funds |
266,056,832 | — | — | 266,056,832 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
266,056,832 | 2,013,168,586 | — | 2,279,225,418 | |||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Liabilities |
||||||||||||||||
TBA Sales Commitments |
— | (50,677,951 | ) | — | (50,677,951 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 266,056,832 | $ | 1,962,490,635 | $ | — | $ | 2,228,547,467 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
68 |
2 0 2 2 I S H A R E S 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 February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Corporate Bonds & Notes |
||||||||
Advertising — 0.2% | ||||||||
Interpublic Group of Companies Inc. (The) |
||||||||
4.65%, 10/01/28 (Call 07/01/28)(a) |
$ | 100 | $ | 109,676 | ||||
4.75%, 03/30/30 (Call 12/30/29) |
112 | 124,213 | ||||||
5.40%, 10/01/48 (Call 04/01/48)(a) |
233 | 290,595 | ||||||
Omnicom Group Inc. |
||||||||
2.45%, 04/30/30 (Call 01/30/30) |
180 | 172,816 | ||||||
4.20%, 06/01/30 (Call 03/01/30) |
30 | 32,483 | ||||||
WPP Finance 2010, 3.75%, 09/19/24 |
664 | 687,638 | ||||||
|
|
|||||||
1,417,421 | ||||||||
Aerospace & Defense — 1.2% | ||||||||
L3Harris Technologies Inc. |
||||||||
1.80%, 01/15/31 (Call 10/15/30) |
340 | 307,598 | ||||||
2.90%, 12/15/29 (Call 09/15/29)(a) |
338 | 335,678 | ||||||
3.83%, 04/27/25 (Call 01/27/25) |
982 | 1,023,323 | ||||||
4.40%, 06/15/28 (Call 03/15/28) |
1,411 | 1,525,529 | ||||||
4.85%, 04/27/35 (Call 10/27/34) |
408 | 466,993 | ||||||
5.05%, 04/27/45 (Call 10/27/44) |
234 | 278,558 | ||||||
6.15%, 12/15/40 |
90 | 120,310 | ||||||
Raytheon Technologies Corp. |
||||||||
2.25%, 07/01/30 (Call 04/01/30)(a) |
1,235 | 1,173,324 | ||||||
2.65%, 11/01/26 (Call 08/01/26) |
30 | 30,536 | ||||||
2.82%, 09/01/51 (Call 03/01/51) |
475 | 411,426 | ||||||
3.03%, 03/15/52 (Call 09/15/51) |
35 | 31,461 | ||||||
3.13%, 05/04/27 (Call 02/04/27) |
292 | 301,070 | ||||||
3.13%, 07/01/50 (Call 01/01/50) |
194 | 178,499 | ||||||
3.75%, 11/01/46 (Call 05/01/46) |
192 | 193,839 | ||||||
3.95%, 08/16/25 (Call 06/16/25) |
522 | 550,350 | ||||||
4.05%, 05/04/47 (Call 11/04/46) |
185 | 195,506 | ||||||
4.13%, 11/16/28 (Call 08/16/28) |
402 | 434,554 | ||||||
4.15%, 05/15/45 (Call 11/16/44) |
195 | 209,061 | ||||||
4.35%, 04/15/47 (Call 10/15/46) |
104 | 114,474 | ||||||
4.45%, 11/16/38 (Call 05/16/38) |
179 | 199,827 | ||||||
4.50%, 06/01/42 |
429 | 478,554 | ||||||
4.63%, 11/16/48 (Call 05/16/48) |
435 | 502,725 | ||||||
4.70%, 12/15/41 |
37 | 41,858 | ||||||
4.80%, 12/15/43 (Call 06/15/43) |
215 | 247,848 | ||||||
4.88%, 10/15/40 |
149 | 172,020 | ||||||
5.40%, 05/01/35 |
25 | 30,405 | ||||||
6.13%, 07/15/38 |
30 | 39,333 | ||||||
Teledyne Technologies Inc. |
||||||||
2.25%, 04/01/28 (Call 02/01/28) |
35 | 34,032 | ||||||
2.75%, 04/01/31 (Call 01/01/31) |
1,215 | 1,168,830 | ||||||
|
|
|||||||
10,797,521 | ||||||||
Agriculture — 0.8% | ||||||||
Archer-Daniels-Midland Co. |
||||||||
2.50%, 08/11/26 (Call 05/11/26) |
409 | 413,634 | ||||||
3.25%, 03/27/30 (Call 12/27/29) |
310 | 321,975 | ||||||
3.75%, 09/15/47 (Call 03/15/47) |
224 | 241,801 | ||||||
4.02%, 04/16/43 |
98 | 108,356 | ||||||
4.50%, 03/15/49 (Call 09/15/48) |
110 | 132,178 | ||||||
4.54%, 03/26/42 |
70 | 81,787 | ||||||
5.38%, 09/15/35 |
29 | 36,406 | ||||||
5.94%, 10/01/32(a) |
112 | 142,326 | ||||||
Bunge Ltd. Finance Corp. |
||||||||
2.75%, 05/14/31 (Call 02/14/31) |
940 | 894,861 | ||||||
3.25%, 08/15/26 (Call 05/15/26)(a) |
813 | 832,699 | ||||||
3.75%, 09/25/27 (Call 06/25/27) |
632 | 660,649 |
Security |
Par (000) |
Value | ||||||
Agriculture (continued) |
||||||||
4.35%, 03/15/24 (Call 03/10/22) |
$ | 3,274 | $ | 3,431,349 | ||||
|
|
|||||||
7,298,021 | ||||||||
Airlines — 0.1% | ||||||||
Southwest Airlines Co. |
||||||||
2.63%, 02/10/30 (Call 11/10/29) |
288 | 275,270 | ||||||
3.00%, 11/15/26 (Call 08/15/26) |
70 | 70,831 | ||||||
3.45%, 11/16/27 (Call 08/16/27) |
137 | 141,054 | ||||||
5.13%, 06/15/27 (Call 04/15/27) |
432 | 479,486 | ||||||
|
|
|||||||
966,641 | ||||||||
Apparel — 0.3% | ||||||||
NIKE Inc. |
||||||||
2.38%, 11/01/26 (Call 08/01/26) |
254 | 257,094 | ||||||
2.40%, 03/27/25 (Call 02/27/25) |
103 | 104,479 | ||||||
2.75%, 03/27/27 (Call 01/27/27) |
80 | 82,174 | ||||||
2.85%, 03/27/30 (Call 12/27/29) |
191 | 194,157 | ||||||
3.25%, 03/27/40 (Call 09/27/39) |
208 | 207,528 | ||||||
3.38%, 11/01/46 (Call 05/01/46) |
131 | 129,537 | ||||||
3.38%, 03/27/50 (Call 09/27/49) |
168 | 171,152 | ||||||
3.63%, 05/01/43 (Call 11/01/42) |
169 | 176,145 | ||||||
3.88%, 11/01/45 (Call 05/01/45) |
193 | 208,907 | ||||||
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) |
390 | 411,937 | ||||||
Ralph Lauren Corp. |
||||||||
2.95%, 06/15/30 (Call 03/15/30) |
30 | 29,961 | ||||||
3.75%, 09/15/25 (Call 07/15/25)(a) |
128 | 133,956 | ||||||
VF Corp. |
||||||||
2.40%, 04/23/25 (Call 03/23/25) |
173 | 173,561 | ||||||
2.80%, 04/23/27 (Call 02/23/27)(a) |
276 | 279,433 | ||||||
2.95%, 04/23/30 (Call 01/23/30)(a) |
438 | 433,519 | ||||||
|
|
|||||||
2,993,540 | ||||||||
Auto Manufacturers — 0.5% | ||||||||
American Honda Finance Corp. |
||||||||
1.50%, 01/13/25 |
100 | 98,131 | ||||||
2.25%, 01/12/29 |
100 | 97,078 | ||||||
2.30%, 09/09/26 |
212 | 211,945 | ||||||
2.35%, 01/08/27 |
265 | 264,534 | ||||||
3.50%, 02/15/28 |
203 | 212,817 | ||||||
Cummins Inc. |
||||||||
1.50%, 09/01/30 (Call 06/01/30) |
246 | 221,220 | ||||||
2.60%, 09/01/50 (Call 03/01/50) |
245 | 202,194 | ||||||
3.65%, 10/01/23 (Call 07/01/23) |
79 | 80,999 | ||||||
4.88%, 10/01/43 (Call 04/01/43)(a) |
125 | 150,816 | ||||||
Daimler Finance North America LLC, 8.50%, 01/18/31 |
324 | 459,646 | ||||||
General Motors Co. |
||||||||
5.00%, 04/01/35 |
55 | 59,522 | ||||||
5.15%, 04/01/38 (Call 10/01/37) |
40 | 43,409 | ||||||
5.20%, 04/01/45 |
121 | 130,496 | ||||||
5.40%, 04/01/48 (Call 10/01/47) |
31 | 34,353 | ||||||
5.95%, 04/01/49 (Call 10/01/48)(a) |
136 | 162,535 | ||||||
6.25%, 10/02/43 |
336 | 407,437 | ||||||
6.60%, 04/01/36 (Call 10/01/35) |
583 | 721,229 | ||||||
6.75%, 04/01/46 (Call 10/01/45) |
113 | 144,398 | ||||||
General Motors Financial Co. Inc. |
||||||||
2.35%, 02/26/27 (Call 01/26/27) |
50 | 48,496 | ||||||
5.65%, 01/17/29 (Call 10/17/28) |
20 | 22,479 | ||||||
Toyota Motor Corp., 3.67%, 07/20/28 |
25 | 26,625 | ||||||
Toyota Motor Credit Corp. |
||||||||
1.45%, 01/13/25 |
100 | 98,470 | ||||||
1.80%, 02/13/25 |
76 | 75,450 | ||||||
1.90%, 01/13/27 |
100 | 98,240 |
S C H E D U L E O F I N V E S T M E N T S |
69 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Auto Manufacturers (continued) |
||||||||
2.00%, 10/07/24 |
$ | 40 | $ | 39,994 | ||||
2.15%, 02/13/30 |
90 | 86,580 | ||||||
3.00%, 04/01/25 |
120 | 122,936 | ||||||
3.05%, 01/11/28 |
134 | 138,146 | ||||||
3.20%, 01/11/27 |
108 | 112,398 | ||||||
3.38%, 04/01/30 |
23 | 24,087 | ||||||
3.40%, 04/14/25 |
46 | 47,603 | ||||||
3.65%, 01/08/29 |
23 | 24,493 | ||||||
|
|
|||||||
4,668,756 | ||||||||
Auto Parts & Equipment — 0.2% | ||||||||
Aptiv PLC |
||||||||
3.10%, 12/01/51 (Call 06/01/51) |
300 | 253,350 | ||||||
4.35%, 03/15/29 (Call 12/15/28) |
22 | 23,674 | ||||||
4.40%, 10/01/46 (Call 04/01/46) |
226 | 233,017 | ||||||
5.40%, 03/15/49 (Call 09/15/48)(a) |
191 | 223,756 | ||||||
BorgWarner Inc. |
||||||||
3.38%, 03/15/25 (Call 12/15/24)(a) |
131 | 135,066 | ||||||
4.38%, 03/15/45 (Call 09/15/44) |
193 | 200,483 | ||||||
Lear Corp. |
||||||||
3.50%, 05/30/30 (Call 02/28/30) |
30 | 30,149 | ||||||
3.55%, 01/15/52 (Call 07/15/51)(a) |
15 | 13,011 | ||||||
3.80%, 09/15/27 (Call 06/15/27) |
37 | 38,572 | ||||||
4.25%, 05/15/29 (Call 02/15/29)(a) |
55 | 58,246 | ||||||
5.25%, 05/15/49 (Call 11/15/48)(a) |
268 | 300,353 | ||||||
Magna International Inc. |
||||||||
3.63%, 06/15/24 (Call 03/15/24) |
116 | 119,229 | ||||||
4.15%, 10/01/25 (Call 07/01/25) |
60 | 63,452 | ||||||
|
|
|||||||
1,692,358 | ||||||||
Banks — 21.4% | ||||||||
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25(a) |
390 | 411,524 | ||||||
Banco Bilbao Vizcaya Argentaria SA |
||||||||
0.88%, 09/18/23 |
8,535 | 8,409,877 | ||||||
1.13%, 09/18/25 |
3,895 | 3,701,302 | ||||||
Banco Santander SA |
||||||||
1.72%, 09/14/27 (Call 09/14/26)(b) |
200 | 188,578 | ||||||
3.31%, 06/27/29 |
207 | 209,453 | ||||||
3.80%, 02/23/28 |
160 | 165,035 | ||||||
5.18%, 11/19/25 |
50 | 53,404 | ||||||
Bank of America Corp. |
||||||||
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)(b) |
90 | 88,511 | ||||||
2.48%, 09/21/36 (Call 09/21/31)(b) |
450 | 408,109 | ||||||
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)(b) |
151 | 143,862 | ||||||
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)(b) |
168 | 160,754 | ||||||
2.68%, 06/19/41 (Call 06/19/40), (SOFR + 1.930%)(b) |
197 | 173,039 | ||||||
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.880%)(b) |
105 | 100,960 | ||||||
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 3.150%)(b) |
30 | 26,159 | ||||||
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)(b) |
29 | 28,419 | ||||||
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)(b) |
300 | 267,066 | ||||||
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)(b) |
108 | 108,127 | ||||||
3.25%, 10/21/27 (Call 10/21/26) |
118 | 120,720 | ||||||
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)(b) |
134 | 136,633 | ||||||
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)(b) |
113 | 115,670 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.50%, 04/19/26 |
$ | 118 | $ | 122,372 | ||||
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)(a)(b) |
112 | 114,988 | ||||||
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)(b) |
52 | 53,692 | ||||||
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)(b) |
232 | 240,262 | ||||||
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)(b) |
286 | 298,104 | ||||||
3.88%, 08/01/25 |
72 | 75,456 | ||||||
3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.190%)(b) |
266 | 277,943 | ||||||
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)(b) |
248 | 259,654 | ||||||
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)(b) |
114 | 119,610 | ||||||
4.00%, 01/22/25 |
122 | 126,702 | ||||||
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)(b) |
225 | 238,282 | ||||||
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 1.320%)(b) |
708 | 761,157 | ||||||
4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)(b) |
477 | 520,617 | ||||||
4.25%, 10/22/26 |
238 | 252,518 | ||||||
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)(b) |
113 | 120,469 | ||||||
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)(b) |
473 | 524,926 | ||||||
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)(b) |
682 | 763,635 | ||||||
4.45%, 03/03/26 |
239 | 254,110 | ||||||
4.88%, 04/01/44(a) |
286 | 332,321 | ||||||
5.00%, 01/21/44 |
446 | 524,830 | ||||||
5.88%, 02/07/42 |
536 | 695,589 | ||||||
6.11%, 01/29/37 |
697 | 876,938 | ||||||
6.22%, 09/15/26(a) |
155 | 177,100 | ||||||
7.75%, 05/14/38 |
252 | 365,687 | ||||||
Series L, 3.95%, 04/21/25 |
254 | 263,309 | ||||||
Series L, 4.18%, 11/25/27 (Call 11/25/26) |
244 | 256,390 | ||||||
Series N, 3.48%, 03/13/52 (Call 03/13/51), (SOFR + 1.650%)(b) |
350 | 341,159 | ||||||
Bank of America N.A., 6.00%, 10/15/36 |
259 | 329,663 | ||||||
Bank of Montreal |
||||||||
0.51%, 01/10/25(b) |
100 | 100,077 | ||||||
1.85%, 05/01/25 |
373 | 368,677 | ||||||
2.50%, 06/28/24 |
342 | 345,143 | ||||||
3.80%, 12/15/32 (Call 12/15/27)(b) |
753 | 771,531 | ||||||
4.34%, 10/05/28 (Call 10/05/23)(b) |
701 | 722,219 | ||||||
Series E, 3.30%, 02/05/24 |
857 | 878,176 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
1.60%, 04/24/25 (Call 03/24/25) |
1,648 | 1,622,456 | ||||||
2.05%, 01/26/27 (Call 12/26/26) |
100 | 98,887 | ||||||
2.10%, 10/24/24 |
289 | 290,072 | ||||||
2.20%, 08/16/23 (Call 06/16/23) |
506 | 509,977 | ||||||
2.45%, 08/17/26 (Call 05/17/26) |
1,401 | 1,418,092 | ||||||
2.50%, 01/26/32 (Call 10/26/31) |
100 | 97,318 | ||||||
2.80%, 05/04/26 (Call 02/04/26) |
866 | 885,407 | ||||||
3.00%, 10/30/28 (Call 07/30/28) |
1,120 | 1,130,696 | ||||||
3.25%, 09/11/24 (Call 08/11/24) |
290 | 298,735 | ||||||
3.25%, 05/16/27 (Call 02/16/27)(a) |
488 | 507,188 |
70 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.30%, 08/23/29 (Call 05/23/29) |
$ | 336 | $ | 347,474 | ||||
3.40%, 05/15/24 (Call 04/15/24) |
256 | 264,205 | ||||||
3.40%, 01/29/28 (Call 10/29/27) |
446 | 467,016 | ||||||
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)(b) |
655 | 684,671 | ||||||
3.45%, 08/11/23 |
574 | 589,010 | ||||||
3.50%, 04/28/23 |
232 | 237,199 | ||||||
3.85%, 04/28/28 |
438 | 468,647 | ||||||
3.95%, 11/18/25 (Call 10/18/25) |
235 | 249,302 | ||||||
Series 12, 3.65%, 02/04/24 (Call 01/05/24) |
284 | 293,153 | ||||||
Series G, 3.00%, 02/24/25 (Call 01/24/25) |
112 | 114,947 | ||||||
Bank of Nova Scotia (The) |
||||||||
0.65%, 07/31/24 |
70 | 67,524 | ||||||
0.70%, 04/15/24 |
340 | 329,865 | ||||||
1.05%, 03/02/26 |
4,190 | 3,968,517 | ||||||
1.30%, 06/11/25(a) |
2,455 | 2,369,124 | ||||||
1.35%, 06/24/26 |
230 | 219,503 | ||||||
1.95%, 02/02/27 |
125 | 121,428 | ||||||
2.15%, 08/01/31 |
1,810 | 1,690,468 | ||||||
2.20%, 02/03/25 |
2,778 | 2,768,999 | ||||||
2.45%, 02/02/32 |
125 | 118,608 | ||||||
2.70%, 08/03/26(a) |
261 | 263,550 | ||||||
3.40%, 02/11/24 |
3,062 | 3,142,010 | ||||||
4.50%, 12/16/25 |
1,567 | 1,665,627 | ||||||
Bank of Nova Scotia/The, 1.45%, 01/10/25 |
100 | 97,858 | ||||||
BankUnited Inc., 5.13%, 06/11/30 (Call 03/11/30) |
170 | 181,611 | ||||||
Barclays PLC |
||||||||
2.67%, 03/10/32 (Call 03/10/31)(b) |
400 | 375,044 | ||||||
2.89%, 11/24/32 (Call 11/24/31)(b) |
1,575 | 1,492,265 | ||||||
3.56%, 09/23/35 (Call 09/23/30)(a)(b) |
137 | 130,916 | ||||||
3.65%, 03/16/25 |
125 | 128,296 | ||||||
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)(b) |
1,865 | 1,915,896 | ||||||
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)(a)(b) |
425 | 436,802 | ||||||
4.34%, 01/10/28 (Call 01/10/27) |
235 | 248,390 | ||||||
4.38%, 09/11/24 |
20 | 20,737 | ||||||
4.38%, 01/12/26 |
165 | 174,217 | ||||||
4.84%, 05/09/28 (Call 05/07/27) |
145 | 153,497 | ||||||
4.95%, 01/10/47 |
390 | 440,595 | ||||||
4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)(b) |
401 | 435,839 | ||||||
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)(b) |
236 | 252,577 | ||||||
5.20%, 05/12/26 |
110 | 118,506 | ||||||
5.25%, 08/17/45 |
375 | 439,890 | ||||||
BNP Paribas SA, 4.25%, 10/15/24(a) |
490 | 511,629 | ||||||
BPCE SA |
||||||||
3.38%, 12/02/26 |
1,085 | 1,118,353 | ||||||
4.00%, 04/15/24 |
1,073 | 1,111,886 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
2.25%, 01/28/25 |
442 | 441,452 | ||||||
3.10%, 04/02/24 |
1,131 | 1,153,518 | ||||||
3.50%, 09/13/23 |
1,428 | 1,467,784 | ||||||
Citigroup Inc. |
||||||||
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)(b) |
75 | 73,904 | ||||||
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)(a)(b) |
192 | 185,178 | ||||||
2.90%, 11/03/42 (Call 11/03/41), (SOFR + 1.379%)(b) |
50 | 45,081 | ||||||
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)(b) |
99 | 97,746 | ||||||
3.06%, 01/25/33 (Call 01/25/32), (SOFR + 1.351%)(b) |
50 | 49,314 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)(b) |
$ | 200 | $ | 201,760 | ||||
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)(b) |
217 | 219,912 | ||||||
3.20%, 10/21/26 (Call 07/21/26) |
141 | 143,790 | ||||||
3.30%, 04/27/25 |
140 | 143,370 | ||||||
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)(b) |
242 | 247,021 | ||||||
3.40%, 05/01/26 |
79 | 81,439 | ||||||
3.50%, 05/15/23 |
5 | 5,115 | ||||||
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)(b) |
475 | 488,110 | ||||||
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)(b) |
421 | 435,710 | ||||||
3.70%, 01/12/26 |
87 | 90,881 | ||||||
3.88%, 03/26/25 |
95 | 98,218 | ||||||
3.88%, 01/24/39 (Call 01/24/38), (3 mo. LIBOR US + 1.168%)(b) |
300 | 313,575 | ||||||
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)(b) |
367 | 383,177 | ||||||
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)(b) |
188 | 197,938 | ||||||
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)(b) |
130 | 136,976 | ||||||
4.13%, 07/25/28(a) |
208 | 218,504 | ||||||
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)(b) |
233 | 256,636 | ||||||
4.30%, 11/20/26 |
216 | 229,992 | ||||||
4.40%, 06/10/25 |
16 | 16,792 | ||||||
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)(b) |
181 | 196,483 | ||||||
4.45%, 09/29/27 |
432 | 461,575 | ||||||
4.60%, 03/09/26 |
194 | 207,014 | ||||||
4.65%, 07/30/45 |
256 | 290,115 | ||||||
4.65%, 07/23/48 (Call 06/23/48) |
561 | 654,939 | ||||||
4.75%, 05/18/46 |
238 | 265,108 | ||||||
5.30%, 05/06/44 |
233 | 274,290 | ||||||
5.32%, 03/26/41 (Call 03/26/40), (SOFR + 4.548%)(b) |
290 | 351,193 | ||||||
5.50%, 09/13/25 |
97 | 105,821 | ||||||
5.88%, 02/22/33 |
47 | 56,062 | ||||||
5.88%, 01/30/42 |
90 | 115,860 | ||||||
6.00%, 10/31/33 |
89 | 108,252 | ||||||
6.13%, 08/25/36 |
285 | 359,935 | ||||||
6.63%, 01/15/28(a) |
170 | 203,238 | ||||||
6.63%, 06/15/32 |
54 | 67,695 | ||||||
6.68%, 09/13/43 |
213 | 294,494 | ||||||
8.13%, 07/15/39 |
408 | 639,018 | ||||||
Citizens Bank N.A./Providence RI, 3.75%, 02/18/26 (Call 11/18/25) |
50 | 52,561 | ||||||
Citizens Financial Group Inc. |
||||||||
2.50%, 02/06/30 (Call 11/06/29) |
164 | 157,169 | ||||||
2.85%, 07/27/26 (Call 04/27/26) |
66 | 66,667 | ||||||
3.25%, 04/30/30 (Call 01/30/30) |
330 | 333,590 | ||||||
4.30%, 12/03/25 (Call 11/03/25) |
50 | 52,683 | ||||||
Comerica Bank, 4.00%, 07/27/25 |
40 | 42,050 | ||||||
Comerica Inc. |
||||||||
3.70%, 07/31/23 (Call 06/30/23) |
519 | 530,953 | ||||||
4.00%, 02/01/29 (Call 11/03/28)(a) |
276 | 296,181 | ||||||
Cooperatieve Rabobank U.A. |
||||||||
3.75%, 07/21/26 |
80 | 82,633 | ||||||
4.38%, 08/04/25 |
315 | 329,881 | ||||||
4.63%, 12/01/23(a) |
15 | 15,640 | ||||||
5.25%, 05/24/41(a) |
305 | 393,987 |
S C H E D U L E O F I N V E S T M E N T S |
71 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
5.25%, 08/04/45 |
$ | 342 | $ | 409,111 | ||||
5.75%, 12/01/43 |
202 | 256,413 | ||||||
Cooperatieve Rabobank U.A./New York, 3.38%, 05/21/25 |
80 | 82,969 | ||||||
Credit Suisse AG/New York NY, 3.63%, 09/09/24 |
45 | 46,443 | ||||||
Credit Suisse Group AG |
||||||||
3.75%, 03/26/25 |
5 | 5,136 | ||||||
3.80%, 06/09/23 |
105 | 107,356 | ||||||
4.55%, 04/17/26 |
55 | 58,095 | ||||||
4.88%, 05/15/45 |
490 | 539,250 | ||||||
Deutsche Bank AG, 4.10%, 01/13/26 |
144 | 149,959 | ||||||
Deutsche Bank AG/London, 3.70%, 05/30/24 |
226 | 231,980 | ||||||
Deutsche Bank AG/New York NY |
||||||||
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)(b) |
180 | 173,126 | ||||||
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)(b) |
445 | 418,033 | ||||||
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)(b) |
435 | 429,297 | ||||||
3.70%, 05/30/24 |
275 | 281,792 | ||||||
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)(a)(b) |
505 | 516,681 | ||||||
4.10%, 01/13/26 |
100 | 104,303 | ||||||
Discover Bank |
||||||||
2.70%, 02/06/30 (Call 11/06/29) |
107 | 103,126 | ||||||
3.45%, 07/27/26 (Call 04/27/26) |
80 | 82,290 | ||||||
4.25%, 03/13/26 |
25 | 26,441 | ||||||
4.65%, 09/13/28 (Call 06/13/28) |
175 | 189,963 | ||||||
Fifth Third Bancorp., 8.25%, 03/01/38 |
377 | 572,248 | ||||||
First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30)(a) |
40 | 46,145 | ||||||
First Republic Bank/CA |
||||||||
4.38%, 08/01/46 (Call 02/01/46) |
310 | 349,345 | ||||||
4.63%, 02/13/47 (Call 08/13/46) |
90 | 102,598 | ||||||
Goldman Sachs Capital I, 6.35%, 02/15/34 |
249 | 311,235 | ||||||
Goldman Sachs Group Inc. (The) |
||||||||
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)(b) |
125 | 123,648 | ||||||
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)(b) |
255 | 236,431 | ||||||
2.60%, 02/07/30 (Call 11/07/29) |
203 | 195,199 | ||||||
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)(b) |
1,040 | 983,819 | ||||||
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)(b) |
145 | 143,301 | ||||||
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)(b) |
295 | 279,793 | ||||||
2.91%, 07/21/42 (Call 07/21/41), (SOFR + 1.472%)(b) |
100 | 89,342 | ||||||
3.10%, 02/24/33 (Call 02/24/32), (SOFR + 1.410%)(b) |
280 | 275,425 | ||||||
3.44%, 02/24/43 (Call 02/24/42), (SOFR + 1.632%)(b) |
210 | 201,875 | ||||||
3.50%, 01/23/25 (Call 10/23/24) |
67 | 68,937 | ||||||
3.50%, 04/01/25 (Call 03/01/25) |
45 | 46,267 | ||||||
3.50%, 11/16/26 (Call 11/16/25) |
455 | 466,389 | ||||||
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)(b) |
240 | 248,563 | ||||||
3.75%, 02/25/26 (Call 11/25/25) |
64 | 66,644 | ||||||
3.80%, 03/15/30 (Call 12/15/29) |
299 | 311,435 | ||||||
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)(b) |
320 | 332,128 | ||||||
3.85%, 01/26/27 (Call 01/26/26) |
27 | 28,127 | ||||||
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)(b) |
380 | 400,493 | ||||||
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)(b) |
446 | 472,764 | ||||||
4.25%, 10/21/25 |
260 | 272,997 | ||||||
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)(b) |
305 | 330,053 | ||||||
4.75%, 10/21/45 (Call 04/21/45) |
383 | 437,053 | ||||||
4.80%, 07/08/44 (Call 01/08/44) |
527 | 604,437 | ||||||
5.15%, 05/22/45 |
104 | 122,069 | ||||||
5.95%, 01/15/27 |
118 | 133,246 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
6.13%, 02/15/33 |
$ | 561 | $ | 695,399 | ||||
6.25%, 02/01/41 |
813 | 1,067,721 | ||||||
6.45%, 05/01/36 |
320 | 407,811 | ||||||
6.75%, 10/01/37 |
744 | 977,348 | ||||||
HSBC Bank USA N.A., 7.00%, 01/15/39 |
360 | 515,167 | ||||||
HSBC Bank USA N.A./New York NY, 5.63%, 08/15/35 |
252 | 297,728 | ||||||
HSBC Holdings PLC |
||||||||
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)(a)(b) |
200 | 186,650 | ||||||
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)(b) |
90 | 82,583 | ||||||
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)(b) |
175 | 174,780 | ||||||
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)(b) |
880 | 830,658 | ||||||
2.85%, 06/04/31 (Call 06/04/30), (SOFR + 2.387%)(b) |
70 | 66,879 | ||||||
2.87%, 11/22/32 (Call 11/22/31), (SOFR + 1.410%)(a)(b) |
325 | 308,350 | ||||||
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)(b) |
150 | 153,740 | ||||||
3.90%, 05/25/26 |
145 | 150,857 | ||||||
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)(b) |
820 | 845,723 | ||||||
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)(b) |
345 | 357,603 | ||||||
4.25%, 03/14/24 |
427 | 441,253 | ||||||
4.25%, 08/18/25 |
95 | 98,548 | ||||||
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)(b) |
165 | 172,100 | ||||||
4.30%, 03/08/26 |
65 | 68,654 | ||||||
4.38%, 11/23/26 |
500 | 525,990 | ||||||
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)(b) |
525 | 560,353 | ||||||
4.95%, 03/31/30 |
215 | 238,433 | ||||||
5.25%, 03/14/44(a) |
324 | 372,247 | ||||||
6.10%, 01/14/42 |
409 | 539,827 | ||||||
6.50%, 05/02/36 |
420 | 528,969 | ||||||
6.50%, 09/15/37 |
445 | 567,802 | ||||||
6.80%, 06/01/38 |
275 | 359,532 | ||||||
7.63%, 05/17/32 |
437 | 570,521 | ||||||
Huntington Bancshares Inc./OH |
||||||||
2.49%, 08/15/36 (Call 08/15/31)(b)(c) |
360 | 328,979 | ||||||
2.55%, 02/04/30 (Call 11/04/29)(a) |
424 | 412,315 | ||||||
2.63%, 08/06/24 (Call 07/06/24) |
415 | 418,150 | ||||||
4.00%, 05/15/25 (Call 04/15/25) |
508 | 531,017 | ||||||
ING Groep NV |
||||||||
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)(b) |
620 | 592,838 | ||||||
3.55%, 04/09/24 |
537 | 551,010 | ||||||
3.95%, 03/29/27 |
585 | 614,583 | ||||||
4.05%, 04/09/29 |
307 | 326,016 | ||||||
4.10%, 10/02/23 |
393 | 405,824 | ||||||
4.55%, 10/02/28 |
605 | 658,149 | ||||||
Intesa Sanpaolo SpA, 5.25%, 01/12/24 |
7,355 | 7,722,088 | ||||||
JPMorgan Chase & Co. |
||||||||
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)(b) |
206 | 202,683 | ||||||
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)(a)(b) |
140 | 137,840 | ||||||
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)(b) |
161 | 154,571 | ||||||
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)(b) |
30 | 28,665 | ||||||
2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)(b) |
1,500 | 1,437,270 | ||||||
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)(b) |
262 | 255,969 | ||||||
2.95%, 10/01/26 (Call 07/01/26) |
264 | 268,467 | ||||||
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)(b) |
280 | 281,669 | ||||||
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)(b) |
600 | 593,592 | ||||||
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)(b) |
207 | 195,901 | ||||||
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)(b) |
429 | 397,413 |
72 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.16%, 04/22/42 (Call 04/22/41), (SOFR + 1.460%)(b) |
$ | 150 | $ | 141,924 | ||||
3.20%, 06/15/26 (Call 03/15/26) |
137 | 140,584 | ||||||
3.30%, 04/01/26 (Call 01/01/26) |
128 | 132,017 | ||||||
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)(b) |
399 | 384,377 | ||||||
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)(b) |
174 | 178,695 | ||||||
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)(b) |
2 | 2,067 | ||||||
3.63%, 12/01/27 (Call 12/01/26) |
243 | 251,539 | ||||||
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)(b) |
292 | 303,029 | ||||||
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)(b) |
299 | 312,225 | ||||||
3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)(b) |
277 | 293,459 | ||||||
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)(b) |
444 | 462,537 | ||||||
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)(b) |
160 | 167,502 | ||||||
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)(b) |
701 | 743,523 | ||||||
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)(b) |
219 | 230,800 | ||||||
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)(b) |
265 | 282,336 | ||||||
4.13%, 12/15/26 |
102 | 108,417 | ||||||
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)(b) |
125 | 133,143 | ||||||
4.25%, 10/01/27 |
167 | 178,576 | ||||||
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)(b) |
551 | 603,290 | ||||||
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)(b) |
43 | 46,463 | ||||||
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)(b) |
146 | 160,258 | ||||||
4.85%, 02/01/44 |
310 | 367,703 | ||||||
4.95%, 06/01/45(a) |
149 | 174,843 | ||||||
5.40%, 01/06/42 |
411 | 509,422 | ||||||
5.50%, 10/15/40 |
246 | 305,800 | ||||||
5.60%, 07/15/41 |
348 | 438,564 | ||||||
6.40%, 05/15/38 |
503 | 674,774 | ||||||
7.63%, 10/15/26 |
109 | 131,723 | ||||||
7.75%, 07/15/25 |
30 | 35,144 | ||||||
8.00%, 04/29/27 |
365 | 454,290 | ||||||
8.75%, 09/01/30 |
14 | 19,663 | ||||||
KeyBank N.A./Cleveland OH |
||||||||
3.30%, 06/01/25 |
87 | 89,915 | ||||||
3.40%, 05/20/26 |
360 | 373,273 | ||||||
KeyCorp. |
||||||||
2.25%, 04/06/27 |
263 | 259,155 | ||||||
2.55%, 10/01/29 |
356 | 346,214 | ||||||
4.10%, 04/30/28 |
315 | 338,077 | ||||||
4.15%, 10/29/25 |
267 | 283,188 | ||||||
Lloyds Bank PLC, 3.50%, 05/14/25 |
200 | 205,496 | ||||||
Lloyds Banking Group PLC |
||||||||
2.44%, 02/05/26 (Call 02/05/25)(b) |
80 | 79,410 | ||||||
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)(a)(b) |
225 | 230,596 | ||||||
3.75%, 01/11/27 |
200 | 207,618 | ||||||
3.87%, 07/09/25 (Call 07/09/24)(b) |
130 | 133,879 | ||||||
3.90%, 03/12/24 |
180 | 186,484 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
4.05%, 08/16/23 |
$ | 86 | $ | 88,586 | ||||
4.34%, 01/09/48 |
413 | 422,016 | ||||||
4.38%, 03/22/28 |
515 | 548,980 | ||||||
4.45%, 05/08/25 |
300 | 315,786 | ||||||
4.50%, 11/04/24 |
125 | 130,451 | ||||||
4.55%, 08/16/28(a) |
105 | 113,453 | ||||||
4.58%, 12/10/25 |
310 | 325,054 | ||||||
4.65%, 03/24/26 |
205 | 216,818 | ||||||
5.30%, 12/01/45 |
137 | 157,969 | ||||||
Mitsubishi UFJ Financial Group Inc. |
||||||||
2.34%, 01/19/28 (Call 01/19/27)(b) |
200 | 195,174 | ||||||
2.56%, 02/25/30 |
14 | 13,443 | ||||||
2.80%, 07/18/24 |
5 | 5,064 | ||||||
2.85%, 01/19/33 (Call 01/19/32)(b) |
200 | 193,714 | ||||||
3.20%, 07/18/29 |
12 | 12,088 | ||||||
3.29%, 07/25/27 |
122 | 125,223 | ||||||
3.68%, 02/22/27 |
105 | 109,628 | ||||||
3.74%, 03/07/29 |
109 | 113,979 | ||||||
3.75%, 07/18/39 |
285 | 297,754 | ||||||
3.78%, 03/02/25 |
126 | 130,910 | ||||||
3.85%, 03/01/26 |
12 | 12,550 | ||||||
3.96%, 03/02/28 |
108 | 114,233 | ||||||
4.05%, 09/11/28 |
10 | 10,644 | ||||||
4.15%, 03/07/39(a) |
253 | 277,556 | ||||||
4.29%, 07/26/38 |
143 | 158,786 | ||||||
Mizuho Financial Group Inc. |
||||||||
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)(b) |
25 | 25,026 | ||||||
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)(b) |
210 | 211,756 | ||||||
2.87%, 09/13/30 (Call 09/13/29), (SOFR + 1.572%)(b) |
275 | 269,632 | ||||||
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)(b) |
55 | 54,942 | ||||||
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)(b) |
30 | 30,790 | ||||||
4.02%, 03/05/28 |
50 | 52,796 | ||||||
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)(a)(b) |
107 | 114,344 | ||||||
Morgan Stanley |
||||||||
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)(b) |
290 | 259,141 | ||||||
1.93%, 04/28/32 (Call 04/28/31), (SOFR + 1.020%)(b) |
490 | 441,720 | ||||||
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)(b) |
173 | 170,678 | ||||||
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)(b) |
1,080 | 997,466 | ||||||
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)(b) |
260 | 255,658 | ||||||
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)(b) |
300 | 272,439 | ||||||
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)(b) |
260 | 245,690 | ||||||
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)(b) |
292 | 283,041 | ||||||
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)(b) |
431 | 433,534 | ||||||
2.80%, 01/25/52 (Call 01/25/51), (SOFR + 1.430%)(b) |
340 | 296,942 | ||||||
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)(b) |
115 | 112,576 | ||||||
3.13%, 07/27/26 |
315 | 320,953 | ||||||
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)(b) |
443 | 457,654 | ||||||
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)(b) |
290 | 299,622 | ||||||
3.63%, 01/20/27 |
110 | 114,701 | ||||||
3.70%, 10/23/24 |
125 | 129,304 | ||||||
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)(b) |
312 | 318,043 | ||||||
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)(b) |
261 | 270,936 | ||||||
3.88%, 01/27/26 |
488 | 509,692 | ||||||
3.95%, 04/23/27 |
285 | 299,147 |
S C H E D U L E O F I N V E S T M E N T S |
73 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)(b) |
$ | 322 | $ | 338,738 | ||||
4.00%, 07/23/25 |
259 | 271,445 | ||||||
4.10%, 05/22/23 |
105 | 107,755 | ||||||
4.30%, 01/27/45 |
760 | 827,100 | ||||||
4.35%, 09/08/26 |
494 | 524,618 | ||||||
4.38%, 01/22/47 |
665 | 738,682 | ||||||
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)(b) |
157 | 169,543 | ||||||
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 1.431%)(b) |
216 | 236,859 | ||||||
5.00%, 11/24/25 |
282 | 303,364 | ||||||
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)(b) |
241 | 321,595 | ||||||
6.25%, 08/09/26 |
110 | 125,940 | ||||||
6.38%, 07/24/42 |
664 | 905,749 | ||||||
7.25%, 04/01/32 |
322 | 431,441 | ||||||
Series F, 3.88%, 04/29/24 |
150 | 155,055 | ||||||
National Australia Bank Ltd./New York |
||||||||
2.50%, 07/12/26(a) |
566 | 573,505 | ||||||
3.38%, 01/14/26(a) |
40 | 41,884 | ||||||
National Bank of Canada, 2.10%, 02/01/23 |
127 | 127,446 | ||||||
Natwest Group PLC |
||||||||
3.03%, 11/28/35 (Call 08/28/30)(b) |
375 | 346,819 | ||||||
3.75%, 11/01/29 (Call 11/01/24)(b) |
160 | 162,006 | ||||||
3.88%, 09/12/23 |
377 | 386,108 | ||||||
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)(b) |
605 | 625,679 | ||||||
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)(b) |
319 | 340,064 | ||||||
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)(b) |
162 | 166,683 | ||||||
4.80%, 04/05/26 |
485 | 519,774 | ||||||
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)(b) |
620 | 675,440 | ||||||
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)(b) |
895 | 986,227 | ||||||
5.13%, 05/28/24 |
430 | 451,672 | ||||||
6.00%, 12/19/23 |
396 | 420,580 | ||||||
6.10%, 06/10/23(a) |
51 | 53,353 | ||||||
Northern Trust Corp. |
||||||||
3.15%, 05/03/29 (Call 02/03/29) |
647 | 673,268 | ||||||
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)(b) |
842 | 858,234 | ||||||
3.65%, 08/03/28 (Call 05/03/28) |
404 | 433,831 | ||||||
3.95%, 10/30/25 |
1,029 | 1,090,894 | ||||||
People’s United Bank N.A., 4.00%, 07/15/24 (Call 04/16/24) |
15 | 15,467 | ||||||
PNC Bank N.A. |
||||||||
2.70%, 10/22/29 |
380 | 375,030 | ||||||
3.10%, 10/25/27 (Call 09/25/27) |
331 | 342,866 | ||||||
3.25%, 01/22/28 (Call 12/23/27) |
1,857 | 1,922,942 | ||||||
3.30%, 10/30/24 (Call 09/30/24) |
20 | 20,646 | ||||||
4.05%, 07/26/28 |
160 | 171,480 | ||||||
PNC Bank NA |
||||||||
3.88%, 04/10/25 (Call 03/10/25) |
2,602 | 2,714,927 | ||||||
2.50%, 08/27/24 (Call 07/27/24) |
2,844 | 2,874,658 | ||||||
PNC Financial Services Group Inc. (The) |
||||||||
2.20%, 11/01/24 (Call 10/02/24) |
117 | 117,394 | ||||||
2.55%, 01/22/30 (Call 10/24/29) |
354 | 348,092 | ||||||
2.60%, 07/23/26 (Call 05/23/26) |
284 | 287,979 | ||||||
3.15%, 05/19/27 (Call 04/19/27) |
207 | 214,547 |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
3.45%, 04/23/29 (Call 01/23/29)(a) |
$ | 429 | $ | 450,296 | ||||
3.90%, 04/29/24 (Call 03/29/24) |
30 | 31,150 | ||||||
Regions Bank/Birmingham AL, 6.45%, 06/26/37(a) |
110 | 143,943 | ||||||
Regions Financial Corp., 7.38%, 12/10/37 |
338 | 472,598 | ||||||
Royal Bank of Canada |
||||||||
2.25%, 11/01/24 |
352 | 352,260 | ||||||
2.55%, 07/16/24 |
195 | 196,950 | ||||||
3.70%, 10/05/23 |
325 | 334,987 | ||||||
4.65%, 01/27/26 |
147 | 158,279 | ||||||
Santander Holdings USA Inc. |
||||||||
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)(b) |
205 | 199,114 | ||||||
3.24%, 10/05/26 (Call 08/05/26) |
476 | 480,960 | ||||||
3.50%, 06/07/24 (Call 05/07/24) |
547 | 558,246 | ||||||
4.40%, 07/13/27 (Call 04/14/27) |
540 | 567,540 | ||||||
4.50%, 07/17/25 (Call 04/17/25) |
484 | 507,469 | ||||||
Santander UK Group Holdings PLC |
||||||||
2.90%, 03/15/32 (Call 03/15/31), (SOFR + 1.475%)(b) |
5 | 4,764 | ||||||
3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)(b) |
80 | 82,169 | ||||||
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)(b) |
195 | 202,664 | ||||||
State Street Corp. |
||||||||
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)(b) |
60 | 59,311 | ||||||
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)(b) |
200 | 197,442 | ||||||
2.35%, 11/01/25 (Call 11/01/24)(b) |
484 | 486,923 | ||||||
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)(b) |
200 | 196,026 | ||||||
2.65%, 05/19/26 |
1,838 | 1,876,083 | ||||||
3.30%, 12/16/24 |
976 | 1,009,711 | ||||||
3.55%, 08/18/25 |
1,647 | 1,719,402 | ||||||
3.70%, 11/20/23 |
1,631 | 1,685,247 | ||||||
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)(b) |
1,089 | 1,123,761 | ||||||
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)(b) |
415 | 449,125 | ||||||
Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25 |
30 | 31,218 | ||||||
Sumitomo Mitsui Financial Group Inc. |
||||||||
2.35%, 01/15/25 |
45 | 44,842 | ||||||
2.45%, 09/27/24 |
51 | 51,138 | ||||||
2.63%, 07/14/26 |
171 | 171,393 | ||||||
2.70%, 07/16/24 |
25 | 25,238 | ||||||
2.72%, 09/27/29 |
20 | 19,565 | ||||||
2.75%, 01/15/30 |
290 | 283,315 | ||||||
3.01%, 10/19/26 |
73 | 74,119 | ||||||
3.04%, 07/16/29 |
342 | 341,340 | ||||||
3.20%, 09/17/29 |
160 | 159,886 | ||||||
3.35%, 10/18/27 |
74 | 76,298 | ||||||
3.36%, 07/12/27(a) |
115 | 118,862 | ||||||
3.45%, 01/11/27 |
39 | 40,319 | ||||||
3.54%, 01/17/28 |
296 | 307,162 | ||||||
3.78%, 03/09/26(a) |
134 | 140,176 | ||||||
3.94%, 07/19/28 |
46 | 48,701 | ||||||
4.31%, 10/16/28(a) |
128 | 138,728 | ||||||
SVB Financial Group |
||||||||
3.13%, 06/05/30 (Call 03/05/30) |
360 | 361,836 | ||||||
3.50%, 01/29/25 |
270 | 278,281 | ||||||
Svenska Handelsbanken AB, 3.90%, 11/20/23 |
51 | 52,904 | ||||||
Toronto-Dominion Bank (The) |
||||||||
1.45%, 01/10/25(a) |
100 | 97,906 | ||||||
1.95%, 01/12/27 |
100 | 97,674 | ||||||
2.00%, 09/10/31(a) |
320 | 296,861 |
74 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Banks (continued) |
||||||||
2.45%, 01/12/32 |
$ | 100 | $ | 95,754 | ||||
2.65%, 06/12/24 |
626 | 634,000 | ||||||
3.25%, 03/11/24 |
798 | 818,900 | ||||||
3.50%, 07/19/23 |
1,176 | 1,205,412 | ||||||
3.63%, 09/15/31 (Call 09/15/26)(b) |
797 | 821,595 | ||||||
Truist Bank |
||||||||
2.15%, 12/06/24 (Call 11/05/24) |
293 | 293,984 | ||||||
2.25%, 03/11/30 (Call 12/11/29) |
97 | 91,976 | ||||||
2.64%, 09/17/29 (Call 09/17/24)(b) |
15 | 15,059 | ||||||
3.20%, 04/01/24 (Call 03/01/24) |
5 | 5,134 | ||||||
3.63%, 09/16/25 (Call 08/16/25) |
64 | 66,680 | ||||||
3.80%, 10/30/26 (Call 09/30/26) |
20 | 21,070 | ||||||
4.05%, 11/03/25 (Call 09/03/25) |
68 | 72,266 | ||||||
Truist Financial Corp. |
||||||||
2.85%, 10/26/24 (Call 09/26/24)(a) |
127 | 129,421 | ||||||
3.70%, 06/05/25 (Call 05/05/25) |
160 | 167,197 | ||||||
3.88%, 03/19/29 (Call 02/16/29) |
160 | 169,651 | ||||||
4.00%, 05/01/25 (Call 03/01/25) |
180 | 188,910 | ||||||
U.S. Bancorp. |
||||||||
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)(b) |
50 | 49,402 | ||||||
2.68%, 01/27/33 (Call 01/27/32), (SOFR + 1.020%)(b) |
50 | 49,141 | ||||||
3.00%, 07/30/29 (Call 04/30/29)(a) |
172 | 173,581 | ||||||
3.90%, 04/26/28 (Call 03/24/28) |
123 | 131,600 | ||||||
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) |
52 | 55,911 | ||||||
Westpac Banking Corp. |
||||||||
2.35%, 02/19/25 |
155 | 156,277 | ||||||
2.65%, 01/16/30 |
206 | 205,195 | ||||||
2.67%, 11/15/35 (Call 11/15/30)(b) |
237 | 214,513 | ||||||
2.70%, 08/19/26 |
331 | 337,140 | ||||||
2.85%, 05/13/26 |
522 | 535,734 | ||||||
2.89%, 02/04/30 (Call 02/04/25)(b) |
241 | 238,130 | ||||||
3.02%, 11/18/36 (Call 11/18/31)(b) |
250 | 232,260 | ||||||
3.30%, 02/26/24 |
20 | 20,592 | ||||||
3.35%, 03/08/27 |
453 | 473,729 | ||||||
3.40%, 01/25/28 |
420 | 440,399 | ||||||
4.11%, 07/24/34 (Call 07/24/29)(b) |
199 | 205,014 | ||||||
4.32%, 11/23/31 (Call 11/23/26)(b) |
161 | 167,931 | ||||||
4.42%, 07/24/39 |
331 | 357,619 | ||||||
Zions Bancorp. N.A., 3.25%, 10/29/29 (Call 07/29/29) |
280 | 278,659 | ||||||
|
|
|||||||
192,306,443 | ||||||||
Beverages — 4.6% | ||||||||
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.65%, 02/01/26 (Call 11/01/25) |
806 | 842,552 | ||||||
4.70%, 02/01/36 (Call 08/01/35) |
619 | 690,662 | ||||||
4.90%, 02/01/46 (Call 08/01/45) |
1,106 | 1,256,416 | ||||||
Anheuser-Busch InBev Finance Inc. |
||||||||
4.00%, 01/17/43 |
230 | 234,628 | ||||||
4.63%, 02/01/44 |
321 | 350,352 | ||||||
4.70%, 02/01/36 (Call 08/01/35)(a) |
382 | 425,750 | ||||||
4.90%, 02/01/46 (Call 08/01/45) |
199 | 223,111 | ||||||
Anheuser-Busch InBev Worldwide Inc. |
||||||||
3.50%, 06/01/30 (Call 03/01/30)(a) |
197 | 205,863 | ||||||
3.75%, 07/15/42 |
444 | 438,388 | ||||||
4.00%, 04/13/28 (Call 01/13/28) |
536 | 571,403 | ||||||
4.35%, 06/01/40 (Call 12/01/39) |
102 | 108,774 | ||||||
4.38%, 04/15/38 (Call 10/15/37) |
226 | 242,498 | ||||||
4.44%, 10/06/48 (Call 04/06/48) |
282 | 302,002 | ||||||
4.50%, 06/01/50 (Call 12/01/49) |
286 | 315,052 | ||||||
4.60%, 04/15/48 (Call 10/15/47) |
361 | 396,486 |
Security |
Par (000) |
Value | ||||||
Beverages (continued) |
||||||||
4.60%, 06/01/60 (Call 12/01/59) |
$ | 75 | $ | 81,550 | ||||
4.75%, 01/23/29 (Call 10/23/28) |
626 | 696,657 | ||||||
4.75%, 04/15/58 (Call 10/15/57) |
292 | 323,390 | ||||||
4.90%, 01/23/31 (Call 10/23/30) |
481 | 552,563 | ||||||
4.95%, 01/15/42 |
269 | 307,026 | ||||||
5.45%, 01/23/39 (Call 07/23/38) |
239 | 284,723 | ||||||
5.55%, 01/23/49 (Call 07/23/48) |
464 | 574,497 | ||||||
5.80%, 01/23/59 (Call 07/23/58) |
429 | 550,724 | ||||||
5.88%, 06/15/35 |
65 | 79,752 | ||||||
8.00%, 11/15/39 |
64 | 96,131 | ||||||
8.20%, 01/15/39 |
199 | 302,970 | ||||||
Brown-Forman Corp. |
||||||||
3.50%, 04/15/25 (Call 02/15/25) |
160 | 166,342 | ||||||
4.00%, 04/15/38 (Call 10/15/37) |
34 | 36,855 | ||||||
4.50%, 07/15/45 (Call 01/15/45) |
168 | 193,334 | ||||||
Coca-Cola Co. (The) |
||||||||
1.65%, 06/01/30 |
508 | 470,774 | ||||||
1.75%, 09/06/24(a) |
353 | 353,134 | ||||||
2.13%, 09/06/29 |
552 | 538,377 | ||||||
2.50%, 06/01/40 |
330 | 299,208 | ||||||
2.50%, 03/15/51 |
96 | 82,284 | ||||||
2.60%, 06/01/50 |
172 | 150,834 | ||||||
2.75%, 06/01/60 |
195 | 170,052 | ||||||
2.90%, 05/25/27(a) |
105 | 108,233 | ||||||
3.00%, 03/05/51 |
150 | 142,609 | ||||||
3.38%, 03/25/27 |
266 | 280,133 | ||||||
3.45%, 03/25/30 |
203 | 214,804 | ||||||
4.20%, 03/25/50 |
160 | 184,138 | ||||||
Coca-Cola Femsa SAB de CV, 2.75%, 01/22/30 (Call 10/22/29) |
59 | 56,994 | ||||||
Constellation Brands Inc. |
||||||||
2.88%, 05/01/30 (Call 02/01/30) |
74 | 72,242 | ||||||
3.15%, 08/01/29 (Call 05/01/29) |
125 | 125,136 | ||||||
3.50%, 05/09/27 (Call 02/09/27) |
146 | 151,374 | ||||||
3.60%, 02/15/28 (Call 11/15/27) |
250 | 257,597 | ||||||
3.70%, 12/06/26 (Call 09/06/26) |
145 | 151,603 | ||||||
3.75%, 05/01/50 (Call 11/01/49) |
67 | 64,033 | ||||||
4.10%, 02/15/48 (Call 08/15/47) |
30 | 29,928 | ||||||
4.50%, 05/09/47 (Call 11/09/46) |
107 | 112,486 | ||||||
4.65%, 11/15/28 (Call 08/15/28) |
150 | 163,882 | ||||||
5.25%, 11/15/48 (Call 05/15/48) |
105 | 122,220 | ||||||
Diageo Capital PLC |
||||||||
1.38%, 09/29/25 (Call 08/29/25) |
1,030 | 999,769 | ||||||
2.00%, 04/29/30 (Call 01/29/30) |
1,002 | 947,541 | ||||||
2.13%, 10/24/24 (Call 09/24/24) |
3,310 | 3,322,313 | ||||||
2.38%, 10/24/29 (Call 07/24/29)(a) |
600 | 586,638 | ||||||
2.63%, 04/29/23 (Call 01/29/23) |
3,184 | 3,216,732 | ||||||
3.50%, 09/18/23 (Call 08/18/23) |
1,178 | 1,208,345 | ||||||
3.88%, 05/18/28 (Call 02/18/28) |
1,860 | 1,998,682 | ||||||
5.88%, 09/30/36 |
94 | 124,061 | ||||||
Diageo Investment Corp. |
||||||||
4.25%, 05/11/42(a) |
355 | 400,078 | ||||||
7.45%, 04/15/35 |
380 | 551,312 | ||||||
Fomento Economico Mexicano SAB de CV |
||||||||
3.50%, 01/16/50 (Call 07/16/49) |
495 | 465,067 | ||||||
4.38%, 05/10/43 |
120 | 127,237 | ||||||
Keurig Dr Pepper Inc. |
||||||||
2.55%, 09/15/26 (Call 06/15/26) |
275 | 275,173 | ||||||
3.13%, 12/15/23 (Call 10/15/23) |
44 | 44,894 | ||||||
3.20%, 05/01/30 (Call 02/01/30)(a) |
345 | 348,995 |
S C H E D U L E O F I N V E S T M E N T S |
75 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Beverages (continued) |
||||||||
3.35%, 03/15/51 (Call 09/15/50) |
$ | 55 | $ | 50,099 | ||||
3.40%, 11/15/25 (Call 08/15/25) |
153 | 157,723 | ||||||
3.43%, 06/15/27 (Call 03/15/27) |
167 | 173,099 | ||||||
3.80%, 05/01/50 (Call 11/01/49) |
129 | 126,897 | ||||||
4.06%, 05/25/23 (Call 04/25/23) |
69 | 70,783 | ||||||
4.42%, 05/25/25 (Call 03/25/25) |
237 | 250,694 | ||||||
4.42%, 12/15/46 (Call 06/15/46) |
178 | 190,330 | ||||||
4.50%, 11/15/45 (Call 05/15/45) |
76 | 81,433 | ||||||
4.60%, 05/25/28 (Call 02/25/28) |
357 | 390,344 | ||||||
4.99%, 05/25/38 (Call 11/25/37)(a) |
121 | 138,170 | ||||||
5.09%, 05/25/48 (Call 11/25/47) |
62 | 72,553 | ||||||
Molson Coors Beverage Co. |
||||||||
3.00%, 07/15/26 (Call 04/15/26) |
859 | 874,385 | ||||||
4.20%, 07/15/46 (Call 01/15/46)(a) |
634 | 631,959 | ||||||
5.00%, 05/01/42 |
374 | 409,006 | ||||||
PepsiCo Inc. |
||||||||
1.63%, 05/01/30 (Call 02/01/30) |
369 | 344,052 | ||||||
1.95%, 10/21/31 (Call 07/21/31) |
90 | 85,180 | ||||||
2.25%, 03/19/25 (Call 02/19/25) |
604 | 610,131 | ||||||
2.38%, 10/06/26 (Call 07/06/26) |
530 | 537,484 | ||||||
2.63%, 03/19/27 (Call 01/19/27) |
144 | 147,354 | ||||||
2.63%, 07/29/29 (Call 04/29/29) |
503 | 508,659 | ||||||
2.63%, 10/21/41 (Call 04/21/41) |
50 | 46,417 | ||||||
2.75%, 04/30/25 (Call 01/30/25) |
755 | 771,036 | ||||||
2.75%, 03/19/30 (Call 12/19/29) |
463 | 469,635 | ||||||
2.75%, 10/21/51 (Call 04/21/51) |
50 | 45,941 | ||||||
2.85%, 02/24/26 (Call 11/24/25) |
362 | 373,168 | ||||||
2.88%, 10/15/49 (Call 04/15/49)(a) |
139 | 131,019 | ||||||
3.00%, 10/15/27 (Call 07/15/27) |
1,166 | 1,212,488 | ||||||
3.38%, 07/29/49 (Call 01/29/49) |
138 | 139,572 | ||||||
3.45%, 10/06/46 (Call 04/06/46) |
141 | 145,375 | ||||||
3.50%, 07/17/25 (Call 04/17/25) |
336 | 351,066 | ||||||
3.60%, 03/01/24 (Call 12/01/23) |
1,075 | 1,111,163 | ||||||
3.63%, 03/19/50 (Call 09/19/49) |
194 | 207,353 | ||||||
4.00%, 03/05/42(a) |
55 | 60,459 | ||||||
4.25%, 10/22/44 (Call 04/22/44) |
95 | 107,929 | ||||||
4.45%, 04/14/46 (Call 10/14/45) |
630 | 746,323 | ||||||
5.50%, 01/15/40 |
10 | 13,126 | ||||||
7.00%, 03/01/29 |
35 | 45,162 | ||||||
|
|
|||||||
41,596,930 | ||||||||
Biotechnology — 1.6% | ||||||||
Amgen Inc. |
||||||||
1.90%, 02/21/25 (Call 01/21/25) |
214 | 212,722 | ||||||
2.20%, 02/21/27 (Call 12/21/26) |
557 | 549,007 | ||||||
2.25%, 08/19/23 (Call 06/19/23)(a) |
160 | 161,373 | ||||||
2.30%, 02/25/31 (Call 11/25/30)(a) |
149 | 140,856 | ||||||
2.45%, 02/21/30 (Call 11/21/29) |
94 | 90,757 | ||||||
2.60%, 08/19/26 (Call 05/19/26)(a) |
399 | 402,611 | ||||||
2.77%, 09/01/53 (Call 03/01/53) |
125 | 101,558 | ||||||
3.00%, 01/15/52 (Call 07/15/51) |
325 | 278,561 | ||||||
3.13%, 05/01/25 (Call 02/01/25) |
471 | 481,753 | ||||||
3.15%, 02/21/40 (Call 08/21/39) |
160 | 148,904 | ||||||
3.20%, 11/02/27 (Call 08/02/27) |
388 | 400,362 | ||||||
3.35%, 02/22/32 (Call 11/22/31)(a) |
60 | 61,192 | ||||||
3.38%, 02/21/50 (Call 08/21/49) |
350 | 321,016 | ||||||
3.63%, 05/22/24 (Call 02/22/24) |
474 | 489,765 | ||||||
4.40%, 05/01/45 (Call 11/01/44) |
451 | 481,979 | ||||||
4.40%, 02/22/62 (Call 08/22/61) |
50 | 52,674 | ||||||
4.56%, 06/15/48 (Call 12/15/47) |
322 | 353,099 | ||||||
4.66%, 06/15/51 (Call 12/15/50) |
638 | 715,708 |
Security |
Par (000) |
Value | ||||||
Biotechnology (continued) |
||||||||
4.95%, 10/01/41 |
$ | 237 | $ | 272,218 | ||||
5.15%, 11/15/41 (Call 05/15/41) |
300 | 348,330 | ||||||
5.65%, 06/15/42 (Call 12/15/41) |
63 | 78,380 | ||||||
5.75%, 03/15/40 |
15 | 18,654 | ||||||
6.38%, 06/01/37 |
25 | 33,612 | ||||||
Baxalta Inc. |
||||||||
4.00%, 06/23/25 (Call 03/23/25) |
236 | 246,672 | ||||||
5.25%, 06/23/45 (Call 12/23/44) |
281 | 334,972 | ||||||
Biogen Inc. |
||||||||
2.25%, 05/01/30 (Call 02/01/30) |
350 | 320,383 | ||||||
3.15%, 05/01/50 (Call 11/01/49) |
313 | 258,823 | ||||||
3.25%, 02/15/51 (Call 08/15/50)(c) |
30 | 25,237 | ||||||
4.05%, 09/15/25 (Call 06/15/25) |
280 | 292,712 | ||||||
5.20%, 09/15/45 (Call 03/15/45) |
510 | 576,356 | ||||||
Gilead Sciences Inc. |
||||||||
1.65%, 10/01/30 (Call 07/01/30) |
25 | 22,694 | ||||||
2.50%, 09/01/23 (Call 07/01/23) |
70 | 70,767 | ||||||
2.80%, 10/01/50 (Call 04/01/50) |
25 | 21,158 | ||||||
2.95%, 03/01/27 (Call 12/01/26)(a) |
762 | 777,049 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
891 | 921,775 | ||||||
3.65%, 03/01/26 (Call 12/01/25) |
462 | 482,051 | ||||||
3.70%, 04/01/24 (Call 01/01/24) |
683 | 705,102 | ||||||
4.00%, 09/01/36 (Call 03/01/36) |
180 | 192,029 | ||||||
4.15%, 03/01/47 (Call 09/01/46) |
250 | 262,317 | ||||||
4.50%, 02/01/45 (Call 08/01/44) |
516 | 564,421 | ||||||
4.60%, 09/01/35 (Call 03/01/35) |
447 | 505,629 | ||||||
4.75%, 03/01/46 (Call 09/01/45) |
474 | 538,004 | ||||||
4.80%, 04/01/44 (Call 10/01/43) |
330 | 374,543 | ||||||
5.65%, 12/01/41 (Call 06/01/41) |
337 | 421,102 | ||||||
Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 (Call 03/15/50) |
135 | 111,379 | ||||||
Royalty Pharma PLC |
||||||||
3.35%, 09/02/51 (Call 03/02/51) |
75 | 62,741 | ||||||
3.55%, 09/02/50 (Call 03/02/50) |
134 | 116,213 | ||||||
|
|
|||||||
14,399,220 | ||||||||
Building Materials — 0.9% | ||||||||
Carrier Global Corp. |
||||||||
2.70%, 02/15/31 (Call 11/15/30)(a) |
352 | 340,359 | ||||||
2.72%, 02/15/30 (Call 11/15/29) |
95 | 92,382 | ||||||
3.38%, 04/05/40 (Call 10/05/39) |
288 | 270,873 | ||||||
3.58%, 04/05/50 (Call 10/05/49) |
291 | 276,514 | ||||||
Fortune Brands Home & Security Inc. |
||||||||
3.25%, 09/15/29 (Call 06/15/29) |
203 | 206,015 | ||||||
4.00%, 09/21/23 (Call 08/21/23) |
416 | 427,752 | ||||||
4.00%, 06/15/25 (Call 03/15/25) |
231 | 241,527 | ||||||
Johnson Controls International PLC |
||||||||
3.63%, 07/02/24 (Call 04/02/24)(d) |
653 | 674,320 | ||||||
3.90%, 02/14/26 (Call 11/14/25) |
266 | 280,199 | ||||||
4.50%, 02/15/47 (Call 08/15/46) |
68 | 74,238 | ||||||
4.63%, 07/02/44 (Call 01/02/44) |
264 | 296,926 | ||||||
4.95%, 07/02/64 (Call 01/02/64)(d) |
166 | 191,378 | ||||||
5.13%, 09/14/45 (Call 03/14/45)(a) |
108 | 130,132 | ||||||
6.00%, 01/15/36 |
80 | 102,756 | ||||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA |
||||||||
1.75%, 09/15/30 (Call 06/15/30) |
2,050 | 1,875,279 | ||||||
2.00%, 09/16/31 (Call 06/16/31) |
25 | 22,774 | ||||||
Lafarge SA, 7.13%, 07/15/36(a) |
55 | 74,981 | ||||||
Lennox International Inc., 3.00%, 11/15/23 (Call 09/15/23) |
136 | 138,007 |
76 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Building Materials (continued) |
||||||||
Martin Marietta Materials Inc. |
||||||||
3.20%, 07/15/51 (Call 01/15/51) |
$ | 30 | $ | 26,840 | ||||
3.45%, 06/01/27 (Call 03/01/27) |
60 | 62,483 | ||||||
3.50%, 12/15/27 (Call 09/15/27) |
103 | 108,232 | ||||||
4.25%, 12/15/47 (Call 06/15/47) |
96 | 100,443 | ||||||
Series CB, 2.50%, 03/15/30 (Call 12/15/29) |
69 | 66,155 | ||||||
Masco Corp. |
||||||||
3.13%, 02/15/51 (Call 08/15/50) |
20 | 17,463 | ||||||
3.50%, 11/15/27 (Call 08/15/27) |
163 | 167,429 | ||||||
4.50%, 05/15/47 (Call 11/15/46) |
138 | 148,760 | ||||||
Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30) |
5 | 5,139 | ||||||
Owens Corning |
||||||||
3.40%, 08/15/26 (Call 05/15/26) |
293 | 301,544 | ||||||
3.95%, 08/15/29 (Call 05/15/29) |
28 | 29,351 | ||||||
4.20%, 12/01/24 (Call 09/01/24) |
210 | 219,230 | ||||||
4.30%, 07/15/47 (Call 01/15/47) |
240 | 251,006 | ||||||
4.40%, 01/30/48 (Call 07/30/47) |
167 | 177,257 | ||||||
7.00%, 12/01/36 |
107 | 140,711 | ||||||
Vulcan Materials Co. |
||||||||
3.90%, 04/01/27 (Call 01/01/27) |
157 | 165,434 | ||||||
4.50%, 06/15/47 (Call 12/15/46)(a) |
67 | 73,788 | ||||||
4.70%, 03/01/48 (Call 09/01/47) |
87 | 98,512 | ||||||
|
|
|||||||
7,876,189 | ||||||||
Chemicals — 1.8% | ||||||||
Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44) |
33 | 39,447 | ||||||
Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29) |
95 | 100,269 | ||||||
CF Industries Inc., 5.38%, 03/15/44 |
30 | 33,852 | ||||||
Dow Chemical Co. (The) |
||||||||
3.60%, 11/15/50 (Call 05/15/50) |
97 | 92,434 | ||||||
3.63%, 05/15/26 (Call 03/15/26) |
178 | 185,905 | ||||||
4.25%, 10/01/34 (Call 04/01/34) |
66 | 71,364 | ||||||
4.38%, 11/15/42 (Call 05/15/42) |
178 | 190,725 | ||||||
4.63%, 10/01/44 (Call 04/01/44)(a) |
58 | 64,138 | ||||||
4.80%, 11/30/28 (Call 08/30/28) |
60 | 66,982 | ||||||
4.80%, 05/15/49 (Call 11/15/48) |
247 | 280,812 | ||||||
5.25%, 11/15/41 (Call 05/15/41) |
238 | 281,742 | ||||||
5.55%, 11/30/48 (Call 05/30/48) |
101 | 127,457 | ||||||
7.38%, 11/01/29 |
98 | 126,881 | ||||||
9.40%, 05/15/39 |
179 | 301,228 | ||||||
DuPont de Nemours Inc. |
||||||||
4.21%, 11/15/23 (Call 10/15/23) |
300 | 310,848 | ||||||
4.49%, 11/15/25 (Call 09/15/25) |
102 | 108,701 | ||||||
4.73%, 11/15/28 (Call 08/15/28) |
45 | 49,839 | ||||||
5.32%, 11/15/38 (Call 05/15/38) |
276 | 328,512 | ||||||
5.42%, 11/15/48 (Call 05/15/48) |
227 | 285,480 | ||||||
Eastman Chemical Co. |
||||||||
4.50%, 12/01/28 (Call 09/01/28) |
60 | 65,032 | ||||||
4.65%, 10/15/44 (Call 04/15/44) |
198 | 214,622 | ||||||
4.80%, 09/01/42 (Call 03/01/42) |
110 | 120,784 | ||||||
Ecolab Inc. |
||||||||
1.30%, 01/30/31 (Call 10/30/30) |
692 | 615,866 | ||||||
2.13%, 02/01/32 (Call 11/01/31) |
155 | 146,222 | ||||||
2.70%, 11/01/26 (Call 08/01/26) |
3,103 | 3,160,219 | ||||||
2.70%, 12/15/51 (Call 06/15/51) |
40 | 34,905 | ||||||
2.75%, 08/18/55 (Call 02/18/55)(a) |
433 | 373,978 | ||||||
3.25%, 12/01/27 (Call 09/01/27)(a) |
1,307 | 1,369,344 | ||||||
3.95%, 12/01/47 (Call 06/01/47) |
80 | 87,182 | ||||||
4.80%, 03/24/30 (Call 12/24/29) |
655 | 751,698 | ||||||
FMC Corp. |
||||||||
3.20%, 10/01/26 (Call 08/01/26) |
52 | 53,180 |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) |
||||||||
3.45%, 10/01/29 (Call 07/01/29) |
$ | 56 | $ | 56,519 | ||||
4.50%, 10/01/49 (Call 04/01/49) |
62 | 66,674 | ||||||
International Flavors & Fragrances Inc. |
||||||||
3.20%, 05/01/23 (Call 02/01/23) |
44 | 44,524 | ||||||
4.38%, 06/01/47 (Call 12/01/46) |
286 | 300,297 | ||||||
4.45%, 09/26/28 (Call 06/26/28) |
226 | 245,176 | ||||||
5.00%, 09/26/48 (Call 03/26/48) |
43 | 49,055 | ||||||
Linde Inc./CT |
||||||||
2.65%, 02/05/25 (Call 11/05/24) |
159 | 161,787 | ||||||
3.20%, 01/30/26 (Call 10/30/25)(a) |
105 | 108,935 | ||||||
3.55%, 11/07/42 (Call 05/07/42) |
220 | 227,680 | ||||||
Lubrizol Corp. (The), 6.50%, 10/01/34 |
175 | 238,161 | ||||||
LYB International Finance BV |
||||||||
4.88%, 03/15/44 (Call 09/15/43) |
219 | 240,709 | ||||||
5.25%, 07/15/43 |
127 | 146,803 | ||||||
LYB International Finance III LLC |
||||||||
3.63%, 04/01/51 (Call 10/01/50) |
237 | 223,752 | ||||||
3.80%, 10/01/60 (Call 04/01/60)(a) |
229 | 207,737 | ||||||
4.20%, 10/15/49 (Call 04/15/49) |
223 | 226,202 | ||||||
4.20%, 05/01/50 (Call 11/01/49) |
138 | 139,910 | ||||||
LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54) |
156 | 165,246 | ||||||
Mosaic Co. (The) |
||||||||
4.05%, 11/15/27 (Call 08/15/27) |
60 | 63,397 | ||||||
4.25%, 11/15/23 (Call 08/15/23) |
25 | 25,856 | ||||||
4.88%, 11/15/41 (Call 05/15/41) |
15 | 16,408 | ||||||
5.45%, 11/15/33 (Call 05/15/33) |
532 | 625,377 | ||||||
5.63%, 11/15/43 (Call 05/15/43) |
30 | 36,997 | ||||||
Nutrien Ltd. |
||||||||
3.00%, 04/01/25 (Call 01/01/25) |
71 | 72,199 | ||||||
4.00%, 12/15/26 (Call 09/15/26) |
30 | 31,955 | ||||||
4.13%, 03/15/35 (Call 09/15/34) |
50 | 53,894 | ||||||
4.20%, 04/01/29 (Call 01/01/29) |
173 | 187,553 | ||||||
4.90%, 06/01/43 (Call 12/01/42) |
122 | 141,825 | ||||||
5.00%, 04/01/49 (Call 10/01/48) |
111 | 134,420 | ||||||
5.25%, 01/15/45 (Call 07/15/44) |
167 | 202,417 | ||||||
5.63%, 12/01/40 |
87 | 108,425 | ||||||
5.88%, 12/01/36 |
23 | 29,027 | ||||||
PPG Industries Inc. |
||||||||
2.40%, 08/15/24 (Call 07/15/24) |
170 | 171,348 | ||||||
2.80%, 08/15/29 (Call 05/15/29) |
86 | 85,884 | ||||||
3.20%, 03/15/23 (Call 02/15/23) |
24 | 24,413 | ||||||
3.75%, 03/15/28 (Call 12/15/27)(a) |
221 | 237,327 | ||||||
Rohm & Haas Co., 7.85%, 07/15/29 |
36 | 47,222 | ||||||
RPM International Inc. |
||||||||
2.95%, 01/15/32 (Call 10/15/31) |
45 | 43,868 | ||||||
3.75%, 03/15/27 (Call 12/15/26)(a) |
3 | 3,158 | ||||||
4.25%, 01/15/48 (Call 07/15/47)(a) |
40 | 42,690 | ||||||
4.55%, 03/01/29 (Call 12/01/28) |
52 | 56,438 | ||||||
5.25%, 06/01/45 (Call 12/01/44)(a) |
48 | 57,696 | ||||||
Sherwin-Williams Co. (The) |
||||||||
2.30%, 05/15/30 (Call 02/15/30) |
95 | 90,183 | ||||||
2.95%, 08/15/29 (Call 05/15/29)(a) |
78 | 78,221 | ||||||
3.30%, 05/15/50 (Call 11/15/49) |
41 | 37,667 | ||||||
3.45%, 08/01/25 (Call 05/01/25) |
133 | 136,872 | ||||||
3.45%, 06/01/27 (Call 03/01/27) |
13 | 13,526 | ||||||
3.80%, 08/15/49 (Call 02/15/49) |
69 | 68,740 | ||||||
3.95%, 01/15/26 (Call 10/15/25) |
94 | 99,489 | ||||||
4.00%, 12/15/42 (Call 06/15/42) |
65 | 66,871 | ||||||
4.50%, 06/01/47 (Call 12/01/46) |
223 | 243,920 |
S C H E D U L E O F I N V E S T M E N T S |
77 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Chemicals (continued) |
||||||||
4.55%, 08/01/45 (Call 02/01/45) |
$ | 128 | $ | 140,192 | ||||
Westlake Corp., 4.38%, 11/15/47 (Call 05/15/47) |
13 | 13,750 | ||||||
|
|
|||||||
16,378,040 | ||||||||
Commercial Services — 1.2% | ||||||||
Automatic Data Processing Inc. |
||||||||
1.25%, 09/01/30 (Call 06/01/30) |
3,081 | 2,772,623 | ||||||
1.70%, 05/15/28 (Call 03/15/28) |
255 | 245,828 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
552 | 576,205 | ||||||
Block Financial LLC |
||||||||
3.88%, 08/15/30 (Call 05/15/30) |
60 | 60,812 | ||||||
5.25%, 10/01/25 (Call 07/01/25) |
80 | 86,289 | ||||||
Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27) |
45 | 47,515 | ||||||
Global Payments Inc., 4.15%, 08/15/49 (Call 02/15/49) |
176 | 173,568 | ||||||
Moody’s Corp. |
||||||||
2.55%, 08/18/60 (Call 02/18/60) |
95 | 71,945 | ||||||
3.25%, 01/15/28 (Call 10/15/27)(a) |
302 | 313,240 | ||||||
3.25%, 05/20/50 (Call 11/20/49) |
89 | 81,045 | ||||||
3.75%, 02/25/52 (Call 08/25/51) |
40 | 39,998 | ||||||
4.25%, 02/01/29 (Call 11/01/28) |
653 | 706,840 | ||||||
4.88%, 12/17/48 (Call 06/17/48) |
228 | 268,447 | ||||||
5.25%, 07/15/44 |
100 | 120,696 | ||||||
PayPal Holdings Inc. |
||||||||
2.30%, 06/01/30 (Call 03/01/30) |
215 | 204,992 | ||||||
2.85%, 10/01/29 (Call 07/01/29) |
236 | 235,209 | ||||||
3.25%, 06/01/50 (Call 12/01/49)(a) |
285 | 267,031 | ||||||
Quanta Services Inc. |
||||||||
2.35%, 01/15/32 (Call 10/15/31) |
20 | 18,122 | ||||||
2.90%, 10/01/30 (Call 07/01/30) |
433 | 415,208 | ||||||
3.05%, 10/01/41 (Call 04/01/41) |
110 | 95,819 | ||||||
RELX Capital Inc. |
||||||||
3.00%, 05/22/30 (Call 02/22/30) |
1,110 | 1,110,866 | ||||||
4.00%, 03/18/29 (Call 12/18/28) |
1,737 | 1,851,156 | ||||||
S&P Global Inc. |
||||||||
2.30%, 08/15/60 (Call 02/15/60) |
194 | 145,944 | ||||||
2.50%, 12/01/29 (Call 09/01/29) |
131 | 128,574 | ||||||
3.25%, 12/01/49 (Call 06/01/49) |
225 | 215,714 | ||||||
Verisk Analytics Inc. |
||||||||
3.63%, 05/15/50 (Call 11/15/49) |
77 | 74,264 | ||||||
5.50%, 06/15/45 (Call 12/15/44) |
167 | 207,725 | ||||||
|
|
|||||||
10,535,675 | ||||||||
Computers — 1.7% | ||||||||
Apple Inc. |
||||||||
2.65%, 05/11/50 (Call 11/11/49) |
189 | 168,259 | ||||||
2.65%, 02/08/51 (Call 08/08/50) |
80 | 71,167 | ||||||
2.70%, 08/05/51 (Call 02/05/51) |
152 | 135,882 | ||||||
2.80%, 02/08/61 (Call 08/08/60) |
97 | 85,389 | ||||||
2.85%, 08/05/61 (Call 02/05/61) |
137 | 121,674 | ||||||
2.95%, 09/11/49 (Call 03/11/49) |
159 | 149,582 | ||||||
3.45%, 02/09/45 |
73 | 74,606 | ||||||
3.75%, 09/12/47 (Call 03/12/47) |
59 | 62,912 | ||||||
3.75%, 11/13/47 (Call 05/13/47) |
135 | 144,368 | ||||||
3.85%, 05/04/43 |
321 | 345,325 | ||||||
3.85%, 08/04/46 (Call 02/04/46) |
356 | 385,089 | ||||||
4.25%, 02/09/47 (Call 08/09/46) |
117 | 134,460 | ||||||
4.38%, 05/13/45 |
403 | 467,327 | ||||||
4.45%, 05/06/44 |
143 | 166,998 | ||||||
4.65%, 02/23/46 (Call 08/23/45) |
670 | 813,507 | ||||||
Dell Inc., 6.50%, 04/15/38 |
25 | 28,809 |
Security |
Par (000) |
Value | ||||||
Computers (continued) |
||||||||
Dell International LLC/EMC Corp. |
||||||||
3.45%, 12/15/51 (Call 06/15/51)(c) |
$ | 240 | $ | 202,908 | ||||
8.10%, 07/15/36 (Call 01/15/36) |
68 | 94,126 | ||||||
8.35%, 07/15/46 (Call 01/15/46) |
109 | 165,870 | ||||||
Hewlett Packard Enterprise Co. |
||||||||
4.45%, 10/02/23 (Call 09/02/23) |
290 | 300,826 | ||||||
4.90%, 10/15/25 (Call 07/15/25)(a) |
858 | 921,441 | ||||||
6.20%, 10/15/35 (Call 04/15/35) |
473 | 565,968 | ||||||
6.35%, 10/15/45 (Call 04/15/45) |
447 | 533,517 | ||||||
HP Inc. |
||||||||
2.65%, 06/17/31 (Call 03/17/31) |
520 | 488,030 | ||||||
6.00%, 09/15/41 |
493 | 591,176 | ||||||
International Business Machines Corp. |
||||||||
2.95%, 05/15/50 (Call 11/15/49) |
315 | 282,883 | ||||||
3.00%, 05/15/24 |
337 | 344,882 | ||||||
3.30%, 05/15/26 |
426 | 443,441 | ||||||
3.30%, 01/27/27 |
695 | 724,155 | ||||||
3.38%, 08/01/23 |
258 | 264,453 | ||||||
3.45%, 02/19/26(a) |
435 | 453,809 | ||||||
3.50%, 05/15/29 |
895 | 937,172 | ||||||
3.63%, 02/12/24 |
1,367 | 1,413,984 | ||||||
4.00%, 06/20/42 |
199 | 209,515 | ||||||
4.15%, 05/15/39 |
300 | 320,919 | ||||||
4.25%, 05/15/49 |
645 | 708,707 | ||||||
4.70%, 02/19/46 |
150 | 175,301 | ||||||
5.60%, 11/30/39 |
141 | 177,990 | ||||||
5.88%, 11/29/32 |
82 | 102,790 | ||||||
6.22%, 08/01/27 |
200 | 237,502 | ||||||
6.50%, 01/15/28 |
42 | 50,850 | ||||||
7.00%, 10/30/25 |
241 | 279,794 | ||||||
7.13%, 12/01/96 |
10 | 16,441 | ||||||
Leidos Inc. |
||||||||
2.30%, 02/15/31 (Call 11/15/30) |
40 | 36,476 | ||||||
4.38%, 05/15/30 (Call 02/15/30) |
1,110 | 1,179,086 | ||||||
|
|
|||||||
15,579,366 | ||||||||
Cosmetics & Personal Care — 0.6% | ||||||||
Colgate-Palmolive Co. |
||||||||
2.10%, 05/01/23(a) |
169 | 170,151 | ||||||
3.25%, 03/15/24 |
197 | 203,099 | ||||||
3.70%, 08/01/47 (Call 02/01/47) |
432 | 474,526 | ||||||
4.00%, 08/15/45 |
197 | 222,025 | ||||||
Estee Lauder Companies Inc. (The) |
||||||||
2.38%, 12/01/29 (Call 09/01/29) |
90 | 88,401 | ||||||
2.60%, 04/15/30 (Call 01/15/30) |
151 | 150,026 | ||||||
3.13%, 12/01/49 (Call 06/01/49)(a) |
123 | 120,004 | ||||||
4.15%, 03/15/47 (Call 09/15/46) |
108 | 122,077 | ||||||
4.38%, 06/15/45 (Call 12/15/44) |
114 | 131,232 | ||||||
6.00%, 05/15/37 |
74 | 98,972 | ||||||
Procter & Gamble Co. (The) |
||||||||
2.30%, 02/01/32 |
200 | 198,538 | ||||||
2.45%, 11/03/26 |
324 | 329,874 | ||||||
2.70%, 02/02/26 |
46 | 47,387 | ||||||
2.80%, 03/25/27 |
401 | 413,271 | ||||||
2.85%, 08/11/27 |
392 | 405,861 | ||||||
3.00%, 03/25/30 |
294 | 306,416 | ||||||
3.60%, 03/25/50(a) |
155 | 170,644 | ||||||
5.55%, 03/05/37 |
15 | 19,951 | ||||||
5.80%, 08/15/34(a) |
35 | 45,948 | ||||||
Unilever Capital Corp. |
||||||||
1.75%, 08/12/31 (Call 05/12/31) |
100 | 91,783 |
78 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Cosmetics & Personal Care (continued) |
||||||||
2.00%, 07/28/26 |
$ | 105 | $ | 104,019 | ||||
2.13%, 09/06/29 (Call 06/06/29) |
117 | 112,570 | ||||||
2.60%, 05/05/24 (Call 03/05/24) |
110 | 111,319 | ||||||
2.90%, 05/05/27 (Call 02/05/27) |
92 | 94,040 | ||||||
3.10%, 07/30/25 |
185 | 190,372 | ||||||
3.25%, 03/07/24 (Call 02/07/24) |
114 | 116,734 | ||||||
3.38%, 03/22/25 (Call 01/22/25) |
110 | 113,689 | ||||||
3.50%, 03/22/28 (Call 12/22/27) |
46 | 48,505 | ||||||
5.90%, 11/15/32 |
97 | 123,429 | ||||||
Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)(a) |
155 | 134,566 | ||||||
|
|
|||||||
4,959,429 | ||||||||
Distribution & Wholesale — 0.1% | ||||||||
WW Grainger Inc. |
||||||||
1.85%, 02/15/25 (Call 01/15/25) |
415 | 411,638 | ||||||
3.75%, 05/15/46 (Call 11/15/45) |
58 | 60,272 | ||||||
4.20%, 05/15/47 (Call 11/15/46) |
73 | 81,139 | ||||||
4.60%, 06/15/45 (Call 12/15/44) |
266 | 306,847 | ||||||
|
|
|||||||
859,896 | ||||||||
Diversified Financial Services — 2.9% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust |
||||||||
2.88%, 08/14/24 (Call 07/14/24)(a) |
138 | 138,425 | ||||||
3.30%, 01/30/32 (Call 10/30/31)(a) |
700 | 664,048 | ||||||
3.40%, 10/29/33 (Call 07/29/33) |
300 | 283,092 | ||||||
3.50%, 01/15/25 (Call 11/15/24) |
80 | 81,279 | ||||||
3.65%, 07/21/27 (Call 04/21/27) |
435 | 442,230 | ||||||
3.88%, 01/23/28 (Call 10/23/27) |
30 | 30,492 | ||||||
4.45%, 10/01/25 (Call 08/01/25) |
25 | 26,020 | ||||||
4.45%, 04/03/26 (Call 02/03/26) |
150 | 156,384 | ||||||
4.63%, 10/15/27 (Call 08/15/27) |
70 | 74,394 | ||||||
4.88%, 01/16/24 (Call 12/16/23) |
100 | 104,000 | ||||||
6.50%, 07/15/25 (Call 06/15/25) |
90 | 99,212 | ||||||
Affiliated Managers Group Inc. |
||||||||
3.50%, 08/01/25 |
116 | 120,074 | ||||||
4.25%, 02/15/24 |
14 | 14,587 | ||||||
Air Lease Corp. |
||||||||
3.00%, 02/01/30 (Call 11/01/29) |
87 | 83,092 | ||||||
3.25%, 03/01/25 (Call 01/01/25) |
127 | 128,161 | ||||||
3.25%, 10/01/29 (Call 07/01/29) |
175 | 171,090 | ||||||
3.63%, 04/01/27 (Call 01/01/27)(a) |
178 | 181,528 | ||||||
3.63%, 12/01/27 (Call 09/01/27) |
212 | 215,186 | ||||||
3.75%, 06/01/26 (Call 04/01/26)(a) |
132 | 135,582 | ||||||
4.63%, 10/01/28 (Call 07/01/28) |
197 | 208,353 | ||||||
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26) |
467 | 480,697 | ||||||
Ally Financial Inc. |
||||||||
4.63%, 03/30/25(a) |
99 | 104,243 | ||||||
5.13%, 09/30/24 |
384 | 407,332 | ||||||
5.80%, 05/01/25 (Call 04/01/25)(a) |
55 | 59,541 | ||||||
8.00%, 11/01/31 |
268 | 352,900 | ||||||
8.00%, 11/01/31(a) |
503 | 658,387 | ||||||
American Express Co. |
||||||||
2.50%, 07/30/24 (Call 06/30/24)(a) |
874 | 884,409 | ||||||
3.00%, 10/30/24 (Call 09/29/24) |
753 | 770,093 | ||||||
3.13%, 05/20/26 (Call 04/20/26) |
417 | 428,342 | ||||||
3.40%, 02/22/24 (Call 01/22/24) |
600 | 616,866 | ||||||
3.63%, 12/05/24 (Call 11/04/24)(a) |
260 | 269,152 | ||||||
3.70%, 08/03/23 (Call 07/03/23) |
636 | 653,077 | ||||||
4.05%, 12/03/42 |
540 | 592,990 | ||||||
4.20%, 11/06/25 (Call 10/06/25) |
697 | 741,503 |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) |
||||||||
Ameriprise Financial Inc. |
||||||||
2.88%, 09/15/26 (Call 06/15/26) |
$ | 74 | $ | 75,777 | ||||
3.00%, 04/02/25 (Call 03/02/25) |
128 | 130,304 | ||||||
3.70%, 10/15/24 |
150 | 156,258 | ||||||
Brookfield Finance Inc. |
||||||||
3.50%, 03/30/51 (Call 09/30/50) |
58 | 53,052 | ||||||
3.90%, 01/25/28 (Call 10/25/27) |
181 | 190,101 | ||||||
4.00%, 04/01/24 (Call 02/01/24) |
344 | 355,727 | ||||||
4.25%, 06/02/26 (Call 03/02/26)(a) |
287 | 306,183 | ||||||
4.35%, 04/15/30 (Call 01/15/30) |
149 | 160,217 | ||||||
4.70%, 09/20/47 (Call 03/20/47) |
268 | 293,323 | ||||||
4.85%, 03/29/29 (Call 12/29/28)(a) |
272 | 299,720 | ||||||
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) |
176 | 159,120 | ||||||
Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26) |
103 | 108,144 | ||||||
Charles Schwab Corp. (The) |
||||||||
3.20%, 03/02/27 (Call 12/02/26)(a) |
44 | 45,637 | ||||||
3.20%, 01/25/28 (Call 10/25/27) |
117 | 121,783 | ||||||
3.25%, 05/22/29 (Call 02/22/29)(a) |
92 | 94,713 | ||||||
4.00%, 02/01/29 (Call 11/01/28) |
105 | 113,290 | ||||||
4.63%, 03/22/30 (Call 12/22/29)(a) |
50 | 56,711 | ||||||
CI Financial Corp. |
||||||||
3.20%, 12/17/30 (Call 09/17/30) |
85 | 79,869 | ||||||
4.10%, 06/15/51 (Call 12/15/50)(a) |
75 | 71,354 | ||||||
CME Group Inc. |
||||||||
3.00%, 03/15/25 (Call 12/15/24) |
128 | 131,420 | ||||||
3.75%, 06/15/28 (Call 03/15/28) |
199 | 213,079 | ||||||
4.15%, 06/15/48 (Call 12/15/47)(a) |
78 | 89,307 | ||||||
5.30%, 09/15/43 (Call 03/15/43) |
115 | 146,894 | ||||||
Credit Suisse USA Inc., 7.13%, 07/15/32 |
408 | 541,355 | ||||||
Discover Financial Services |
||||||||
4.10%, 02/09/27 (Call 11/09/26) |
432 | 452,904 | ||||||
4.50%, 01/30/26 (Call 11/30/25) |
345 | 367,177 | ||||||
Franklin Resources Inc., 2.85%, 03/30/25 |
124 | 126,450 | ||||||
Intercontinental Exchange Inc. |
||||||||
2.65%, 09/15/40 (Call 03/15/40)(a) |
182 | 161,494 | ||||||
3.00%, 06/15/50 (Call 12/15/49) |
217 | 193,455 | ||||||
3.00%, 09/15/60 (Call 03/15/60) |
370 | 317,108 | ||||||
3.10%, 09/15/27 (Call 06/15/27) |
121 | 124,248 | ||||||
3.75%, 12/01/25 (Call 09/01/25) |
147 | 154,275 | ||||||
3.75%, 09/21/28 (Call 06/21/28) |
80 | 84,838 | ||||||
4.25%, 09/21/48 (Call 03/21/48) |
225 | 248,895 | ||||||
Invesco Finance PLC |
||||||||
3.75%, 01/15/26 |
75 | 78,584 | ||||||
4.00%, 01/30/24 |
95 | 98,040 | ||||||
5.38%, 11/30/43 |
151 | 180,148 | ||||||
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25) |
227 | 242,098 | ||||||
Jefferies Group LLC |
||||||||
6.25%, 01/15/36 |
122 | 150,162 | ||||||
6.50%, 01/20/43 |
65 | 81,910 | ||||||
Jefferies Group LLC/Jefferies Group Capital Finance Inc., 4.15%, 01/23/30 |
64 | 67,258 | ||||||
Legg Mason Inc. |
||||||||
4.75%, 03/15/26 |
363 | 394,977 | ||||||
5.63%, 01/15/44 |
246 | 306,725 | ||||||
Mastercard Inc. |
||||||||
2.95%, 06/01/29 (Call 03/01/29) |
97 | 99,681 | ||||||
2.95%, 03/15/51 (Call 09/15/50) |
10 | 9,496 | ||||||
3.35%, 03/26/30 (Call 12/26/29) |
185 | 194,098 | ||||||
3.65%, 06/01/49 (Call 12/01/48) |
170 | 179,627 |
S C H E D U L E O F I N V E S T M E N T S |
79 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Diversified Financial Services (continued) |
||||||||
3.80%, 11/21/46 (Call 05/21/46) |
$ | 191 | $ | 204,393 | ||||
3.85%, 03/26/50 (Call 09/26/49) |
206 | 223,702 | ||||||
3.95%, 02/26/48 (Call 08/26/47) |
233 | 254,888 | ||||||
Morgan Stanley Domestic Holdings Inc. |
||||||||
3.80%, 08/24/27 (Call 05/24/27) |
261 | 272,941 | ||||||
4.50%, 06/20/28 (Call 03/20/28) |
291 | 314,263 | ||||||
Nasdaq Inc. |
||||||||
3.25%, 04/28/50 (Call 10/28/49) |
151 | 136,883 | ||||||
3.85%, 06/30/26 (Call 03/30/26) |
179 | 187,452 | ||||||
Nomura Holdings Inc. |
||||||||
2.33%, 01/22/27 |
200 | 193,132 | ||||||
2.61%, 07/14/31 |
20 | 18,663 | ||||||
2.65%, 01/16/25 |
80 | 80,252 | ||||||
2.68%, 07/16/30 |
300 | 284,013 | ||||||
2.71%, 01/22/29 |
200 | 192,848 | ||||||
3.00%, 01/22/32 |
200 | 192,604 | ||||||
3.10%, 01/16/30 |
625 | 614,469 | ||||||
ORIX Corp. |
||||||||
3.25%, 12/04/24 |
2 | 2,048 | ||||||
3.70%, 07/18/27 |
106 | 111,107 | ||||||
4.05%, 01/16/24 |
137 | 141,939 | ||||||
Raymond James Financial Inc. |
||||||||
3.75%, 04/01/51 (Call 10/01/50) |
90 | 89,530 | ||||||
4.65%, 04/01/30 (Call 01/01/30) |
187 | 205,707 | ||||||
4.95%, 07/15/46 |
195 | 224,386 | ||||||
Synchrony Financial |
||||||||
2.88%, 10/28/31 (Call 07/28/31) |
100 | 92,917 | ||||||
3.70%, 08/04/26 (Call 05/04/26)(a) |
300 | 305,667 | ||||||
3.95%, 12/01/27 (Call 09/01/27) |
270 | 278,518 | ||||||
4.50%, 07/23/25 (Call 04/23/25) |
381 | 399,570 | ||||||
5.15%, 03/19/29 (Call 12/19/28) |
332 | 363,122 | ||||||
Visa Inc. |
||||||||
2.00%, 08/15/50 (Call 02/15/50) |
171 | 136,220 | ||||||
2.05%, 04/15/30 (Call 01/15/30) |
214 | 206,514 | ||||||
3.65%, 09/15/47 (Call 03/15/47) |
168 | 178,058 | ||||||
4.15%, 12/14/35 (Call 06/14/35) |
393 | 440,773 | ||||||
4.30%, 12/14/45 (Call 06/14/45) |
493 | 570,889 | ||||||
Western Union Co. (The) |
||||||||
2.85%, 01/10/25 (Call 12/10/24)(a) |
504 | 510,406 | ||||||
4.25%, 06/09/23 (Call 05/09/23) |
147 | 150,646 | ||||||
6.20%, 11/17/36 |
178 | 201,277 | ||||||
|
|
|||||||
26,463,544 | ||||||||
Electric — 7.9% | ||||||||
Atlantic City Electric Co. |
||||||||
2.30%, 03/15/31 (Call 12/15/30)(a) |
195 | 187,645 | ||||||
4.00%, 10/15/28 (Call 07/15/28) |
265 | 280,450 | ||||||
Avangrid Inc. |
||||||||
3.15%, 12/01/24 (Call 10/01/24) |
1,569 | 1,600,098 | ||||||
3.20%, 04/15/25 (Call 03/15/25) |
1,966 | 2,011,080 | ||||||
3.80%, 06/01/29 (Call 03/01/29) |
3,650 | 3,814,323 | ||||||
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47) |
303 | 337,036 | ||||||
Baltimore Gas & Electric Co. |
||||||||
2.40%, 08/15/26 (Call 05/15/26)(a) |
504 | 507,709 | ||||||
3.20%, 09/15/49 (Call 03/15/49) |
323 | 302,150 | ||||||
3.35%, 07/01/23 (Call 04/01/23) |
55 | 55,977 | ||||||
3.50%, 08/15/46 (Call 02/15/46) |
161 | 157,981 | ||||||
3.75%, 08/15/47 (Call 02/15/47) |
132 | 134,649 | ||||||
4.25%, 09/15/48 (Call 03/15/48) |
30 | 32,971 | ||||||
6.35%, 10/01/36 |
218 | 293,197 |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
CenterPoint Energy Houston Electric LLC |
||||||||
3.00%, 03/01/32 (Call 12/01/31) |
$ | 25 | $ | 25,356 | ||||
3.55%, 08/01/42 (Call 02/01/42)(a) |
199 | 199,969 | ||||||
3.95%, 03/01/48 (Call 09/01/47) |
178 | 189,477 | ||||||
4.50%, 04/01/44 (Call 10/01/43) |
177 | 200,212 | ||||||
Series AA, 3.00%, 02/01/27 (Call 11/01/26) |
72 | 73,760 | ||||||
Series AC, 4.25%, 02/01/49 (Call 08/01/48) |
87 | 97,162 | ||||||
Series AD, 2.90%, 07/01/50 (Call 01/01/50) |
133 | 119,269 | ||||||
Series AF, 3.35%, 04/01/51 (Call 10/01/50) |
82 | 79,730 | ||||||
Series Z, 2.40%, 09/01/26 (Call 06/01/26) |
125 | 125,403 | ||||||
Commonwealth Edison Co. |
||||||||
2.20%, 03/01/30 (Call 12/01/29) |
587 | 560,837 | ||||||
2.55%, 06/15/26 (Call 03/15/26) |
454 | 458,426 | ||||||
3.00%, 03/01/50 (Call 09/01/49) |
110 | 99,563 | ||||||
3.65%, 06/15/46 (Call 12/15/45) |
216 | 217,277 | ||||||
3.70%, 08/15/28 (Call 05/15/28) |
316 | 333,209 | ||||||
3.70%, 03/01/45 (Call 09/01/44) |
169 | 170,173 | ||||||
3.80%, 10/01/42 (Call 04/01/42) |
90 | 92,412 | ||||||
4.00%, 03/01/48 (Call 09/01/47) |
102 | 109,156 | ||||||
4.00%, 03/01/49 (Call 09/01/48) |
272 | 289,767 | ||||||
4.35%, 11/15/45 (Call 05/15/45) |
84 | 91,740 | ||||||
4.60%, 08/15/43 (Call 02/15/43) |
15 | 17,041 | ||||||
4.70%, 01/15/44 (Call 07/15/43) |
58 | 66,862 | ||||||
5.90%, 03/15/36 |
318 | 407,377 | ||||||
6.45%, 01/15/38 |
159 | 213,065 | ||||||
Series 122, 2.95%, 08/15/27 (Call 05/15/27) |
86 | 87,580 | ||||||
Series 123, 3.75%, 08/15/47 (Call 02/15/47) |
270 | 274,023 | ||||||
Series 127, 3.20%, 11/15/49 (Call 05/15/49) |
286 | 267,444 | ||||||
Connecticut Light & Power Co. (The) |
||||||||
4.00%, 04/01/48 (Call 10/01/47) |
240 | 257,095 | ||||||
4.30%, 04/15/44 (Call 10/15/43) |
210 | 231,594 | ||||||
Series A, 3.20%, 03/15/27 (Call 12/15/26) |
53 | 54,630 | ||||||
Series A, 4.15%, 06/01/45 (Call 12/01/44) |
279 | 301,437 | ||||||
Consolidated Edison Co. of New York Inc. |
||||||||
3.70%, 11/15/59 (Call 05/15/59) |
44 | 41,504 | ||||||
3.80%, 05/15/28 (Call 02/15/28)(a) |
86 | 91,077 | ||||||
3.85%, 06/15/46 (Call 12/15/45) |
235 | 233,440 | ||||||
3.95%, 03/01/43 (Call 09/01/42) |
211 | 211,019 | ||||||
4.45%, 03/15/44 (Call 09/15/43) |
184 | 198,069 | ||||||
4.50%, 12/01/45 (Call 06/01/45) |
168 | 180,563 | ||||||
4.50%, 05/15/58 (Call 11/15/57) |
114 | 124,197 | ||||||
4.63%, 12/01/54 (Call 06/01/54) |
116 | 128,544 | ||||||
5.70%, 06/15/40 |
120 | 146,184 | ||||||
Series 05-A, 5.30%, 03/01/35 |
75 | 87,964 | ||||||
Series 06-A, 5.85%, 03/15/36 |
49 | 60,052 | ||||||
Series 06-B, 6.20%, 06/15/36 |
10 | 12,613 | ||||||
Series 07-A, 6.30%, 08/15/37 |
53 | 68,398 | ||||||
Series 08-B, 6.75%, 04/01/38 |
98 | 132,291 | ||||||
Series 09-C, 5.50%, 12/01/39 |
242 | 289,810 | ||||||
Series 12-A, 4.20%, 03/15/42 |
134 | 139,518 | ||||||
Series 2017, 3.88%, 06/15/47 (Call 12/15/46) |
189 | 188,654 | ||||||
Series 20A, 3.35%, 04/01/30 (Call 01/01/30) |
396 | 406,542 | ||||||
Series 20B, 3.95%, 04/01/50 (Call 10/01/49)(a) |
266 | 272,892 | ||||||
Series A, 4.13%, 05/15/49 (Call 11/15/48) |
143 | 147,918 | ||||||
Series B, 3.13%, 11/15/27 (Call 08/15/27) |
261 | 266,504 | ||||||
Series C, 4.00%, 11/15/57 (Call 05/15/57) |
105 | 105,317 | ||||||
Series C, 4.30%, 12/01/56 (Call 06/01/56) |
170 | 179,642 | ||||||
Series D, 4.00%, 12/01/28 (Call 09/01/28) |
119 | 127,617 | ||||||
Series E, 4.65%, 12/01/48 (Call 06/01/48) |
73 | 81,071 |
80 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
Delmarva Power & Light Co., 4.15%, 05/15/45 (Call 11/15/44) |
$ | 134 | $ | 142,064 | ||||
Edison International |
||||||||
3.55%, 11/15/24 (Call 10/15/24) |
88 | 90,038 | ||||||
4.13%, 03/15/28 (Call 12/15/27)(a) |
256 | 263,539 | ||||||
4.95%, 04/15/25 (Call 03/15/25) |
210 | 222,266 | ||||||
5.75%, 06/15/27 (Call 04/15/27)(a) |
200 | 222,044 | ||||||
El Paso Electric Co., 6.00%, 05/15/35 |
55 | 68,600 | ||||||
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)(a) |
363 | 373,977 | ||||||
Entergy Corp., 3.75%, 06/15/50 (Call 12/15/49) |
242 | 234,539 | ||||||
Entergy Louisiana LLC |
||||||||
2.90%, 03/15/51 (Call 09/15/50) |
85 | 75,404 | ||||||
4.20%, 09/01/48 (Call 03/01/48) |
20 | 21,498 | ||||||
4.20%, 04/01/50 (Call 10/01/49) |
35 | 37,913 | ||||||
Entergy Mississippi LLC |
||||||||
3.50%, 06/01/51 (Call 03/01/51) |
250 | 243,955 | ||||||
3.85%, 06/01/49 (Call 12/01/48) |
250 | 258,788 | ||||||
Entergy Texas Inc. |
||||||||
3.55%, 09/30/49 (Call 03/30/49) |
180 | 170,892 | ||||||
4.50%, 03/30/39 (Call 09/30/38) |
10 | 10,807 | ||||||
Eversource Energy |
||||||||
2.55%, 03/15/31 (Call 12/15/30) |
650 | 618,787 | ||||||
2.80%, 05/01/23 (Call 02/01/23) |
85 | 85,766 | ||||||
2.90%, 03/01/27 (Call 02/01/27) |
200 | 201,326 | ||||||
3.38%, 03/01/32 (Call 12/01/31) |
200 | 202,588 | ||||||
3.45%, 01/15/50 (Call 07/15/49) |
603 | 565,795 | ||||||
Series H, 3.15%, 01/15/25 (Call 10/15/24) |
835 | 851,249 | ||||||
Series L, 2.90%, 10/01/24 (Call 08/01/24) |
892 | 905,121 | ||||||
Series M, 3.30%, 01/15/28 (Call 10/15/27) |
415 | 422,686 | ||||||
Series N, 3.80%, 12/01/23 (Call 11/01/23) |
442 | 454,327 | ||||||
Series O, 4.25%, 04/01/29 (Call 01/01/29)(a) |
697 | 748,320 | ||||||
Series R, 1.65%, 08/15/30 (Call 05/15/30) |
1,705 | 1,513,119 | ||||||
Exelon Corp. |
||||||||
3.40%, 04/15/26 (Call 01/15/26) |
566 | 584,191 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
713 | 741,720 | ||||||
4.05%, 04/15/30 (Call 01/15/30) |
825 | 874,871 | ||||||
4.45%, 04/15/46 (Call 10/15/45) |
531 | 576,183 | ||||||
4.70%, 04/15/50 (Call 10/15/49) |
471 | 534,062 | ||||||
4.95%, 06/15/35 (Call 12/15/34)(a) |
273 | 305,626 | ||||||
5.10%, 06/15/45 (Call 12/15/44) |
195 | 226,496 | ||||||
5.63%, 06/15/35(a) |
255 | 303,042 | ||||||
Florida Power & Light Co. |
||||||||
2.85%, 04/01/25 (Call 03/01/25)(a) |
535 | 546,294 | ||||||
2.88%, 12/04/51 (Call 06/04/51) |
80 | 72,847 | ||||||
3.13%, 12/01/25 (Call 06/01/25) |
727 | 748,992 | ||||||
3.15%, 10/01/49 (Call 04/01/49) |
256 | 244,567 | ||||||
3.70%, 12/01/47 (Call 06/01/47) |
306 | 316,083 | ||||||
3.80%, 12/15/42 (Call 06/15/42) |
77 | 80,212 | ||||||
3.95%, 03/01/48 (Call 09/01/47) |
293 | 317,108 | ||||||
3.99%, 03/01/49 (Call 09/01/48) |
180 | 195,131 | ||||||
4.05%, 06/01/42 (Call 12/01/41) |
106 | 113,188 | ||||||
4.05%, 10/01/44 (Call 04/01/44) |
315 | 342,244 | ||||||
4.13%, 02/01/42 (Call 08/01/41) |
144 | 155,831 | ||||||
4.13%, 06/01/48 (Call 12/01/47) |
301 | 334,820 | ||||||
4.95%, 06/01/35 |
291 | 341,500 | ||||||
5.25%, 02/01/41 (Call 08/01/40) |
25 | 30,501 | ||||||
5.63%, 04/01/34 |
216 | 269,330 | ||||||
5.65%, 02/01/37 |
87 | 109,643 | ||||||
5.69%, 03/01/40 |
220 | 283,789 | ||||||
5.95%, 02/01/38 |
231 | 298,420 |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
5.96%, 04/01/39 |
$ | 162 | $ | 212,277 | ||||
Iberdrola International BV |
||||||||
5.81%, 03/15/25(a) |
46 | 50,822 | ||||||
6.75%, 07/15/36 |
1,001 | 1,368,687 | ||||||
ITC Holdings Corp. |
||||||||
3.25%, 06/30/26 (Call 03/30/26) |
507 | 520,522 | ||||||
3.35%, 11/15/27 (Call 08/15/27) |
315 | 324,803 | ||||||
3.65%, 06/15/24 (Call 03/15/24) |
314 | 322,126 | ||||||
5.30%, 07/01/43 (Call 01/01/43) |
343 | 416,495 | ||||||
National Grid USA, 5.80%, 04/01/35 |
280 | 330,588 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
2.40%, 03/15/30 (Call 12/15/29) |
461 | 444,169 | ||||||
2.75%, 04/15/32 (Call 01/15/32) |
100 | 98,101 | ||||||
3.70%, 03/15/29 (Call 12/15/28) |
175 | 183,803 | ||||||
3.90%, 11/01/28 (Call 08/01/28) |
195 | 207,907 | ||||||
4.02%, 11/01/32 (Call 05/01/32) |
131 | 141,138 | ||||||
4.30%, 03/15/49 (Call 09/15/48) |
131 | 146,660 | ||||||
4.40%, 11/01/48 (Call 05/01/48) |
105 | 116,559 | ||||||
Series C, 8.00%, 03/01/32 |
218 | 306,685 | ||||||
NextEra Energy Capital Holdings Inc. |
||||||||
2.25%, 06/01/30 (Call 03/01/30) |
2,741 | 2,548,911 | ||||||
2.44%, 01/15/32 (Call 10/15/31) |
50 | 46,828 | ||||||
2.75%, 11/01/29 (Call 08/01/29) |
2,091 | 2,050,811 | ||||||
3.00%, 01/15/52 (Call 07/15/51) |
55 | 47,544 | ||||||
3.50%, 04/01/29 (Call 01/01/29) |
1,027 | 1,057,348 | ||||||
3.55%, 05/01/27 (Call 02/01/27) |
1,088 | 1,131,923 | ||||||
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)(b) |
154 | 152,603 | ||||||
5.65%, 05/01/79 (Call 05/01/29), (3 mo. LIBOR US + 3.156%)(b) |
145 | 153,187 | ||||||
NSTAR Electric Co. |
||||||||
3.10%, 06/01/51 (Call 12/01/50) |
295 | 275,256 | ||||||
3.20%, 05/15/27 (Call 02/15/27) |
1,390 | 1,434,258 | ||||||
3.25%, 05/15/29 (Call 02/15/29) |
108 | 111,097 | ||||||
3.95%, 04/01/30 (Call 01/01/30) |
688 | 740,144 | ||||||
4.40%, 03/01/44 (Call 09/01/43) |
401 | 444,472 | ||||||
5.50%, 03/15/40 |
200 | 249,846 | ||||||
Ohio Power Co. |
||||||||
4.00%, 06/01/49 (Call 12/01/48) |
145 | 150,652 | ||||||
4.15%, 04/01/48 (Call 10/01/47) |
90 | 94,082 | ||||||
Series Q, 1.63%, 01/15/31 (Call 10/15/30) |
1,395 | 1,242,694 | ||||||
Series R, 2.90%, 10/01/51 (Call 04/01/51) |
160 | 136,989 | ||||||
Oncor Electric Delivery Co. LLC |
||||||||
3.10%, 09/15/49 (Call 03/15/49) |
332 | 309,401 | ||||||
3.70%, 11/15/28 (Call 08/15/28) |
65 | 69,109 | ||||||
3.75%, 04/01/45 (Call 10/01/44) |
305 | 312,073 | ||||||
3.80%, 09/30/47 (Call 03/30/47) |
115 | 119,149 | ||||||
3.80%, 06/01/49 (Call 12/01/48) |
230 | 240,619 | ||||||
4.10%, 11/15/48 (Call 05/15/48) |
80 | 87,300 | ||||||
4.55%, 12/01/41 (Call 06/01/41) |
10 | 11,283 | ||||||
5.25%, 09/30/40(a) |
30 | 36,534 | ||||||
5.30%, 06/01/42 (Call 12/01/41) |
125 | 154,056 | ||||||
5.75%, 03/15/29 (Call 12/15/28) |
42 | 49,406 | ||||||
7.00%, 05/01/32 |
20 | 26,554 | ||||||
7.25%, 01/15/33 |
72 | 98,441 | ||||||
7.50%, 09/01/38 |
95 | 138,939 | ||||||
PECO Energy Co. |
||||||||
2.85%, 09/15/51 (Call 03/15/51) |
40 | 35,638 | ||||||
3.00%, 09/15/49 (Call 03/15/49) |
295 | 271,087 | ||||||
3.15%, 10/15/25 (Call 07/15/25) |
263 | 270,582 |
S C H E D U L E O F I N V E S T M E N T S |
81 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
3.70%, 09/15/47 (Call 03/15/47) |
$ | 90 | $ | 92,187 | ||||
3.90%, 03/01/48 (Call 09/01/47) |
316 | 336,117 | ||||||
4.15%, 10/01/44 (Call 04/01/44)(a) |
118 | 127,678 | ||||||
Potomac Electric Power Co. |
||||||||
3.60%, 03/15/24 (Call 12/15/23) |
154 | 158,677 | ||||||
4.15%, 03/15/43 (Call 09/15/42) |
237 | 257,233 | ||||||
6.50%, 11/15/37 |
67 | 91,195 | ||||||
PPL Electric Utilities Corp. |
||||||||
3.00%, 10/01/49 (Call 04/01/49) |
30 | 27,583 | ||||||
3.95%, 06/01/47 (Call 12/01/46) |
35 | 36,501 | ||||||
4.15%, 06/15/48 (Call 12/15/47) |
90 | 97,922 | ||||||
Public Service Co. of New Hampshire |
||||||||
3.50%, 11/01/23 (Call 08/01/23) |
319 | 326,257 | ||||||
3.60%, 07/01/49 (Call 01/01/49) |
432 | 437,612 | ||||||
Public Service Electric & Gas Co. |
||||||||
2.25%, 09/15/26 (Call 06/15/26) |
72 | 71,834 | ||||||
2.45%, 01/15/30 (Call 10/15/29) |
177 | 173,949 | ||||||
3.00%, 05/15/25 (Call 02/15/25) |
31 | 31,614 | ||||||
3.00%, 05/15/27 (Call 02/15/27) |
135 | 138,497 | ||||||
3.15%, 01/01/50 (Call 07/01/49) |
297 | 280,831 | ||||||
3.20%, 05/15/29 (Call 02/15/29) |
110 | 113,131 | ||||||
3.20%, 08/01/49 (Call 02/01/49) |
269 | 256,898 | ||||||
3.60%, 12/01/47 (Call 06/01/47) |
228 | 230,134 | ||||||
3.65%, 09/01/28 (Call 06/01/28) |
177 | 186,864 | ||||||
3.65%, 09/01/42 (Call 03/01/42) |
200 | 203,162 | ||||||
3.70%, 05/01/28 (Call 02/01/28)(a) |
125 | 132,595 | ||||||
3.80%, 01/01/43 (Call 07/01/42) |
20 | 20,763 | ||||||
3.80%, 03/01/46 (Call 09/01/45) |
488 | 508,154 | ||||||
3.85%, 05/01/49 (Call 11/01/48) |
375 | 395,662 | ||||||
3.95%, 05/01/42 (Call 11/01/41) |
71 | 76,346 | ||||||
4.05%, 05/01/48 (Call 11/01/47) |
76 | 82,144 | ||||||
5.50%, 03/01/40 |
35 | 43,462 | ||||||
5.80%, 05/01/37 |
38 | 48,408 | ||||||
Public Service Enterprise Group Inc. |
||||||||
1.60%, 08/15/30 (Call 05/15/30) |
1,232 | 1,096,000 | ||||||
2.45%, 11/15/31 (Call 08/15/31) |
200 | 189,412 | ||||||
2.88%, 06/15/24 (Call 05/15/24) |
343 | 347,799 | ||||||
San Diego Gas & Electric Co. |
||||||||
2.50%, 05/15/26 (Call 02/15/26) |
424 | 427,858 | ||||||
4.15%, 05/15/48 (Call 11/15/47) |
204 | 218,959 | ||||||
4.50%, 08/15/40 |
194 | 217,810 | ||||||
6.00%, 06/01/39 |
7 | 8,916 | ||||||
Series NNN, 3.60%, 09/01/23 (Call 06/01/23) |
94 | 96,028 | ||||||
Series RRR, 3.75%, 06/01/47 (Call 12/01/46) |
183 | 182,583 | ||||||
Series TTT, 4.10%, 06/15/49 (Call 12/15/48) |
184 | 194,714 | ||||||
Series UUU, 3.32%, 04/15/50 (Call 10/15/49) |
328 | 308,222 | ||||||
Sempra Energy |
||||||||
3.25%, 06/15/27 (Call 03/15/27) |
575 | 587,460 | ||||||
3.40%, 02/01/28 (Call 11/01/27) |
552 | 568,560 | ||||||
3.80%, 02/01/38 (Call 08/01/37) |
391 | 397,932 | ||||||
4.00%, 02/01/48 (Call 08/01/47) |
377 | 380,597 | ||||||
4.13%, 04/01/52 (Call 01/01/27)(b) |
500 | 468,095 | ||||||
6.00%, 10/15/39 |
260 | 330,717 | ||||||
Southern California Edison Co. |
||||||||
2.25%, 06/01/30 (Call 03/01/30) |
175 | 163,678 | ||||||
2.75%, 02/01/32 (Call 11/01/31) |
100 | 96,401 | ||||||
2.85%, 08/01/29 (Call 05/01/29) |
133 | 131,167 | ||||||
3.45%, 02/01/52 (Call 08/01/51)(a) |
50 | 46,048 | ||||||
3.65%, 02/01/50 (Call 08/01/49) |
332 | 313,760 | ||||||
4.00%, 04/01/47 (Call 10/01/46) |
298 | 293,271 |
Security |
Par (000) |
Value | ||||||
Electric (continued) |
||||||||
4.05%, 03/15/42 (Call 09/15/41) |
$ | 125 | $ | 123,768 | ||||
4.50%, 09/01/40 (Call 03/01/40) |
63 | 65,601 | ||||||
4.65%, 10/01/43 (Call 04/01/43) |
107 | 114,349 | ||||||
5.50%, 03/15/40 |
151 | 174,194 | ||||||
5.63%, 02/01/36 |
132 | 153,406 | ||||||
6.00%, 01/15/34(a) |
173 | 212,155 | ||||||
6.05%, 03/15/39 |
44 | 53,339 | ||||||
6.65%, 04/01/29 |
186 | 219,724 | ||||||
Series 04-G, 5.75%, 04/01/35 |
5 | 5,973 | ||||||
Series 05-E, 5.35%, 07/15/35 |
91 | 105,484 | ||||||
Series 06-E, 5.55%, 01/15/37 |
5 | 5,838 | ||||||
Series 08-A, 5.95%, 02/01/38 |
60 | 72,082 | ||||||
Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) |
88 | 84,968 | ||||||
Series A, 4.20%, 03/01/29 (Call 12/01/28) |
135 | 143,652 | ||||||
Series B, 3.65%, 03/01/28 (Call 12/01/27) |
43 | 44,729 | ||||||
Series B, 4.88%, 03/01/49 (Call 09/01/48) |
69 | 75,505 | ||||||
Series C, 3.60%, 02/01/45 (Call 08/01/44) |
148 | 137,698 | ||||||
Series C, 4.13%, 03/01/48 (Call 09/01/47) |
262 | 263,438 | ||||||
Series E, 3.70%, 08/01/25 (Call 06/01/25) |
166 | 172,067 | ||||||
|
|
|||||||
71,067,336 | ||||||||
Electrical Components & Equipment — 0.0% | ||||||||
Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30) |
221 | 204,268 | ||||||
Emerson Electric Co. |
||||||||
2.80%, 12/21/51 (Call 06/21/51) |
25 | 21,822 | ||||||
3.15%, 06/01/25 (Call 03/01/25) |
106 | 109,176 | ||||||
5.25%, 11/15/39 |
10 | 12,154 | ||||||
|
|
|||||||
347,420 | ||||||||
Electronics — 1.1% | ||||||||
Agilent Technologies Inc. |
||||||||
2.75%, 09/15/29 (Call 06/15/29) |
688 | 677,522 | ||||||
3.05%, 09/22/26 (Call 06/22/26) |
216 | 220,784 | ||||||
3.88%, 07/15/23 (Call 04/15/23) |
386 | 395,059 | ||||||
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) |
549 | 557,515 | ||||||
Allegion U.S. Holding Co. Inc. |
||||||||
3.20%, 10/01/24 (Call 08/01/24) |
399 | 404,299 | ||||||
3.55%, 10/01/27 (Call 07/01/27) |
82 | 84,080 | ||||||
Amphenol Corp. |
||||||||
2.80%, 02/15/30 (Call 11/15/29) |
149 | 146,589 | ||||||
4.35%, 06/01/29 (Call 03/01/29) |
69 | 74,921 | ||||||
Flex Ltd. |
||||||||
4.75%, 06/15/25 (Call 03/15/25) |
146 | 154,814 | ||||||
4.88%, 06/15/29 (Call 03/15/29)(a) |
273 | 295,378 | ||||||
4.88%, 05/12/30 (Call 02/12/30) |
979 | 1,057,183 | ||||||
Fortive Corp. |
||||||||
3.15%, 06/15/26 (Call 03/15/26) |
65 | 66,940 | ||||||
4.30%, 06/15/46 (Call 12/15/45) |
157 | 169,657 | ||||||
Honeywell International Inc. |
||||||||
2.30%, 08/15/24 (Call 07/15/24) |
428 | 432,348 | ||||||
2.50%, 11/01/26 (Call 08/01/26)(a) |
704 | 713,215 | ||||||
2.70%, 08/15/29 (Call 05/15/29) |
146 | 147,161 | ||||||
3.35%, 12/01/23(a) |
65 | 66,777 | ||||||
3.81%, 11/21/47 (Call 05/21/47) |
71 | 78,261 | ||||||
5.38%, 03/01/41(a) |
115 | 149,439 | ||||||
5.70%, 03/15/36 |
38 | 49,169 | ||||||
5.70%, 03/15/37 |
18 | 23,339 | ||||||
Hubbell Inc. |
||||||||
3.15%, 08/15/27 (Call 05/15/27) |
21 | 21,492 | ||||||
3.35%, 03/01/26 (Call 12/01/25) |
140 | 144,248 | ||||||
3.50%, 02/15/28 (Call 11/15/27) |
65 | 67,415 |
82 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Electronics (continued) |
||||||||
Keysight Technologies Inc. |
||||||||
3.00%, 10/30/29 (Call 07/30/29) |
$ | 286 | $ | 286,234 | ||||
4.55%, 10/30/24 (Call 07/30/24) |
387 | 407,275 | ||||||
4.60%, 04/06/27 (Call 01/06/27)(a) |
627 | 684,540 | ||||||
Legrand France SA, 8.50%, 02/15/25 |
535 | 629,545 | ||||||
Trimble Inc. |
||||||||
4.15%, 06/15/23 (Call 05/15/23) |
419 | 429,869 | ||||||
4.75%, 12/01/24 (Call 09/01/24) |
601 | 634,025 | ||||||
4.90%, 06/15/28 (Call 03/15/28) |
605 | 651,543 | ||||||
Tyco Electronics Group SA, 7.13%, 10/01/37 |
109 | 155,661 | ||||||
Vontier Corp, 2.95%, 04/01/31 (Call 01/01/31) |
75 | 68,114 | ||||||
|
|
|||||||
10,144,411 | ||||||||
Environmental Control — 0.1% | ||||||||
Republic Services Inc. |
||||||||
3.05%, 03/01/50 (Call 09/01/49) |
10 | 9,222 | ||||||
5.70%, 05/15/41 (Call 11/15/40) |
20 | 25,179 | ||||||
6.20%, 03/01/40 |
35 | 46,307 | ||||||
Waste Connections Inc. |
||||||||
2.60%, 02/01/30 (Call 11/01/29) |
67 | 65,052 | ||||||
2.95%, 01/15/52 (Call 07/15/51) |
50 | 43,518 | ||||||
3.05%, 04/01/50 (Call 10/01/49) |
77 | 68,239 | ||||||
3.50%, 05/01/29 (Call 02/01/29) |
25 | 25,866 | ||||||
4.25%, 12/01/28 (Call 09/01/28) |
100 | 107,658 | ||||||
Waste Management Inc. |
||||||||
3.13%, 03/01/25 (Call 12/01/24)(a) |
70 | 72,048 | ||||||
3.15%, 11/15/27 (Call 08/15/27)(a) |
118 | 121,421 | ||||||
4.10%, 03/01/45 (Call 09/01/44) |
10 | 10,945 | ||||||
4.15%, 07/15/49 (Call 01/15/49) |
121 | 135,321 | ||||||
|
|
|||||||
730,776 | ||||||||
Food — 2.5% | ||||||||
Ahold Finance USA LLC, 6.88%, 05/01/29 |
63 | 78,686 | ||||||
Bestfoods, Series E, 7.25%, 12/15/26(a) |
10 | 12,269 | ||||||
Campbell Soup Co. |
||||||||
2.38%, 04/24/30 (Call 01/24/30)(a) |
215 | 204,628 | ||||||
3.13%, 04/24/50 (Call 10/24/49) |
109 | 95,538 | ||||||
3.30%, 03/19/25 (Call 12/19/24) |
95 | 97,167 | ||||||
3.95%, 03/15/25 (Call 01/15/25) |
348 | 363,089 | ||||||
4.15%, 03/15/28 (Call 12/15/27)(a) |
508 | 542,458 | ||||||
4.80%, 03/15/48 (Call 09/15/47) |
318 | 361,887 | ||||||
Conagra Brands Inc. |
||||||||
4.30%, 05/01/24 (Call 04/01/24) |
189 | 196,193 | ||||||
4.60%, 11/01/25 (Call 09/01/25) |
418 | 444,932 | ||||||
4.85%, 11/01/28 (Call 08/01/28)(a) |
150 | 164,775 | ||||||
5.30%, 11/01/38 (Call 05/01/38) |
281 | 323,987 | ||||||
5.40%, 11/01/48 (Call 05/01/48) |
218 | 264,033 | ||||||
7.00%, 10/01/28 |
98 | 120,346 | ||||||
8.25%, 09/15/30 |
114 | 154,885 | ||||||
General Mills Inc. |
||||||||
2.25%, 10/14/31 (Call 07/14/31) |
100 | 94,019 | ||||||
2.88%, 04/15/30 (Call 01/15/30) |
640 | 639,443 | ||||||
3.00%, 02/01/51 (Call 08/01/50) |
300 | 271,671 | ||||||
3.20%, 02/10/27 (Call 11/10/26) |
402 | 413,783 | ||||||
3.65%, 02/15/24 (Call 11/15/23)(a) |
265 | 272,950 | ||||||
3.70%, 10/17/23 (Call 09/17/23) |
1,306 | 1,343,783 | ||||||
4.00%, 04/17/25 (Call 02/17/25) |
561 | 587,103 | ||||||
4.20%, 04/17/28 (Call 01/17/28)(a) |
402 | 433,018 | ||||||
4.70%, 04/17/48 (Call 10/17/47)(a) |
95 | 112,052 | ||||||
5.40%, 06/15/40 |
72 | 88,301 |
Security |
Par (000) |
Value | ||||||
Food (continued) |
||||||||
Hershey Co. (The) |
||||||||
2.45%, 11/15/29 (Call 08/15/29)(a) |
$ | 45 | $ | 44,819 | ||||
3.13%, 11/15/49 (Call 05/15/49) |
132 | 129,290 | ||||||
3.38%, 08/15/46 (Call 02/15/46) |
30 | 30,451 | ||||||
Hormel Foods Corp., 3.05%, 06/03/51 (Call 12/03/50) |
35 | 33,341 | ||||||
Ingredion Inc. |
||||||||
2.90%, 06/01/30 (Call 03/01/30)(a) |
898 | 885,168 | ||||||
3.20%, 10/01/26 (Call 07/01/26) |
125 | 128,371 | ||||||
3.90%, 06/01/50 (Call 12/01/49) |
153 | 155,768 | ||||||
JM Smucker Co. (The) |
||||||||
2.38%, 03/15/30 (Call 12/15/29) |
176 | 167,596 | ||||||
3.38%, 12/15/27 (Call 09/15/27)(a) |
119 | 123,395 | ||||||
3.50%, 03/15/25 |
130 | 134,514 | ||||||
3.55%, 03/15/50 (Call 09/15/49) |
137 | 130,339 | ||||||
4.25%, 03/15/35 |
341 | 368,028 | ||||||
4.38%, 03/15/45 |
52 | 56,246 | ||||||
Kellogg Co. |
||||||||
2.10%, 06/01/30 (Call 03/01/30) |
327 | 307,458 | ||||||
2.65%, 12/01/23 |
2,408 | 2,442,796 | ||||||
3.25%, 04/01/26 |
1,361 | 1,397,189 | ||||||
3.40%, 11/15/27 (Call 08/15/27) |
479 | 496,359 | ||||||
4.30%, 05/15/28 (Call 02/15/28) |
164 | 178,096 | ||||||
4.50%, 04/01/46 |
413 | 466,789 | ||||||
Series B, 7.45%, 04/01/31 |
751 | 1,002,743 | ||||||
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40(a) |
163 | 210,267 | ||||||
Kroger Co. (The) |
||||||||
2.20%, 05/01/30 (Call 02/01/30) |
32 | 30,286 | ||||||
2.65%, 10/15/26 (Call 07/15/26) |
208 | 209,941 | ||||||
3.50%, 02/01/26 (Call 11/01/25) |
189 | 196,787 | ||||||
3.70%, 08/01/27 (Call 05/01/27)(a) |
69 | 72,698 | ||||||
3.85%, 08/01/23 (Call 05/01/23) |
74 | 75,823 | ||||||
3.88%, 10/15/46 (Call 04/15/46) |
152 | 152,915 | ||||||
3.95%, 01/15/50 (Call 07/15/49)(a) |
153 | 157,347 | ||||||
4.00%, 02/01/24 (Call 11/01/23) |
66 | 68,294 | ||||||
4.45%, 02/01/47 (Call 08/01/46) |
198 | 215,167 | ||||||
4.50%, 01/15/29 (Call 10/15/28) |
125 | 137,405 | ||||||
4.65%, 01/15/48 (Call 07/15/47)(a) |
133 | 148,887 | ||||||
5.00%, 04/15/42 (Call 10/15/41) |
69 | 79,684 | ||||||
5.15%, 08/01/43 (Call 02/01/43) |
156 | 181,286 | ||||||
5.40%, 07/15/40 (Call 01/15/40) |
110 | 131,622 | ||||||
5.40%, 01/15/49 (Call 07/15/48) |
80 | 99,225 | ||||||
6.90%, 04/15/38 |
191 | 258,658 | ||||||
7.50%, 04/01/31(a) |
171 | 230,272 | ||||||
McCormick & Co. Inc./MD |
||||||||
2.50%, 04/15/30 (Call 01/15/30) |
185 | 178,292 | ||||||
3.15%, 08/15/24 (Call 06/15/24) |
258 | 264,254 | ||||||
3.40%, 08/15/27 (Call 05/15/27) |
192 | 199,774 | ||||||
4.20%, 08/15/47 (Call 02/15/47) |
148 | 163,512 | ||||||
Mondelez International Inc. |
||||||||
2.63%, 09/04/50 (Call 03/04/50) |
118 | 99,470 | ||||||
2.75%, 04/13/30 (Call 01/13/30) |
125 | 123,181 | ||||||
3.63%, 02/13/26 (Call 12/13/25) |
154 | 160,376 | ||||||
4.13%, 05/07/28 (Call 02/07/28) |
48 | 51,926 | ||||||
Sysco Corp. |
||||||||
2.40%, 02/15/30 (Call 11/15/29)(a) |
54 | 51,602 | ||||||
3.25%, 07/15/27 (Call 04/15/27) |
145 | 149,443 | ||||||
3.30%, 07/15/26 (Call 04/15/26) |
80 | 82,410 | ||||||
3.30%, 02/15/50 (Call 08/15/49)(a) |
220 | 197,463 | ||||||
3.75%, 10/01/25 (Call 07/01/25) |
156 | 162,714 | ||||||
4.45%, 03/15/48 (Call 09/15/47)(a) |
97 | 103,319 |
S C H E D U L E O F I N V E S T M E N T S |
83 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Food (continued) |
||||||||
4.50%, 04/01/46 (Call 10/01/45) |
$ | 137 | $ | 145,587 | ||||
4.85%, 10/01/45 (Call 04/01/45) |
157 | 172,328 | ||||||
5.38%, 09/21/35(a) |
40 | 47,807 | ||||||
5.95%, 04/01/30 (Call 01/01/30) |
129 | 154,018 | ||||||
6.60%, 04/01/40 (Call 10/01/39) |
10 | 13,375 | ||||||
6.60%, 04/01/50 (Call 10/01/49) |
238 | 329,975 | ||||||
Tyson Foods Inc. |
||||||||
3.55%, 06/02/27 (Call 03/02/27) |
206 | 214,088 | ||||||
4.35%, 03/01/29 (Call 12/01/28) |
108 | 116,966 | ||||||
4.55%, 06/02/47 (Call 12/02/46) |
111 | 123,282 | ||||||
4.88%, 08/15/34 (Call 02/15/34) |
68 | 77,654 | ||||||
5.10%, 09/28/48 (Call 03/28/48) |
218 | 261,375 | ||||||
5.15%, 08/15/44 (Call 02/15/44) |
55 | 65,487 | ||||||
|
|
|||||||
22,725,994 | ||||||||
Forest Products & Paper — 0.2% | ||||||||
Celulosa Arauco y Constitucion SA |
||||||||
3.88%, 11/02/27 (Call 08/02/27) |
20 | 20,504 | ||||||
5.50%, 11/02/47 (Call 05/02/47) |
5 | 5,190 | ||||||
International Paper Co. |
||||||||
4.35%, 08/15/48 (Call 02/15/48) |
186 | 202,416 | ||||||
4.40%, 08/15/47 (Call 02/15/47) |
199 | 218,172 | ||||||
4.80%, 06/15/44 (Call 12/15/43) |
233 | 263,635 | ||||||
5.00%, 09/15/35 (Call 03/15/35)(a) |
40 | 47,104 | ||||||
5.15%, 05/15/46 (Call 11/15/45) |
20 | 23,960 | ||||||
6.00%, 11/15/41 (Call 05/15/41) |
224 | 281,832 | ||||||
7.30%, 11/15/39 |
112 | 157,839 | ||||||
Suzano Austria GmbH |
||||||||
3.13%, 01/15/32 (Call 10/15/31) |
230 | 204,286 | ||||||
5.00%, 01/15/30 (Call 10/15/29) |
240 | 246,866 | ||||||
6.00%, 01/15/29 (Call 10/15/28) |
250 | 274,698 | ||||||
|
|
|||||||
1,946,502 | ||||||||
Gas — 0.5% | ||||||||
Atmos Energy Corp. |
||||||||
2.63%, 09/15/29 (Call 06/15/29) |
20 | 19,593 | ||||||
2.85%, 02/15/52 (Call 08/15/51) |
45 | 38,925 | ||||||
3.00%, 06/15/27 (Call 03/15/27) |
15 | 15,417 | ||||||
3.38%, 09/15/49 (Call 03/15/49) |
223 | 211,614 | ||||||
4.13%, 10/15/44 (Call 04/15/44) |
217 | 227,201 | ||||||
4.13%, 03/15/49 (Call 09/15/48) |
232 | 248,966 | ||||||
4.15%, 01/15/43 (Call 07/15/42) |
6 | 6,260 | ||||||
4.30%, 10/01/48 (Call 04/01/48) |
45 | 48,919 | ||||||
5.50%, 06/15/41 (Call 12/15/40) |
68 | 81,977 | ||||||
National Fuel Gas Co. |
||||||||
4.75%, 09/01/28 (Call 06/01/28) |
68 | 71,264 | ||||||
5.20%, 07/15/25 (Call 04/15/25) |
227 | 242,011 | ||||||
ONE Gas Inc. |
||||||||
2.00%, 05/15/30 (Call 02/15/30) |
120 | 112,145 | ||||||
3.61%, 02/01/24 (Call 11/01/23) |
215 | 220,169 | ||||||
4.50%, 11/01/48 (Call 05/01/48) |
125 | 139,765 | ||||||
4.66%, 02/01/44 (Call 08/01/43) |
154 | 174,895 | ||||||
Piedmont Natural Gas Co. Inc., 3.35%, 06/01/50 (Call 12/01/49) |
55 | 50,674 | ||||||
Southern California Gas Co. |
||||||||
3.15%, 09/15/24 (Call 06/15/24) |
190 | 194,714 | ||||||
3.20%, 06/15/25 (Call 03/15/25) |
309 | 317,402 | ||||||
3.75%, 09/15/42 (Call 03/15/42) |
228 | 229,744 | ||||||
5.13%, 11/15/40 |
20 | 23,925 | ||||||
Series TT, 2.60%, 06/15/26 (Call 03/15/26) |
354 | 357,667 | ||||||
Series UU, 4.13%, 06/01/48 (Call 12/01/47) |
183 | 195,380 |
Security |
Par (000) |
Value | ||||||
Gas (continued) |
||||||||
Series VV, 4.30%, 01/15/49 (Call 07/15/48) |
$ | 126 | $ | 138,381 | ||||
Series WW, 3.95%, 02/15/50 (Call 08/15/49) |
295 | 311,349 | ||||||
Series XX, 2.55%, 02/01/30 (Call 11/01/29) |
110 | 107,161 | ||||||
Southwest Gas Corp. |
||||||||
3.18%, 08/15/51 (Call 02/15/51) |
75 | 65,680 | ||||||
3.70%, 04/01/28 (Call 01/01/28)(a) |
35 | 36,574 | ||||||
3.80%, 09/29/46 (Call 03/29/46)(a) |
299 | 297,373 | ||||||
4.15%, 06/01/49 (Call 12/01/48) |
236 | 244,298 | ||||||
Washington Gas Light Co. |
||||||||
3.65%, 09/15/49 (Call 03/15/49) |
130 | 132,874 | ||||||
Series K, 3.80%, 09/15/46 (Call 03/15/46) |
15 | 15,639 | ||||||
|
|
|||||||
4,577,956 | ||||||||
Hand & Machine Tools — 0.1% | ||||||||
Snap-on Inc. |
||||||||
3.10%, 05/01/50 (Call 11/01/49) |
77 | 72,575 | ||||||
3.25%, 03/01/27 (Call 12/01/26)(a) |
30 | 31,361 | ||||||
4.10%, 03/01/48 (Call 09/01/47) |
65 | 71,995 | ||||||
Stanley Black & Decker Inc. |
||||||||
2.30%, 03/15/30 (Call 12/15/29) |
110 | 105,898 | ||||||
3.00%, 05/15/32 (Call 02/15/32)(a) |
40 | 40,192 | ||||||
3.40%, 03/01/26 (Call 01/01/26) |
47 | 48,870 | ||||||
4.00%, 03/15/60 (Call 03/15/25)(b) |
80 | 77,670 | ||||||
4.25%, 11/15/28 (Call 08/15/28) |
67 | 73,131 | ||||||
4.85%, 11/15/48 (Call 05/15/48) |
45 | 54,681 | ||||||
5.20%, 09/01/40 |
93 | 112,285 | ||||||
|
|
|||||||
688,658 | ||||||||
Health Care - Products — 1.0% | ||||||||
Abbott Laboratories |
||||||||
4.75%, 11/30/36 (Call 05/30/36) |
268 | 319,295 | ||||||
4.75%, 04/15/43 (Call 10/15/42)(a) |
220 | 260,924 | ||||||
4.90%, 11/30/46 (Call 05/30/46) |
526 | 649,857 | ||||||
5.30%, 05/27/40 |
123 | 153,932 | ||||||
6.00%, 04/01/39 |
98 | 130,833 | ||||||
6.15%, 11/30/37 |
198 | 270,490 | ||||||
Baxter International Inc. |
||||||||
2.60%, 08/15/26 (Call 05/15/26)(a) |
110 | 110,649 | ||||||
3.13%, 12/01/51 (Call 06/01/51)(c) |
35 | 31,511 | ||||||
3.50%, 08/15/46 (Call 02/15/46) |
143 | 138,152 | ||||||
Boston Scientific Corp. |
||||||||
4.55%, 03/01/39 (Call 09/01/38) |
51 | 56,433 | ||||||
4.70%, 03/01/49 (Call 09/01/48) |
317 | 361,260 | ||||||
6.75%, 11/15/35 |
55 | 73,011 | ||||||
7.38%, 01/15/40 |
123 | 182,057 | ||||||
Danaher Corp. |
||||||||
2.60%, 10/01/50 (Call 04/01/50) |
80 | 68,147 | ||||||
2.80%, 12/10/51 (Call 06/10/51) |
140 | 123,899 | ||||||
4.38%, 09/15/45 (Call 03/15/45) |
121 | 135,532 | ||||||
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30) |
415 | 417,561 | ||||||
DH Europe Finance II Sarl |
||||||||
2.60%, 11/15/29 (Call 08/15/29) |
140 | 137,479 | ||||||
3.25%, 11/15/39 (Call 05/15/39) |
158 | 154,755 | ||||||
3.40%, 11/15/49 (Call 05/15/49) |
332 | 324,802 | ||||||
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28) |
803 | 869,922 | ||||||
Koninklijke Philips NV |
||||||||
5.00%, 03/15/42 |
146 | 171,614 | ||||||
6.88%, 03/11/38 |
236 | 322,539 | ||||||
Medtronic Inc. |
||||||||
4.38%, 03/15/35 |
270 | 309,342 | ||||||
4.63%, 03/15/45 |
455 | 535,949 |
84 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Health Care - Products (continued) |
||||||||
PerkinElmer Inc. |
||||||||
3.30%, 09/15/29 (Call 06/15/29) |
$ | 381 | $ | 383,526 | ||||
3.63%, 03/15/51 (Call 09/15/50)(a) |
50 | 48,072 | ||||||
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) |
55 | 49,770 | ||||||
STERIS Irish FinCo UnLtd Co. |
||||||||
2.70%, 03/15/31 (Call 12/15/30) |
640 | 607,942 | ||||||
3.75%, 03/15/51 (Call 09/15/50) |
350 | 335,685 | ||||||
Stryker Corp. |
||||||||
2.90%, 06/15/50 (Call 12/15/49) |
71 | 62,579 | ||||||
4.10%, 04/01/43 (Call 10/01/42) |
35 | 37,567 | ||||||
4.38%, 05/15/44 (Call 11/15/43) |
140 | 155,856 | ||||||
4.63%, 03/15/46 (Call 09/15/45) |
141 | 161,305 | ||||||
Thermo Fisher Scientific Inc. |
||||||||
2.60%, 10/01/29 (Call 07/01/29) |
85 | 84,004 | ||||||
4.10%, 08/15/47 (Call 02/15/47) |
157 | 174,325 | ||||||
5.30%, 02/01/44 (Call 08/01/43) |
291 | 367,792 | ||||||
Zimmer
Biomet Holdings Inc., 4.45%, 08/15/45 |
120 | 128,893 | ||||||
|
|
|||||||
8,907,261 | ||||||||
Health Care - Services — 1.8% | ||||||||
Aetna Inc. |
||||||||
3.88%, 08/15/47 (Call 02/15/47) |
332 | 334,789 | ||||||
4.13%, 11/15/42 (Call 05/15/42) |
109 | 111,760 | ||||||
4.50%, 05/15/42 (Call 11/15/41) |
97 | 104,104 | ||||||
4.75%, 03/15/44 (Call 09/15/43) |
267 | 297,518 | ||||||
6.63%, 06/15/36 |
111 | 147,818 | ||||||
6.75%, 12/15/37(a) |
170 | 230,387 | ||||||
Anthem Inc. |
||||||||
2.88%, 09/15/29 (Call 06/15/29) |
208 | 207,703 | ||||||
3.13%, 05/15/50 (Call 11/15/49) |
105 | 95,497 | ||||||
3.60%, 03/15/51 (Call 09/15/50) |
65 | 63,976 | ||||||
3.65%, 12/01/27 (Call 09/01/27) |
237 | 248,627 | ||||||
3.70%, 09/15/49 (Call 03/15/49) |
163 | 162,156 | ||||||
4.10%, 03/01/28 (Call 12/01/27) |
209 | 223,599 | ||||||
4.38%, 12/01/47 (Call 06/01/47) |
141 | 155,029 | ||||||
4.55%, 03/01/48 (Call 09/01/47) |
147 | 165,772 | ||||||
4.63%, 05/15/42 |
168 | 188,483 | ||||||
4.65%, 01/15/43 |
171 | 192,118 | ||||||
4.65%, 08/15/44 (Call 02/15/44) |
328 | 368,744 | ||||||
5.10%, 01/15/44 |
209 | 248,461 | ||||||
5.85%, 01/15/36 |
24 | 30,133 | ||||||
6.38%, 06/15/37 |
33 | 43,574 | ||||||
HCA Inc. |
||||||||
3.50%, 07/15/51 (Call 01/15/51) |
152 | 135,055 | ||||||
4.13%, 06/15/29 (Call 03/15/29) |
404 | 424,030 | ||||||
4.50%, 02/15/27 (Call 08/15/26) |
462 | 489,258 | ||||||
5.00%, 03/15/24(a) |
435 | 457,194 | ||||||
5.13%, 06/15/39 (Call 12/15/38) |
252 | 281,207 | ||||||
5.25%, 04/15/25 |
250 | 268,462 | ||||||
5.25%, 06/15/26 (Call 12/15/25) |
430 | 465,905 | ||||||
5.25%, 06/15/49 (Call 12/15/48) |
359 | 408,510 | ||||||
5.50%, 06/15/47 (Call 12/15/46) |
462 | 540,702 | ||||||
Humana Inc. |
||||||||
3.13%, 08/15/29 (Call 05/15/29) |
32 | 32,175 | ||||||
3.85%, 10/01/24 (Call 07/01/24) |
234 | 242,688 | ||||||
3.95%, 03/15/27 (Call 12/15/26) |
317 | 335,180 | ||||||
3.95%, 08/15/49 (Call 02/15/49) |
71 | 72,803 | ||||||
4.50%, 04/01/25 (Call 03/01/25) |
211 | 224,114 | ||||||
4.63%, 12/01/42 (Call 06/01/42)(a) |
204 | 228,021 | ||||||
4.80%, 03/15/47 (Call 09/15/46) |
62 | 71,325 |
Security |
Par (000) |
Value | ||||||
Health Care - Services (continued) |
||||||||
4.88%, 04/01/30 (Call 01/01/30) |
$ | 47 | $ | 52,837 | ||||
4.95%, 10/01/44 (Call 04/01/44) |
71 | 82,735 | ||||||
Laboratory Corp. of America Holdings |
||||||||
2.70%, 06/01/31 (Call 03/01/31) |
312 | 299,105 | ||||||
2.95%, 12/01/29 (Call 09/01/29) |
191 | 189,430 | ||||||
3.60%, 02/01/25 (Call 11/01/24) |
350 | 359,947 | ||||||
3.60%, 09/01/27 (Call 06/01/27) |
103 | 107,683 | ||||||
4.70%, 02/01/45 (Call 08/01/44) |
271 | 298,959 | ||||||
Providence St Joseph Health Obligated Group, Series A, 3.93%, 10/01/48 (Call 04/01/48) |
75 | 79,630 | ||||||
Quest Diagnostics Inc. |
||||||||
2.80%, 06/30/31 (Call 03/30/31) |
494 | 479,264 | ||||||
2.95%, 06/30/30 (Call 03/30/30) |
412 | 406,698 | ||||||
3.45%, 06/01/26 (Call 03/01/26)(a) |
619 | 640,869 | ||||||
3.50%, 03/30/25 (Call 12/30/24) |
282 | 290,660 | ||||||
4.20%, 06/30/29 (Call 03/30/29) |
268 | 288,623 | ||||||
4.25%, 04/01/24 (Call 01/01/24) |
162 | 168,475 | ||||||
4.70%, 03/30/45 (Call 09/30/44) |
331 | 376,397 | ||||||
UnitedHealth Group Inc. |
||||||||
2.88%, 08/15/29 |
536 | 543,311 | ||||||
2.90%, 05/15/50 (Call 11/15/49) |
268 | 243,993 | ||||||
3.13%, 05/15/60 (Call 11/15/59) |
95 | 86,400 | ||||||
3.25%, 05/15/51 (Call 11/15/50) |
60 | 58,190 | ||||||
3.50%, 08/15/39 (Call 02/15/39) |
79 | 80,588 | ||||||
3.70%, 08/15/49 (Call 02/15/49) |
179 | 185,276 | ||||||
3.75%, 10/15/47 (Call 04/15/47) |
65 | 67,367 | ||||||
3.85%, 06/15/28 |
140 | 150,133 | ||||||
3.88%, 12/15/28 |
116 | 124,980 | ||||||
3.88%, 08/15/59 (Call 02/15/59) |
166 | 175,253 | ||||||
3.95%, 10/15/42 (Call 04/15/42) |
38 | 40,378 | ||||||
4.20%, 01/15/47 (Call 07/15/46) |
141 | 155,565 | ||||||
4.25%, 03/15/43 (Call 09/15/42) |
107 | 117,964 | ||||||
4.25%, 04/15/47 (Call 10/15/46) |
179 | 198,788 | ||||||
4.25%, 06/15/48 (Call 12/15/47) |
220 | 245,560 | ||||||
4.38%, 03/15/42 (Call 09/15/41) |
45 | 50,207 | ||||||
4.45%, 12/15/48 (Call 06/15/48) |
222 | 255,826 | ||||||
4.63%, 07/15/35 |
173 | 200,014 | ||||||
4.63%, 11/15/41 (Call 05/15/41) |
80 | 92,547 | ||||||
4.75%, 07/15/45 |
170 | 200,263 | ||||||
5.70%, 10/15/40 (Call 04/15/40) |
28 | 35,774 | ||||||
5.80%, 03/15/36(a) |
117 | 149,986 | ||||||
5.95%, 02/15/41 (Call 08/15/40) |
55 | 73,078 | ||||||
6.50%, 06/15/37 |
101 | 138,772 | ||||||
6.63%, 11/15/37 |
167 | 231,883 | ||||||
6.88%, 02/15/38 |
138 | 196,974 | ||||||
|
|
|||||||
16,517,259 | ||||||||
Home Builders — 0.1% | ||||||||
MDC Holdings Inc. |
||||||||
3.97%, 08/06/61 (Call 02/06/61) |
105 | 85,629 | ||||||
6.00%, 01/15/43 (Call 10/15/42) |
90 | 97,263 | ||||||
PulteGroup Inc. |
||||||||
6.00%, 02/15/35 |
67 | 80,517 | ||||||
6.38%, 05/15/33 |
190 | 234,359 | ||||||
7.88%, 06/15/32(a) |
97 | 131,100 | ||||||
|
|
|||||||
628,868 | ||||||||
Home Furnishings — 0.1% | ||||||||
Leggett & Platt Inc. |
||||||||
3.50%, 11/15/27 (Call 08/15/27) |
79 | 81,734 | ||||||
3.50%, 11/15/51 (Call 05/15/51) |
50 | 46,492 |
S C H E D U L E O F I N V E S T M E N T S |
85 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Home Furnishings (continued) |
||||||||
3.80%, 11/15/24 (Call 08/15/24) |
$ | 34 | $ | 34,997 | ||||
4.40%, 03/15/29 (Call 12/15/28) |
143 | 154,454 | ||||||
Whirlpool Corp. |
||||||||
4.50%, 06/01/46 (Call 12/01/45) |
167 | 179,042 | ||||||
4.60%, 05/15/50 (Call 11/15/49) |
135 | 147,239 | ||||||
4.75%, 02/26/29 (Call 11/26/28)(a) |
60 | 66,316 | ||||||
|
|
|||||||
710,274 | ||||||||
Household Products & Wares — 0.6% | ||||||||
Avery Dennison Corp. |
||||||||
2.65%, 04/30/30 (Call 02/01/30) |
66 | 63,563 | ||||||
4.88%, 12/06/28 (Call 09/06/28)(a) |
40 | 44,570 | ||||||
Church & Dwight Co. Inc. |
||||||||
2.30%, 12/15/31 (Call 09/15/31) |
10 | 9,591 | ||||||
3.15%, 08/01/27 (Call 05/01/27) |
238 | 244,747 | ||||||
3.95%, 08/01/47 (Call 02/01/47)(a) |
65 | 70,119 | ||||||
Clorox Co. (The) |
||||||||
1.80%, 05/15/30 (Call 02/15/30) |
308 | 283,751 | ||||||
3.10%, 10/01/27 (Call 07/01/27) |
501 | 516,526 | ||||||
3.50%, 12/15/24 (Call 09/15/24) |
757 | 785,327 | ||||||
3.90%, 05/15/28 (Call 02/15/28)(a) |
152 | 162,380 | ||||||
Kimberly-Clark Corp. |
||||||||
2.00%, 11/02/31 (Call 08/02/31)(a) |
75 | 70,758 | ||||||
2.40%, 06/01/23 |
261 | 263,921 | ||||||
2.75%, 02/15/26 |
113 | 115,636 | ||||||
2.88%, 02/07/50 (Call 08/07/49)(a) |
259 | 242,439 | ||||||
3.05%, 08/15/25 |
370 | 381,622 | ||||||
3.10%, 03/26/30 (Call 12/26/29) |
448 | 463,026 | ||||||
3.20%, 04/25/29 (Call 01/25/29)(a) |
604 | 626,432 | ||||||
3.20%, 07/30/46 (Call 01/30/46) |
246 | 240,182 | ||||||
3.90%, 05/04/47 (Call 11/04/46) |
170 | 184,168 | ||||||
3.95%, 11/01/28 (Call 08/01/28) |
146 | 158,565 | ||||||
5.30%, 03/01/41 |
93 | 116,109 | ||||||
6.63%, 08/01/37 |
139 | 196,688 | ||||||
|
|
|||||||
5,240,120 | ||||||||
Insurance — 3.0% | ||||||||
Aegon
NV, 5.50%, 04/11/48 (Call 04/11/28), |
260 | 277,446 | ||||||
Aflac Inc. |
||||||||
3.60%, 04/01/30 (Call 01/01/30) |
31 | 32,966 | ||||||
4.00%, 10/15/46 (Call 04/15/46) |
10 | 10,615 | ||||||
4.75%, 01/15/49 (Call 07/15/48) |
37 | 44,277 | ||||||
Alleghany Corp., 4.90%, 09/15/44 (Call 03/15/44) |
7 | 7,737 | ||||||
Allstate Corp. (The) |
||||||||
3.28%, 12/15/26 (Call 09/15/26) |
49 | 51,077 | ||||||
3.85%, 08/10/49 (Call 02/10/49) |
99 | 103,897 | ||||||
4.20%, 12/15/46 (Call 06/15/46) |
148 | 162,517 | ||||||
4.50%, 06/15/43 |
91 | 102,709 | ||||||
5.35%, 06/01/33 |
38 | 45,768 | ||||||
5.55%, 05/09/35 |
56 | 68,625 | ||||||
5.95%, 04/01/36 |
60 | 77,062 | ||||||
6.50%, 05/15/67 (Call 05/15/37), (3 mo. LIBOR US + 2.120%)(b) |
146 | 182,469 | ||||||
Series
B, 5.75%, 08/15/53 (Call 08/15/23), |
262 | 263,541 | ||||||
American Financial Group Inc./OH |
||||||||
4.50%, 06/15/47 (Call 12/15/46) |
57 | 61,188 | ||||||
5.25%, 04/02/30 (Call 01/02/30) |
86 | 97,104 | ||||||
American International Group Inc. |
||||||||
3.88%, 01/15/35 (Call 07/15/34) |
218 | 228,122 |
Security |
Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
3.90%, 04/01/26 (Call 01/01/26) |
$ | 322 | $ | 338,496 | ||||
4.20%, 04/01/28 (Call 01/01/28) |
165 | 178,517 | ||||||
4.25%, 03/15/29 (Call 12/15/28) |
215 | 232,037 | ||||||
4.38%, 06/30/50 (Call 12/30/49) |
70 | 77,874 | ||||||
4.38%, 01/15/55 (Call 07/15/54) |
202 | 219,875 | ||||||
4.50%, 07/16/44 (Call 01/16/44) |
193 | 214,018 | ||||||
4.70%, 07/10/35 (Call 01/10/35) |
189 | 213,315 | ||||||
4.75%, 04/01/48 (Call 10/01/47) |
191 | 221,409 | ||||||
4.80%, 07/10/45 (Call 01/10/45) |
164 | 188,969 | ||||||
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)(b) |
61 | 62,650 | ||||||
Aon Corp. |
||||||||
3.75%, 05/02/29 (Call 02/02/29) |
45 | 47,161 | ||||||
4.50%, 12/15/28 (Call 09/15/28) |
17 | 18,529 | ||||||
6.25%, 09/30/40 |
113 | 149,753 | ||||||
Aon PLC |
||||||||
4.60%, 06/14/44 (Call 03/14/44) |
34 | 37,355 | ||||||
4.75%, 05/15/45 (Call 11/15/44) |
148 | 164,606 | ||||||
Arch Capital Finance LLC |
||||||||
4.01%, 12/15/26 (Call 09/15/26) |
26 | 27,678 | ||||||
5.03%, 12/15/46 (Call 06/15/46) |
85 | 98,969 | ||||||
Arch Capital Group Ltd. |
||||||||
3.64%, 06/30/50 (Call 12/30/49) |
77 | 73,769 | ||||||
7.35%, 05/01/34 |
99 | 135,711 | ||||||
Arch Capital Group U.S. Inc., 5.14%, 11/01/43 |
97 | 115,032 | ||||||
Arthur J Gallagher & Co. |
||||||||
3.05%, 03/09/52 (Call 09/09/51) |
100 | 85,166 | ||||||
3.50%, 05/20/51 (Call 11/20/50) |
60 | 56,178 | ||||||
Assurant Inc. |
||||||||
3.70%, 02/22/30 (Call 11/22/29) |
174 | 177,548 | ||||||
4.90%, 03/27/28 (Call 12/27/27) |
83 | 90,976 | ||||||
Athene Holding Ltd. |
||||||||
3.95%, 05/25/51 (Call 11/25/50) |
35 | 33,461 | ||||||
4.13%, 01/12/28 (Call 10/12/27) |
89 | 93,449 | ||||||
6.15%, 04/03/30 (Call 01/03/30) |
65 | 75,841 | ||||||
AXA SA, 8.60%, 12/15/30 |
1,130 | 1,524,743 | ||||||
AXIS Specialty Finance LLC |
||||||||
3.90%, 07/15/29 (Call 04/15/29) |
15 | 15,699 | ||||||
4.90%, 01/15/40 (Call 01/15/30)(b) |
70 | 70,064 | ||||||
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27) |
142 | 149,117 | ||||||
Berkshire Hathaway Finance Corp. |
||||||||
1.85%, 03/12/30 (Call 12/12/29)(a) |
105 | 99,565 | ||||||
4.20%, 08/15/48 (Call 02/15/48) |
301 | 332,370 | ||||||
4.25%, 01/15/49 (Call 07/15/48) |
326 | 362,929 | ||||||
4.30%, 05/15/43 |
161 | 178,448 | ||||||
4.40%, 05/15/42 |
208 | 232,159 | ||||||
5.75%, 01/15/40 |
92 | 120,348 | ||||||
Berkshire Hathaway Inc., 4.50%, 02/11/43 |
269 | 308,029 | ||||||
Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46) |
103 | 102,954 | ||||||
Brown & Brown Inc., 4.50%, 03/15/29 (Call 12/15/28) |
10 | 10,776 | ||||||
Chubb INA Holdings Inc., 4.35%, 11/03/45 (Call 05/03/45) |
100 | 113,228 | ||||||
Cincinnati Financial Corp., 6.92%, 05/15/28 |
45 | 55,786 | ||||||
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) |
92 | 99,479 | ||||||
Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29) |
77 | 82,401 | ||||||
Equitable Holdings Inc. |
||||||||
4.35%, 04/20/28 (Call 01/20/28) |
237 | 253,732 | ||||||
5.00%, 04/20/48 (Call 10/20/47) |
165 | 184,323 | ||||||
Everest Reinsurance Holdings Inc. |
||||||||
3.13%, 10/15/52 (Call 04/15/52) |
25 | 21,862 |
86 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
3.50%, 10/15/50 (Call 04/15/50) |
$ | 35 | $ | 32,847 | ||||
4.87%, 06/01/44(a) |
50 | 57,730 | ||||||
First American Financial Corp., 4.60%, 11/15/24 |
10 | 10,550 | ||||||
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26) |
127 | 135,919 | ||||||
Hartford Financial Services Group Inc. (The) |
||||||||
2.80%, 08/19/29 (Call 05/19/29)(a) |
22 | 21,808 | ||||||
3.60%, 08/19/49 (Call 02/19/49) |
58 | 56,578 | ||||||
4.30%, 04/15/43 |
97 | 102,115 | ||||||
4.40%, 03/15/48 (Call 09/15/47) |
53 | 58,939 | ||||||
5.95%, 10/15/36 |
60 | 75,733 | ||||||
6.10%, 10/01/41 |
108 | 142,570 | ||||||
Lincoln National Corp. |
||||||||
3.05%, 01/15/30 (Call 10/15/29) |
66 | 65,630 | ||||||
3.35%, 03/09/25 |
38 | 39,185 | ||||||
3.40%, 01/15/31 (Call 10/15/30)(a) |
40 | 40,684 | ||||||
3.63%, 12/12/26 (Call 09/15/26) |
61 | 64,039 | ||||||
3.80%, 03/01/28 (Call 12/01/27) |
66 | 69,471 | ||||||
4.35%, 03/01/48 (Call 09/01/47) |
121 | 131,630 | ||||||
4.38%, 06/15/50 (Call 12/15/49) |
78 | 85,516 | ||||||
6.30%, 10/09/37 |
55 | 71,935 | ||||||
7.00%, 06/15/40 |
116 | 161,776 | ||||||
Loews Corp. |
||||||||
3.75%, 04/01/26 (Call 01/01/26) |
123 | 129,654 | ||||||
4.13%, 05/15/43 (Call 11/15/42) |
147 | 155,233 | ||||||
6.00%, 02/01/35 |
5 | 6,305 | ||||||
Manulife Financial Corp. |
||||||||
4.06%, 02/24/32 (Call 02/24/27)(b) |
253 | 260,719 | ||||||
4.15%, 03/04/26 |
540 | 572,945 | ||||||
5.38%, 03/04/46 |
257 | 327,341 | ||||||
Markel Corp. |
||||||||
3.35%, 09/17/29 (Call 06/17/29) |
45 | 46,219 | ||||||
3.50%, 11/01/27 (Call 08/01/27) |
85 | 88,437 | ||||||
4.15%, 09/17/50 (Call 03/17/50) |
97 | 101,486 | ||||||
4.30%, 11/01/47 (Call 05/01/47) |
30 | 32,073 | ||||||
5.00%, 04/05/46 |
75 | 87,361 | ||||||
5.00%, 05/20/49 (Call 11/20/48) |
30 | 34,943 | ||||||
Marsh & McLennan Companies Inc. |
||||||||
2.25%, 11/15/30 (Call 08/15/30) |
247 | 231,876 | ||||||
2.90%, 12/15/51 (Call 06/15/51)(a) |
30 | 26,381 | ||||||
3.50%, 06/03/24 (Call 03/03/24) |
167 | 172,088 | ||||||
3.50%, 03/10/25 (Call 12/10/24) |
272 | 281,762 | ||||||
3.75%, 03/14/26 (Call 12/14/25) |
353 | 372,609 | ||||||
3.88%, 03/15/24 (Call 02/15/24) |
114 | 118,113 | ||||||
4.20%, 03/01/48 (Call 09/01/47) |
89 | 95,797 | ||||||
4.35%, 01/30/47 (Call 07/30/46) |
216 | 240,700 | ||||||
4.38%, 03/15/29 (Call 12/15/28) |
391 | 426,530 | ||||||
4.75%, 03/15/39 (Call 09/15/38) |
97 | 111,891 | ||||||
4.90%, 03/15/49 (Call 09/15/48) |
343 | 411,120 | ||||||
5.88%, 08/01/33 |
152 | 189,045 | ||||||
MetLife Inc. |
||||||||
4.05%, 03/01/45 |
146 | 158,811 | ||||||
4.13%, 08/13/42 |
156 | 167,435 | ||||||
4.55%, 03/23/30 (Call 12/23/29)(a) |
114 | 127,971 | ||||||
4.60%, 05/13/46 (Call 11/13/45) |
92 | 108,353 | ||||||
4.72%, 12/15/44 |
225 | 261,558 | ||||||
4.88%, 11/13/43 |
220 | 262,326 | ||||||
5.70%, 06/15/35 |
87 | 109,179 | ||||||
5.88%, 02/06/41 |
150 | 195,337 | ||||||
6.38%, 06/15/34(a) |
25 | 32,802 |
Security |
Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
6.40%, 12/15/66 (Call 12/15/31) |
$ | 290 | $ | 327,700 | ||||
6.50%, 12/15/32 |
85 | 111,573 | ||||||
10.75%, 08/01/69 (Call 08/01/34) |
40 | 62,222 | ||||||
Munich Re America Corp., Series B, 7.45%, 12/15/26 |
41 | 50,183 | ||||||
Nationwide Financial Services Inc., 6.75%, 05/15/87 |
28 | 31,970 | ||||||
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29) |
61 | 64,491 | ||||||
Principal Financial Group Inc. |
||||||||
3.10%, 11/15/26 (Call 08/15/26) |
57 | 58,306 | ||||||
3.40%, 05/15/25 (Call 02/15/25) |
49 | 50,272 | ||||||
3.70%, 05/15/29 (Call 02/15/29) |
15 | 15,998 | ||||||
4.30%, 11/15/46 (Call 05/15/46) |
132 | 147,191 | ||||||
4.35%, 05/15/43 |
193 | 212,966 | ||||||
4.63%, 09/15/42 |
100 | 114,282 | ||||||
6.05%, 10/15/36 |
88 | 116,092 | ||||||
Progressive Corp. (The) |
||||||||
2.45%, 01/15/27(a) |
49 | 49,541 | ||||||
3.20%, 03/26/30 (Call 12/26/29) |
20 | 20,646 | ||||||
3.70%, 01/26/45 |
70 | 71,760 | ||||||
3.95%, 03/26/50 (Call 09/26/49) |
76 | 81,264 | ||||||
4.00%, 03/01/29 (Call 12/01/28) |
49 | 52,906 | ||||||
4.13%, 04/15/47 (Call 10/15/46) |
152 | 166,107 | ||||||
4.20%, 03/15/48 (Call 09/15/47) |
72 | 79,306 | ||||||
4.35%, 04/25/44 |
82 | 91,951 | ||||||
6.25%, 12/01/32 |
2 | 2,597 | ||||||
6.63%, 03/01/29 |
70 | 86,731 | ||||||
Prudential Financial Inc. |
||||||||
1.50%, 03/10/26 (Call 02/10/26) |
140 | 137,012 | ||||||
2.10%, 03/10/30 (Call 12/10/29)(a) |
57 | 54,496 | ||||||
3.00%, 03/10/40 (Call 09/10/39) |
42 | 39,426 | ||||||
3.70%, 03/13/51 (Call 09/13/50) |
266 | 269,237 | ||||||
3.88%, 03/27/28 (Call 12/27/27) |
45 | 48,088 | ||||||
3.91%, 12/07/47 (Call 06/07/47) |
215 | 224,092 | ||||||
3.94%, 12/07/49 (Call 06/07/49) |
295 | 309,912 | ||||||
4.35%, 02/25/50 (Call 08/25/49) |
176 | 198,315 | ||||||
4.42%, 03/27/48 (Call 09/27/47) |
80 | 89,655 | ||||||
4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)(a)(b) |
217 | 209,655 | ||||||
4.60%, 05/15/44(a) |
146 | 166,062 | ||||||
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)(b) |
171 | 172,631 | ||||||
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)(b) |
158 | 160,855 | ||||||
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)(b) |
214 | 220,277 | ||||||
5.70%, 12/14/36 |
58 | 73,694 | ||||||
5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)(b) |
263 | 274,777 | ||||||
5.75%, 07/15/33(a) |
111 | 136,002 | ||||||
6.63%, 12/01/37 |
33 | 44,782 | ||||||
6.63%, 06/21/40 |
101 | 137,862 | ||||||
Prudential PLC, 3.13%, 04/14/30 |
29 | 29,516 | ||||||
Reinsurance Group of America Inc. |
||||||||
3.90%, 05/15/29 (Call 02/15/29) |
181 | 189,433 | ||||||
3.95%, 09/15/26 (Call 06/15/26) |
35 | 36,948 | ||||||
RenaissanceRe
Holdings Ltd., 3.60%, 04/15/29 |
15 | 15,596 | ||||||
Swiss Re America Holding Corp., 7.00%, 02/15/26(a) |
84 | 98,321 | ||||||
Travelers Companies Inc. (The) |
||||||||
2.55%, 04/27/50 (Call 10/27/49) |
129 | 110,358 | ||||||
3.75%, 05/15/46 (Call 11/15/45) |
157 | 162,713 |
S C H E D U L E O F I N V E S T M E N T S |
87 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Insurance (continued) |
||||||||
4.00%, 05/30/47 (Call 11/30/46) |
$ | 228 | $ | 245,364 | ||||
4.05%, 03/07/48 (Call 09/07/47) |
77 | 83,697 | ||||||
4.10%, 03/04/49 (Call 09/04/48) |
62 | 68,302 | ||||||
4.30%, 08/25/45 (Call 02/25/45) |
119 | 134,158 | ||||||
4.60%, 08/01/43 |
185 | 214,532 | ||||||
5.35%, 11/01/40 |
170 | 213,783 | ||||||
6.25%, 06/15/37 |
198 | 265,566 | ||||||
6.75%, 06/20/36 |
179 | 247,505 | ||||||
Travelers Property Casualty Corp., 6.38%, 03/15/33 |
50 | 65,591 | ||||||
Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25) |
65 | 69,137 | ||||||
Unum Group |
||||||||
4.00%, 06/15/29 (Call 03/15/29) |
15 | 15,815 | ||||||
4.50%, 12/15/49 (Call 06/15/49) |
60 | 57,918 | ||||||
Voya Financial Inc. |
||||||||
3.65%, 06/15/26 |
65 | 68,204 | ||||||
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)(b) |
170 | 161,799 | ||||||
4.80%, 06/15/46 |
198 | 229,260 | ||||||
5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)(b) |
30 | 30,284 | ||||||
5.70%, 07/15/43 |
203 | 255,309 | ||||||
W R Berkley Corp. |
||||||||
4.00%, 05/12/50 (Call 11/12/49) |
50 | 50,906 | ||||||
4.75%, 08/01/44(a) |
69 | 78,376 | ||||||
Willis North America Inc. |
||||||||
2.95%, 09/15/29 (Call 06/15/29) |
49 | 47,962 | ||||||
3.88%, 09/15/49 (Call 03/15/49) |
89 | 87,089 | ||||||
4.50%, 09/15/28 (Call 06/15/28) |
48 | 51,291 | ||||||
5.05%, 09/15/48 (Call 03/15/48)(a) |
152 | 173,903 | ||||||
XLIT Ltd. |
||||||||
4.45%, 03/31/25 |
540 | 569,943 | ||||||
5.25%, 12/15/43 |
150 | 192,252 | ||||||
5.50%, 03/31/45 |
295 | 366,653 | ||||||
|
|
|||||||
26,652,898 | ||||||||
Internet — 0.7% | ||||||||
Alibaba Group Holding Ltd. |
||||||||
3.15%, 02/09/51 (Call 08/09/50) |
200 | 162,266 | ||||||
3.25%, 02/09/61 (Call 08/09/60) |
250 | 194,800 | ||||||
4.00%, 12/06/37 (Call 06/06/37) |
45 | 43,983 | ||||||
4.20%, 12/06/47 (Call 06/06/47) |
132 | 128,469 | ||||||
4.40%, 12/06/57 (Call 06/06/57) |
208 | 204,524 | ||||||
4.50%, 11/28/34 (Call 05/28/34) |
85 | 89,230 | ||||||
Alphabet Inc. |
||||||||
2.05%, 08/15/50 (Call 02/15/50) |
187 | 150,875 | ||||||
2.25%, 08/15/60 (Call 02/15/60) |
257 | 205,777 | ||||||
Amazon.com Inc. |
||||||||
2.50%, 06/03/50 (Call 12/03/49) |
191 | 165,100 | ||||||
2.70%, 06/03/60 (Call 12/03/59) |
395 | 337,630 | ||||||
3.10%, 05/12/51 (Call 11/12/50) |
670 | 647,421 | ||||||
3.15%, 08/22/27 (Call 05/22/27) |
333 | 348,245 | ||||||
3.25%, 05/12/61 (Call 11/12/60) |
192 | 182,886 | ||||||
3.88%, 08/22/37 (Call 02/22/37) |
93 | 102,121 | ||||||
4.05%, 08/22/47 (Call 02/22/47) |
336 | 377,741 | ||||||
4.25%, 08/22/57 (Call 02/22/57) |
308 | 356,288 | ||||||
4.80%, 12/05/34 (Call 06/05/34) |
120 | 144,479 | ||||||
4.95%, 12/05/44 (Call 06/05/44) |
260 | 323,240 | ||||||
5.20%, 12/03/25 (Call 09/03/25) |
117 | 128,975 | ||||||
Booking Holdings Inc. |
||||||||
3.55%, 03/15/28 (Call 12/15/27) |
70 | 73,604 | ||||||
3.60%, 06/01/26 (Call 03/01/26) |
55 | 57,527 |
Security |
Par (000) |
Value | ||||||
Internet (continued) |
||||||||
4.63%, 04/13/30 (Call 01/13/30) |
$ | 192 | $ | 214,906 | ||||
eBay Inc. |
||||||||
1.90%, 03/11/25 (Call 02/11/25) |
256 | 252,997 | ||||||
2.70%, 03/11/30 (Call 12/11/29) |
220 | 212,976 | ||||||
3.45%, 08/01/24 (Call 05/01/24) |
76 | 78,083 | ||||||
3.60%, 06/05/27 (Call 03/05/27) |
293 | 307,073 | ||||||
3.65%, 05/10/51 (Call 11/10/50) |
110 | 104,196 | ||||||
4.00%, 07/15/42 (Call 01/15/42) |
286 | 288,211 | ||||||
Expedia Group Inc. |
||||||||
3.25%, 02/15/30 (Call 11/15/29) |
110 | 108,639 | ||||||
3.80%, 02/15/28 (Call 11/15/27) |
230 | 236,555 | ||||||
JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49) |
5 | 4,606 | ||||||
|
|
|||||||
6,233,423 | ||||||||
Iron & Steel — 0.1% | ||||||||
ArcelorMittal SA, 7.00%, 10/15/39 |
80 | 98,487 | ||||||
Nucor Corp. |
||||||||
3.95%, 05/01/28 (Call 02/01/28) |
75 | 79,703 | ||||||
4.40%, 05/01/48 (Call 11/01/47) |
20 | 22,787 | ||||||
6.40%, 12/01/37 |
30 | 40,690 | ||||||
Steel Dynamics Inc. |
||||||||
2.80%, 12/15/24 (Call 11/15/24) |
110 | 111,661 | ||||||
3.25%, 10/15/50 (Call 04/15/50)(a) |
114 | 101,243 | ||||||
3.45%, 04/15/30 (Call 01/15/30) |
26 | 26,443 | ||||||
|
|
|||||||
481,014 | ||||||||
Leisure Time — 0.0% | ||||||||
Harley-Davidson Inc. |
||||||||
3.50%, 07/28/25 (Call 04/28/25) |
52 | 52,901 | ||||||
4.63%, 07/28/45 (Call 01/28/45) |
287 | 281,455 | ||||||
|
|
|||||||
334,356 | ||||||||
Lodging — 1.0% | ||||||||
Choice Hotels International Inc. |
||||||||
3.70%, 12/01/29 (Call 09/01/29) |
40 | 40,867 | ||||||
3.70%, 01/15/31 (Call 10/15/30) |
40 | 40,495 | ||||||
Hyatt Hotels Corp., 5.75%, 04/23/30 (Call 01/23/30)(a) |
76 | 86,689 | ||||||
Las Vegas Sands Corp. |
||||||||
2.90%, 06/25/25 (Call 05/25/25) |
40 | 38,574 | ||||||
3.20%, 08/08/24 (Call 07/08/24) |
121 | 119,452 | ||||||
3.50%, 08/18/26 (Call 06/18/26) |
155 | 150,689 | ||||||
3.90%, 08/08/29 (Call 05/08/29) |
220 | 210,553 | ||||||
Marriott International Inc./MD |
||||||||
3.75%, 10/01/25 (Call 07/01/25) |
50 | 51,708 | ||||||
Series AA, 4.65%, 12/01/28 (Call 09/01/28) |
60 | 64,401 | ||||||
Series EE, 5.75%, 05/01/25 (Call 04/01/25) |
45 | 49,077 | ||||||
Series FF, 4.63%, 06/15/30 (Call 03/15/30) |
167 | 180,473 | ||||||
Series GG, 3.50%, 10/15/32 (Call 07/15/32) |
261 | 260,267 | ||||||
Series R, 3.13%, 06/15/26 (Call 03/15/26) |
121 | 123,167 | ||||||
Series X, 4.00%, 04/15/28 (Call 01/15/28) |
170 | 176,882 | ||||||
Sands China Ltd. |
||||||||
4.38%, 06/18/30 (Call 03/18/30)(a) |
250 | 230,515 | ||||||
5.13%, 08/08/25 (Call 06/08/25) |
440 | 443,071 | ||||||
5.40%, 08/08/28 (Call 05/08/28)(a) |
6,885 | 6,814,911 | ||||||
|
|
|||||||
9,081,791 | ||||||||
Machinery — 1.4% | ||||||||
ABB Finance USA Inc. |
||||||||
3.80%, 04/03/28 (Call 01/03/28) |
120 | 127,561 | ||||||
4.38%, 08/05/42 |
60 | 68,629 | ||||||
Caterpillar Financial Services Corp. |
||||||||
1.70%, 01/08/27 |
100 | 97,658 | ||||||
2.15%, 11/08/24 |
186 | 186,902 |
88 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Machinery (continued) |
||||||||
2.40%, 08/09/26 |
$ | 15 | $ | 15,129 | ||||
2.85%, 05/17/24 |
130 | 132,695 | ||||||
3.25%, 12/01/24 |
169 | 174,611 | ||||||
3.30%, 06/09/24 |
99 | 102,100 | ||||||
3.65%, 12/07/23(a) |
218 | 225,643 | ||||||
3.75%, 11/24/23(a) |
241 | 249,970 | ||||||
Caterpillar Inc. |
||||||||
2.60%, 09/19/29 (Call 06/19/29) |
174 | 174,226 | ||||||
2.60%, 04/09/30 (Call 01/09/30) |
389 | 388,770 | ||||||
3.25%, 09/19/49 (Call 03/19/49)(a) |
110 | 108,409 | ||||||
3.25%, 04/09/50 (Call 10/09/49) |
110 | 108,078 | ||||||
3.40%, 05/15/24 (Call 02/15/24) |
317 | 327,410 | ||||||
3.80%, 08/15/42 |
109 | 116,117 | ||||||
4.30%, 05/15/44 (Call 11/15/43) |
36 | 41,095 | ||||||
4.75%, 05/15/64 (Call 11/15/63) |
97 | 122,925 | ||||||
5.20%, 05/27/41 |
51 | 64,136 | ||||||
5.30%, 09/15/35 |
104 | 129,835 | ||||||
6.05%, 08/15/36 |
75 | 99,168 | ||||||
CNH Industrial Capital LLC, 4.20%, 01/15/24 |
257 | 265,699 | ||||||
CNH Industrial NV |
||||||||
3.85%, 11/15/27 (Call 08/15/27) |
558 | 584,232 | ||||||
4.50%, 08/15/23 |
1,049 | 1,083,586 | ||||||
Deere & Co. |
||||||||
2.75%, 04/15/25 (Call 03/15/25) |
79 | 80,501 | ||||||
2.88%, 09/07/49 (Call 03/07/49) |
33 | 30,449 | ||||||
3.10%, 04/15/30 (Call 01/15/30) |
131 | 135,543 | ||||||
3.75%, 04/15/50 (Call 10/15/49) |
68 | 72,996 | ||||||
3.90%, 06/09/42 (Call 12/09/41) |
186 | 202,232 | ||||||
5.38%, 10/16/29(a) |
10 | 11,894 | ||||||
7.13%, 03/03/31 |
20 | 26,712 | ||||||
Dover Corp. |
||||||||
2.95%, 11/04/29 (Call 08/04/29) |
15 | 15,173 | ||||||
3.15%, 11/15/25 (Call 08/15/25) |
10 | 10,309 | ||||||
5.38%, 10/15/35 |
25 | 29,577 | ||||||
5.38%, 03/01/41 (Call 12/01/40) |
65 | 78,402 | ||||||
Flowserve Corp. |
||||||||
2.80%, 01/15/32 (Call 10/15/31) |
295 | 272,674 | ||||||
3.50%, 10/01/30 (Call 07/01/30) |
130 | 128,803 | ||||||
IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31) |
20 | 19,057 | ||||||
John Deere Capital Corp. |
||||||||
1.70%, 01/11/27 |
100 | 97,764 | ||||||
1.75%, 03/09/27 |
119 | 116,387 | ||||||
2.05%, 01/09/25 |
17 | 17,039 | ||||||
2.25%, 09/14/26 |
57 | 57,302 | ||||||
2.45%, 01/09/30 |
10 | 9,883 | ||||||
2.65%, 06/24/24 |
90 | 91,484 | ||||||
2.65%, 06/10/26 |
90 | 91,761 | ||||||
2.80%, 09/08/27 |
55 | 56,384 | ||||||
2.80%, 07/18/29 |
75 | 76,123 | ||||||
3.05%, 01/06/28 |
70 | 72,519 | ||||||
3.35%, 06/12/24 |
89 | 91,723 | ||||||
3.40%, 09/11/25 |
85 | 88,491 | ||||||
3.45%, 03/13/25 |
76 | 79,151 | ||||||
3.45%, 03/07/29 |
70 | 73,994 | ||||||
nVent Finance Sarl, 4.55%, 04/15/28 (Call 01/15/28) |
130 | 139,464 | ||||||
Oshkosh Corp. |
||||||||
3.10%, 03/01/30 (Call 12/01/29) |
560 | 548,733 | ||||||
4.60%, 05/15/28 (Call 02/15/28) |
195 | 209,670 | ||||||
Otis Worldwide Corp., 3.36%, 02/15/50 (Call 08/15/49) |
59 | 54,816 |
Security |
Par (000) |
Value | ||||||
Machinery (continued) |
||||||||
Rockwell Automation Inc. |
||||||||
2.88%, 03/01/25 (Call 12/01/24) |
$ | 10 | $ | 10,234 | ||||
3.50%, 03/01/29 (Call 12/01/28) |
140 | 148,084 | ||||||
4.20%, 03/01/49 (Call 09/01/48)(a) |
146 | 163,507 | ||||||
Westinghouse Air Brake Technologies Corp. |
||||||||
3.45%, 11/15/26 (Call 08/15/26) |
217 | 220,073 | ||||||
4.95%, 09/15/28 (Call 06/15/28) |
163 | 177,052 | ||||||
Xylem Inc./NY |
||||||||
1.95%, 01/30/28 (Call 11/30/27) |
1,894 | 1,811,535 | ||||||
2.25%, 01/30/31 (Call 10/30/30)(a) |
475 | 446,785 | ||||||
3.25%, 11/01/26 (Call 08/01/26) |
1,110 | 1,139,926 | ||||||
4.38%, 11/01/46 (Call 05/01/46) |
205 | 223,805 | ||||||
|
|
|||||||
12,422,595 | ||||||||
Manufacturing — 2.6% | ||||||||
3M Co. |
||||||||
2.00%, 02/14/25 (Call 01/14/25)(a) |
1,352 | 1,348,147 | ||||||
2.25%, 09/19/26 (Call 06/19/26) |
746 | 745,575 | ||||||
2.38%, 08/26/29 (Call 05/26/29) |
746 | 730,162 | ||||||
2.65%, 04/15/25 (Call 03/15/25) |
165 | 167,439 | ||||||
2.88%, 10/15/27 (Call 07/15/27) |
920 | 944,610 | ||||||
3.00%, 08/07/25 |
1,321 | 1,359,349 | ||||||
3.05%, 04/15/30 (Call 01/15/30)(a) |
585 | 598,572 | ||||||
3.13%, 09/19/46 (Call 03/19/46) |
101 | 94,879 | ||||||
3.25%, 02/14/24 (Call 01/14/24) |
467 | 480,753 | ||||||
3.25%, 08/26/49 (Call 02/26/49) |
236 | 225,196 | ||||||
3.38%, 03/01/29 (Call 12/01/28)(a) |
515 | 537,542 | ||||||
3.63%, 09/14/28 (Call 06/14/28) |
610 | 648,296 | ||||||
3.63%, 10/15/47 (Call 04/15/47) |
266 | 267,404 | ||||||
3.70%, 04/15/50 (Call 10/15/49) |
252 | 259,210 | ||||||
4.00%, 09/14/48 (Call 03/14/48)(a) |
260 | 278,613 | ||||||
5.70%, 03/15/37 |
78 | 99,587 | ||||||
Carlisle Companies Inc. |
||||||||
2.75%, 03/01/30 (Call 12/01/29) |
158 | 153,320 | ||||||
3.50%, 12/01/24 (Call 10/01/24) |
129 | 133,052 | ||||||
3.75%, 12/01/27 (Call 09/01/27) |
56 | 58,460 | ||||||
Eaton Corp. |
||||||||
3.10%, 09/15/27 (Call 06/15/27)(a) |
66 | 68,067 | ||||||
3.92%, 09/15/47 (Call 03/15/47) |
60 | 63,189 | ||||||
4.00%, 11/02/32 |
60 | 65,231 | ||||||
4.15%, 11/02/42 |
155 | 166,405 | ||||||
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35 |
728 | 820,369 | ||||||
General Electric Co. |
||||||||
4.35%, 05/01/50 (Call 11/01/49) |
10 | 11,316 | ||||||
6.75%, 03/15/32 |
195 | 251,698 | ||||||
6.88%, 01/10/39 |
5 | 6,900 | ||||||
Illinois Tool Works Inc. |
||||||||
2.65%, 11/15/26 (Call 08/15/26) |
169 | 172,787 | ||||||
3.50%, 03/01/24 (Call 12/01/23) |
116 | 119,436 | ||||||
3.90%, 09/01/42 (Call 03/01/42)(a) |
89 | 94,480 | ||||||
4.88%, 09/15/41 (Call 03/15/41)(a) |
65 | 78,314 | ||||||
Parker-Hannifin Corp. |
||||||||
3.25%, 03/01/27 (Call 12/01/26) |
162 | 167,730 | ||||||
3.25%, 06/14/29 (Call 03/14/29) |
116 | 118,290 | ||||||
4.00%, 06/14/49 (Call 12/14/48) |
115 | 121,358 | ||||||
4.10%, 03/01/47 (Call 09/01/46) |
38 | 40,321 | ||||||
4.20%, 11/21/34 (Call 05/21/34) |
171 | 184,661 | ||||||
4.45%, 11/21/44 (Call 05/21/44) |
84 | 92,147 | ||||||
6.25%, 05/15/38 |
70 | 89,595 | ||||||
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29) |
170 | 183,702 |
S C H E D U L E O F I N V E S T M E N T S |
89 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Manufacturing (continued) |
||||||||
Textron Inc. |
||||||||
3.00%, 06/01/30 (Call 03/01/30) |
$ | 204 | $ | 200,726 | ||||
3.38%, 03/01/28 (Call 12/01/27) |
70 | 71,474 | ||||||
3.65%, 03/15/27 (Call 12/15/26) |
132 | 136,842 | ||||||
3.88%, 03/01/25 (Call 12/01/24) |
93 | 96,971 | ||||||
3.90%, 09/17/29 (Call 06/17/29) |
79 | 83,223 | ||||||
4.00%, 03/15/26 (Call 12/15/25) |
103 | 108,239 | ||||||
Trane Technologies Global Holding Co. Ltd. |
||||||||
3.75%, 08/21/28 (Call 05/21/28) |
583 | 608,022 | ||||||
4.25%, 06/15/23 |
6,570 | 6,770,056 | ||||||
4.30%, 02/21/48 (Call 08/21/47) |
176 | 190,949 | ||||||
5.75%, 06/15/43 |
151 | 192,862 | ||||||
Trane Technologies Luxembourg Finance SA |
||||||||
3.50%, 03/21/26 (Call 01/21/26) |
370 | 386,243 | ||||||
3.55%, 11/01/24 (Call 08/01/24) |
1,439 | 1,486,214 | ||||||
3.80%, 03/21/29 (Call 12/21/28) |
549 | 576,461 | ||||||
4.50%, 03/21/49 (Call 09/21/48) |
155 | 172,083 | ||||||
4.65%, 11/01/44 (Call 05/01/44) |
193 | 218,325 | ||||||
|
|
|||||||
23,344,852 | ||||||||
Media — 2.4% | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital |
||||||||
2.80%, 04/01/31 (Call 01/01/31) |
131 | 122,323 | ||||||
3.70%, 04/01/51 (Call 10/01/50) |
275 | 231,102 | ||||||
3.85%, 04/01/61 (Call 10/01/60) |
273 | 225,277 | ||||||
3.90%, 06/01/52 (Call 12/01/51) |
77 | 66,997 | ||||||
3.95%, 06/30/62 (Call 12/30/61) |
300 | 250,626 | ||||||
4.40%, 12/01/61 (Call 06/01/61) |
205 | 183,284 | ||||||
4.80%, 03/01/50 (Call 09/01/49) |
254 | 247,599 | ||||||
5.13%, 07/01/49 (Call 01/01/49) |
99 | 100,437 | ||||||
5.38%, 04/01/38 (Call 10/01/37) |
170 | 179,850 | ||||||
5.38%, 05/01/47 (Call 11/01/46) |
654 | 687,773 | ||||||
5.75%, 04/01/48 (Call 10/01/47) |
206 | 227,150 | ||||||
6.38%, 10/23/35 (Call 04/23/35) |
700 | 837,571 | ||||||
6.48%, 10/23/45 (Call 04/23/45) |
530 | 630,297 | ||||||
6.83%, 10/23/55 (Call 04/23/55) |
96 | 118,813 | ||||||
Comcast Corp. |
||||||||
2.45%, 08/15/52 (Call 02/15/52) |
125 | 100,830 | ||||||
2.65%, 02/01/30 (Call 11/01/29) |
44 | 43,428 | ||||||
2.65%, 08/15/62 (Call 02/15/62) |
72 | 57,019 | ||||||
2.80%, 01/15/51 (Call 07/15/50) |
155 | 132,892 | ||||||
2.89%, 11/01/51 (Call 05/01/51)(c) |
1,631 | 1,414,289 | ||||||
2.94%, 11/01/56 (Call 05/01/56)(c) |
872 | 739,229 | ||||||
2.99%, 11/01/63 (Call 05/01/63)(c) |
433 | 360,897 | ||||||
3.20%, 07/15/36 (Call 01/15/36) |
159 | 156,213 | ||||||
3.25%, 11/01/39 (Call 05/01/39) |
121 | 116,539 | ||||||
3.40%, 04/01/30 (Call 01/01/30) |
52 | 54,068 | ||||||
3.40%, 07/15/46 (Call 01/15/46) |
186 | 178,329 | ||||||
3.45%, 02/01/50 (Call 08/01/49) |
201 | 192,086 | ||||||
3.55%, 05/01/28 (Call 02/01/28) |
20 | 20,959 | ||||||
3.75%, 04/01/40 (Call 10/01/39) |
71 | 73,061 | ||||||
3.90%, 03/01/38 (Call 09/01/37) |
88 | 92,428 | ||||||
3.97%, 11/01/47 (Call 05/01/47) |
165 | 170,516 | ||||||
4.00%, 08/15/47 (Call 02/15/47) |
176 | 183,190 | ||||||
4.00%, 03/01/48 (Call 09/01/47) |
34 | 35,301 | ||||||
4.00%, 11/01/49 (Call 05/01/49) |
87 | 90,279 | ||||||
4.05%, 11/01/52 (Call 05/01/52) |
135 | 142,740 | ||||||
4.15%, 10/15/28 (Call 07/15/28) |
15 | 16,249 | ||||||
4.20%, 08/15/34 (Call 02/15/34) |
105 | 115,029 | ||||||
4.25%, 10/15/30 (Call 07/15/30) |
32 | 35,162 |
Security |
Par (000) |
Value | ||||||
Media (continued) |
||||||||
4.25%, 01/15/33 |
$ | 77 | $ | 84,928 | ||||
4.40%, 08/15/35 (Call 02/15/35) |
88 | 98,197 | ||||||
4.60%, 10/15/38 (Call 04/15/38) |
110 | 123,527 | ||||||
4.60%, 08/15/45 (Call 02/15/45) |
126 | 140,422 | ||||||
4.65%, 07/15/42 |
102 | 115,413 | ||||||
4.70%, 10/15/48 (Call 04/15/48)(a) |
496 | 570,861 | ||||||
4.75%, 03/01/44 |
120 | 138,588 | ||||||
4.95%, 10/15/58 (Call 04/15/58) |
128 | 155,401 | ||||||
5.65%, 06/15/35 |
32 | 39,763 | ||||||
6.50%, 11/15/35 |
85 | 113,908 | ||||||
6.55%, 07/01/39 |
20 | 27,771 | ||||||
7.05%, 03/15/33 |
50 | 67,308 | ||||||
Discovery Communications LLC |
||||||||
3.45%, 03/15/25 (Call 12/15/24) |
37 | 37,820 | ||||||
3.95%, 06/15/25 (Call 03/15/25) |
69 | 71,428 | ||||||
3.95%, 03/20/28 (Call 12/20/27) |
78 | 80,517 | ||||||
4.00%, 09/15/55 (Call 03/15/55) |
498 | 452,762 | ||||||
4.13%, 05/15/29 (Call 02/15/29) |
109 | 113,962 | ||||||
4.65%, 05/15/50 (Call 11/15/49)(a) |
102 | 104,281 | ||||||
4.88%, 04/01/43 |
47 | 49,066 | ||||||
4.90%, 03/11/26 (Call 12/11/25) |
35 | 37,405 | ||||||
5.00%, 09/20/37 (Call 03/20/37) |
149 | 161,802 | ||||||
5.20%, 09/20/47 (Call 03/20/47)(a) |
261 | 283,378 | ||||||
5.30%, 05/15/49 (Call 11/15/48) |
214 | 236,708 | ||||||
6.35%, 06/01/40 |
35 | 42,722 | ||||||
Fox Corp. |
||||||||
3.50%, 04/08/30 (Call 01/08/30)(a) |
107 | 109,283 | ||||||
4.71%, 01/25/29 (Call 10/25/28) |
122 | 133,328 | ||||||
5.48%, 01/25/39 (Call 07/25/38) |
148 | 172,805 | ||||||
5.58%, 01/25/49 (Call 07/25/48) |
224 | 269,588 | ||||||
Grupo Televisa SAB |
||||||||
5.00%, 05/13/45 (Call 11/13/44) |
85 | 92,374 | ||||||
5.25%, 05/24/49 (Call 11/24/48) |
30 | 34,408 | ||||||
6.63%, 01/15/40 |
106 | 133,428 | ||||||
NBCUniversal Media LLC |
||||||||
4.45%, 01/15/43 |
192 | 209,459 | ||||||
5.95%, 04/01/41 |
180 | 236,462 | ||||||
Paramount Global |
||||||||
2.90%, 01/15/27 (Call 10/15/26) |
26 | 26,077 | ||||||
3.38%, 02/15/28 (Call 11/15/27) |
85 | 86,799 | ||||||
3.70%, 06/01/28 (Call 03/01/28) |
117 | 121,061 | ||||||
4.20%, 06/01/29 (Call 03/01/29)(a) |
65 | 68,352 | ||||||
4.38%, 03/15/43 |
314 | 313,849 | ||||||
4.60%, 01/15/45 (Call 07/15/44) |
73 | 74,356 | ||||||
4.85%, 07/01/42 (Call 01/01/42) |
108 | 113,941 | ||||||
4.90%, 08/15/44 (Call 02/15/44) |
144 | 152,952 | ||||||
4.95%, 01/15/31 (Call 10/15/30)(a) |
74 | 81,768 | ||||||
4.95%, 05/19/50 (Call 11/19/49) |
135 | 147,662 | ||||||
5.25%, 04/01/44 (Call 10/01/43) |
132 | 145,024 | ||||||
5.50%, 05/15/33 |
93 | 108,323 | ||||||
5.85%, 09/01/43 (Call 03/01/43)(a) |
221 | 264,044 | ||||||
5.90%, 10/15/40 (Call 04/15/40) |
67 | 78,432 | ||||||
6.88%, 04/30/36(a) |
208 | 265,593 | ||||||
7.88%, 07/30/30 |
34 | 44,358 | ||||||
TCI Communications Inc., 7.13%, 02/15/28 |
115 | 142,703 | ||||||
Thomson Reuters Corp. |
||||||||
5.65%, 11/23/43 (Call 05/23/43) |
162 | 207,470 | ||||||
5.85%, 04/15/40 |
36 | 46,657 | ||||||
Time Warner Cable LLC |
||||||||
4.50%, 09/15/42 (Call 03/15/42) |
106 | 100,246 |
90 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Media (continued) |
||||||||
5.50%, 09/01/41 (Call 03/01/41) |
$ | 181 | $ | 192,506 | ||||
5.88%, 11/15/40 (Call 05/15/40)(a) |
145 | 161,749 | ||||||
6.55%, 05/01/37 |
296 | 355,162 | ||||||
6.75%, 06/15/39 |
256 | 309,637 | ||||||
7.30%, 07/01/38 |
163 | 204,904 | ||||||
Time Warner Entertainment Co. LP, 8.38%, 07/15/33 |
241 | 326,774 | ||||||
TWDC Enterprises 18 Corp. |
||||||||
1.85%, 07/30/26 |
51 | 50,093 | ||||||
2.95%, 06/15/27(a) |
46 | 47,075 | ||||||
3.00%, 02/13/26 |
37 | 38,045 | ||||||
3.00%, 07/30/46 |
17 | 15,573 | ||||||
3.15%, 09/17/25 |
58 | 59,685 | ||||||
3.70%, 12/01/42 |
170 | 173,208 | ||||||
4.13%, 06/01/44 |
126 | 135,703 | ||||||
4.38%, 08/16/41 |
113 | 124,640 | ||||||
Series B, 7.00%, 03/01/32(a) |
33 | 44,203 | ||||||
Series E, 4.13%, 12/01/41 |
208 | 222,350 | ||||||
Walt Disney Co. (The) |
||||||||
2.00%, 09/01/29 (Call 06/01/29) |
143 | 136,379 | ||||||
2.75%, 09/01/49 (Call 03/01/49) |
470 | 410,456 | ||||||
3.35%, 03/24/25 |
40 | 41,414 | ||||||
3.38%, 11/15/26 (Call 08/15/26) |
97 | 101,169 | ||||||
3.60%, 01/13/51 (Call 07/13/50)(a) |
470 | 475,786 | ||||||
3.70%, 10/15/25 (Call 07/15/25) |
35 | 36,580 | ||||||
3.70%, 03/23/27 |
52 | 55,148 | ||||||
3.80%, 03/22/30 |
69 | 74,045 | ||||||
3.80%, 05/13/60 (Call 11/13/59) |
172 | 177,980 | ||||||
4.63%, 03/23/40 (Call 09/23/39) |
157 | 178,909 | ||||||
4.70%, 03/23/50 (Call 09/23/49) |
280 | 332,657 | ||||||
4.75%, 09/15/44 (Call 03/15/44) |
220 | 252,982 | ||||||
4.75%, 11/15/46 (Call 05/15/46) |
53 | 62,448 | ||||||
4.95%, 10/15/45 (Call 04/15/45) |
182 | 216,449 | ||||||
5.40%, 10/01/43(a) |
104 | 129,812 | ||||||
6.15%, 03/01/37 |
15 | 19,558 | ||||||
6.20%, 12/15/34 |
160 | 206,512 | ||||||
6.40%, 12/15/35(a) |
100 | 133,400 | ||||||
6.55%, 03/15/33 |
88 | 115,333 | ||||||
6.65%, 11/15/37(a) |
148 | 200,740 | ||||||
|
|
|||||||
21,777,636 | ||||||||
Metal Fabricate & Hardware — 0.0% | ||||||||
Crane Co., 4.20%, 03/15/48 (Call 09/15/47) |
20 | 21,198 | ||||||
Precision Castparts Corp., 4.38%, 06/15/45 (Call 12/15/44) |
47 | 53,511 | ||||||
Timken Co. (The), 4.50%, 12/15/28 (Call 09/15/28) |
5 | 5,372 | ||||||
Valmont Industries Inc. |
||||||||
5.00%, 10/01/44 (Call 04/01/44) |
95 | 107,218 | ||||||
5.25%, 10/01/54 (Call 04/01/54) |
23 | 26,820 | ||||||
|
|
|||||||
214,119 | ||||||||
Mining — 0.3% | ||||||||
Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23) |
288 | 304,989 | ||||||
Newmont Corp. |
||||||||
2.25%, 10/01/30 (Call 07/01/30) |
62 | 58,012 | ||||||
2.60%, 07/15/32 (Call 04/15/32) |
115 | 109,259 | ||||||
2.80%, 10/01/29 (Call 07/01/29) |
36 | 35,206 | ||||||
4.88%, 03/15/42 (Call 09/15/41) |
209 | 240,264 | ||||||
5.45%, 06/09/44 (Call 12/09/43) |
123 | 150,151 | ||||||
5.88%, 04/01/35 |
107 | 130,713 | ||||||
6.25%, 10/01/39(a) |
181 | 234,640 | ||||||
Rio Tinto Alcan Inc. |
||||||||
5.75%, 06/01/35 |
81 | 102,332 |
Security |
Par (000) |
Value | ||||||
Mining (continued) |
||||||||
6.13%, 12/15/33 |
$ | 170 | $ | 221,877 | ||||
7.25%, 03/15/31(a) |
82 | 109,009 | ||||||
Rio Tinto Finance USA Ltd. |
||||||||
5.20%, 11/02/40(a) |
381 | 465,068 | ||||||
7.13%, 07/15/28 |
125 | 156,430 | ||||||
Rio Tinto Finance USA PLC |
||||||||
4.13%, 08/21/42 (Call 02/21/42) |
215 | 235,148 | ||||||
4.75%, 03/22/42 (Call 09/22/41) |
72 | 84,420 | ||||||
|
|
|||||||
2,637,518 | ||||||||
Office & Business Equipment — 0.0% | ||||||||
CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31) |
25 | 24,346 | ||||||
|
|
|||||||
Office Furnishings — 0.0% | ||||||||
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)(a) |
355 | 387,014 | ||||||
|
|
|||||||
Oil & Gas — 2.8% | ||||||||
BP Capital Markets America Inc. |
||||||||
2.77%, 11/10/50 (Call 05/10/50) |
241 | 196,374 | ||||||
2.94%, 06/04/51 (Call 12/04/50) |
218 | 183,515 | ||||||
3.00%, 02/24/50 (Call 08/24/49) |
372 | 317,707 | ||||||
3.00%, 03/17/52 (Call 09/17/51)(a) |
85 | 72,321 | ||||||
3.02%, 01/16/27 (Call 10/16/26) |
150 | 152,440 | ||||||
3.12%, 05/04/26 (Call 02/04/26) |
163 | 167,460 | ||||||
3.19%, 04/06/25 (Call 03/06/25) |
162 | 165,971 | ||||||
3.38%, 02/08/61 (Call 08/08/60) |
184 | 162,200 | ||||||
3.41%, 02/11/26 (Call 12/11/25) |
110 | 113,952 | ||||||
3.54%, 04/06/27 (Call 02/06/27) |
128 | 133,115 | ||||||
3.59%, 04/14/27 (Call 01/14/27) |
80 | 83,417 | ||||||
3.63%, 04/06/30 (Call 01/06/30) |
233 | 242,574 | ||||||
3.80%, 09/21/25 (Call 07/21/25) |
198 | 207,599 | ||||||
3.94%, 09/21/28 (Call 06/21/28) |
151 | 160,238 | ||||||
4.23%, 11/06/28 (Call 08/06/28) |
180 | 194,742 | ||||||
BP Capital Markets PLC |
||||||||
3.28%, 09/19/27 (Call 06/19/27) |
89 | 91,597 | ||||||
3.51%, 03/17/25 |
42 | 43,536 | ||||||
3.54%, 11/04/24(a) |
101 | 104,535 | ||||||
3.72%, 11/28/28 (Call 08/28/28) |
127 | 133,048 | ||||||
Burlington Resources LLC |
||||||||
5.95%, 10/15/36 |
167 | 216,105 | ||||||
7.20%, 08/15/31 |
165 | 222,392 | ||||||
7.40%, 12/01/31 |
339 | 471,335 | ||||||
Chevron Corp. |
||||||||
2.95%, 05/16/26 (Call 02/16/26) |
89 | 91,968 | ||||||
3.08%, 05/11/50 (Call 11/11/49) |
396 | 381,360 | ||||||
Chevron USA Inc. |
||||||||
2.34%, 08/12/50 (Call 02/12/50) |
182 | 151,464 | ||||||
5.25%, 11/15/43 (Call 05/15/43) |
10 | 12,678 | ||||||
Conoco Funding Co., 7.25%, 10/15/31 |
189 | 255,855 | ||||||
ConocoPhillips |
||||||||
4.85%, 08/15/48 (Call 02/15/48)(c) |
53 | 63,166 | ||||||
4.88%, 10/01/47 (Call 04/01/47)(c) |
58 | 69,682 | ||||||
5.90%, 10/15/32(a) |
126 | 156,827 | ||||||
5.90%, 05/15/38 |
367 | 474,957 | ||||||
6.50%, 02/01/39 |
372 | 515,465 | ||||||
ConocoPhillips Co. |
||||||||
2.40%, 03/07/25 (Call 03/07/23) |
25 | 25,031 | ||||||
3.35%, 11/15/24 (Call 08/15/24) |
83 | 85,571 | ||||||
3.80%, 03/15/52 (Call 09/15/51) |
25 | 25,378 | ||||||
4.30%, 11/15/44 (Call 05/15/44) |
182 | 199,459 |
S C H E D U L E O F I N V E S T M E N T S |
91 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Oil & Gas (continued) |
||||||||
4.95%, 03/15/26 (Call 12/15/25)(a) |
$ | 300 | $ | 328,707 | ||||
5.95%, 03/15/46 (Call 09/15/45) |
213 | 289,382 | ||||||
6.95%, 04/15/29 |
453 | 579,391 | ||||||
Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43) |
80 | 80,618 | ||||||
Devon Energy Corp. |
||||||||
4.75%, 05/15/42 (Call 11/15/41)(a) |
95 | 101,898 | ||||||
5.00%, 06/15/45 (Call 12/15/44)(a) |
125 | 139,301 | ||||||
5.60%, 07/15/41 (Call 01/15/41) |
277 | 323,810 | ||||||
7.88%, 09/30/31 |
10 | 13,478 | ||||||
7.95%, 04/15/32 |
17 | 23,091 | ||||||
Diamondback Energy Inc., 3.50%, 12/01/29 (Call 09/01/29) |
129 | 130,360 | ||||||
Eni USA Inc., 7.30%, 11/15/27 |
85 | 103,859 | ||||||
EOG Resources Inc. |
||||||||
3.90%, 04/01/35 (Call 10/01/34) |
147 | 158,047 | ||||||
4.38%, 04/15/30 (Call 01/15/30) |
137 | 151,522 | ||||||
4.95%, 04/15/50 (Call 10/15/49) |
188 | 228,362 | ||||||
Exxon Mobil Corp. |
||||||||
2.28%, 08/16/26 (Call 06/16/26)(a) |
169 | 169,845 | ||||||
2.44%, 08/16/29 (Call 05/16/29)(a) |
158 | 155,571 | ||||||
2.61%, 10/15/30 (Call 07/15/30)(a) |
181 | 179,436 | ||||||
3.00%, 08/16/39 (Call 02/16/39) |
189 | 179,975 | ||||||
3.10%, 08/16/49 (Call 02/16/49) |
201 | 188,182 | ||||||
3.29%, 03/19/27 (Call 01/19/27) |
80 | 83,954 | ||||||
3.45%, 04/15/51 (Call 10/15/50) |
266 | 263,686 | ||||||
3.48%, 03/19/30 (Call 12/19/29) |
198 | 209,019 | ||||||
3.57%, 03/06/45 (Call 09/06/44) |
188 | 187,979 | ||||||
4.11%, 03/01/46 (Call 09/01/45) |
391 | 426,120 | ||||||
4.23%, 03/19/40 (Call 09/19/39) |
175 | 192,617 | ||||||
4.33%, 03/19/50 (Call 09/19/49) |
333 | 377,029 | ||||||
Hess Corp. |
||||||||
3.50%, 07/15/24 (Call 04/15/24) |
348 | 356,373 | ||||||
4.30%, 04/01/27 (Call 01/01/27) |
478 | 505,571 | ||||||
5.60%, 02/15/41 |
212 | 244,321 | ||||||
5.80%, 04/01/47 (Call 10/01/46) |
269 | 321,428 | ||||||
6.00%, 01/15/40 |
310 | 368,677 | ||||||
7.13%, 03/15/33 |
185 | 235,139 | ||||||
7.30%, 08/15/31 |
192 | 244,510 | ||||||
7.88%, 10/01/29 |
248 | 320,235 | ||||||
HollyFrontier Corp. |
||||||||
4.50%, 10/01/30 (Call 07/01/30)(a) |
25 | 25,217 | ||||||
5.88%, 04/01/26 (Call 01/01/26) |
172 | 186,799 | ||||||
Marathon Oil Corp. |
||||||||
4.40%, 07/15/27 (Call 04/15/27) |
69 | 73,266 | ||||||
5.20%, 06/01/45 (Call 12/01/44)(a) |
128 | 141,600 | ||||||
6.60%, 10/01/37(a) |
264 | 332,410 | ||||||
6.80%, 03/15/32 |
216 | 265,719 | ||||||
Marathon Petroleum Corp. |
||||||||
3.63%, 09/15/24 (Call 06/15/24) |
232 | 238,431 | ||||||
3.80%, 04/01/28 (Call 01/01/28) |
90 | 93,075 | ||||||
4.50%, 04/01/48 (Call 10/01/47) |
137 | 141,665 | ||||||
4.70%, 05/01/25 (Call 04/01/25) |
195 | 207,238 | ||||||
4.75%, 09/15/44 (Call 03/15/44) |
218 | 230,518 | ||||||
5.00%, 09/15/54 (Call 03/15/54) |
150 | 161,281 | ||||||
5.13%, 12/15/26 (Call 09/15/26) |
186 | 204,672 | ||||||
6.50%, 03/01/41 (Call 09/01/40) |
241 | 306,492 | ||||||
Ovintiv Inc. |
||||||||
6.50%, 08/15/34 |
900 | 1,098,036 | ||||||
6.50%, 02/01/38(a) |
50 | 59,414 | ||||||
6.63%, 08/15/37 |
15 | 18,317 |
Security |
Par (000) |
Value | ||||||
Oil & Gas (continued) |
||||||||
7.20%, 11/01/31 |
$ | 25 | $ | 30,733 | ||||
7.38%, 11/01/31 |
5 | 6,324 | ||||||
8.13%, 09/15/30 |
115 | 147,529 | ||||||
Phillips 66 |
||||||||
3.30%, 03/15/52 (Call 09/15/51) |
85 | 75,955 | ||||||
3.85%, 04/09/25 (Call 03/09/25)(a) |
332 | 345,502 | ||||||
3.90%, 03/15/28 (Call 12/15/27) |
319 | 334,012 | ||||||
4.65%, 11/15/34 (Call 05/15/34) |
231 | 257,784 | ||||||
4.88%, 11/15/44 (Call 05/15/44) |
453 | 515,781 | ||||||
5.88%, 05/01/42 |
227 | 287,852 | ||||||
Tosco Corp., 8.13%, 02/15/30 |
10 | 13,509 | ||||||
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23 |
555 | 562,837 | ||||||
TotalEnergies Capital International SA |
||||||||
2.43%, 01/10/25 (Call 10/10/24) |
196 | 197,627 | ||||||
2.83%, 01/10/30 (Call 10/10/29) |
372 | 373,224 | ||||||
2.99%, 06/29/41 (Call 12/29/40) |
167 | 154,507 | ||||||
3.13%, 05/29/50 (Call 11/29/49) |
458 | 423,242 | ||||||
3.39%, 06/29/60 (Call 12/29/59) |
116 | 107,903 | ||||||
3.46%, 02/19/29 (Call 11/19/28) |
167 | 173,954 | ||||||
3.46%, 07/12/49 (Call 01/12/49) |
236 | 229,305 | ||||||
3.70%, 01/15/24 |
494 | 511,152 | ||||||
3.75%, 04/10/24 |
489 | 502,800 | ||||||
TotalEnergies Capital SA, 3.88%, 10/11/28 |
258 | 275,957 | ||||||
Valero Energy Corp. |
||||||||
2.85%, 04/15/25 (Call 03/15/25) |
56 | 56,629 | ||||||
3.65%, 12/01/51 (Call 06/01/51) |
150 | 134,826 | ||||||
4.00%, 04/01/29 (Call 01/01/29) |
189 | 197,728 | ||||||
4.35%, 06/01/28 (Call 03/01/28) |
128 | 136,465 | ||||||
4.90%, 03/15/45(a) |
178 | 192,283 | ||||||
6.63%, 06/15/37 |
281 | 361,183 | ||||||
7.50%, 04/15/32 |
270 | 351,988 | ||||||
|
|
|||||||
24,949,268 | ||||||||
Oil & Gas Services — 0.6% | ||||||||
Baker Hughes Holdings LLC, 5.13%, 09/15/40 |
326 | 374,108 | ||||||
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |
||||||||
3.14%, 11/07/29 (Call 08/07/29) |
320 | 322,915 | ||||||
3.34%, 12/15/27 (Call 09/15/27) |
525 | 541,191 | ||||||
4.08%, 12/15/47 (Call 06/15/47) |
774 | 783,721 | ||||||
Halliburton Co. |
||||||||
2.92%, 03/01/30 (Call 12/01/29)(a) |
164 | 161,451 | ||||||
3.80%, 11/15/25 (Call 08/15/25) |
28 | 29,331 | ||||||
4.50%, 11/15/41 (Call 05/15/41) |
32 | 33,121 | ||||||
4.75%, 08/01/43 (Call 02/01/43) |
193 | 205,642 | ||||||
4.85%, 11/15/35 (Call 05/15/35) |
212 | 236,157 | ||||||
5.00%, 11/15/45 (Call 05/15/45) |
325 | 362,690 | ||||||
6.70%, 09/15/38 |
201 | 258,669 | ||||||
7.45%, 09/15/39 |
189 | 260,501 | ||||||
NOV Inc. |
||||||||
3.60%, 12/01/29 (Call 09/01/29)(a) |
282 | 282,544 | ||||||
3.95%, 12/01/42 (Call 06/01/42) |
372 | 338,122 | ||||||
Schlumberger Investment SA |
||||||||
2.65%, 06/26/30 (Call 03/26/30)(a) |
442 | 430,283 | ||||||
3.65%, 12/01/23 (Call 09/01/23) |
353 | 362,616 | ||||||
|
|
|||||||
4,983,062 | ||||||||
Packaging & Containers — 0.2% | ||||||||
Amcor Finance USA Inc. |
||||||||
3.63%, 04/28/26 (Call 01/28/26) |
480 | 502,445 | ||||||
4.50%, 05/15/28 (Call 02/15/28) |
71 | 78,290 |
92 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Packaging & Containers (continued) |
||||||||
Amcor Flexibles North America Inc. |
||||||||
2.63%, 06/19/30 (Call 03/19/30) |
$ | 204 | $ | 197,121 | ||||
2.69%, 05/25/31 (Call 02/25/31) |
185 | 178,042 | ||||||
Packaging Corp. of America |
||||||||
3.00%, 12/15/29 (Call 09/15/29)(a) |
97 | 96,996 | ||||||
3.40%, 12/15/27 (Call 09/15/27) |
86 | 89,574 | ||||||
4.05%, 12/15/49 (Call 06/15/49) |
157 | 162,085 | ||||||
Sonoco Products Co., 3.13%, 05/01/30 (Call 02/01/30) |
140 | 139,863 | ||||||
WestRock MWV LLC |
||||||||
7.95%, 02/15/31(a) |
18 | 24,111 | ||||||
8.20%, 01/15/30 |
81 | 106,941 | ||||||
WRKCo Inc. |
||||||||
3.38%, 09/15/27 (Call 06/15/27) |
42 | 43,382 | ||||||
3.90%, 06/01/28 (Call 03/01/28)(a) |
80 | 83,472 | ||||||
4.00%, 03/15/28 (Call 12/15/27)(a) |
36 | 38,193 | ||||||
4.20%, 06/01/32 (Call 03/01/32) |
38 | 40,733 | ||||||
4.90%, 03/15/29 (Call 12/15/28)(a) |
72 | 79,924 | ||||||
|
|
|||||||
1,861,172 | ||||||||
Pharmaceuticals — 4.1% | ||||||||
AbbVie Inc. |
||||||||
3.20%, 05/14/26 (Call 02/14/26) |
149 | 152,886 | ||||||
4.05%, 11/21/39 (Call 05/21/39) |
405 | 425,185 | ||||||
4.25%, 11/14/28 (Call 08/14/28) |
199 | 215,043 | ||||||
4.25%, 11/21/49 (Call 05/21/49) |
807 | 857,680 | ||||||
4.30%, 05/14/36 (Call 11/14/35) |
502 | 546,814 | ||||||
4.40%, 11/06/42 |
400 | 432,156 | ||||||
4.45%, 05/14/46 (Call 11/14/45) |
527 | 568,807 | ||||||
4.50%, 05/14/35 (Call 11/14/34) |
605 | 671,145 | ||||||
4.70%, 05/14/45 (Call 11/14/44) |
511 | 567,905 | ||||||
4.85%, 06/15/44 (Call 12/15/43) |
123 | 139,108 | ||||||
4.88%, 11/14/48 (Call 05/14/48) |
328 | 377,479 | ||||||
AmerisourceBergen Corp. |
||||||||
3.25%, 03/01/25 (Call 12/01/24) |
35 | 35,925 | ||||||
3.45%, 12/15/27 (Call 09/15/27) |
298 | 309,884 | ||||||
4.25%, 03/01/45 (Call 09/01/44) |
152 | 157,349 | ||||||
4.30%, 12/15/47 (Call 06/15/47)(a) |
216 | 226,686 | ||||||
AstraZeneca PLC |
||||||||
3.13%, 06/12/27 (Call 03/12/27) |
276 | 285,743 | ||||||
3.38%, 11/16/25 |
825 | 859,287 | ||||||
3.50%, 08/17/23 (Call 07/17/23) |
490 | 502,877 | ||||||
4.00%, 01/17/29 (Call 10/17/28) |
496 | 536,945 | ||||||
4.00%, 09/18/42 |
352 | 382,149 | ||||||
4.38%, 11/16/45 |
283 | 323,995 | ||||||
4.38%, 08/17/48 (Call 02/17/48) |
236 | 272,788 | ||||||
6.45%, 09/15/37 |
395 | 536,081 | ||||||
Becton Dickinson and Co. |
||||||||
3.70%, 06/06/27 (Call 03/06/27) |
165 | 173,120 | ||||||
4.67%, 06/06/47 (Call 12/06/46) |
443 | 496,913 | ||||||
4.69%, 12/15/44 (Call 06/15/44)(a) |
399 | 445,711 | ||||||
Bristol-Myers Squibb Co. |
||||||||
2.55%, 11/13/50 (Call 05/13/50) |
59 | 49,998 | ||||||
2.95%, 03/15/32 (Call 12/15/31) |
55 | 55,791 | ||||||
3.25%, 02/27/27 |
341 | 356,655 | ||||||
3.25%, 08/01/42 |
108 | 104,943 | ||||||
3.55%, 03/15/42 (Call 09/15/41) |
40 | 40,821 | ||||||
3.90%, 03/15/62 (Call 09/15/61) |
500 | 519,265 | ||||||
4.25%, 10/26/49 (Call 04/26/49) |
388 | 435,902 | ||||||
4.35%, 11/15/47 (Call 05/15/47) |
281 | 318,786 | ||||||
4.50%, 03/01/44 (Call 09/01/43) |
96 | 111,212 | ||||||
4.55%, 02/20/48 (Call 08/20/47) |
364 | 423,350 |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) |
||||||||
4.63%, 05/15/44 (Call 11/15/43) |
$ | 40 | $ | 47,123 | ||||
5.00%, 08/15/45 (Call 02/15/45) |
97 | 120,012 | ||||||
Cardinal Health Inc. |
||||||||
3.08%, 06/15/24 (Call 04/15/24) |
92 | 93,688 | ||||||
3.41%, 06/15/27 (Call 03/15/27) |
481 | 498,581 | ||||||
3.50%, 11/15/24 (Call 08/15/24) |
116 | 119,412 | ||||||
3.75%, 09/15/25 (Call 06/15/25)(a) |
215 | 223,819 | ||||||
4.37%, 06/15/47 (Call 12/15/46) |
180 | 184,846 | ||||||
4.50%, 11/15/44 (Call 05/15/44) |
212 | 218,379 | ||||||
4.60%, 03/15/43 |
180 | 188,368 | ||||||
4.90%, 09/15/45 (Call 03/15/45) |
200 | 216,696 | ||||||
Cigna Corp. |
||||||||
2.40%, 03/15/30 (Call 12/15/29) |
318 | 302,195 | ||||||
3.20%, 03/15/40 (Call 09/15/39) |
70 | 64,706 | ||||||
3.40%, 03/15/50 (Call 09/15/49) |
352 | 322,010 | ||||||
3.40%, 03/15/51 (Call 09/15/50) |
125 | 113,952 | ||||||
3.88%, 10/15/47 (Call 04/15/47) |
125 | 122,556 | ||||||
4.13%, 11/15/25 (Call 09/15/25) |
605 | 637,319 | ||||||
4.38%, 10/15/28 (Call 07/15/28) |
548 | 593,988 | ||||||
4.80%, 08/15/38 (Call 02/15/38) |
417 | 465,205 | ||||||
4.80%, 07/15/46 (Call 01/16/46) |
155 | 172,799 | ||||||
4.90%, 12/15/48 (Call 06/15/48) |
574 | 651,943 | ||||||
6.13%, 11/15/41 |
94 | 121,563 | ||||||
CVS Health Corp. |
||||||||
2.88%, 06/01/26 (Call 03/01/26) |
143 | 144,677 | ||||||
3.00%, 08/15/26 (Call 06/15/26) |
221 | 224,834 | ||||||
3.25%, 08/15/29 (Call 05/15/29) |
269 | 273,508 | ||||||
3.63%, 04/01/27 (Call 02/01/27) |
261 | 273,280 | ||||||
3.75%, 04/01/30 (Call 01/01/30) |
94 | 98,629 | ||||||
3.88%, 07/20/25 (Call 04/20/25) |
159 | 166,206 | ||||||
4.13%, 04/01/40 (Call 10/01/39) |
288 | 299,082 | ||||||
4.25%, 04/01/50 (Call 10/01/49) |
199 | 213,400 | ||||||
4.30%, 03/25/28 (Call 12/25/27) |
409 | 442,080 | ||||||
4.78%, 03/25/38 (Call 09/25/37) |
466 | 521,748 | ||||||
4.88%, 07/20/35 (Call 01/20/35) |
531 | 610,416 | ||||||
5.05%, 03/25/48 (Call 09/25/47) |
1,038 | 1,212,363 | ||||||
5.13%, 07/20/45 (Call 01/20/45) |
449 | 520,382 | ||||||
5.30%, 12/05/43 (Call 06/05/43) |
198 | 235,642 | ||||||
6.13%, 09/15/39(a) |
99 | 126,790 | ||||||
6.25%, 06/01/27(a) |
31 | 36,199 | ||||||
Eli Lilly & Co. |
||||||||
2.25%, 05/15/50 (Call 11/15/49)(a) |
522 | 433,427 | ||||||
2.75%, 06/01/25 (Call 03/01/25) |
254 | 259,250 | ||||||
3.10%, 05/15/27 (Call 02/15/27)(a) |
151 | 156,530 | ||||||
3.38%, 03/15/29 (Call 12/15/28) |
175 | 184,662 | ||||||
3.70%, 03/01/45 (Call 09/01/44)(a) |
31 | 33,415 | ||||||
3.95%, 03/15/49 (Call 09/15/48) |
25 | 27,992 | ||||||
GlaxoSmithKline Capital Inc. |
||||||||
3.63%, 05/15/25 |
205 | 214,463 | ||||||
3.88%, 05/15/28 |
246 | 263,749 | ||||||
4.20%, 03/18/43(a) |
109 | 122,367 | ||||||
5.38%, 04/15/34 |
54 | 67,625 | ||||||
6.38%, 05/15/38 |
432 | 596,972 | ||||||
GlaxoSmithKline Capital PLC |
||||||||
3.00%, 06/01/24 (Call 05/01/24) |
526 | 537,824 | ||||||
3.38%, 06/01/29 (Call 03/01/29) |
128 | 133,926 | ||||||
Johnson & Johnson |
||||||||
2.45%, 09/01/60 (Call 03/01/60) |
86 | 71,474 | ||||||
2.90%, 01/15/28 (Call 10/15/27) |
362 | 374,268 | ||||||
2.95%, 03/03/27 (Call 12/03/26) |
153 | 158,693 |
S C H E D U L E O F I N V E S T M E N T S |
93 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) |
||||||||
3.40%, 01/15/38 (Call 07/15/37) |
$ | 211 | $ | 218,917 | ||||
3.50%, 01/15/48 (Call 07/15/47) |
90 | 93,906 | ||||||
3.55%, 03/01/36 (Call 09/01/35) |
102 | 109,922 | ||||||
3.63%, 03/03/37 (Call 09/03/36) |
217 | 233,939 | ||||||
3.70%, 03/01/46 (Call 09/01/45) |
343 | 368,180 | ||||||
3.75%, 03/03/47 (Call 09/03/46) |
292 | 317,792 | ||||||
4.38%, 12/05/33 (Call 06/05/33) |
171 | 198,776 | ||||||
4.50%, 09/01/40 |
96 | 112,286 | ||||||
4.50%, 12/05/43 (Call 06/05/43) |
62 | 73,093 | ||||||
4.85%, 05/15/41(a) |
23 | 28,235 | ||||||
4.95%, 05/15/33 |
95 | 116,232 | ||||||
5.85%, 07/15/38 |
102 | 136,042 | ||||||
5.95%, 08/15/37(a) |
158 | 214,265 | ||||||
6.95%, 09/01/29(a) |
5 | 6,627 | ||||||
McKesson Corp., 3.95%, 02/16/28 (Call 11/16/27) |
90 | 95,468 | ||||||
Mead Johnson Nutrition Co. |
||||||||
4.13%, 11/15/25 (Call 08/15/25) |
540 | 568,636 | ||||||
4.60%, 06/01/44 (Call 12/01/43) |
80 | 94,889 | ||||||
5.90%, 11/01/39 |
21 | 27,910 | ||||||
Merck & Co. Inc. |
||||||||
2.75%, 12/10/51 (Call 06/10/51) |
125 | 111,667 | ||||||
2.90%, 12/10/61 (Call 06/10/61) |
165 | 145,608 | ||||||
3.40%, 03/07/29 (Call 12/07/28) |
314 | 330,535 | ||||||
3.60%, 09/15/42 (Call 03/15/42) |
198 | 204,124 | ||||||
3.70%, 02/10/45 (Call 08/10/44) |
395 | 412,396 | ||||||
3.90%, 03/07/39 (Call 09/07/38) |
32 | 34,692 | ||||||
4.00%, 03/07/49 (Call 09/07/48) |
292 | 321,854 | ||||||
4.15%, 05/18/43 |
77 | 85,577 | ||||||
6.50%, 12/01/33 |
172 | 232,393 | ||||||
6.55%, 09/15/37 |
68 | 96,491 | ||||||
Merck Sharp & Dohme Corp. |
||||||||
5.75%, 11/15/36(a) |
120 | 156,868 | ||||||
5.95%, 12/01/28 |
43 | 52,057 | ||||||
Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47) |
304 | 329,794 | ||||||
Novartis Capital Corp. |
||||||||
2.75%, 08/14/50 (Call 02/14/50) |
65 | 59,517 | ||||||
4.00%, 11/20/45 (Call 05/20/45) |
148 | 164,178 | ||||||
4.40%, 05/06/44 |
186 | 216,312 | ||||||
Pfizer Inc. |
||||||||
4.00%, 03/15/49 (Call 09/15/48) |
28 | 31,142 | ||||||
4.13%, 12/15/46 |
96 | 108,170 | ||||||
4.20%, 09/15/48 (Call 03/15/48) |
86 | 98,063 | ||||||
7.20%, 03/15/39 |
62 | 92,858 | ||||||
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) |
288 | 295,563 | ||||||
Takeda Pharmaceutical Co. Ltd. |
||||||||
3.18%, 07/09/50 (Call 01/09/50) |
342 | 306,179 | ||||||
3.38%, 07/09/60 (Call 01/09/60) |
222 | 197,720 | ||||||
4.40%, 11/26/23 (Call 10/26/23) |
57 | 59,171 | ||||||
5.00%, 11/26/28 (Call 08/26/28) |
150 | 169,395 | ||||||
Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45) |
149 | 158,183 | ||||||
Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49) |
140 | 123,932 | ||||||
Zoetis Inc. |
||||||||
3.00%, 09/12/27 (Call 06/12/27) |
517 | 527,009 | ||||||
3.00%, 05/15/50 (Call 11/15/49) |
30 | 27,695 | ||||||
3.90%, 08/20/28 (Call 05/20/28) |
342 | 361,925 | ||||||
3.95%, 09/12/47 (Call 03/12/47) |
248 | 266,999 | ||||||
4.45%, 08/20/48 (Call 02/20/48) |
208 | 236,633 | ||||||
4.50%, 11/13/25 (Call 08/13/25) |
363 | 387,506 |
Security |
Par (000) |
Value | ||||||
Pharmaceuticals (continued) |
||||||||
4.70%, 02/01/43 (Call 08/01/42) |
$ | 378 | $ | 435,732 | ||||
|
|
|||||||
37,284,470 | ||||||||
Pipelines — 3.2% | ||||||||
Boardwalk Pipelines LP |
||||||||
4.45%, 07/15/27 (Call 04/15/27) |
38 | 40,100 | ||||||
4.80%, 05/03/29 (Call 02/03/29) |
109 | 117,380 | ||||||
4.95%, 12/15/24 (Call 09/15/24) |
105 | 110,921 | ||||||
5.95%, 06/01/26 (Call 03/01/26) |
122 | 135,815 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
3.70%, 11/15/29 (Call 05/18/29) |
10 | 10,210 | ||||||
5.13%, 06/30/27 (Call 01/01/27) |
248 | 270,709 | ||||||
5.88%, 03/31/25 (Call 10/02/24) |
135 | 145,824 | ||||||
7.00%, 06/30/24 (Call 01/01/24) |
170 | 184,059 | ||||||
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44) |
191 | 230,132 | ||||||
Enbridge Energy Partners LP |
||||||||
7.38%, 10/15/45 (Call 04/15/45) |
54 | 76,672 | ||||||
Series B, 7.50%, 04/15/38 |
58 | 80,717 | ||||||
Enbridge Inc. |
||||||||
2.50%, 01/15/25 (Call 12/15/24) |
151 | 151,282 | ||||||
3.13%, 11/15/29 (Call 08/15/29) |
205 | 205,836 | ||||||
3.40%, 08/01/51 (Call 02/01/51) |
35 | 31,926 | ||||||
3.50%, 06/10/24 (Call 03/10/24) |
122 | 125,017 | ||||||
3.70%, 07/15/27 (Call 04/15/27)(a) |
167 | 174,184 | ||||||
4.00%, 10/01/23 (Call 07/01/23) |
160 | 164,427 | ||||||
4.00%, 11/15/49 (Call 05/15/49)(a) |
168 | 168,946 | ||||||
4.25%, 12/01/26 (Call 09/01/26) |
206 | 219,631 | ||||||
4.50%, 06/10/44 (Call 12/10/43) |
144 | 152,556 | ||||||
5.50%, 12/01/46 (Call 06/01/46) |
212 | 260,487 | ||||||
Energy Transfer LP |
||||||||
4.15%, 09/15/29 (Call 06/15/29) |
1,070 | 1,103,534 | ||||||
4.40%, 03/15/27 (Call 12/15/26)(a) |
79 | 82,982 | ||||||
4.95%, 05/15/28 (Call 02/15/28) |
1,138 | 1,226,206 | ||||||
5.00%, 05/15/44 (Call 11/15/43) |
210 | 209,070 | ||||||
Enterprise Products Operating LLC |
||||||||
2.80%, 01/31/30 (Call 10/31/29) |
168 | 165,488 | ||||||
3.13%, 07/31/29 (Call 04/30/29) |
134 | 135,309 | ||||||
3.70%, 01/31/51 (Call 07/31/50) |
45 | 42,062 | ||||||
3.95%, 01/31/60 (Call 07/31/59) |
214 | 200,957 | ||||||
4.15%, 10/16/28 (Call 07/16/28) |
430 | 462,121 | ||||||
4.20%, 01/31/50 (Call 07/31/49) |
159 | 159,690 | ||||||
4.25%, 02/15/48 (Call 08/15/47) |
248 | 251,472 | ||||||
4.45%, 02/15/43 (Call 08/15/42) |
120 | 123,329 | ||||||
4.80%, 02/01/49 (Call 08/01/48) |
78 | 85,171 | ||||||
4.85%, 08/15/42 (Call 02/15/42) |
66 | 71,770 | ||||||
4.85%, 03/15/44 (Call 09/15/43) |
132 | 143,784 | ||||||
4.90%, 05/15/46 (Call 11/15/45) |
157 | 171,943 | ||||||
4.95%, 10/15/54 (Call 04/15/54) |
70 | 77,953 | ||||||
5.10%, 02/15/45 (Call 08/15/44) |
367 | 410,335 | ||||||
5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)(b) |
102 | 94,655 | ||||||
5.70%, 02/15/42 |
80 | 94,876 | ||||||
5.95%, 02/01/41(a) |
101 | 123,319 | ||||||
6.13%, 10/15/39 |
65 | 80,432 | ||||||
6.45%, 09/01/40 |
24 | 30,749 | ||||||
7.55%, 04/15/38 |
55 | 75,233 | ||||||
Series D, 6.88%, 03/01/33 |
88 | 113,134 | ||||||
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)(b) |
105 | 99,967 | ||||||
Series H, 6.65%, 10/15/34 |
12 | 15,138 |
94 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
Kinder Morgan Energy Partners LP |
||||||||
4.70%, 11/01/42 (Call 05/01/42) |
$ | 84 | $ | 85,971 | ||||
5.00%, 08/15/42 (Call 02/15/42) |
155 | 163,072 | ||||||
5.00%, 03/01/43 (Call 09/01/42)(a) |
163 | 172,803 | ||||||
5.40%, 09/01/44 (Call 03/01/44) |
156 | 173,991 | ||||||
5.50%, 03/01/44 (Call 09/01/43) |
135 | 151,544 | ||||||
5.63%, 09/01/41 |
95 | 107,276 | ||||||
5.80%, 03/15/35 |
53 | 62,242 | ||||||
6.38%, 03/01/41 |
113 | 136,216 | ||||||
6.50%, 02/01/37 |
78 | 96,593 | ||||||
6.50%, 09/01/39 |
113 | 136,976 | ||||||
6.55%, 09/15/40 |
75 | 91,777 | ||||||
6.95%, 01/15/38 |
165 | 210,586 | ||||||
7.30%, 08/15/33 |
90 | 115,438 | ||||||
7.40%, 03/15/31(a) |
34 | 43,444 | ||||||
7.50%, 11/15/40 |
74 | 98,932 | ||||||
7.75%, 03/15/32 |
146 | 193,434 | ||||||
Kinder Morgan Inc. |
||||||||
3.25%, 08/01/50 (Call 02/01/50) |
120 | 100,986 | ||||||
3.60%, 02/15/51 (Call 08/15/50) |
37 | 33,175 | ||||||
4.30%, 06/01/25 (Call 03/01/25) |
244 | 255,795 | ||||||
4.30%, 03/01/28 (Call 12/01/27) |
309 | 329,298 | ||||||
5.05%, 02/15/46 (Call 08/15/45) |
200 | 216,592 | ||||||
5.20%, 03/01/48 (Call 09/01/47) |
143 | 159,202 | ||||||
5.30%, 12/01/34 (Call 06/01/34) |
271 | 305,582 | ||||||
5.55%, 06/01/45 (Call 12/01/44) |
277 | 317,464 | ||||||
7.75%, 01/15/32 |
273 | 361,487 | ||||||
7.80%, 08/01/31(a) |
114 | 150,646 | ||||||
Magellan Midstream Partners LP |
||||||||
3.95%, 03/01/50 (Call 09/01/49) |
140 | 132,535 | ||||||
4.20%, 10/03/47 (Call 04/03/47) |
195 | 191,611 | ||||||
4.25%, 09/15/46 (Call 03/15/46) |
73 | 72,345 | ||||||
4.85%, 02/01/49 (Call 08/01/48) |
83 | 88,912 | ||||||
5.15%, 10/15/43 (Call 04/15/43) |
96 | 105,791 | ||||||
MPLX LP |
||||||||
4.00%, 03/15/28 (Call 12/15/27) |
125 | 130,454 | ||||||
4.13%, 03/01/27 (Call 12/01/26) |
316 | 333,127 | ||||||
4.25%, 12/01/27 (Call 09/01/27) |
88 | 93,303 | ||||||
4.50%, 04/15/38 (Call 10/15/37) |
242 | 250,332 | ||||||
4.70%, 04/15/48 (Call 10/15/47) |
288 | 298,371 | ||||||
4.80%, 02/15/29 (Call 11/15/28) |
182 | 199,406 | ||||||
4.90%, 04/15/58 (Call 10/15/57) |
72 | 74,231 | ||||||
5.20%, 03/01/47 (Call 09/01/46) |
247 | 272,075 | ||||||
5.50%, 02/15/49 (Call 08/15/48) |
309 | 353,005 | ||||||
Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) |
28 | 29,537 | ||||||
ONEOK Inc. |
||||||||
2.20%, 09/15/25 (Call 08/15/25) |
334 | 329,625 | ||||||
2.75%, 09/01/24 (Call 08/01/24) |
272 | 273,461 | ||||||
3.10%, 03/15/30 (Call 12/15/29) |
225 | 218,120 | ||||||
3.40%, 09/01/29 (Call 06/01/29) |
266 | 263,420 | ||||||
4.00%, 07/13/27 (Call 04/13/27) |
274 | 285,267 | ||||||
4.35%, 03/15/29 (Call 12/15/28) |
202 | 211,621 | ||||||
4.45%, 09/01/49 (Call 03/01/49) |
73 | 71,874 | ||||||
4.50%, 03/15/50 (Call 09/15/49) |
92 | 90,918 | ||||||
4.55%, 07/15/28 (Call 04/15/28) |
230 | 245,444 | ||||||
4.95%, 07/13/47 (Call 01/06/47) |
213 | 223,431 | ||||||
5.20%, 07/15/48 (Call 01/15/48) |
65 | 70,789 | ||||||
6.00%, 06/15/35 |
118 | 135,770 | ||||||
6.35%, 01/15/31 (Call 10/15/30) |
20 | 23,735 | ||||||
7.15%, 01/15/51 (Call 07/15/50) |
74 | 98,181 |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
7.50%, 09/01/23 (Call 06/01/23) |
$ | 230 | $ | 245,520 | ||||
ONEOK Partners LP |
||||||||
4.90%, 03/15/25 (Call 12/15/24)(a) |
112 | 118,745 | ||||||
5.00%, 09/15/23 (Call 06/15/23) |
100 | 103,675 | ||||||
6.13%, 02/01/41 (Call 08/01/40) |
206 | 237,285 | ||||||
6.20%, 09/15/43 (Call 03/15/43) |
176 | 203,349 | ||||||
6.65%, 10/01/36 |
274 | 330,348 | ||||||
6.85%, 10/15/37 |
140 | 173,088 | ||||||
Phillips 66 Partners LP |
||||||||
3.75%, 03/01/28 (Call 12/01/27) |
23 | 23,686 | ||||||
4.68%, 02/15/45 (Call 08/15/44) |
33 | 35,583 | ||||||
4.90%, 10/01/46 (Call 04/01/46) |
98 | 108,818 | ||||||
Plains All American Pipeline LP/PAA Finance Corp. |
||||||||
3.55%, 12/15/29 (Call 09/15/29) |
156 | 154,351 | ||||||
4.70%, 06/15/44 (Call 12/15/43) |
149 | 141,695 | ||||||
4.90%, 02/15/45 (Call 08/15/44) |
169 | 163,820 | ||||||
5.15%, 06/01/42 (Call 12/01/41) |
114 | 114,006 | ||||||
6.65%, 01/15/37 |
193 | 227,974 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
4.20%, 03/15/28 (Call 09/15/27) |
296 | 311,750 | ||||||
4.50%, 05/15/30 (Call 11/15/29) |
183 | 197,027 | ||||||
5.00%, 03/15/27 (Call 09/15/26) |
317 | 344,972 | ||||||
5.63%, 03/01/25 (Call 12/01/24) |
414 | 446,971 | ||||||
5.88%, 06/30/26 (Call 12/31/25) |
307 | 341,313 | ||||||
Spectra Energy Partners LP |
||||||||
3.38%, 10/15/26 (Call 07/15/26) |
298 | 306,794 | ||||||
3.50%, 03/15/25 (Call 12/15/24) |
90 | 92,494 | ||||||
4.50%, 03/15/45 (Call 09/15/44) |
211 | 219,514 | ||||||
4.75%, 03/15/24 (Call 12/15/23) |
83 | 86,811 | ||||||
5.95%, 09/25/43 (Call 03/25/43)(a) |
156 | 195,870 | ||||||
TC PipeLines LP |
||||||||
3.90%, 05/25/27 (Call 02/25/27) |
229 | 242,919 | ||||||
4.38%, 03/13/25 (Call 12/13/24)(a) |
45 | 47,294 | ||||||
Tennessee Gas Pipeline Co. LLC |
||||||||
7.00%, 03/15/27 |
177 | 212,062 | ||||||
7.00%, 10/15/28 |
109 | 132,826 | ||||||
Texas Eastern Transmission LP, 7.00%, 07/15/32 |
58 | 75,054 | ||||||
TransCanada PipeLines Ltd. |
||||||||
4.10%, 04/15/30 (Call 01/15/30) |
93 | 98,658 | ||||||
4.25%, 05/15/28 (Call 02/15/28) |
92 | 98,188 | ||||||
4.63%, 03/01/34 (Call 12/01/33) |
176 | 192,620 | ||||||
4.75%, 05/15/38 (Call 11/15/37) |
86 | 94,113 | ||||||
4.88%, 05/15/48 (Call 11/15/47) |
151 | 170,968 | ||||||
5.00%, 10/16/43 (Call 04/16/43) |
210 | 237,835 | ||||||
5.10%, 03/15/49 (Call 09/15/48) |
103 | 121,037 | ||||||
5.60%, 03/31/34 |
125 | 146,698 | ||||||
5.85%, 03/15/36 |
111 | 134,616 | ||||||
6.10%, 06/01/40 |
111 | 140,337 | ||||||
6.20%, 10/15/37 |
118 | 149,066 | ||||||
7.25%, 08/15/38 |
228 | 314,861 | ||||||
7.63%, 01/15/39 |
171 | 244,101 | ||||||
Transcontinental Gas Pipe Line Co. LLC |
||||||||
3.95%, 05/15/50 (Call 11/15/49) |
85 | 84,652 | ||||||
4.00%, 03/15/28 (Call 12/15/27) |
170 | 179,517 | ||||||
4.45%, 08/01/42 (Call 02/01/42)(a) |
65 | 68,846 | ||||||
4.60%, 03/15/48 (Call 09/15/47) |
133 | 144,876 | ||||||
5.40%, 08/15/41 (Call 02/15/41) |
103 | 120,119 | ||||||
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27) |
268 | 286,154 | ||||||
Williams Companies Inc. (The) |
||||||||
3.75%, 06/15/27 (Call 03/15/27) |
261 | 272,090 |
S C H E D U L E O F I N V E S T M E N T S |
95 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Pipelines (continued) |
||||||||
4.85%, 03/01/48 (Call 09/01/47) |
$ | 148 | $ | 160,870 | ||||
4.90%, 01/15/45 (Call 07/15/44) |
212 | 228,349 | ||||||
5.10%, 09/15/45 (Call 03/15/45) |
195 | 215,725 | ||||||
5.40%, 03/04/44 (Call 09/04/43) |
88 | 98,862 | ||||||
5.75%, 06/24/44 (Call 12/24/43) |
80 | 94,274 | ||||||
5.80%, 11/15/43 (Call 05/15/43) |
77 | 91,108 | ||||||
6.30%, 04/15/40 |
203 | 250,695 | ||||||
8.75%, 03/15/32 |
86 | 121,021 | ||||||
|
|
|||||||
28,540,593 | ||||||||
Real Estate — 0.2% | ||||||||
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) |
294 | 305,395 | ||||||
CBRE Services Inc. |
||||||||
2.50%, 04/01/31 (Call 01/01/31) |
585 | 553,784 | ||||||
4.88%, 03/01/26 (Call 12/01/25) |
1,057 | 1,148,061 | ||||||
|
|
|||||||
2,007,240 | ||||||||
Real Estate Investment Trusts — 2.6% | ||||||||
Alexandria Real Estate Equities Inc. |
||||||||
2.75%, 12/15/29 (Call 09/15/29) |
5 | 4,946 | ||||||
3.00%, 05/18/51 (Call 11/18/50) |
100 | 87,846 | ||||||
3.38%, 08/15/31 (Call 05/15/31) |
24 | 24,531 | ||||||
3.55%, 03/15/52 (Call 09/15/51) |
50 | 48,140 | ||||||
3.95%, 01/15/27 (Call 10/15/26) |
61 | 64,893 | ||||||
3.95%, 01/15/28 (Call 10/15/27) |
33 | 35,047 | ||||||
4.00%, 02/01/50 (Call 08/01/49) |
32 | 33,187 | ||||||
4.30%, 01/15/26 (Call 10/15/25) |
18 | 19,194 | ||||||
4.70%, 07/01/30 (Call 04/01/30) |
107 | 119,625 | ||||||
4.85%, 04/15/49 (Call 10/15/48) |
74 | 86,287 | ||||||
4.90%, 12/15/30 (Call 09/15/30) |
96 | 110,103 | ||||||
American Campus Communities Operating Partnership LP |
||||||||
2.85%, 02/01/30 (Call 11/01/29) |
5 | 4,850 | ||||||
3.30%, 07/15/26 (Call 05/15/26)(a) |
86 | 88,487 | ||||||
3.63%, 11/15/27 (Call 08/15/27) |
28 | 29,003 | ||||||
American Homes 4 Rent LP |
||||||||
4.25%, 02/15/28 (Call 11/15/27) |
65 | 68,588 | ||||||
4.90%, 02/15/29 (Call 11/15/28) |
55 | 60,492 | ||||||
American Tower Corp. |
||||||||
2.10%, 06/15/30 (Call 03/15/30) |
27 | 24,483 | ||||||
2.40%, 03/15/25 (Call 02/15/25) |
261 | 260,194 | ||||||
2.70%, 04/15/31 (Call 01/15/31)(a) |
85 | 80,111 | ||||||
2.75%, 01/15/27 (Call 11/15/26) |
462 | 461,395 | ||||||
2.90%, 01/15/30 (Call 10/15/29) |
281 | 271,277 | ||||||
2.95%, 01/15/25 (Call 12/15/24) |
208 | 210,278 | ||||||
2.95%, 01/15/51 (Call 07/15/50) |
45 | 36,839 | ||||||
3.00%, 06/15/23 |
274 | 278,066 | ||||||
3.10%, 06/15/50 (Call 12/15/49) |
313 | 262,548 | ||||||
3.13%, 01/15/27 (Call 10/15/26) |
333 | 336,533 | ||||||
3.38%, 05/15/24 (Call 04/15/24) |
400 | 408,872 | ||||||
3.38%, 10/15/26 (Call 07/15/26) |
329 | 337,689 | ||||||
3.55%, 07/15/27 (Call 04/15/27) |
215 | 221,155 | ||||||
3.60%, 01/15/28 (Call 10/15/27) |
175 | 179,627 | ||||||
3.70%, 10/15/49 (Call 04/15/49) |
267 | 248,948 | ||||||
3.80%, 08/15/29 (Call 05/15/29) |
334 | 345,222 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
146 | 151,624 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
180 | 187,396 | ||||||
4.40%, 02/15/26 (Call 11/15/25) |
209 | 221,716 | ||||||
5.00%, 02/15/24 |
163 | 171,709 | ||||||
AvalonBay Communities Inc. |
||||||||
2.30%, 03/01/30 (Call 12/01/29) |
12 | 11,606 |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
3.20%, 01/15/28 (Call 10/15/27) |
$ | 28 | $ | 28,792 | ||||
3.30%, 06/01/29 (Call 03/01/29)(a) |
26 | 26,948 | ||||||
3.90%, 10/15/46 (Call 04/15/46) |
118 | 126,937 | ||||||
4.15%, 07/01/47 (Call 01/01/47) |
25 | 27,929 | ||||||
4.35%, 04/15/48 (Call 10/18/47) |
75 | 85,950 | ||||||
Boston Properties LP |
||||||||
2.45%, 10/01/33 (Call 07/01/33) |
200 | 182,016 | ||||||
2.75%, 10/01/26 (Call 07/01/26)(a) |
105 | 105,257 | ||||||
2.90%, 03/15/30 (Call 12/15/29) |
66 | 64,351 | ||||||
3.20%, 01/15/25 (Call 10/15/24)(a) |
227 | 232,010 | ||||||
3.25%, 01/30/31 (Call 10/30/30) |
82 | 81,857 | ||||||
3.40%, 06/21/29 (Call 03/21/29) |
149 | 152,285 | ||||||
3.65%, 02/01/26 (Call 11/03/25) |
467 | 483,723 | ||||||
3.80%, 02/01/24 (Call 11/01/23) |
118 | 121,332 | ||||||
4.50%, 12/01/28 (Call 09/01/28) |
203 | 221,457 | ||||||
Brandywine Operating Partnership LP, 3.95%, 11/15/27 (Call 08/15/27) |
39 | 40,704 | ||||||
Brixmor Operating Partnership LP |
||||||||
3.65%, 06/15/24 (Call 04/15/24) |
115 | 118,445 | ||||||
3.85%, 02/01/25 (Call 11/01/24) |
73 | 75,848 | ||||||
3.90%, 03/15/27 (Call 12/15/26) |
121 | 126,133 | ||||||
4.13%, 06/15/26 (Call 03/15/26) |
109 | 114,888 | ||||||
4.13%, 05/15/29 (Call 02/15/29) |
88 | 92,888 | ||||||
Camden Property Trust |
||||||||
2.80%, 05/15/30 (Call 02/15/30)(a) |
62 | 61,438 | ||||||
3.15%, 07/01/29 (Call 04/01/29) |
37 | 37,757 | ||||||
3.35%, 11/01/49 (Call 05/01/49) |
49 | 48,253 | ||||||
4.10%, 10/15/28 (Call 07/15/28) |
43 | 46,515 | ||||||
Crown Castle International Corp. |
||||||||
3.10%, 11/15/29 (Call 08/15/29) |
95 | 93,506 | ||||||
3.25%, 01/15/51 (Call 07/15/50) |
237 | 204,834 | ||||||
3.30%, 07/01/30 (Call 04/01/30) |
90 | 89,260 | ||||||
3.65%, 09/01/27 (Call 06/01/27) |
82 | 84,889 | ||||||
3.70%, 06/15/26 (Call 03/15/26) |
57 | 59,149 | ||||||
3.80%, 02/15/28 (Call 11/15/27) |
52 | 54,047 | ||||||
4.00%, 03/01/27 (Call 12/01/26) |
83 | 87,131 | ||||||
4.00%, 11/15/49 (Call 05/15/49) |
110 | 107,773 | ||||||
4.15%, 07/01/50 (Call 01/01/50) |
55 | 54,812 | ||||||
4.30%, 02/15/29 (Call 11/15/28) |
74 | 78,736 | ||||||
4.45%, 02/15/26 (Call 11/15/25)(a) |
97 | 103,081 | ||||||
4.75%, 05/15/47 (Call 11/15/46)(a) |
168 | 184,506 | ||||||
5.20%, 02/15/49 (Call 08/15/48) |
147 | 169,507 | ||||||
CubeSmart LP |
||||||||
3.00%, 02/15/30 (Call 11/15/29) |
20 | 19,840 | ||||||
4.38%, 02/15/29 (Call 11/15/28) |
5 | 5,407 | ||||||
CyrusOne LP/CyrusOne Finance Corp. |
||||||||
2.90%, 11/15/24 (Call 10/15/24)(a) |
52 | 52,973 | ||||||
3.45%, 11/15/29 (Call 08/15/29) |
86 | 91,112 | ||||||
Digital Realty Trust LP |
||||||||
3.60%, 07/01/29 (Call 04/01/29) |
100 | 102,933 | ||||||
3.70%, 08/15/27 (Call 05/15/27) |
20 | 20,945 | ||||||
4.45%, 07/15/28 (Call 04/15/28) |
129 | 139,176 | ||||||
Duke Realty LP |
||||||||
2.88%, 11/15/29 (Call 08/15/29) |
40 | 39,979 | ||||||
3.05%, 03/01/50 (Call 09/01/49) |
52 | 45,810 | ||||||
3.25%, 06/30/26 (Call 03/30/26) |
68 | 69,873 | ||||||
3.38%, 12/15/27 (Call 09/15/27) |
8 | 8,280 | ||||||
4.00%, 09/15/28 (Call 06/15/28) |
55 | 58,952 | ||||||
Equinix Inc. |
||||||||
1.80%, 07/15/27 (Call 05/15/27) |
112 | 105,844 |
96 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
2.15%, 07/15/30 (Call 04/15/30) |
$ | 337 | $ | 307,438 | ||||
2.50%, 05/15/31 (Call 02/15/31) |
90 | 83,238 | ||||||
2.63%, 11/18/24 (Call 10/18/24) |
342 | 344,134 | ||||||
2.90%, 11/18/26 (Call 09/18/26) |
243 | 244,798 | ||||||
2.95%, 09/15/51 (Call 03/15/51) |
304 | 249,611 | ||||||
3.00%, 07/15/50 (Call 01/15/50) |
234 | 195,287 | ||||||
3.20%, 11/18/29 (Call 08/18/29) |
454 | 448,080 | ||||||
3.40%, 02/15/52 (Call 08/15/51) |
65 | 58,512 | ||||||
ERP Operating LP |
||||||||
2.50%, 02/15/30 (Call 11/15/29) |
69 | 67,568 | ||||||
2.85%, 11/01/26 (Call 08/01/26) |
120 | 122,844 | ||||||
3.00%, 07/01/29 (Call 04/01/29) |
24 | 24,277 | ||||||
3.25%, 08/01/27 (Call 05/01/27) |
53 | 54,885 | ||||||
3.50%, 03/01/28 (Call 12/01/27)(a) |
37 | 38,959 | ||||||
4.00%, 08/01/47 (Call 02/01/47)(a) |
27 | 29,455 | ||||||
4.15%, 12/01/28 (Call 09/01/28) |
18 | 19,474 | ||||||
4.50%, 07/01/44 (Call 01/01/44) |
134 | 154,491 | ||||||
4.50%, 06/01/45 (Call 12/01/44) |
20 | 23,124 | ||||||
Essex Portfolio LP |
||||||||
2.65%, 03/15/32 (Call 12/15/31) |
40 | 38,070 | ||||||
3.00%, 01/15/30 (Call 10/15/29) |
10 | 9,959 | ||||||
3.63%, 05/01/27 (Call 02/01/27) |
15 | 15,740 | ||||||
4.00%, 03/01/29 (Call 12/01/28) |
20 | 21,294 | ||||||
4.50%, 03/15/48 (Call 09/15/47) |
78 | 87,103 | ||||||
Federal Realty Investment Trust |
||||||||
3.20%, 06/15/29 (Call 03/15/29) |
50 | 50,750 | ||||||
3.25%, 07/15/27 (Call 04/15/27) |
95 | 98,080 | ||||||
4.50%, 12/01/44 (Call 06/01/44) |
91 | 99,536 | ||||||
GLP Capital LP/GLP Financing II Inc. |
||||||||
4.00%, 01/15/30 (Call 10/15/29) |
80 | 80,654 | ||||||
4.00%, 01/15/31 (Call 10/15/30) |
135 | 136,507 | ||||||
5.30%, 01/15/29 (Call 10/15/28) |
199 | 216,514 | ||||||
5.75%, 06/01/28 (Call 03/03/28) |
86 | 95,118 | ||||||
Healthcare Realty Trust Inc., 2.40%, 03/15/30 (Call 12/15/29) |
16 | 15,116 | ||||||
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) |
35 | 34,520 | ||||||
Healthpeak Properties Inc. |
||||||||
3.00%, 01/15/30 (Call 10/15/29) |
193 | 192,523 | ||||||
3.25%, 07/15/26 (Call 05/15/26) |
205 | 212,079 | ||||||
3.40%, 02/01/25 (Call 11/01/24) |
9 | 9,243 | ||||||
3.50%, 07/15/29 (Call 04/15/29)(a) |
53 | 54,853 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
43 | 44,947 | ||||||
6.75%, 02/01/41 (Call 08/01/40) |
311 | 433,046 | ||||||
Highwoods Realty LP |
||||||||
3.05%, 02/15/30 (Call 11/15/29) |
10 | 9,868 | ||||||
4.20%, 04/15/29 (Call 01/15/29) |
20 | 21,142 | ||||||
Host Hotels & Resorts LP |
||||||||
Series E, 4.00%, 06/15/25 (Call 03/15/25) |
106 | 109,748 | ||||||
Series F, 4.50%, 02/01/26 (Call 11/01/25) |
31 | 32,531 | ||||||
Series H, 3.38%, 12/15/29 (Call 09/15/29) |
81 | 79,839 | ||||||
Hudson Pacific Properties LP |
||||||||
3.25%, 01/15/30 (Call 10/15/29) |
62 | 61,840 | ||||||
3.95%, 11/01/27 (Call 08/01/27) |
20 | 20,809 | ||||||
4.65%, 04/01/29 (Call 01/01/29) |
30 | 32,556 | ||||||
Kilroy Realty LP |
||||||||
2.50%, 11/15/32 (Call 08/15/32) |
20 | 18,370 | ||||||
3.05%, 02/15/30 (Call 11/15/29) |
15 | 14,745 | ||||||
3.45%, 12/15/24 (Call 09/15/24) |
41 | 42,025 | ||||||
4.38%, 10/01/25 (Call 07/01/25) |
10 | 10,542 | ||||||
4.75%, 12/15/28 (Call 09/15/28) |
135 | 146,942 |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
Kimco Realty Corp. |
||||||||
2.80%, 10/01/26 (Call 07/01/26) |
$ | 41 | $ | 41,206 | ||||
3.30%, 02/01/25 (Call 12/01/24) |
44 | 45,129 | ||||||
3.70%, 10/01/49 (Call 04/01/49) |
98 | 95,059 | ||||||
3.80%, 04/01/27 (Call 01/01/27)(a) |
5 | 5,252 | ||||||
4.13%, 12/01/46 (Call 06/01/46) |
115 | 118,869 | ||||||
4.25%, 04/01/45 (Call 10/01/44) |
120 | 125,918 | ||||||
4.45%, 09/01/47 (Call 03/01/47) |
73 | 80,031 | ||||||
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26) |
30 | 31,251 | ||||||
Kite Realty Group Trust, 4.75%, 09/15/30 (Call 06/15/30) |
50 | 53,763 | ||||||
Life Storage LP |
||||||||
3.88%, 12/15/27 (Call 09/15/27) |
57 | 60,437 | ||||||
4.00%, 06/15/29 (Call 03/15/29) |
27 | 28,628 | ||||||
Mid-America Apartments LP |
||||||||
2.75%, 03/15/30 (Call 12/15/29) |
55 | 54,254 | ||||||
3.95%, 03/15/29 (Call 12/15/28) |
45 | 48,113 | ||||||
National Retail Properties Inc. |
||||||||
3.00%, 04/15/52 (Call 10/15/51) |
10 | 8,236 | ||||||
3.10%, 04/15/50 (Call 10/15/49) |
43 | 37,389 | ||||||
4.80%, 10/15/48 (Call 04/15/48) |
31 | 35,511 | ||||||
Omega Healthcare Investors Inc. |
||||||||
3.38%, 02/01/31 (Call 11/01/30) |
70 | 66,300 | ||||||
3.63%, 10/01/29 (Call 07/01/29) |
63 | 62,042 | ||||||
Physicians Realty LP |
||||||||
3.95%, 01/15/28 (Call 10/15/27) |
5 | 5,247 | ||||||
4.30%, 03/15/27 (Call 12/15/26) |
112 | 120,217 | ||||||
Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30)(a) |
30 | 29,303 | ||||||
Prologis LP |
||||||||
2.13%, 04/15/27 (Call 02/15/27) |
57 | 56,090 | ||||||
2.13%, 10/15/50 (Call 04/15/50) |
30 | 23,081 | ||||||
2.25%, 04/15/30 (Call 01/15/30) |
33 | 31,702 | ||||||
3.00%, 04/15/50 (Call 10/15/49) |
263 | 241,900 | ||||||
3.25%, 10/01/26 (Call 07/01/26) |
12 | 12,470 | ||||||
3.88%, 09/15/28 (Call 06/15/28) |
105 | 112,038 | ||||||
4.38%, 02/01/29 (Call 11/01/28) |
130 | 143,150 | ||||||
4.38%, 09/15/48 (Call 03/15/48) |
30 | 34,043 | ||||||
Realty Income Corp. |
||||||||
3.25%, 06/15/29 (Call 03/15/29) |
10 | 10,251 | ||||||
3.65%, 01/15/28 (Call 10/15/27) |
107 | 111,722 | ||||||
4.65%, 03/15/47 (Call 09/15/46) |
53 | 61,552 | ||||||
Regency Centers LP |
||||||||
2.95%, 09/15/29 (Call 06/15/29) |
74 | 73,046 | ||||||
3.60%, 02/01/27 (Call 11/01/26) |
63 | 66,057 | ||||||
4.13%, 03/15/28 (Call 12/15/27) |
35 | 37,423 | ||||||
4.40%, 02/01/47 (Call 08/01/46) |
85 | 90,704 | ||||||
4.65%, 03/15/49 (Call 09/15/48) |
126 | 141,463 | ||||||
Sabra Health Care LP |
||||||||
3.90%, 10/15/29 (Call 07/15/29) |
5 | 4,991 | ||||||
5.13%, 08/15/26 (Call 05/15/26) |
103 | 109,197 | ||||||
Simon Property Group LP |
||||||||
2.45%, 09/13/29 (Call 06/13/29) |
26 | 25,125 | ||||||
2.65%, 02/01/32 (Call 12/01/31) |
50 | 48,081 | ||||||
3.25%, 09/13/49 (Call 03/13/49) |
104 | 95,827 | ||||||
3.38%, 12/01/27 (Call 09/01/27) |
48 | 49,504 | ||||||
3.80%, 07/15/50 (Call 01/15/50) |
126 | 127,420 | ||||||
4.25%, 10/01/44 (Call 04/01/44) |
70 | 74,621 | ||||||
4.25%, 11/30/46 (Call 05/30/46) |
136 | 147,179 | ||||||
4.75%, 03/15/42 (Call 09/15/41)(a) |
85 | 95,491 | ||||||
6.75%, 02/01/40 (Call 11/01/39) |
86 | 117,040 |
S C H E D U L E O F I N V E S T M E N T S |
97 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Real Estate Investment Trusts (continued) |
||||||||
SITE Centers Corp. |
||||||||
4.25%, 02/01/26 (Call 11/01/25) |
$ | 30 | $ | 31,252 | ||||
4.70%, 06/01/27 (Call 03/01/27) |
20 | 21,378 | ||||||
Spirit Realty LP |
||||||||
3.40%, 01/15/30 (Call 10/15/29) |
45 | 44,910 | ||||||
4.00%, 07/15/29 (Call 04/15/29) |
20 | 20,803 | ||||||
STORE Capital Corp. |
||||||||
4.50%, 03/15/28 (Call 12/15/27) |
5 | 5,338 | ||||||
4.63%, 03/15/29 (Call 12/15/28) |
85 | 91,242 | ||||||
Tanger Properties LP |
||||||||
3.13%, 09/01/26 (Call 06/01/26) |
85 | 84,783 | ||||||
3.88%, 07/15/27 (Call 04/15/27) |
40 | 41,362 | ||||||
UDR Inc. |
||||||||
3.00%, 08/15/31 (Call 05/15/31) |
17 | 16,757 | ||||||
3.20%, 01/15/30 (Call 10/15/29) |
69 | 69,175 | ||||||
3.50%, 01/15/28 (Call 10/15/27) |
23 | 23,673 | ||||||
4.40%, 01/26/29 (Call 10/26/28) |
89 | 96,140 | ||||||
Ventas Realty LP |
||||||||
2.65%, 01/15/25 (Call 12/15/24) |
55 | 55,296 | ||||||
3.00%, 01/15/30 (Call 10/15/29) |
126 | 124,598 | ||||||
3.25%, 10/15/26 (Call 07/15/26)(a) |
84 | 85,950 | ||||||
3.50%, 04/15/24 (Call 03/15/24) |
20 | 20,493 | ||||||
3.50%, 02/01/25 (Call 11/01/24) |
134 | 137,487 | ||||||
3.75%, 05/01/24 (Call 02/01/24) |
25 | 25,685 | ||||||
3.85%, 04/01/27 (Call 01/01/27) |
93 | 98,020 | ||||||
4.00%, 03/01/28 (Call 12/01/27)(a) |
41 | 43,571 | ||||||
4.13%, 01/15/26 (Call 10/15/25) |
95 | 100,173 | ||||||
4.38%, 02/01/45 (Call 08/01/44)(a) |
91 | 95,516 | ||||||
4.40%, 01/15/29 (Call 10/15/28) |
98 | 106,255 | ||||||
4.75%, 11/15/30 (Call 08/15/30) |
35 | 39,105 | ||||||
4.88%, 04/15/49 (Call 10/15/48) |
76 | 87,355 | ||||||
5.70%, 09/30/43 (Call 03/30/43) |
91 | 112,825 | ||||||
Welltower Inc. |
||||||||
2.70%, 02/15/27 (Call 12/15/26)(a) |
72 | 72,554 | ||||||
3.10%, 01/15/30 (Call 10/15/29) |
140 | 140,084 | ||||||
3.63%, 03/15/24 (Call 02/15/24) |
204 | 209,624 | ||||||
4.00%, 06/01/25 (Call 03/01/25) |
368 | 385,167 | ||||||
4.13%, 03/15/29 (Call 12/15/28) |
105 | 112,398 | ||||||
4.25%, 04/01/26 (Call 01/01/26) |
159 | 169,173 | ||||||
4.25%, 04/15/28 (Call 01/15/28) |
82 | 88,028 | ||||||
4.50%, 01/15/24 (Call 10/15/23) |
67 | 69,594 | ||||||
4.95%, 09/01/48 (Call 03/01/48) |
70 | 82,582 | ||||||
6.50%, 03/15/41 (Call 09/15/40) |
179 | 239,448 | ||||||
Weyerhaeuser Co. |
||||||||
3.38%, 03/09/33 (Call 12/09/32) |
180 | 181,422 | ||||||
4.00%, 11/15/29 (Call 08/15/29) |
254 | 270,751 | ||||||
4.00%, 04/15/30 (Call 01/15/30) |
240 | 254,774 | ||||||
4.00%, 03/09/52 (Call 09/09/51) |
35 | 35,524 | ||||||
6.95%, 10/01/27(a) |
207 | 249,133 | ||||||
7.38%, 03/15/32 |
351 | 471,941 | ||||||
WP Carey Inc., 3.85%, 07/15/29 (Call 04/15/29) |
15 | 15,711 | ||||||
|
|
|||||||
23,461,732 | ||||||||
Retail — 2.5% | ||||||||
AutoNation Inc. |
||||||||
3.80%, 11/15/27 (Call 08/15/27) |
160 | 165,854 | ||||||
3.85%, 03/01/32 (Call 12/01/31) |
100 | 101,089 | ||||||
4.50%, 10/01/25 (Call 07/01/25) |
12 | 12,663 | ||||||
4.75%, 06/01/30 (Call 03/01/30) |
124 | 133,754 | ||||||
AutoZone Inc., 3.75%, 04/18/29 (Call 01/18/29) |
50 | 52,228 |
Security |
Par (000) |
Value | ||||||
Retail (continued) |
||||||||
Best Buy Co. Inc. |
||||||||
1.95%, 10/01/30 (Call 07/01/30) |
$ | 1,617 | $ | 1,475,593 | ||||
4.45%, 10/01/28 (Call 07/01/28) |
1,276 | 1,375,196 | ||||||
Costco Wholesale Corp. |
||||||||
1.60%, 04/20/30 (Call 01/20/30) |
94 | 87,073 | ||||||
1.75%, 04/20/32 (Call 01/20/32) |
121 | 111,458 | ||||||
Darden Restaurants Inc., 4.55%, 02/15/48 (Call 08/15/47) |
286 | 291,543 | ||||||
Dollar General Corp. |
||||||||
3.50%, 04/03/30 (Call 01/03/30) |
85 | 87,032 | ||||||
4.13%, 05/01/28 (Call 02/01/28) |
72 | 76,738 | ||||||
4.13%, 04/03/50 (Call 10/03/49) |
190 | 196,200 | ||||||
Dollar Tree Inc., 4.20%, 05/15/28 (Call 02/15/28) |
172 | 183,827 | ||||||
Home Depot Inc. (The) |
||||||||
2.13%, 09/15/26 (Call 06/15/26) |
254 | 254,224 | ||||||
2.38%, 03/15/51 (Call 09/15/50) |
25 | 20,556 | ||||||
2.50%, 04/15/27 (Call 02/15/27) |
533 | 538,016 | ||||||
2.70%, 04/15/30 (Call 01/15/30) |
172 | 171,847 | ||||||
2.75%, 09/15/51 (Call 03/15/51) |
40 | 35,550 | ||||||
2.80%, 09/14/27 (Call 06/14/27) |
490 | 501,495 | ||||||
2.95%, 06/15/29 (Call 03/15/29)(a) |
342 | 349,418 | ||||||
3.00%, 04/01/26 (Call 01/01/26) |
160 | 165,779 | ||||||
3.13%, 12/15/49 (Call 06/15/49) |
372 | 350,599 | ||||||
3.30%, 04/15/40 (Call 10/15/39) |
196 | 196,065 | ||||||
3.35%, 09/15/25 (Call 06/15/25)(a) |
178 | 185,027 | ||||||
3.35%, 04/15/50 (Call 10/15/49) |
217 | 212,634 | ||||||
3.50%, 09/15/56 (Call 03/15/56) |
419 | 419,042 | ||||||
3.75%, 02/15/24 (Call 11/15/23) |
109 | 112,860 | ||||||
3.90%, 12/06/28 (Call 09/06/28) |
268 | 289,499 | ||||||
3.90%, 06/15/47 (Call 12/15/46) |
186 | 197,657 | ||||||
4.20%, 04/01/43 (Call 10/01/42) |
170 | 188,448 | ||||||
4.25%, 04/01/46 (Call 10/01/45) |
348 | 386,969 | ||||||
4.40%, 03/15/45 (Call 09/15/44) |
158 | 178,429 | ||||||
4.50%, 12/06/48 (Call 06/06/48) |
216 | 250,251 | ||||||
4.88%, 02/15/44 (Call 08/15/43) |
247 | 296,220 | ||||||
5.40%, 09/15/40 (Call 03/15/40) |
287 | 359,244 | ||||||
5.88%, 12/16/36 |
401 | 529,749 | ||||||
5.95%, 04/01/41 (Call 10/01/40) |
20 | 26,515 | ||||||
Kohl’s Corp., 5.55%, 07/17/45 (Call 01/17/45) |
113 | 115,495 | ||||||
Lowe’s Companies Inc. |
||||||||
2.50%, 04/15/26 (Call 01/15/26) |
48 | 48,504 | ||||||
2.63%, 04/01/31 (Call 01/01/31)(a) |
207 | 199,997 | ||||||
3.00%, 10/15/50 (Call 04/15/50) |
100 | 87,039 | ||||||
3.10%, 05/03/27 (Call 02/03/27) |
157 | 161,690 | ||||||
3.13%, 09/15/24 (Call 06/15/24) |
126 | 128,979 | ||||||
3.38%, 09/15/25 (Call 06/15/25) |
62 | 64,291 | ||||||
3.65%, 04/05/29 (Call 01/05/29) |
270 | 283,036 | ||||||
3.70%, 04/15/46 (Call 10/15/45) |
322 | 314,008 | ||||||
3.88%, 09/15/23 (Call 06/15/23) |
160 | 164,474 | ||||||
4.00%, 04/15/25 (Call 03/15/25) |
269 | 282,835 | ||||||
4.05%, 05/03/47 (Call 11/03/46) |
282 | 289,828 | ||||||
4.38%, 09/15/45 (Call 03/15/45) |
178 | 189,670 | ||||||
4.50%, 04/15/30 (Call 01/15/30) |
171 | 188,580 | ||||||
4.55%, 04/05/49 (Call 10/05/48) |
27 | 30,076 | ||||||
4.65%, 04/15/42 (Call 10/15/41) |
246 | 274,263 | ||||||
5.00%, 04/15/40 (Call 10/15/39) |
289 | 331,723 | ||||||
5.13%, 04/15/50 (Call 10/15/49) |
125 | 150,557 | ||||||
5.50%, 10/15/35(a) |
178 | 217,395 | ||||||
6.50%, 03/15/29 |
32 | 38,880 | ||||||
McDonald’s Corp. |
||||||||
2.13%, 03/01/30 (Call 12/01/29) |
103 | 97,655 |
98 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Retail (continued) |
||||||||
2.63%, 09/01/29 (Call 06/01/29)(a) |
$ | 93 | $ | 91,574 | ||||
3.50%, 03/01/27 (Call 12/01/26) |
119 | 124,461 | ||||||
3.50%, 07/01/27 (Call 05/01/27) |
73 | 76,536 | ||||||
3.60%, 07/01/30 (Call 04/01/30) |
44 | 46,207 | ||||||
3.63%, 05/01/43(a) |
72 | 70,377 | ||||||
3.63%, 09/01/49 (Call 03/01/49) |
115 | 113,089 | ||||||
3.70%, 02/15/42 |
92 | 91,410 | ||||||
3.80%, 04/01/28 (Call 01/01/28) |
187 | 198,783 | ||||||
4.20%, 04/01/50 (Call 10/01/49) |
137 | 146,594 | ||||||
4.45%, 03/01/47 (Call 09/01/46) |
88 | 96,334 | ||||||
4.45%, 09/01/48 (Call 03/01/48) |
140 | 153,915 | ||||||
4.60%, 05/26/45 (Call 11/26/44) |
124 | 137,171 | ||||||
4.70%, 12/09/35 (Call 06/09/35) |
128 | 145,202 | ||||||
4.88%, 07/15/40 |
153 | 176,456 | ||||||
4.88%, 12/09/45 (Call 06/09/45) |
199 | 228,084 | ||||||
5.70%, 02/01/39(a) |
167 | 204,937 | ||||||
6.30%, 10/15/37 |
197 | 260,938 | ||||||
6.30%, 03/01/38 |
162 | 212,382 | ||||||
O’Reilly Automotive Inc. |
||||||||
3.90%, 06/01/29 (Call 03/01/29) |
45 | 47,308 | ||||||
4.20%, 04/01/30 (Call 01/01/30) |
114 | 122,221 | ||||||
Starbucks Corp. |
||||||||
2.00%, 03/12/27 (Call 01/12/27) |
117 | 114,152 | ||||||
2.25%, 03/12/30 (Call 12/12/29) |
56 | 52,895 | ||||||
3.35%, 03/12/50 (Call 09/12/49) |
122 | 110,994 | ||||||
3.50%, 03/01/28 (Call 12/01/27)(a) |
84 | 87,394 | ||||||
3.50%, 11/15/50 (Call 05/15/50) |
249 | 233,696 | ||||||
3.55%, 08/15/29 (Call 05/15/29) |
12 | 12,491 | ||||||
3.75%, 12/01/47 (Call 06/01/47) |
148 | 143,479 | ||||||
4.00%, 11/15/28 (Call 08/15/28)(a) |
70 | 74,990 | ||||||
4.30%, 06/15/45 (Call 12/15/44) |
82 | 85,828 | ||||||
4.45%, 08/15/49 (Call 02/15/49) |
163 | 175,201 | ||||||
4.50%, 11/15/48 (Call 05/15/48) |
197 | 213,940 | ||||||
Target Corp. |
||||||||
2.25%, 04/15/25 (Call 03/15/25) |
351 | 353,369 | ||||||
2.35%, 02/15/30 (Call 11/15/29) |
234 | 229,978 | ||||||
2.50%, 04/15/26(a) |
245 | 250,633 | ||||||
2.65%, 09/15/30 (Call 06/15/30) |
400 | 401,368 | ||||||
3.38%, 04/15/29 (Call 01/15/29) |
375 | 397,522 | ||||||
3.50%, 07/01/24 |
278 | 289,379 | ||||||
3.63%, 04/15/46 |
201 | 211,657 | ||||||
3.90%, 11/15/47 (Call 05/15/47) |
201 | 221,104 | ||||||
4.00%, 07/01/42 |
40 | 44,315 | ||||||
6.35%, 11/01/32 |
50 | 65,567 | ||||||
6.50%, 10/15/37 |
65 | 91,315 | ||||||
7.00%, 01/15/38 |
35 | 51,239 | ||||||
TJX Companies Inc. (The) |
||||||||
2.25%, 09/15/26 (Call 06/15/26) |
161 | 161,275 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
57 | 61,127 | ||||||
4.50%, 04/15/50 (Call 10/15/49) |
114 | 139,863 | ||||||
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30) |
180 | 160,141 | ||||||
Walgreens Boots Alliance Inc. |
||||||||
4.10%, 04/15/50 (Call 10/15/49) |
406 | 407,141 | ||||||
4.80%, 11/18/44 (Call 05/18/44) |
300 | 327,831 | ||||||
|
|
|||||||
22,139,179 | ||||||||
Semiconductors — 2.9% | ||||||||
Altera Corp., 4.10%, 11/15/23 |
168 | 174,268 | ||||||
Analog Devices Inc., 5.30%, 12/15/45 (Call 06/15/45)(a) |
5 | 6,390 | ||||||
Applied Materials Inc. |
||||||||
1.75%, 06/01/30 (Call 03/01/30) |
255 | 238,688 |
Security |
Par (000) |
Value | ||||||
Semiconductors (continued) |
||||||||
2.75%, 06/01/50 (Call 12/01/49) |
$ | 75 | $ | 67,955 | ||||
3.30%, 04/01/27 (Call 01/01/27) |
478 | 499,276 | ||||||
3.90%, 10/01/25 (Call 07/01/25)(a) |
491 | 518,781 | ||||||
4.35%, 04/01/47 (Call 10/01/46) |
221 | 253,281 | ||||||
5.10%, 10/01/35 (Call 04/01/35) |
268 | 326,207 | ||||||
5.85%, 06/15/41 |
262 | 348,976 | ||||||
Broadcom Inc. |
||||||||
3.14%, 11/15/35 (Call 08/15/35)(c) |
260 | 240,942 | ||||||
3.19%, 11/15/36 (Call 08/15/36)(c) |
55 | 51,051 | ||||||
3.42%, 04/15/33 (Call 01/15/33)(c) |
252 | 245,992 | ||||||
3.47%, 04/15/34 (Call 01/15/34)(c) |
42 | 40,727 | ||||||
3.50%, 02/15/41 (Call 08/15/40)(c) |
258 | 238,405 | ||||||
3.75%, 02/15/51 (Call 08/15/50)(a)(c) |
245 | 228,828 | ||||||
4.15%, 11/15/30 (Call 08/15/30) |
107 | 112,204 | ||||||
4.30%, 11/15/32 (Call 08/15/32) |
315 | 331,978 | ||||||
5.00%, 04/15/30 (Call 01/15/30) |
1,193 | 1,318,504 | ||||||
Intel Corp. |
||||||||
2.45%, 11/15/29 (Call 08/15/29) |
249 | 243,883 | ||||||
2.60%, 05/19/26 (Call 02/19/26)(a) |
241 | 245,810 | ||||||
2.70%, 06/17/24 (Call 04/17/24) |
10 | 10,195 | ||||||
2.88%, 05/11/24 (Call 03/11/24) |
678 | 693,533 | ||||||
3.05%, 08/12/51 (Call 02/12/51)(a) |
80 | 72,292 | ||||||
3.10%, 02/15/60 (Call 08/15/59) |
70 | 61,230 | ||||||
3.15%, 05/11/27 (Call 02/11/27)(a) |
263 | 272,607 | ||||||
3.20%, 08/12/61 (Call 02/12/61) |
50 | 44,330 | ||||||
3.25%, 11/15/49 (Call 05/15/49) |
433 | 404,331 | ||||||
3.40%, 03/25/25 (Call 02/25/25)(a) |
551 | 570,786 | ||||||
3.70%, 07/29/25 (Call 04/29/25)(a) |
511 | 534,848 | ||||||
3.73%, 12/08/47 (Call 06/08/47) |
243 | 245,760 | ||||||
3.75%, 03/25/27 (Call 01/25/27) |
200 | 212,782 | ||||||
3.90%, 03/25/30 (Call 12/25/29) |
280 | 301,944 | ||||||
4.00%, 12/15/32(a) |
465 | 512,021 | ||||||
4.10%, 05/19/46 (Call 11/19/45) |
180 | 192,395 | ||||||
4.10%, 05/11/47 (Call 11/11/46) |
180 | 192,074 | ||||||
4.25%, 12/15/42 |
92 | 100,907 | ||||||
4.60%, 03/25/40 (Call 09/25/39) |
141 | 159,539 | ||||||
4.75%, 03/25/50 (Call 09/25/49) |
253 | 297,019 | ||||||
4.80%, 10/01/41(a) |
65 | 76,513 | ||||||
4.90%, 07/29/45 (Call 01/29/45) |
385 | 457,257 | ||||||
4.95%, 03/25/60 (Call 09/25/59) |
349 | 427,832 | ||||||
KLA Corp. |
||||||||
3.30%, 03/01/50 (Call 08/28/49) |
98 | 92,606 | ||||||
5.00%, 03/15/49 (Call 09/15/48) |
68 | 81,973 | ||||||
Lam Research Corp. |
||||||||
2.88%, 06/15/50 (Call 12/15/49) |
204 | 182,262 | ||||||
3.13%, 06/15/60 (Call 12/15/59) |
172 | 155,216 | ||||||
3.75%, 03/15/26 (Call 01/15/26) |
1,004 | 1,061,891 | ||||||
3.80%, 03/15/25 (Call 12/15/24) |
196 | 205,079 | ||||||
4.00%, 03/15/29 (Call 12/15/28) |
338 | 366,568 | ||||||
4.88%, 03/15/49 (Call 09/15/48) |
181 | 219,271 | ||||||
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27) |
160 | 167,178 | ||||||
Micron Technology Inc. |
||||||||
2.70%, 04/15/32 (Call 01/15/32) |
100 | 93,476 | ||||||
3.48%, 11/01/51 (Call 05/01/51) |
65 | 57,582 | ||||||
4.66%, 02/15/30 (Call 11/15/29) |
195 | 211,456 | ||||||
5.33%, 02/06/29 (Call 11/06/28) |
713 | 796,706 | ||||||
NVIDIA Corp. |
||||||||
2.00%, 06/15/31 (Call 03/15/31) |
690 | 649,124 | ||||||
2.85%, 04/01/30 (Call 01/01/30) |
1,501 | 1,519,732 |
S C H E D U L E O F I N V E S T M E N T S |
99 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Semiconductors (continued) |
||||||||
3.20%, 09/16/26 (Call 06/16/26) |
$ | 2,480 | $ | 2,588,178 | ||||
3.50%, 04/01/40 (Call 10/01/39) |
347 | 356,504 | ||||||
3.50%, 04/01/50 (Call 10/01/49) |
452 | 463,463 | ||||||
3.70%, 04/01/60 (Call 10/01/59) |
285 | 297,620 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc. |
||||||||
2.50%, 05/11/31 (Call 02/11/31)(c) |
630 | 586,410 | ||||||
2.65%, 02/15/32 (Call 11/15/31)(c) |
75 | 70,634 | ||||||
3.25%, 11/30/51 (Call 05/30/51)(a)(c) |
20 | 17,557 | ||||||
4.30%, 06/18/29 (Call 03/18/29)(c) |
216 | 230,677 | ||||||
QUALCOMM Inc. |
||||||||
4.30%, 05/20/47 (Call 11/20/46) |
145 | 163,933 | ||||||
4.80%, 05/20/45 (Call 11/20/44) |
67 | 79,835 | ||||||
Texas Instruments Inc. |
||||||||
1.38%, 03/12/25 (Call 02/12/25) |
401 | 394,239 | ||||||
1.75%, 05/04/30 (Call 02/04/30) |
380 | 358,177 | ||||||
1.90%, 09/15/31 (Call 06/15/31) |
235 | 221,671 | ||||||
2.25%, 05/01/23 (Call 02/01/23) |
25 | 25,173 | ||||||
2.25%, 09/04/29 (Call 06/04/29) |
318 | 313,621 | ||||||
2.63%, 05/15/24 (Call 03/15/24) |
186 | 189,063 | ||||||
2.70%, 09/15/51 (Call 03/15/51)(a) |
180 | 162,466 | ||||||
2.90%, 11/03/27 (Call 08/03/27) |
418 | 433,483 | ||||||
3.88%, 03/15/39 (Call 09/15/38) |
87 | 94,825 | ||||||
4.15%, 05/15/48 (Call 11/15/47) |
466 | 529,604 | ||||||
TSMC Arizona Corp. |
||||||||
2.50%, 10/25/31 (Call 07/25/31) |
1,045 | 996,690 | ||||||
3.25%, 10/25/51 (Call 04/25/51)(a) |
25 | 23,837 | ||||||
|
|
|||||||
26,030,121 | ||||||||
Shipbuilding — 0.1% | ||||||||
Huntington Ingalls Industries Inc. |
||||||||
3.48%, 12/01/27 (Call 09/01/27)(a) |
202 | 207,097 | ||||||
3.84%, 05/01/25 (Call 04/01/25) |
352 | 364,246 | ||||||
4.20%, 05/01/30 (Call 02/01/30)(a) |
109 | 116,718 | ||||||
|
|
|||||||
688,061 | ||||||||
Software — 3.5% | ||||||||
Activision Blizzard Inc. |
||||||||
2.50%, 09/15/50 (Call 03/15/50) |
152 | 127,606 | ||||||
3.40%, 09/15/26 (Call 06/15/26) |
48 | 50,260 | ||||||
3.40%, 06/15/27 (Call 03/15/27) |
81 | 84,804 | ||||||
4.50%, 06/15/47 (Call 12/15/46)(a) |
260 | 301,202 | ||||||
Adobe Inc. |
||||||||
1.90%, 02/01/25 (Call 01/01/25) |
294 | 294,100 | ||||||
2.15%, 02/01/27 (Call 12/01/26) |
423 | 421,109 | ||||||
2.30%, 02/01/30 (Call 11/01/29)(a) |
388 | 378,098 | ||||||
3.25%, 02/01/25 (Call 11/01/24) |
332 | 342,813 | ||||||
Autodesk Inc. |
||||||||
2.40%, 12/15/31 (Call 09/15/31) |
25 | 23,161 | ||||||
2.85%, 01/15/30 (Call 10/15/29) |
264 | 257,936 | ||||||
3.50%, 06/15/27 (Call 03/15/27) |
463 | 482,205 | ||||||
4.38%, 06/15/25 (Call 03/15/25) |
358 | 377,840 | ||||||
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) |
146 | 153,287 | ||||||
Citrix Systems Inc. |
||||||||
3.30%, 03/01/30 (Call 12/01/29) |
385 | 386,582 | ||||||
4.50%, 12/01/27 (Call 09/01/27) |
508 | 525,435 | ||||||
Electronic Arts Inc. |
||||||||
2.95%, 02/15/51 (Call 08/15/50) |
35 | 30,137 | ||||||
4.80%, 03/01/26 (Call 12/01/25) |
292 | 317,351 | ||||||
Fidelity National Information Services Inc., 4.50%, 08/15/46 (Call 02/15/46) |
52 | 57,198 |
Security |
Par (000) |
Value | ||||||
Software (continued) |
||||||||
Fiserv Inc. |
||||||||
3.50%, 07/01/29 (Call 04/01/29) |
$ | 252 | $ | 255,762 | ||||
4.40%, 07/01/49 (Call 01/01/49) |
165 | 175,803 | ||||||
Microsoft Corp. |
||||||||
2.00%, 08/08/23 (Call 06/08/23)(a) |
1,414 | 1,427,178 | ||||||
2.38%, 05/01/23 (Call 02/01/23) |
362 | 365,667 | ||||||
2.40%, 08/08/26 (Call 05/08/26) |
953 | 968,553 | ||||||
2.53%, 06/01/50 (Call 12/01/49) |
507 | 450,277 | ||||||
2.68%, 06/01/60 (Call 12/01/59) |
427 | 376,443 | ||||||
2.70%, 02/12/25 (Call 11/12/24)(a) |
1,489 | 1,527,625 | ||||||
2.88%, 02/06/24 (Call 12/06/23) |
1,175 | 1,203,364 | ||||||
2.92%, 03/17/52 (Call 09/17/51) |
1,630 | 1,557,470 | ||||||
3.04%, 03/17/62 (Call 09/17/61) |
110 | 105,243 | ||||||
3.13%, 11/03/25 (Call 08/03/25) |
1,400 | 1,453,956 | ||||||
3.30%, 02/06/27 (Call 11/06/26) |
1,414 | 1,495,107 | ||||||
3.45%, 08/08/36 (Call 02/08/36) |
208 | 223,288 | ||||||
3.50%, 02/12/35 (Call 08/12/34) |
695 | 750,739 | ||||||
3.50%, 11/15/42 |
170 | 179,325 | ||||||
3.63%, 12/15/23 (Call 09/15/23)(a) |
1,007 | 1,044,319 | ||||||
3.70%, 08/08/46 (Call 02/08/46) |
360 | 389,448 | ||||||
3.75%, 02/12/45 (Call 08/12/44) |
515 | 555,773 | ||||||
3.95%, 08/08/56 (Call 02/08/56) |
250 | 281,252 | ||||||
4.10%, 02/06/37 (Call 08/06/36) |
80 | 91,554 | ||||||
4.20%, 11/03/35 (Call 05/03/35) |
115 | 132,472 | ||||||
4.25%, 02/06/47 (Call 08/06/46) |
45 | 53,097 | ||||||
4.45%, 11/03/45 (Call 05/03/45)(a) |
275 | 329,728 | ||||||
4.50%, 10/01/40(a) |
110 | 132,303 | ||||||
5.30%, 02/08/41(a) |
25 | 32,716 | ||||||
Oracle Corp. |
||||||||
2.95%, 04/01/30 (Call 01/01/30) |
205 | 198,227 | ||||||
3.25%, 05/15/30 (Call 02/15/30)(a) |
227 | 223,967 | ||||||
3.60%, 04/01/40 (Call 10/01/39) |
196 | 177,415 | ||||||
3.60%, 04/01/50 (Call 10/01/49) |
509 | 442,036 | ||||||
3.80%, 11/15/37 (Call 05/15/37) |
220 | 209,187 | ||||||
3.85%, 07/15/36 (Call 01/15/36) |
256 | 247,263 | ||||||
3.85%, 04/01/60 (Call 10/01/59) |
581 | 500,683 | ||||||
3.90%, 05/15/35 (Call 11/15/34) |
294 | 287,997 | ||||||
3.95%, 03/25/51 (Call 09/25/50) |
352 | 322,830 | ||||||
4.00%, 07/15/46 (Call 01/15/46) |
499 | 458,521 | ||||||
4.00%, 11/15/47 (Call 05/15/47) |
284 | 260,172 | ||||||
4.10%, 03/25/61 (Call 09/25/60) |
332 | 299,577 | ||||||
4.13%, 05/15/45 (Call 11/15/44) |
476 | 443,956 | ||||||
4.30%, 07/08/34 (Call 01/08/34) |
367 | 378,751 | ||||||
4.38%, 05/15/55 (Call 11/15/54) |
127 | 120,757 | ||||||
4.50%, 07/08/44 (Call 01/08/44) |
167 | 166,071 | ||||||
5.38%, 07/15/40 |
516 | 566,207 | ||||||
6.13%, 07/08/39 |
87 | 104,221 | ||||||
6.50%, 04/15/38 |
10 | 12,376 | ||||||
Roper Technologies Inc. |
||||||||
2.35%, 09/15/24 (Call 08/15/24) |
139 | 139,542 | ||||||
2.95%, 09/15/29 (Call 06/15/29) |
186 | 184,218 | ||||||
3.65%, 09/15/23 (Call 08/15/23) |
330 | 338,336 | ||||||
3.80%, 12/15/26 (Call 09/15/26) |
254 | 267,279 | ||||||
3.85%, 12/15/25 (Call 09/15/25) |
107 | 112,031 | ||||||
4.20%, 09/15/28 (Call 06/15/28) |
98 | 104,675 | ||||||
salesforce.com Inc. |
||||||||
2.90%, 07/15/51 (Call 01/15/51) |
183 | 166,867 | ||||||
3.05%, 07/15/61 (Call 01/15/61) |
273 | 246,372 | ||||||
3.70%, 04/11/28 (Call 01/11/28) |
1,616 | 1,724,498 | ||||||
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) |
160 | 141,094 |
100 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Software (continued) |
||||||||
VMware Inc. |
||||||||
3.90%, 08/21/27 (Call 05/21/27) |
$ | 390 | $ | 407,893 | ||||
4.50%, 05/15/25 (Call 04/15/25) |
438 | 463,785 | ||||||
4.65%, 05/15/27 (Call 03/15/27) |
732 | 792,507 | ||||||
4.70%, 05/15/30 (Call 02/15/30) |
471 | 517,064 | ||||||
|
|
|||||||
31,195,961 | ||||||||
Telecommunications — 4.8% | ||||||||
America Movil SAB de CV |
||||||||
4.38%, 07/16/42 |
10 | 10,781 | ||||||
4.38%, 04/22/49 (Call 10/22/48)(a) |
32 | 35,225 | ||||||
6.13%, 11/15/37 |
30 | 38,050 | ||||||
6.13%, 03/30/40 |
270 | 345,006 | ||||||
AT&T Inc. |
||||||||
3.30%, 02/01/52 (Call 08/01/51) |
237 | 210,290 | ||||||
3.50%, 09/15/53 (Call 03/15/53) |
820 | 751,423 | ||||||
3.50%, 02/01/61 (Call 08/01/60) |
505 | 445,910 | ||||||
3.55%, 09/15/55 (Call 03/15/55) |
910 | 825,324 | ||||||
3.65%, 06/01/51 (Call 12/01/50) |
325 | 307,080 | ||||||
3.65%, 09/15/59 (Call 03/15/59) |
880 | 798,758 | ||||||
3.80%, 02/15/27 (Call 11/15/26) |
55 | 58,094 | ||||||
3.80%, 12/01/57 (Call 06/01/57) |
853 | 802,682 | ||||||
3.85%, 06/01/60 (Call 12/01/59) |
180 | 168,451 | ||||||
4.10%, 02/15/28 (Call 11/15/27) |
75 | 80,490 | ||||||
4.25%, 03/01/27 (Call 12/01/26)(a) |
15 | 16,164 | ||||||
4.30%, 02/15/30 (Call 11/15/29) |
37 | 40,288 | ||||||
4.30%, 12/15/42 (Call 06/15/42) |
535 | 555,747 | ||||||
4.35%, 03/01/29 (Call 12/01/28) |
85 | 92,619 | ||||||
4.35%, 06/15/45 (Call 12/15/44) |
68 | 70,326 | ||||||
4.50%, 05/15/35 (Call 11/15/34) |
489 | 537,186 | ||||||
4.50%, 03/09/48 (Call 09/09/47) |
321 | 344,619 | ||||||
4.55%, 03/09/49 (Call 09/09/48) |
149 | 161,465 | ||||||
4.65%, 06/01/44 (Call 12/01/43) |
70 | 75,587 | ||||||
4.75%, 05/15/46 (Call 11/15/45) |
286 | 317,506 | ||||||
4.80%, 06/15/44 (Call 12/15/43) |
55 | 60,634 | ||||||
4.85%, 03/01/39 (Call 09/01/38) |
260 | 289,723 | ||||||
4.85%, 07/15/45 (Call 01/15/45) |
85 | 94,551 | ||||||
4.90%, 08/15/37 (Call 02/14/37)(a) |
63 | 71,174 | ||||||
4.90%, 06/15/42 |
15 | 16,872 | ||||||
5.15%, 03/15/42 |
325 | 375,856 | ||||||
5.15%, 11/15/46 (Call 05/15/46)(a) |
80 | 93,882 | ||||||
5.15%, 02/15/50 (Call 08/14/49) |
192 | 226,022 | ||||||
5.25%, 03/01/37 (Call 09/01/36) |
361 | 424,399 | ||||||
5.35%, 09/01/40 |
525 | 624,409 | ||||||
5.45%, 03/01/47 (Call 09/01/46) |
110 | 133,722 | ||||||
5.55%, 08/15/41 |
53 | 64,180 | ||||||
5.65%, 02/15/47 (Call 08/15/46) |
170 | 212,046 | ||||||
5.70%, 03/01/57 (Call 09/01/56) |
74 | 93,629 | ||||||
6.00%, 08/15/40 (Call 05/15/40) |
65 | 81,409 | ||||||
6.15%, 09/15/34(a) |
189 | 233,494 | ||||||
6.25%, 03/29/41 |
10 | 13,007 | ||||||
6.30%, 01/15/38 |
69 | 88,903 | ||||||
6.38%, 03/01/41 |
65 | 85,341 | ||||||
Bell Telephone Co. of Canada or Bell Canada (The) |
||||||||
3.65%, 08/15/52 (Call 02/15/52) |
50 | 48,590 | ||||||
4.30%, 07/29/49 (Call 01/29/49) |
93 | 99,836 | ||||||
4.46%, 04/01/48 (Call 10/01/47) |
136 | 149,782 | ||||||
British Telecommunications PLC |
||||||||
4.50%, 12/04/23 (Call 11/04/23)(a) |
397 | 411,181 | ||||||
5.13%, 12/04/28 (Call 09/04/28)(a) |
457 | 494,830 | ||||||
9.63%, 12/15/30 |
768 | 1,075,346 |
Security | Par (000) |
Value | ||||||
Telecommunications (continued) |
||||||||
Cisco Systems Inc. |
||||||||
2.20%, 09/20/23 (Call 07/20/23) |
$ | 446 | $ | 450,536 | ||||
2.50%, 09/20/26 (Call 06/20/26) |
329 | 336,238 | ||||||
2.95%, 02/28/26 |
555 | 575,274 | ||||||
3.50%, 06/15/25 |
494 | 516,897 | ||||||
3.63%, 03/04/24 |
298 | 309,232 | ||||||
5.50%, 01/15/40 |
578 | 744,169 | ||||||
5.90%, 02/15/39 |
486 | 645,583 | ||||||
Corning Inc. |
||||||||
3.90%, 11/15/49 (Call 05/15/49)(a) |
159 | 160,600 | ||||||
4.38%, 11/15/57 (Call 05/15/57) |
108 | 113,693 | ||||||
4.70%, 03/15/37(a) |
15 | 16,823 | ||||||
4.75%, 03/15/42 |
111 | 127,563 | ||||||
5.35%, 11/15/48 (Call 05/15/48) |
81 | 101,131 | ||||||
5.45%, 11/15/79 (Call 05/19/79) |
170 | 196,807 | ||||||
5.75%, 08/15/40 |
65 | 81,788 | ||||||
5.85%, 11/15/68 (Call 05/15/68) |
164 | 211,391 | ||||||
Deutsche Telekom International Finance BV |
||||||||
8.75%, 06/15/30 |
250 | 346,345 | ||||||
9.25%, 06/01/32 |
75 | 112,740 | ||||||
Juniper Networks Inc. |
||||||||
3.75%, 08/15/29 (Call 05/15/29)(a) |
272 | 280,601 | ||||||
5.95%, 03/15/41 |
115 | 138,440 | ||||||
Koninklijke KPN NV, 8.38%, 10/01/30 |
844 | 1,134,589 | ||||||
Motorola Solutions Inc. |
||||||||
2.30%, 11/15/30 (Call 08/15/30) |
80 | 73,532 | ||||||
4.00%, 09/01/24 |
392 | 405,332 | ||||||
4.60%, 02/23/28 (Call 11/23/27) |
430 | 463,987 | ||||||
4.60%, 05/23/29 (Call 02/23/29) |
216 | 233,079 | ||||||
5.50%, 09/01/44 |
282 | 327,551 | ||||||
Orange SA |
||||||||
5.38%, 01/13/42 |
360 | 435,467 | ||||||
5.50%, 02/06/44 (Call 08/06/43) |
235 | 295,308 | ||||||
9.00%, 03/01/31 |
109 | 156,010 | ||||||
Rogers Communications Inc. |
||||||||
2.90%, 11/15/26 (Call 08/15/26) |
61 | 62,132 | ||||||
3.63%, 12/15/25 (Call 09/15/25) |
50 | 51,840 | ||||||
3.70%, 11/15/49 (Call 05/15/49) |
330 | 298,040 | ||||||
4.10%, 10/01/23 (Call 07/01/23) |
78 | 80,041 | ||||||
4.30%, 02/15/48 (Call 08/15/47) |
48 | 47,622 | ||||||
4.35%, 05/01/49 (Call 11/01/48) |
230 | 229,501 | ||||||
4.50%, 03/15/43 (Call 09/15/42) |
115 | 119,871 | ||||||
5.00%, 03/15/44 (Call 09/15/43) |
302 | 326,118 | ||||||
5.45%, 10/01/43 (Call 04/01/43) |
145 | 166,635 | ||||||
7.50%, 08/15/38 |
60 | 85,027 | ||||||
Telefonica Emisiones SA |
||||||||
4.10%, 03/08/27 |
227 | 239,760 | ||||||
4.67%, 03/06/38 |
135 | 140,031 | ||||||
4.90%, 03/06/48 |
118 | 123,137 | ||||||
5.21%, 03/08/47 |
388 | 421,581 | ||||||
5.52%, 03/01/49 (Call 09/01/48) |
217 | 244,761 | ||||||
7.05%, 06/20/36(a) |
373 | 483,908 | ||||||
Telefonica Europe BV, 8.25%, 09/15/30 |
199 | 267,096 | ||||||
TELUS Corp. |
||||||||
2.80%, 02/16/27 (Call 11/16/26)(a) |
532 | 538,198 | ||||||
3.40%, 05/13/32 (Call 02/13/32) |
400 | 404,368 | ||||||
3.70%, 09/15/27 (Call 06/15/27) |
511 | 538,037 | ||||||
4.30%, 06/15/49 (Call 12/15/48)(a) |
207 | 226,953 | ||||||
4.60%, 11/16/48 (Call 05/16/48) |
294 | 329,418 |
S C H E D U L E O F I N V E S T M E N T S |
101 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security |
Par (000) |
Value | ||||||
Telecommunications (continued) |
||||||||
T-Mobile USA Inc. |
||||||||
3.00%, 02/15/41 (Call 08/15/40) |
$ | 263 | $ | 229,260 | ||||
3.30%, 02/15/51 (Call 08/15/50)(a) |
446 | 388,631 | ||||||
3.40%, 10/15/52 (Call 04/15/52)(c) |
195 | 172,386 | ||||||
3.60%, 11/15/60 (Call 05/15/60) |
224 | 196,466 | ||||||
3.60%, 11/15/60 (Call 05/15/60)(c) |
110 | 96,620 | ||||||
3.75%, 04/15/27 (Call 02/15/27) |
63 | 65,436 | ||||||
3.88%, 04/15/30 (Call 01/15/30) |
379 | 391,818 | ||||||
4.38%, 04/15/40 (Call 10/15/39) |
377 | 392,231 | ||||||
4.50%, 04/15/50 (Call 10/15/49) |
467 | 487,142 | ||||||
Verizon Communications Inc. |
||||||||
2.63%, 08/15/26 |
111 | 111,599 | ||||||
2.85%, 09/03/41 (Call 03/03/41) |
220 | 196,887 | ||||||
2.88%, 11/20/50 (Call 05/20/50)(a) |
321 | 274,612 | ||||||
2.99%, 10/30/56 (Call 04/30/56) |
933 | 795,466 | ||||||
3.00%, 03/22/27 (Call 01/22/27) |
90 | 91,632 | ||||||
3.00%, 11/20/60 (Call 05/20/60) |
380 | 315,662 | ||||||
3.15%, 03/22/30 (Call 12/22/29) |
121 | 122,364 | ||||||
3.38%, 02/15/25 |
164 | 169,686 | ||||||
3.55%, 03/22/51 (Call 09/22/50) |
680 | 658,029 | ||||||
3.70%, 03/22/61 (Call 09/22/60) |
735 | 701,263 | ||||||
3.85%, 11/01/42 (Call 05/01/42) |
288 | 291,217 | ||||||
3.88%, 02/08/29 (Call 11/08/28)(a) |
242 | 257,328 | ||||||
3.88%, 03/01/52 (Call 09/01/51) |
50 | 51,748 | ||||||
4.00%, 03/22/50 (Call 09/22/49) |
96 | 98,903 | ||||||
4.02%, 12/03/29 (Call 09/03/29) |
129 | 138,285 | ||||||
4.13%, 03/16/27 |
129 | 138,230 | ||||||
4.13%, 08/15/46 |
240 | 252,343 | ||||||
4.27%, 01/15/36 |
588 | 644,507 | ||||||
4.33%, 09/21/28 |
161 | 175,513 | ||||||
4.40%, 11/01/34 (Call 05/01/34) |
548 | 602,384 | ||||||
4.50%, 08/10/33 |
1,173 | 1,304,177 | ||||||
4.52%, 09/15/48 |
105 | 119,158 | ||||||
4.75%, 11/01/41 |
286 | 323,091 | ||||||
4.81%, 03/15/39 |
358 | 417,192 | ||||||
4.86%, 08/21/46 |
662 | 794,817 | ||||||
5.01%, 04/15/49 |
5 | 6,060 | ||||||
5.01%, 08/21/54 |
55 | 66,729 | ||||||
5.25%, 03/16/37 |
572 | 688,574 | ||||||
5.50%, 03/16/47 |
37 | 47,279 | ||||||
5.85%, 09/15/35 |
40 | 50,348 | ||||||
6.55%, 09/15/43 |
10 | 14,237 | ||||||
7.75%, 12/01/30 |
40 | 54,179 | ||||||
Vodafone Group PLC |
||||||||
3.75%, 01/16/24 |
15 | 15,527 | ||||||
4.13%, 05/30/25 |
265 | 278,666 | ||||||
4.25%, 09/17/50 |
324 | 331,902 | ||||||
4.38%, 05/30/28 |
297 | 321,280 | ||||||
4.38%, 02/19/43 |
282 | 291,455 | ||||||
4.88%, 06/19/49 |
91 | 101,237 | ||||||
5.00%, 05/30/38 |
340 | 385,597 | ||||||
5.13%, 06/19/59 |
120 | 137,419 | ||||||
5.25%, 05/30/48 |
596 | 692,457 | ||||||
6.15%, 02/27/37 |
320 | 397,686 | ||||||
6.25%, 11/30/32 |
108 | 133,818 | ||||||
7.88%, 02/15/30 |
222 | 294,494 | ||||||
|
|
|||||||
42,841,697 | ||||||||
Toys, Games & Hobbies — 0.2% | ||||||||
Hasbro Inc. |
||||||||
3.00%, 11/19/24 (Call 10/19/24) |
166 | 168,289 |
Security | Par (000) |
Value | ||||||
Toys, Games & Hobbies (continued) |
||||||||
3.50%, 09/15/27 (Call 06/15/27) |
$ | 242 | $ | 248,936 | ||||
3.55%, 11/19/26 (Call 09/19/26) |
357 | 368,810 | ||||||
3.90%, 11/19/29 (Call 08/19/29) |
344 | 359,655 | ||||||
5.10%, 05/15/44 (Call 11/15/43)(a) |
387 | 438,761 | ||||||
6.35%, 03/15/40 |
188 | 239,621 | ||||||
|
|
|||||||
1,824,072 | ||||||||
Transportation — 2.5% | ||||||||
Burlington Northern Santa Fe LLC |
||||||||
3.05%, 02/15/51 (Call 08/15/50) |
79 | 73,299 | ||||||
3.55%, 02/15/50 (Call 08/15/49) |
138 | 139,874 | ||||||
3.90%, 08/01/46 (Call 02/01/46)(a) |
155 | 164,303 | ||||||
4.05%, 06/15/48 (Call 12/15/47) |
210 | 228,409 | ||||||
4.13%, 06/15/47 (Call 12/15/46) |
40 | 43,891 | ||||||
4.15%, 04/01/45 (Call 10/01/44) |
173 | 188,170 | ||||||
4.15%, 12/15/48 (Call 06/15/48) |
139 | 153,585 | ||||||
4.38%, 09/01/42 (Call 03/01/42) |
135 | 151,278 | ||||||
4.40%, 03/15/42 (Call 09/15/41) |
59 | 66,131 | ||||||
4.45%, 03/15/43 (Call 09/15/42) |
106 | 119,943 | ||||||
4.55%, 09/01/44 (Call 03/01/44) |
112 | 128,021 | ||||||
4.70%, 09/01/45 (Call 03/01/45) |
60 | 70,144 | ||||||
4.90%, 04/01/44 (Call 10/01/43) |
177 | 213,211 | ||||||
4.95%, 09/15/41 (Call 03/15/41) |
6 | 7,147 | ||||||
5.05%, 03/01/41 (Call 09/01/40) |
50 | 60,088 | ||||||
5.15%, 09/01/43 (Call 03/01/43) |
89 | 109,635 | ||||||
5.40%, 06/01/41 (Call 12/01/40) |
25 | 31,258 | ||||||
5.75%, 05/01/40 (Call 11/01/39) |
56 | 71,948 | ||||||
6.15%, 05/01/37 |
40 | 53,147 | ||||||
Canadian National Railway Co. |
||||||||
3.20%, 08/02/46 (Call 02/02/46) |
275 | 263,546 | ||||||
3.65%, 02/03/48 (Call 08/03/47) |
441 | 453,996 | ||||||
4.45%, 01/20/49 (Call 07/20/48) |
58 | 66,713 | ||||||
6.20%, 06/01/36 |
83 | 108,937 | ||||||
6.25%, 08/01/34 |
37 | 48,238 | ||||||
6.38%, 11/15/37 |
117 | 155,968 | ||||||
6.90%, 07/15/28 |
46 | 57,054 | ||||||
Canadian Pacific Railway Co. |
||||||||
2.05%, 03/05/30 (Call 12/05/29) |
172 | 162,371 | ||||||
2.90%, 02/01/25 (Call 11/01/24) |
50 | 50,954 | ||||||
3.10%, 12/02/51 (Call 06/02/51) |
85 | 77,230 | ||||||
4.00%, 06/01/28 (Call 03/01/28) |
189 | 202,360 | ||||||
4.80%, 09/15/35 (Call 03/15/35) |
58 | 67,240 | ||||||
4.80%, 08/01/45 (Call 02/01/45)(a) |
90 | 105,082 | ||||||
5.95%, 05/15/37 |
131 | 169,143 | ||||||
6.13%, 09/15/2115 (Call 03/15/2115) |
244 | 322,363 | ||||||
7.13%, 10/15/31 |
55 | 72,570 | ||||||
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) |
302 | 327,326 | ||||||
CSX Corp. |
||||||||
2.40%, 02/15/30 (Call 11/15/29)(a) |
191 | 185,209 | ||||||
2.60%, 11/01/26 (Call 08/01/26) |
60 | 60,658 | ||||||
3.25%, 06/01/27 (Call 03/01/27) |
149 | 154,170 | ||||||
3.35%, 11/01/25 (Call 08/01/25) |
74 | 76,518 | ||||||
3.35%, 09/15/49 (Call 03/15/49) |
141 | 134,580 | ||||||
3.80%, 03/01/28 (Call 12/01/27) |
194 | 205,211 | ||||||
3.80%, 11/01/46 (Call 05/01/46) |
213 | 216,525 | ||||||
3.80%, 04/15/50 (Call 10/15/49) |
71 | 72,983 | ||||||
3.95%, 05/01/50 (Call 11/01/49) |
294 | 309,282 | ||||||
4.10%, 03/15/44 (Call 09/15/43) |
226 | 240,159 | ||||||
4.25%, 03/15/29 (Call 12/15/28) |
288 | 313,543 | ||||||
4.25%, 11/01/66 (Call 05/01/66) |
137 | 147,985 |
102 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Transportation (continued) |
||||||||
4.30%, 03/01/48 (Call 09/01/47) |
$ | 345 | $ | 378,603 | ||||
4.40%, 03/01/43 (Call 09/01/42) |
249 | 270,793 | ||||||
4.50%, 03/15/49 (Call 09/15/48) |
123 | 139,246 | ||||||
4.50%, 08/01/54 (Call 02/01/54) |
80 | 91,499 | ||||||
4.65%, 03/01/68 (Call 09/01/67) |
78 | 89,487 | ||||||
4.75%, 05/30/42 (Call 11/30/41) |
142 | 161,933 | ||||||
4.75%, 11/15/48 (Call 05/15/48)(a) |
137 | 159,741 | ||||||
5.50%, 04/15/41 (Call 10/15/40) |
103 | 126,763 | ||||||
6.00%, 10/01/36(a) |
76 | 97,314 | ||||||
6.15%, 05/01/37 |
123 | 159,642 | ||||||
6.22%, 04/30/40 |
53 | 70,726 | ||||||
FedEx Corp. |
||||||||
3.10%, 08/05/29 (Call 05/05/29) |
184 | 186,705 | ||||||
3.40%, 02/15/28 (Call 11/15/27) |
44 | 45,789 | ||||||
3.88%, 08/01/42(a) |
67 | 66,976 | ||||||
3.90%, 02/01/35 |
80 | 83,650 | ||||||
4.05%, 02/15/48 (Call 08/15/47) |
177 | 179,650 | ||||||
4.10%, 04/15/43 |
42 | 42,927 | ||||||
4.10%, 02/01/45 |
192 | 195,458 | ||||||
4.20%, 10/17/28 (Call 07/17/28) |
151 | 165,137 | ||||||
4.25%, 05/15/30 (Call 02/15/30)(a) |
105 | 114,268 | ||||||
4.40%, 01/15/47 (Call 07/15/46) |
171 | 181,688 | ||||||
4.55%, 04/01/46 (Call 10/01/45) |
125 | 136,123 | ||||||
4.75%, 11/15/45 (Call 05/15/45) |
223 | 248,255 | ||||||
4.90%, 01/15/34 |
170 | 194,864 | ||||||
4.95%, 10/17/48 (Call 04/17/48) |
197 | 226,980 | ||||||
5.10%, 01/15/44 |
126 | 146,257 | ||||||
5.25%, 05/15/50 (Call 11/15/49) |
83 | 99,658 | ||||||
Kansas City Southern |
||||||||
2.88%, 11/15/29 (Call 08/15/29) |
293 | 291,116 | ||||||
3.00%, 05/15/23 (Call 02/15/23) |
25 | 25,226 | ||||||
3.50%, 05/01/50 (Call 11/01/49) |
280 | 269,290 | ||||||
4.20%, 11/15/69 (Call 05/15/69) |
100 | 104,519 | ||||||
4.30%, 05/15/43 (Call 11/15/42) |
207 | 220,854 | ||||||
4.70%, 05/01/48 (Call 11/01/47) |
306 | 350,661 | ||||||
4.95%, 08/15/45 (Call 02/15/45) |
386 | 450,562 | ||||||
Norfolk Southern Corp. |
||||||||
2.55%, 11/01/29 (Call 08/01/29) |
191 | 189,050 | ||||||
2.90%, 06/15/26 (Call 03/15/26) |
158 | 161,844 | ||||||
3.00%, 03/15/32 (Call 12/15/31) |
40 | 40,752 | ||||||
3.15%, 06/01/27 (Call 03/01/27) |
63 | 64,966 | ||||||
3.16%, 05/15/55 (Call 11/15/54) |
100 | 91,848 | ||||||
3.40%, 11/01/49 (Call 05/01/49) |
134 | 129,256 | ||||||
3.65%, 08/01/25 (Call 06/01/25) |
153 | 159,525 | ||||||
3.70%, 03/15/53 (Call 09/15/52) |
30 | 30,707 | ||||||
3.80%, 08/01/28 (Call 05/01/28) |
117 | 123,862 | ||||||
3.85%, 01/15/24 (Call 10/15/23) |
40 | 41,262 | ||||||
3.94%, 11/01/47 (Call 05/01/47) |
224 | 234,804 | ||||||
3.95%, 10/01/42 (Call 04/01/42) |
66 | 69,417 | ||||||
4.05%, 08/15/52 (Call 02/15/52) |
280 | 299,978 | ||||||
4.10%, 05/15/49 (Call 11/15/48) |
187 | 201,754 | ||||||
4.10%, 05/15/2121 (Call 11/15/2120) |
100 | 96,359 | ||||||
4.15%, 02/28/48 (Call 08/28/47) |
373 | 402,251 | ||||||
4.45%, 06/15/45 (Call 12/15/44) |
103 | 115,401 | ||||||
4.65%, 01/15/46 (Call 07/15/45) |
123 | 141,038 | ||||||
4.84%, 10/01/41 |
106 | 124,179 | ||||||
7.80%, 05/15/27 |
10 | 12,562 | ||||||
Ryder System Inc. |
||||||||
2.50%, 09/01/24 (Call 08/01/24) |
177 | 177,733 | ||||||
2.85%, 03/01/27 (Call 02/01/27) |
45 | 45,127 |
Security | Par (000) |
Value | ||||||
Transportation (continued) |
||||||||
2.90%, 12/01/26 (Call 10/01/26) |
$ | 139 | $ | 140,269 | ||||
3.65%, 03/18/24 (Call 02/18/24) |
175 | 180,261 | ||||||
3.75%, 06/09/23 (Call 05/09/23) |
38 | 38,841 | ||||||
3.88%, 12/01/23 (Call 11/01/23) |
186 | 191,773 | ||||||
4.63%, 06/01/25 (Call 05/01/25) |
400 | 425,524 | ||||||
Union Pacific Corp. |
||||||||
2.40%, 02/05/30 (Call 11/05/29) |
55 | 53,657 | ||||||
3.25%, 02/05/50 (Call 08/05/49) |
350 | 336,053 | ||||||
3.35%, 08/15/46 (Call 02/15/46) |
63 | 60,915 | ||||||
3.38%, 02/01/35 (Call 08/01/34) |
80 | 82,171 | ||||||
3.50%, 02/14/53 (Call 08/14/52) |
500 | 502,015 | ||||||
3.55%, 08/15/39 (Call 02/15/39) |
137 | 139,339 | ||||||
3.60%, 09/15/37 (Call 03/15/37) |
52 | 53,929 | ||||||
3.70%, 03/01/29 (Call 12/01/28)(a) |
104 | 110,312 | ||||||
3.75%, 02/05/70 (Call 08/05/69) |
148 | 147,597 | ||||||
3.80%, 10/01/51 (Call 04/01/51) |
276 | 288,174 | ||||||
3.80%, 04/06/71 (Call 10/06/70) |
20 | 20,185 | ||||||
3.84%, 03/20/60 (Call 09/20/59) |
145 | 149,308 | ||||||
3.88%, 02/01/55 (Call 08/01/54) |
168 | 174,339 | ||||||
3.95%, 09/10/28 (Call 06/10/28) |
136 | 146,324 | ||||||
3.95%, 08/15/59 (Call 02/15/59) |
113 | 118,434 | ||||||
4.00%, 04/15/47 (Call 10/15/46) |
188 | 201,239 | ||||||
4.05%, 11/15/45 (Call 05/15/45) |
67 | 71,639 | ||||||
4.05%, 03/01/46 (Call 09/01/45) |
103 | 110,855 | ||||||
4.10%, 09/15/67 (Call 03/15/67) |
81 | 86,864 | ||||||
4.30%, 03/01/49 (Call 09/01/48) |
153 | 172,258 | ||||||
4.50%, 09/10/48 (Call 03/10/48) |
198 | 226,688 | ||||||
United Parcel Service Inc. |
||||||||
2.50%, 09/01/29 (Call 06/01/29) |
109 | 108,611 | ||||||
3.40%, 03/15/29 (Call 12/15/28) |
235 | 247,958 | ||||||
3.40%, 11/15/46 (Call 05/15/46) |
100 | 101,812 | ||||||
3.40%, 09/01/49 (Call 03/01/49)(a) |
302 | 311,667 | ||||||
3.63%, 10/01/42 |
56 | 58,787 | ||||||
3.75%, 11/15/47 (Call 05/15/47) |
126 | 135,678 | ||||||
4.25%, 03/15/49 (Call 09/15/48) |
201 | 233,439 | ||||||
4.45%, 04/01/30 (Call 01/01/30) |
110 | 124,148 | ||||||
4.88%, 11/15/40 (Call 05/15/40) |
73 | 87,659 | ||||||
5.20%, 04/01/40 (Call 10/01/39) |
165 | 205,537 | ||||||
5.30%, 04/01/50 (Call 10/01/49) |
25 | 33,562 | ||||||
6.20%, 01/15/38 |
427 | 580,058 | ||||||
|
|
|||||||
22,085,310 | ||||||||
Trucking & Leasing — 0.1% | ||||||||
GATX Corp. |
||||||||
3.10%, 06/01/51 (Call 12/01/50) |
75 | 64,968 | ||||||
3.25%, 03/30/25 (Call 12/30/24) |
83 | 84,858 | ||||||
3.25%, 09/15/26 (Call 06/15/26) |
30 | 30,706 | ||||||
3.50%, 03/15/28 (Call 12/15/27) |
157 | 162,478 | ||||||
3.85%, 03/30/27 (Call 12/30/26) |
86 | 90,360 | ||||||
4.35%, 02/15/24 (Call 01/15/24) |
151 | 157,273 | ||||||
4.55%, 11/07/28 (Call 08/07/28) |
231 | 254,400 | ||||||
4.70%, 04/01/29 (Call 01/01/29)(a) |
176 | 193,614 | ||||||
5.20%, 03/15/44 (Call 09/15/43) |
50 | 57,737 | ||||||
|
|
|||||||
1,096,394 | ||||||||
Water — 0.3% | ||||||||
American Water Capital Corp. |
||||||||
2.80%, 05/01/30 (Call 02/01/30) |
171 | 168,888 | ||||||
2.95%, 09/01/27 (Call 06/01/27)(a) |
18 | 18,342 | ||||||
3.45%, 06/01/29 (Call 03/01/29) |
142 | 146,598 | ||||||
3.45%, 05/01/50 (Call 11/01/49) |
288 | 275,152 |
S C H E D U L E O F I N V E S T M E N T S |
103 |
Schedule of Investments (continued) February 28, 2022 |
iShares® ESG Aware USD Corporate Bond ETF (Percentages shown are based on Net Assets) |
Security | Par/ Shares (000) |
Value | ||||||
|
||||||||
Water (continued) |
||||||||
3.75%, 09/01/28 (Call 06/01/28) |
$ | 133 | $ | 140,102 | ||||
3.75%, 09/01/47 (Call 03/01/47) |
251 | 250,034 | ||||||
4.00%, 12/01/46 (Call 06/01/46) |
115 | 118,971 | ||||||
4.15%, 06/01/49 (Call 12/01/48) |
198 | 206,932 | ||||||
4.20%, 09/01/48 (Call 03/01/48) |
327 | 345,609 | ||||||
4.30%, 12/01/42 (Call 06/01/42) |
82 | 88,461 | ||||||
4.30%, 09/01/45 (Call 03/01/45) |
40 | 42,734 | ||||||
6.59%, 10/15/37 |
212 | 286,321 | ||||||
Essential Utilities Inc. |
||||||||
2.70%, 04/15/30 (Call 01/15/30) |
39 | 37,878 | ||||||
3.35%, 04/15/50 (Call 10/15/49) |
149 | 137,335 | ||||||
3.57%, 05/01/29 (Call 02/01/29) |
99 | 102,391 | ||||||
4.28%, 05/01/49 (Call 11/01/48) |
231 | 245,846 | ||||||
|
|
|||||||
2,611,594 | ||||||||
|
|
|||||||
Total
Corporate Bonds & Notes — 98.2% |
882,213,313 | |||||||
|
|
|||||||
Short-Term Investments |
| |||||||
Money Market Funds — 5.7% | ||||||||
BlackRock
Cash Funds: Institutional, |
46,704 | 46,713,665 | ||||||
BlackRock
Cash Funds: Treasury, |
4,390 | 4,390,000 | ||||||
|
|
|||||||
51,103,665 | ||||||||
|
|
|||||||
Total
Short-Term Investments — 5.7% |
51,103,665 | |||||||
|
|
|||||||
Total
Investments in Securities — 103.9% |
933,316,978 | |||||||
Other Assets, Less Liabilities — (3.9)% |
(35,301,656 | ) | ||||||
|
|
|||||||
Net Assets — 100.0% |
$ | 898,015,322 | ||||||
|
|
(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) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(e) |
Affiliate of the Fund. |
(f) |
Annualized 7-day yield as of period end. |
(g) |
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 year ended February 28, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
|
||||||||||||||||||||||||||||||||||||
Affiliated Issuer | Value at 02/28/21 |
Purchases at Cost |
Proceeds from Sales |
Net Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) |
Value at 02/28/22 |
Shares Held at 02/28/22 (000) |
Income | Capital
Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares |
$ | 46,128,945 | $ | 600,190 | (a) | $ | — | $ | (10,595 | ) | $ | (4,875 | ) | $ | 46,713,665 | 46,704 | $ | 78,931 | (b) | $ | — | |||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares |
3,090,000 | 1,300,000 | (a) | — | — | — | 4,390,000 | 4,390 | 499 | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
$ | (10,595 | ) | $ | (4,875 | ) | $ | 51,103,665 | $ | 79,430 | $ | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(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.
104 |
2 0 2 2 I S H A R E S 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 (continued) February 28, 2022 |
iShares® ESG Aware USD 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 |
$ | — | $ | 882,213,313 | $ | — | $ | 882,213,313 | ||||||||
Money Market Funds |
51,103,665 | — | — | 51,103,665 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 51,103,665 | $ | 882,213,313 | $ | — | $ | 933,316,978 | |||||||||
|
|
|
|
|
|
|
|
See notes to financial statements.
S C H E D U L E O F I N V E S T M E N T S |
105 |
Statements of Assets and Liabilities
February 28, 2022
iShares ESG Aware 1-5 Year USD Corporate Bond ETF |
iShares ESG Aware U.S. Aggregate Bond ETF |
|
iShares ESG Aware |
|||||||||||
| ||||||||||||||
ASSETS |
||||||||||||||
Investments in securities, at value (including securities on loan)(a): |
||||||||||||||
Unaffiliated(b) |
$ | 1,017,378,651 | $ | 2,013,168,586 | $ | 882,213,313 | ||||||||
Affiliated(c) |
32,396,964 | 266,056,832 | 51,103,665 | |||||||||||
Cash |
1,925 | — | — | |||||||||||
Receivables: |
||||||||||||||
Investments sold |
18,597,744 | 18,552,981 | 11,800,574 | |||||||||||
Securities lending income — Affiliated |
3,843 | 2,697 | 6,415 | |||||||||||
TBA sales commitments |
— | 50,349,819 | — | |||||||||||
Capital shares sold |
— | 2,017,367 | 115,239 | |||||||||||
Dividends |
112 | 20,447 | 75 | |||||||||||
Interest |
8,416,135 | 8,721,085 | 8,888,192 | |||||||||||
|
|
|
|
|
|
|||||||||
Total assets |
1,076,795,374 | 2,358,889,814 | 954,127,473 | |||||||||||
|
|
|
|
|
|
|||||||||
LIABILITIES |
||||||||||||||
Bank overdraft |
— | 22,739 | 427,371 | |||||||||||
Collateral on securities loaned, at value |
29,651,771 | 31,953,228 | 46,738,399 | |||||||||||
TBA sales commitments, at value(d) |
— | 50,677,951 | — | |||||||||||
Payables: |
||||||||||||||
Investments purchased |
14,961,275 | 290,184,868 | 8,822,836 | |||||||||||
Capital shares redeemed |
— | 55,522 | — | |||||||||||
Investment advisory fees |
94,703 | 131,585 | 123,545 | |||||||||||
|
|
|
|
|
|
|||||||||
Total liabilities |
44,707,749 | 373,025,893 | 56,112,151 | |||||||||||
|
|
|
|
|
|
|||||||||
NET ASSETS |
$ | 1,032,087,625 | $ | 1,985,863,921 | $ | 898,015,322 | ||||||||
|
|
|
|
|
|
|||||||||
NET ASSETS CONSIST OF: |
||||||||||||||
Paid-in capital |
$ | 1,062,181,354 | $ | 2,061,818,263 | $ | 952,774,036 | ||||||||
Accumulated loss |
(30,093,729 | ) | (75,954,342 | ) | (54,758,714 | ) | ||||||||
|
|
|
|
|
|
|||||||||
NET ASSETS |
$ | 1,032,087,625 | $ | 1,985,863,921 | $ | 898,015,322 | ||||||||
|
|
|
|
|
|
|||||||||
Shares outstanding |
41,100,000 | 37,400,000 | 34,750,000 | |||||||||||
|
|
|
|
|
|
|||||||||
Net asset value |
$ | 25.11 | $ | 53.10 | $ | 25.84 | ||||||||
|
|
|
|
|
|
|||||||||
Shares authorized |
Unlimited | Unlimited | Unlimited | |||||||||||
|
|
|
|
|
|
|||||||||
Par value |
None | None | None | |||||||||||
|
|
|
|
|
|
|||||||||
(a) Securities loaned, at value |
$ | 28,833,727 | $ | 31,359,441 | $ | 45,574,866 | ||||||||
(b) Investments, at cost — Unaffiliated |
$ | 1,047,364,371 | $ | 2,082,734,352 | $ | 937,880,574 | ||||||||
(c) Investments, at cost — Affiliated |
$ | 32,394,115 | $ | 266,088,846 | $ | 51,106,732 | ||||||||
(d) Proceeds from TBA sales commitments |
$ | — | $ | 50,349,819 | $ | — |
See notes to financial statements.
106 |
2 0 2 2 I S H A R E S 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 |
Year Ended February 28, 2022
iShares ESG Aware 1-5 Year USD Corporate Bond ETF |
|
iShares ESG Aware U.S. Aggregate Bond ETF |
|
iShares ESG Aware USD Corporate Bond ETF |
||||||||||||||
|
||||||||||||||||||
INVESTMENT INCOME |
||||||||||||||||||
Dividends — Affiliated |
$ | 2,368 | $ | 197,856 | $ | 3,217 | ||||||||||||
Interest — Unaffiliated |
11,265,655 | 17,926,524 | 18,168,396 | |||||||||||||||
Securities lending income — Affiliated — net |
54,530 | 34,721 | 76,213 | |||||||||||||||
Other income — Unaffiliated |
— | 45 | 838 | |||||||||||||||
|
|
|
|
|
|
|||||||||||||
Total investment income |
11,322,553 | 18,159,146 | 18,248,664 | |||||||||||||||
|
|
|
|
|
|
|||||||||||||
EXPENSES |
||||||||||||||||||
Investment advisory fees |
1,152,913 | 1,493,975 | 1,509,984 | |||||||||||||||
Professional fees |
390 | 390 | 390 | |||||||||||||||
|
|
|
|
|
|
|||||||||||||
Total expenses |
1,153,303 | 1,494,365 | 1,510,374 | |||||||||||||||
Less: |
||||||||||||||||||
Investment advisory fees waived |
— | (162,985 | ) | — | ||||||||||||||
|
|
|
|
|
|
|||||||||||||
Total expenses after fees waived |
1,153,303 | 1,331,380 | 1,510,374 | |||||||||||||||
|
|
|
|
|
|
|||||||||||||
Net investment income |
10,169,250 | 16,827,766 | 16,738,290 | |||||||||||||||
|
|
|
|
|
|
|||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS) |
||||||||||||||||||
Net realized gain (loss) from: |
||||||||||||||||||
Investments — Unaffiliated |
1,060,706 | (7,411,407 | ) | 438,906 | ||||||||||||||
Investments — Affiliated |
(8,572 | ) | (31,929 | ) | (10,595 | ) | ||||||||||||
In-kind redemptions — Unaffiliated |
805,742 | (166,264 | ) | 505,000 | ||||||||||||||
|
|
|
|
|
|
|||||||||||||
Net realized gain (loss) |
1,857,876 | (7,609,600 | ) | 933,311 | ||||||||||||||
|
|
|
|
|
|
|||||||||||||
Net change in unrealized appreciation (depreciation) on: |
||||||||||||||||||
Investments — Unaffiliated |
(37,852,411 | ) | (63,074,789 | ) | (52,793,324 | ) | ||||||||||||
Investments — Affiliated |
(3,496 | ) | (42,856 | ) | (4,875 | ) | ||||||||||||
|
|
|
|
|
|
|||||||||||||
Net change in unrealized appreciation (depreciation) |
(37,855,907 | ) | (63,117,645 | ) | (52,798,199 | ) | ||||||||||||
|
|
|
|
|
|
|||||||||||||
Net realized and unrealized loss |
(35,998,031 | ) | (70,727,245 | ) | (51,864,888 | ) | ||||||||||||
|
|
|
|
|
|
|||||||||||||
NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS |
$ | (25,828,781 | ) | $ | (53,899,479 | ) | $ | (35,126,598 | ) | |||||||||
|
|
|
|
|
|
See notes to financial statements.
F I N A N C I A L S T A T E M E N T S |
107 |
Statements of Changes in Net Assets
iShares ESG Aware 1-5 Year USD Corporate Bond ETF |
iShares ESG Aware U.S. Aggregate Bond ETF |
|||||||||||||||||||||||||
|
|
|
||||||||||||||||||||||||
Year Ended | Year Ended | Year Ended | Year Ended | |||||||||||||||||||||||
02/28/22 | 02/28/21 | 02/28/22 | 02/28/21 | |||||||||||||||||||||||
|
||||||||||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS |
||||||||||||||||||||||||||
OPERATIONS |
||||||||||||||||||||||||||
Net investment income |
$10,169,250 | $ | 6,560,618 | $ | 16,827,766 | $ | 6,868,997 | |||||||||||||||||||
Net realized gain (loss) |
1,857,876 | 577,689 | (7,609,600 | ) | 577,939 | |||||||||||||||||||||
Net change in unrealized appreciation (depreciation) |
(37,855,907) | 2,352,374 | (63,117,645 | ) | (16,570,987 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
Net increase (decrease) in net assets resulting from operations |
(25,828,781) | 9,490,681 | (53,899,479 | ) | (9,124,051 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS(a) |
||||||||||||||||||||||||||
Decrease in net assets resulting from distributions to shareholders |
(12,151,822) | (6,717,241 | ) | (15,695,144 | ) | (7,832,895 | ) | |||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
CAPITAL SHARE TRANSACTIONS |
||||||||||||||||||||||||||
Net increase in net assets derived from capital share transactions |
417,581,930 | 378,135,781 | 934,414,027 | 916,315,593 | ||||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
NET ASSETS |
||||||||||||||||||||||||||
Total increase in net assets |
379,601,327 | 380,909,221 | 864,819,404 | 899,358,647 | ||||||||||||||||||||||
Beginning of year |
652,486,298 | 271,577,077 | 1,121,044,517 | 221,685,870 | ||||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
End of year |
$1,032,087,625 | $ | 652,486,298 | $ | 1,985,863,921 | $ | 1,121,044,517 | |||||||||||||||||||
|
|
|
|
|
|
|
(a) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
See notes to financial statements.
108 |
2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S |
Statements of Changes in Net Assets (continued)
iShares ESG Aware USD Corporate Bond ETF |
||||||||||||||
|
|
|||||||||||||
Year Ended | Year Ended | |||||||||||||
02/28/22 | 02/28/21 | |||||||||||||
|
||||||||||||||
INCREASE (DECREASE) IN NET ASSETS |
||||||||||||||
OPERATIONS |
||||||||||||||
Net investment income |
$ | 16,738,290 | $ | 9,494,793 | ||||||||||
Net realized gain |
933,311 | 1,461,425 | ||||||||||||
Net change in unrealized appreciation (depreciation) |
(52,798,199 | ) | (9,011,912 | ) | ||||||||||
|
|
|
|
|||||||||||
Net increase (decrease) in net assets resulting from operations |
(35,126,598 | ) | 1,944,306 | |||||||||||
|
|
|
|
|||||||||||
DISTRIBUTIONS TO SHAREHOLDERS(a) |
||||||||||||||
Decrease in net assets resulting from distributions to shareholders |
(18,686,761 | ) | (8,539,323 | ) | ||||||||||
|
|
|
|
|||||||||||
CAPITAL SHARE TRANSACTIONS |
||||||||||||||
Net increase in net assets derived from capital share transactions |
123,891,039 | 707,577,839 | ||||||||||||
|
|
|
|
|||||||||||
NET ASSETS |
||||||||||||||
Total increase in net assets |
70,077,680 | 700,982,822 | ||||||||||||
Beginning of year |
827,937,642 | 126,954,820 | ||||||||||||
|
|
|
|
|||||||||||
End of year |
$ | 898,015,322 | $ | 827,937,642 | ||||||||||
|
|
|
|
(a) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
See notes to financial statements.
F I N A N C I A L S T A T E M E N T S |
109 |
(For a share outstanding throughout each period)
iShares ESG Aware 1-5 Year USD Corporate Bond ETF | ||||||||||||||||||||
|
|
|||||||||||||||||||
|
Year Ended 02/28/22 |
|
|
Year Ended 02/28/21 |
|
|
Year Ended 02/29/20 |
|
|
Year Ended 02/28/19 |
|
|
Period From 07/11/17 to 02/28/18 |
(a)
| ||||||
|
||||||||||||||||||||
Net asset value, beginning of period |
$ | 26.05 | $ | 25.74 | $ | 24.72 | $ | 24.60 | $ | 25.00 | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net investment income(b) |
0.27 | 0.44 | 0.70 | 0.72 | 0.35 | |||||||||||||||
Net realized and unrealized gain (loss)(c) |
(0.88 | ) | 0.35 | 1.02 | 0.06 | (0.47 | ) | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net increase (decrease) from investment operations |
(0.61 | ) | 0.79 | 1.72 | 0.78 | (0.12 | ) | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Distributions(d) |
||||||||||||||||||||
From net investment income |
(0.29 | ) | (0.47 | ) | (0.70 | ) | (0.66 | ) | (0.28 | ) | ||||||||||
From net realized gain |
(0.04 | ) | (0.01 | ) | — | — | — | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Total distributions |
(0.33 | ) | (0.48 | ) | (0.70 | ) | (0.66 | ) | (0.28 | ) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net asset value, end of period |
$ | 25.11 | $ | 26.05 | $ | 25.74 | $ | 24.72 | $ | 24.60 | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Total Return(e) |
||||||||||||||||||||
Based on net asset value |
(2.33 | )% | 3.07 | % | 7.07 | % | 3.23 | % | (0.47 | )%(f) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Ratios to Average Net Assets(g) |
||||||||||||||||||||
Total expenses |
0.12 | % | 0.12 | % | 0.12 | % | 0.12 | % | 0.12 | %(h) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net investment income |
1.06 | % | 1.68 | % | 2.75 | % | 2.93 | % | 2.20 | %(h) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Supplemental Data |
||||||||||||||||||||
Net assets, end of period (000) |
$ | 1,032,088 | $ | 652,486 | $ | 271,577 | $ | 70,453 | $ | 24,603 | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Portfolio turnover rate(i) |
37 | % | 38 | % | 24 | % | 29 | % | 30 | %(f) | ||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Commencement of operations. |
(b) |
Based on average shares outstanding. |
(c) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(d) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(e) |
Where applicable, assumes the reinvestment of distributions. |
(f) |
Not annualized. |
(g) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(h) |
Annualized. |
(i) |
Portfolio turnover rate excludes in-kind transactions. |
See notes to financial statements.
110 |
2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S |
Financial Highlights (continued)
(For a share outstanding throughout each period)
iShares ESG Aware U.S. Aggregate Bond ETF | ||||||||||||||||
|
|
|||||||||||||||
|
Year Ended 02/28/22 |
|
|
Year Ended 02/28/21 |
|
|
Year Ended 02/29/20 |
|
|
Period From 10/18/18 to 02/28/19 |
(a)
| |||||
|
||||||||||||||||
Net asset value, beginning of period |
$ | 55.22 | $ | 55.42 | $ | 51.25 | $ | 50.00 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Net investment income(b) |
0.62 | 0.74 | 1.44 | 0.60 | ||||||||||||
Net realized and unrealized gain (loss)(c) |
(2.15 | ) | 0.04 | 4.38 | 1.12 | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
Net increase (decrease) from investment operations |
(1.53 | ) | 0.78 | 5.82 | 1.72 | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
Distributions(d) |
||||||||||||||||
From net investment income |
(0.59 | ) | (0.87 | ) | (1.48 | ) | (0.47 | ) | ||||||||
From net realized gain |
— | (0.11 | ) | (0.17 | ) | — | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total distributions |
(0.59 | ) | (0.98 | ) | (1.65 | ) | (0.47 | ) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Net asset value, end of period |
$ | 53.10 | $ | 55.22 | $ | 55.42 | $ | 51.25 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Return(e) |
||||||||||||||||
Based on net asset value |
(2.78 | )% | 1.39 | % | 11.52 | % | 3.46 | %(f) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Ratios to Average Net Assets(g) |
||||||||||||||||
Total expenses |
0.10 | % | 0.10 | % | 0.10 | % | 0.10 | %(h) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total expenses after fees waived |
0.09 | % | 0.08 | % | 0.09 | % | 0.09 | %(h) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Net investment income |
1.13 | % | 1.32 | % | 2.69 | % | 3.21 | %(h) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Supplemental Data |
||||||||||||||||
Net assets, end of period (000) |
$ | 1,985,864 | $ | 1,121,045 | $ | 221,686 | $ | 56,371 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Portfolio turnover rate(i)(j) |
234 | % | 384 | % | 266 | % | 99 | %(f) | ||||||||
|
|
|
|
|
|
|
|
(a) |
Commencement of operations. |
(b) |
Based on average shares outstanding. |
(c) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(d) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(e) |
Where applicable, assumes the reinvestment of distributions. |
(f) |
Not annualized. |
(g) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(h) |
Annualized. |
(i) |
Portfolio turnover rate excludes in-kind transactions. |
(j) |
Includes mortgage dollar roll transactions (“MDRs”). |
See notes to financial statements.
F I N A N C I A L H I G H L I G H T S |
111 |
Financial Highlights (continued)
(For a share outstanding throughout each period)
iShares ESG Aware USD Corporate Bond ETF | ||||||||||||||||||||
|
|
|||||||||||||||||||
|
Year Ended 02/28/22 |
|
|
Year Ended 02/28/21 |
|
|
Year Ended 02/29/20 |
|
|
Year Ended 02/28/19 |
|
|
Period From 07/11/17 to 02/28/18 |
(a)
| ||||||
|
||||||||||||||||||||
Net asset value, beginning of period |
$ | 27.42 | $ | 27.30 | $ | 24.31 | $ | 24.56 | $ | 24.98 | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net investment income(b) |
0.54 | 0.58 | 0.82 | 0.84 | 0.46 | |||||||||||||||
Net realized and unrealized gain (loss)(c) |
(1.51 | ) | 0.14 | 2.97 | (0.28 | ) | (0.48 | ) | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net increase (decrease) from investment operations |
(0.97 | ) | 0.72 | 3.79 | 0.56 | (0.02 | ) | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Distributions(d) |
||||||||||||||||||||
From net investment income |
(0.56 | ) | (0.60 | ) | (0.80 | ) | (0.81 | ) | (0.40 | ) | ||||||||||
From net realized gain |
(0.05 | ) | — | — | — | — | ||||||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Total distributions |
(0.61 | ) | (0.60 | ) | (0.80 | ) | (0.81 | ) | (0.40 | ) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net asset value, end of period |
$ | 25.84 | $ | 27.42 | $ | 27.30 | $ | 24.31 | $ | 24.56 | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Total Return(e) |
||||||||||||||||||||
Based on net asset value |
(3.60 | )% | 2.64 | % | 15.85 | % | 2.35 | % | (0.11 | )%(f) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Ratios to Average Net Assets(g) |
||||||||||||||||||||
Total expenses |
0.18 | % | 0.18 | % | 0.18 | % | 0.18 | % | 0.18 | %(h) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Net investment income |
2.00 | % | 2.08 | % | 3.14 | % | 3.48 | % | 2.90 | %(h) | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Supplemental Data |
||||||||||||||||||||
Net assets, end of period (000) |
$ | 898,015 | $ | 827,938 | $ | 126,955 | $ | 25,524 | $ | 12,279 | ||||||||||
|
|
|
|
|
|
|
|
|
|
|||||||||||
Portfolio turnover rate(i) |
17 | % | 25 | % | 11 | % | 20 | % | 17 | %(f) | ||||||||||
|
|
|
|
|
|
|
|
|
|
(a) |
Commencement of operations. |
(b) |
Based on average shares outstanding. |
(c) |
The amounts reported for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period due to the timing of capital share transactions in relation to the fluctuating market values of the Fund’s underlying securities. |
(d) |
Distributions for annual periods determined in accordance with U.S. federal income tax regulations. |
(e) |
Where applicable, assumes the reinvestment of distributions. |
(f) |
Not annualized. |
(g) |
Excludes fees and expenses incurred indirectly as a result of investments in underlying funds. |
(h) |
Annualized. |
(i) |
Portfolio turnover rate excludes in-kind transactions. |
See notes to financial statements.
112 |
2 0 2 2 I S H A R E S 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 |
1. |
ORGANIZATION |
iShares Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust is organized as a Delaware statutory trust and is authorized to have multiple series or portfolios.
These financial statements relate only to the following funds (each, a “Fund” and collectively, the “Funds”):
iShares ETF | Diversification Classification | |
ESG Aware 1-5 Year USD Corporate Bond |
Diversified | |
ESG Aware U.S. Aggregate Bond |
Diversified | |
ESG Aware USD Corporate Bond |
Diversified |
2. |
SIGNIFICANT ACCOUNTING POLICIES |
The financial statements are prepared in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), which may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. Each Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. Below is a summary of significant accounting policies:
Investment Transactions and Income Recognition: For financial reporting purposes, investment transactions are recorded on the dates the transactions are executed (the “trade dates”). Realized gains and losses on investment transactions are determined using the specific identification method. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized daily on an accrual basis.
Segregation and Collateralization: In cases where a Fund enters into certain investments (e.g., dollar rolls and TBA sale commitments ) that would be treated as “senior securities” for 1940 Act purposes, a Fund may segregate or designate on its books and record cash or liquid assets having a market value at least equal to the amount of its future obligations under such investments. Doing so allows the investment to be excluded from treatment as a “senior security.” Furthermore, if required by an exchange or counterparty agreement, the Funds may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments or obligations.
In-kind Redemptions: For financial reporting purposes, in-kind redemptions are treated as sales of securities resulting in realized capital gains or losses to the Funds. Because such gains or losses are not taxable to the Funds and are not distributed to existing Fund shareholders, the gains or losses are reclassified from accumulated net realized gain (loss) to paid-in capital at the end of the Funds’ tax year. These reclassifications have no effect on net assets or net asset value (“NAV”) per share.
Distributions: Dividends and distributions paid by each Fund are recorded on the ex-dividend dates. Distributions are determined on a tax basis and may differ from net investment income and net realized capital gains for financial reporting purposes. Dividends and distributions are paid in U.S. dollars and cannot be automatically reinvested in additional shares of the Funds. The character and timing of distributions are determined in accordance with U.S. federal income tax regulations, which may differ from U.S. GAAP.
Indemnifications: In the normal course of business, each Fund enters into contracts that contain a variety of representations that provide general indemnification. The Funds’ maximum exposure under these arrangements is unknown because it involves future potential claims against the Funds, which cannot be predicted with any certainty.
3. |
INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS |
Investment Valuation Policies: Each Fund’s investments are valued at fair value (also referred to as “market value” within the financial statements) each day that the Fund’s listing exchange is open and, for financial reporting purposes, as of the report date. U.S. GAAP defines fair value as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. Each Fund determines the fair values of its financial instruments using various independent dealers or pricing services under policies approved by the Board of Trustees of the Trust (the “Board”). If a security’s market price is not readily available or does not otherwise accurately represent the fair value of the security, the security will be valued in accordance with a policy approved by the Board as reflecting fair value. The BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) is the committee formed by management to develop global pricing policies and procedures and to oversee the pricing function for all financial instruments.
Fair Value Inputs and Methodologies: The following methods and inputs are used to establish the fair value of each Fund’s assets and liabilities:
• |
Fixed-income investments for which market quotations are readily available are generally valued using the last available bid price or current market quotations provided by independent dealers or third-party pricing services. Pricing services generally value fixed income securities assuming orderly transactions of an institutional round lot size, but a fund may hold or transact in such securities in smaller, odd lot sizes. Odd lots may trade at lower prices than institutional round lots. The pricing services may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data (e.g., recent representative bids and offers), market data, credit quality information, perceived market movements, news, and other relevant information. Certain fixed-income securities, including asset-backed and mortgage related securities may be valued based on valuation models that consider the estimated cash flows of each tranche |
N O T E S T O F I N A N C I A L S T A T E M E N T S |
113 |
Notes to Financial Statements (continued)
of the entity, establish a benchmark yield and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. The amortized cost method of valuation may be used with respect to debt obligations with sixty days or less remaining to maturity unless the Manager determines such method does not represent fair value. |
• |
Investments in open-end U.S. mutual funds (including money market funds) are valued at that day’s published NAV. |
If events (e.g., market volatility, company announcement or a natural disaster) occur that are expected to materially affect the value of such investment, or in the event that application of these methods of valuation results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available, the investment will be valued by the Global Valuation Committee, in accordance with a policy approved by the Board as reflecting fair value (“Fair Valued Investments”). The fair valuation approaches that may be used by the Global Valuation Committee include market approach, income approach and cost approach. Valuation techniques such as discounted cash flow, use of market comparables and matrix pricing are types of valuation approaches and are typically used in determining fair value. When determining the price for Fair Valued Investments, the Global Valuation Committee, or its delegate, seeks to determine the price that each Fund might reasonably expect to receive or pay from the current sale or purchase of that asset or liability in an arm’s-length transaction. Fair value determinations shall be based upon all available factors that the Global Valuation Committee, or its delegate, deems relevant and consistent with the principles of fair value measurement. The pricing of all Fair Valued Investments is subsequently reported to the Board or a committee thereof on a quarterly basis.
Fair value pricing could result in a difference between the prices used to calculate a fund’s NAV and the prices used by the fund’s underlying index, which in turn could result in a difference between the fund’s performance and the performance of the fund’s underlying index.
Fair Value Hierarchy: Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
• |
Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access; |
• |
Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and |
• |
Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, (including the Global Valuation Committee’s assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities.
4. |
SECURITIES AND OTHER INVESTMENTS |
Asset-Backed and Mortgage-Backed Securities: Asset-backed securities are generally issued as pass-through certificates or as debt instruments. Asset-backed securities issued as pass-through certificates represent undivided fractional ownership interests in an underlying pool of assets. Asset-backed securities issued as debt instruments, which are also known as collateralized obligations, are typically issued as the debt of a special purpose entity organized solely for the purpose of owning such assets and issuing such debt. Asset-backed securities are often backed by a pool of assets representing the obligations of a number of different parties. The yield characteristics of certain asset-backed securities may differ from traditional debt securities. One such major difference is that all or a principal part of the obligations may be prepaid at any time because the underlying assets (i.e., loans) may be prepaid at any time. As a result, a decrease in interest rates in the market may result in increases in the level of prepayments as borrowers, particularly mortgagors, refinance and repay their loans. An increased prepayment rate with respect to an asset-backed security will have the effect of shortening the maturity of the security. In addition, a fund may subsequently have to reinvest the proceeds at lower interest rates. If a fund has purchased such an asset-backed security at a premium, a faster than anticipated prepayment rate could result in a loss of principal to the extent of the premium paid.
For mortgage pass-through securities (the “Mortgage Assets”) there are a number of important differences among the agencies and instrumentalities of the U.S. Government that issue mortgage-related securities and among the securities that they issue. For example, mortgage-related securities guaranteed by Ginnie Mae are guaranteed as to the timely payment of principal and interest by Ginnie Mae and such guarantee is backed by the full faith and credit of the United States. However, mortgage-related securities issued by Freddie Mac and Fannie Mae, including Freddie Mac and Fannie Mae guaranteed mortgage pass-through certificates, which are solely the obligations of Freddie Mac and Fannie Mae, are not backed by or entitled to the full faith and credit of the United States, but are supported by the right of the issuer to borrow from the U.S. Treasury.
Non-agency mortgage-backed securities are securities issued by non-governmental issuers and have no direct or indirect government guarantees of payment and are subject to various risks. Non-agency mortgage loans are obligations of the borrowers thereunder only and are not typically insured or guaranteed by any other person or entity. The ability of a borrower to repay a loan is dependent upon the income or assets of the borrower. A number of factors, including a general economic downturn, acts of God, terrorism, social unrest and civil disturbances, may impair a borrower’s ability to repay its loans.
Zero-Coupon Bonds: Zero-coupon bonds are normally issued at a significant discount from face value and do not provide for periodic interest payments. These bonds may experience greater volatility in market value than other debt obligations of similar maturity which provide for regular interest payments.
114 |
2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S |
Notes to Financial Statements (continued)
TBA Commitments: TBA commitments are forward agreements for the purchase or sale of securities, including mortgage-backed securities for a fixed price, with payment and delivery on an agreed upon future settlement date. The specific securities to be delivered are not identified at the trade date. However, delivered securities must meet specified terms, including issuer, rate and mortgage terms. When entering into TBA commitments, a fund may take possession of or deliver the underlying mortgage-backed securities but can extend the settlement or roll the transaction. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date, if there are expenses or delays in connection with the TBA transactions, or if the counterparty fails to complete the transaction.
To mitigate counterparty risk, a fund enters into a two-way collateral agreement for TBA transactions with certain counterparties. Under such agreement, the “in-the-money” party of a TBA transaction may at any time require the other party to pledge collateral assets (in the form of cash or securities) to offset any loss the in-the-money party would incur upon cancellation of the TBA transaction. A party is in-the-money if they are the buyer and the market value of the TBA transaction increases or if they are the seller and the market value of the TBA transaction decreases. Cash collateral received from the counterparty may be reinvested in money market funds, including those managed by the Funds’ investment adviser, or its affiliates. Such collateral, if any, is noted in the Schedule of Investments and the obligation to return the collateral is presented as a liability in the Statements of Assets and Liabilities. Securities pledged as collateral by a fund, if any, are noted in the Schedule of Investments.
Mortgage Dollar Roll Transactions: Certain Funds may sell TBA mortgage-backed securities and simultaneously contract to repurchase substantially similar (i.e., same type, coupon and maturity) securities on a specific future date at an agreed upon price. During the period between the sale and repurchase, a fund is not entitled to receive interest and principal payments on the securities sold. Mortgage dollar roll transactions are treated as purchases and sales and a fund realizes gains and losses on these transactions. Mortgage dollar rolls involve the risk that the market value of the securities that a fund is required to purchase may decline below the agreed upon repurchase price of those securities.
Securities Lending: Each Fund may lend its securities to approved borrowers, such as brokers, dealers and other financial institutions. The borrower pledges and maintains with the Fund collateral consisting of cash, an irrevocable letter of credit issued by an approved bank, or securities issued or guaranteed by the U.S. government. The initial collateral received by each Fund is required to have a value of at least 102% of the current market value of the loaned securities for securities traded on U.S. exchanges and a value of at least 105% for all other securities. The collateral is maintained thereafter at a value equal to at least 100% of the current value of the securities on loan. The market value of the loaned securities is determined at the close of each business day of the Fund and any additional required collateral is delivered to the Fund or excess collateral is returned by the Fund, on the next business day. During the term of the loan, each Fund is entitled to all distributions made on or in respect of the loaned securities but does not receive interest income on securities received as collateral. Loans of securities are terminable at any time and the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.
As of period end, any securities on loan were collateralized by cash and/or U.S. Government obligations. Cash collateral invested in money market funds managed by BlackRock Fund Advisors (“BFA”), the Funds’ investment adviser, or its affiliates is disclosed in the Schedule of Investments. Any non-cash collateral received cannot be sold, re-invested or pledged by the Fund, except in the event of borrower default. The securities on loan, if any, are also disclosed in each Fund’s Schedule of Investments. The market value of any securities on loan and the value of any related cash collateral are disclosed in the Statements of Assets and Liabilities.
Securities lending transactions are entered into by the Funds under Master Securities Lending Agreements (each, an “MSLA”) which provide the right, in the event of default (including bankruptcy or insolvency) for the non-defaulting party to liquidate the collateral and calculate a net exposure to the defaulting party or request additional collateral. In the event that a borrower defaults, the Funds, as lender, would offset the market value of the collateral received against the market value of the securities loaned. When the value of the collateral is greater than that of the market value of the securities loaned, the lender is left with a net amount payable to the defaulting party. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of an MSLA counterparty’s bankruptcy or insolvency. Under the MSLA, absent an event of default, the borrower can resell or re-pledge the loaned securities, and the Funds can reinvest cash collateral received in connection with loaned securities. Upon an event of default, the parties’ obligations to return the securities or collateral to the other party are extinguished, and the parties can resell or re-pledge the loaned securities or the collateral received in connection with the loaned securities in order to satisfy the defaulting party’s net payment obligation for all transactions under the MSLA. The defaulting party remains liable for any deficiency.
As of period end, the following table is a summary of the securities on loan by counterparty which are subject to offset under an MSLA:
|
||||||||||||||||
iShares ETF and Counterparty | Market Value of Securities on Loan |
Cash Collateral Received(a) |
Non-Cash Collateral Received |
Net Amount | ||||||||||||
|
||||||||||||||||
ESG Aware 1-5 Year USD Corporate Bond |
||||||||||||||||
Barclays Bank PLC |
$ | 2,219,971 | $ | 2,219,971 | $ | — | $ | — | ||||||||
BofA Securities, Inc. |
6,374,512 | 6,374,512 | — | — | ||||||||||||
Citadel Clearing LLC |
52,307 | 52,307 | — | — | ||||||||||||
Citigroup Global Markets, Inc. |
306,671 | 306,671 | — | — | ||||||||||||
Credit Suisse Securities (USA) LLC |
607,342 | 607,342 | — | — | ||||||||||||
J.P. Morgan Securities LLC |
10,091,975 | 10,091,975 | — | — | ||||||||||||
Morgan Stanley |
6,975,091 | 6,975,091 | — | — | ||||||||||||
Pershing LLC |
288,684 | 288,684 | — | — | ||||||||||||
Scotia Capital (USA), Inc. |
109,610 | 109,610 | — | — | ||||||||||||
Wells Fargo Securities LLC |
1,807,564 | 1,807,564 | — | — | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 28,833,727 | $ | 28,833,727 | $ | — | $ | — | |||||||||
|
|
|
|
|
|
|
|
N O T E S T O F I N A N C I A L S T A T E M E N T S |
115 |
Notes to Financial Statements (continued)
iShares ETF and Counterparty | Market Value of Securities on Loan |
Cash Collateral Received(a) |
Non-Cash Collateral Received |
Net Amount | ||||||||||||
ESG Aware U.S. Aggregate Bond |
||||||||||||||||
Barclays Capital, Inc. |
$ | 8,494,606 | $ | 8,494,606 | $ | — | $ | — | ||||||||
BNP Paribas SA |
163,839 | 163,839 | — | — | ||||||||||||
BofA Securities, Inc. |
21,693,282 | 21,693,282 | — | — | ||||||||||||
Citigroup Global Markets, Inc. |
340,129 | 340,129 | — | — | ||||||||||||
Goldman Sachs & Co. LLC |
24,414 | 24,414 | — | — | ||||||||||||
J.P. Morgan Securities LLC |
497,914 | 497,914 | — | — | ||||||||||||
Jefferies LLC |
40,688 | 40,688 | — | — | ||||||||||||
TD Securities (USA) LLC |
104,569 | 104,569 | — | — | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 31,359,441 | $ | 31,359,441 | $ | — | $ | — | |||||||||
|
|
|
|
|
|
|
|
|||||||||
ESG Aware USD Corporate Bond |
||||||||||||||||
Barclays Bank PLC |
$ | 8,262,759 | $ | 8,262,759 | $ | — | $ | — | ||||||||
BofA Securities, Inc. |
5,063,137 | 5,063,137 | — | — | ||||||||||||
Citadel Clearing LLC |
4,071 | 4,071 | — | — | ||||||||||||
Citigroup Global Markets, Inc. |
951,691 | 951,691 | — | — | ||||||||||||
Credit Suisse Securities (USA) LLC |
1,899,729 | 1,899,729 | — | — | ||||||||||||
J.P. Morgan Securities LLC |
13,999,097 | 13,999,097 | — | — | ||||||||||||
Jefferies LLC |
397,858 | 397,858 | — | — | ||||||||||||
Morgan Stanley |
11,152,869 | 11,152,869 | — | — | ||||||||||||
Pershing LLC |
1,084,774 | 1,084,774 | — | — | ||||||||||||
Scotia Capital (USA), Inc. |
303,638 | 303,638 | — | — | ||||||||||||
TD Securities (USA) LLC |
204,561 | 204,561 | — | — | ||||||||||||
Toronto Dominion Bank |
427,504 | 427,504 | — | — | ||||||||||||
Wells Fargo Securities LLC |
1,823,178 | 1,823,178 | — | — | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 45,574,866 | $ | 45,574,866 | $ | — | $ | — | |||||||||
|
|
|
|
|
|
|
|
(a) |
Collateral received in excess of the market value of securities on loan is not presented in this table. The total cash collateral received by each Fund is disclosed in the Fund’s statement of assets and liabilities. |
The risks of securities lending include the risk that the borrower may not provide additional collateral when required or may not return the securities when due. To mitigate these risks, each Fund benefits from a borrower default indemnity provided by BlackRock, Inc. (“BlackRock”). BlackRock’s indemnity allows for full replacement of the securities loaned to the extent the collateral received does not cover the value of the securities loaned in the event of borrower default. Each Fund could incur a loss if the value of an investment purchased with cash collateral falls below the market value of the loaned securities or if the value of an investment purchased with cash collateral falls below the value of the original cash collateral received. Such losses are borne entirely by each Fund.
5. |
INVESTMENT ADVISORY AGREEMENT AND OTHER TRANSACTIONS WITH AFFILIATES |
Investment Advisory Fees: Pursuant to an Investment Advisory Agreement with the Trust, BFA manages the investment of each Fund’s assets. BFA is a California corporation indirectly owned by BlackRock. Under the Investment Advisory Agreement, BFA is responsible for substantially all expenses of the Funds, except (i) interest and taxes; (ii) brokerage commissions and other expenses connected with the execution of portfolio transactions; (iii) distribution fees; (iv) the advisory fee payable to BFA; and (v) litigation expenses and any extraordinary expenses (in each case as determined by a majority of the independent trustees).
For its investment advisory services to each Fund, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Funds, based on the average daily net assets of each Fund as follows:
iShares ETF | Investment Advisory Fee | |||
ESG Aware 1-5 Year USD Corporate Bond |
0.12 | % | ||
ESG Aware U.S. Aggregate Bond |
0.10 | |||
ESG Aware USD Corporate Bond |
0.18 |
Expense Waivers: A fund may incur its pro rata share of fees and expenses attributable to its investments in other investment companies (“acquired fund fees and expenses”). The total of the investment advisory fee and acquired fund fees and expenses, if any, is a fund’s total annual operating expenses. Total expenses as shown in the Statement of Operations does not include acquired fund fees and expenses.
For the iShares ESG Aware U.S. Aggregate Bond ETF, BFA has contractually agreed to waive a portion of its investment advisory fee for the Fund through June 30, 2024 in an amount equal to the acquired fund fees and expenses, if any, attributable to the Fund’s investments in other iShares funds.
116 |
2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S |
Notes to Financial Statements (continued)
This amount is included in investment advisory fees waived in the Statements of Operations. For the year ended February 28, 2022, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:
iShares ETF | Amounts waived | |||
ESG Aware U.S. Aggregate Bond |
$ | 162,985 |
Distributor: BlackRock Investments, LLC, an affiliate of BFA, is the distributor for each Fund. Pursuant to the distribution agreement, BFA is responsible for any fees or expenses for distribution services provided to the Funds.
Securities Lending: The U.S. Securities and Exchange Commission (the “SEC”) has issued an exemptive order which permits BlackRock Institutional Trust Company, N.A. (“BTC”), an affiliate of BFA, to serve as securities lending agent for the Funds, subject to applicable conditions. As securities lending agent, BTC bears all operational costs directly related to securities lending, including any custodial costs. Each Fund is responsible for fees in connection with the investment of cash collateral received for securities on loan (the “collateral investment fees”). The cash collateral is invested in a money market fund, BlackRock Cash Funds: Institutional or BlackRock Cash Funds: Treasury, managed by BFA, or its affiliates. However, BTC has agreed to reduce the amount of securities lending income it receives in order to effectively limit the collateral investment fees each Fund bears to an annual rate of 0.04%. The SL Agency Shares of such money market fund will not be subject to a sales load, distribution fee or service fee. The money market fund in which the cash collateral has been invested may, under certain circumstances, impose a liquidity fee of up to 2% of the value redeemed or temporarily restrict redemptions for up to 10 business days during a 90 day period, in the event that the money market fund’s weekly liquid assets fall below certain thresholds.
Securities lending income is equal to the total of income earned from the reinvestment of cash collateral, net of fees and other payments to and from borrowers of securities, and less the collateral investment fees. Each Fund retains a portion of securities lending income and remits the remaining portion to BTC as compensation for its services as securities lending agent.
Pursuant to the current securities lending agreement, each Fund retains 82% of securities lending income (which excludes collateral investment fees), and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.
In addition, commencing the business day following the date that the aggregate securities lending income plus the collateral investment fees generated across all 1940 Act iShares exchange-traded funds (the “iShares ETF Complex”) in that calendar year exceeds a specified threshold, each Fund, pursuant to the securities lending agreement, will retain for the remainder of that calendar year 85% of securities lending income (which excludes collateral investment fees) and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.
The share of securities lending income earned by each Fund is shown as securities lending income – affiliated – net in its Statements of Operations. For the year ended February 28, 2022, the Funds paid BTC the following amounts for securities lending agent services:
iShares ETF | Fees Paid to BTC |
|||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 23,371 | ||
ESG Aware U.S. Aggregate Bond |
14,492 | |||
ESG Aware USD Corporate Bond |
32,442 |
Officers and Trustees: Certain officers and/or trustees of the Trust are officers and/or trustees of BlackRock or its affiliates.
Other Transactions: Cross trading is the buying or selling of portfolio securities between funds to which BFA (or an affiliate) serves as investment adviser. At its regularly scheduled quarterly meetings, the Board reviews such transactions as of the most recent calendar quarter for compliance with the requirements and restrictions set forth by Rule 17a-7.
For the year ended February 28, 2022, transactions executed by the Funds pursuant to Rule 17a-7 under the 1940 Act were as follows:
iShares ETF | Purchases | Sales | Net Realized Gain (Loss) |
|||||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | — | $ | 4,466,253 | $ | (29,491 | ) | |||||
ESG Aware U.S. Aggregate Bond |
— | 458,751 | (178 | ) | ||||||||
ESG Aware USD Corporate Bond |
— | 504,169 | (18,086 | ) |
Each Fund may invest its positive cash balances in certain money market funds managed by BFA or an affiliate. The income earned on these temporary cash investments is shown as dividends – affiliated in the Statements of Operations.
A fund, in order to improve its portfolio liquidity and its ability to track its underlying index, may invest in shares of other iShares funds that invest in securities in the fund’s underlying index.
N O T E S T O F I N A N C I A L S T A T E M E N T S |
117 |
Notes to Financial Statements (continued)
6. |
PURCHASES AND SALES |
For the year ended February 28, 2022, purchases and sales of investments, including mortgage dollar rolls and excluding short-term investments and in-kind transactions, were as follows:
U.S. Government Securities | Other Securities | |||||||||||||||
iShares ETF | Purchases | Sales | Purchases | Sales | ||||||||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | — | $ | — | $ | 370,996,361 | $ | 346,008,872 | ||||||||
ESG Aware U.S. Aggregate Bond |
3,653,852,750 | 3,384,790,462 | 86,991,575 | 92,739,248 | ||||||||||||
ESG Aware USD Corporate Bond |
— | — | 145,999,670 | 139,499,662 |
For the year ended February 28, 2022, in-kind transactions were as follows:
iShares ETF | In-kind Purchases |
In-kind Sales |
||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 529,369,204 | $ | 118,265,832 | ||||
ESG Aware U.S. Aggregate Bond |
677,252,197 | 7,616,466 | ||||||
ESG Aware USD Corporate Bond |
314,594,968 | 190,472,825 |
7. |
INCOME TAX INFORMATION |
Each Fund is treated as an entity separate from the Trust’s other funds for federal income tax purposes. It is each Fund’s policy to comply with the requirements of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies, and to distribute substantially all of its taxable income to its shareholders. Therefore, no U.S. federal income tax provision is required.
Management has analyzed tax laws and regulations and their application to the Funds as of February 28, 2022, inclusive of the open tax return years, and does not believe that there are any uncertain tax positions that require recognition of a tax liability in the Funds’ financial statements.
U.S. GAAP requires that certain components of net assets be adjusted to reflect permanent differences between financial and tax reporting. These reclassifications have no effect on net assets or NAV per share. As of February 28, 2022, permanent differences attributable to certain deemed distributions, and realized gains (losses) from in-kind redemptions were reclassified to the following accounts:
iShares ETF | Paid-in Capital | Accumulated Loss |
||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 885,871 | $ | (885,871 | ) | |||
ESG Aware U.S. Aggregate Bond |
(166,264 | ) | 166,264 | |||||
ESG Aware USD Corporate Bond |
657,904 | (657,904 | ) |
The tax character of distributions paid was as follows:
|
||||||||
iShares ETF | Year
Ended 02/28/22 |
Year Ended 02/28/21 |
||||||
|
||||||||
ESG Aware 1-5 Year USD Corporate Bond |
||||||||
Ordinary income |
$ | 10,606,031 | $ | 6,629,211 | ||||
Long-term capital gains |
1,545,791 | 88,030 | ||||||
|
|
|
|
|||||
$ | 12,151,822 | $ | 6,717,241 | |||||
|
|
|
|
|||||
ESG Aware U.S. Aggregate Bond |
||||||||
Ordinary income |
$ | 15,695,144 | $ | 6,912,434 | ||||
Long-term capital gains |
— | 920,461 | ||||||
|
|
|
|
|||||
$ | 15,695,144 | $ | 7,832,895 | |||||
|
|
|
|
|||||
ESG Aware USD Corporate Bond |
||||||||
Ordinary income |
$ | 17,812,658 | $ | 8,539,323 | ||||
Long-term capital gains |
874,103 | — | ||||||
|
|
|
|
|||||
$ | 18,686,761 | $ | 8,539,323 | |||||
|
|
|
|
118 |
2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S |
Notes to Financial Statements (continued)
As of February 28, 2022, the tax components of accumulated net earnings (losses) were as follows:
iShares ETF | |
Undistributed Ordinary Income |
|
|
Non-expiring Capital Loss Carryforwards |
(a) |
|
Net Unrealized Gains (Losses) |
(b) |
|
Qualified Late-Year Losses |
(c) |
Total | |||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 1,203,553 | $ | — | $ | (30,863,739 | ) | $ | (433,543 | ) | $ | (30,093,729 | ) | |||||||
ESG Aware U.S. Aggregate Bond |
2,061,356 | (7,634,554 | ) | (70,381,144 | ) | — | (75,954,342 | ) | ||||||||||||
ESG Aware USD Corporate Bond |
1,671,211 | — | (56,130,746 | ) | (299,179 | ) | (54,758,714 | ) |
(a) |
Amounts available to offset future realized capital gains. |
(b) |
The difference between book-basis and tax-basis unrealized gains (losses) was attributable primarily to the tax deferral of losses on wash sales, amortization methods for premiums and discounts on fixed income securities and TBA transactions. |
(c) |
The Funds have elected to defer certain qualified late-year losses and recognize such losses in the next taxable year. |
As of February 28, 2022, gross unrealized appreciation and depreciation based on cost of investments (including short positions and derivatives, if any) for U.S. federal income tax purposes were as follows:
iShares ETF | Tax Cost | Gross Unrealized Appreciation |
Gross Unrealized Depreciation |
Net Unrealized Appreciation (Depreciation) |
||||||||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 1,080,639,354 | $ | 984,682 | $ | (31,848,421 | ) | $ | (30,863,739 | ) | ||||||
ESG Aware U.S. Aggregate Bond |
2,349,912,369 | 1,828,783 | (72,843,866 | ) | (71,015,083 | ) | ||||||||||
ESG Aware USD Corporate Bond |
989,447,724 | 1,034,617 | (57,165,363 | ) | (56,130,746 | ) |
8. |
PRINCIPAL RISKS |
In the normal course of business, each Fund invests in securities or other instruments and may enter into certain transactions, and such activities subject the Fund to various risks, including, among others, fluctuations in the market (market risk) or failure of an issuer to meet all of its obligations. The value of securities or other instruments may also be affected by various factors, including, without limitation: (i) the general economy; (ii) the overall market as well as local, regional or global political and/or social instability; (iii) regulation, taxation or international tax treaties between various countries; or (iv) currency, interest rate or price fluctuations. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness or other public health issues, recessions, or other events could have a significant impact on the Funds and their investments. Each Fund’s prospectus provides details of the risks to which the Fund is subject.
BFA uses a “passive” or index approach to try to achieve each Fund’s investment objective following the securities included in its underlying index during upturns as well as downturns. BFA does not take steps to reduce market exposure or to lessen the effects of a declining market. Divergence from the underlying index and the composition of the portfolio is monitored by BFA.
The Funds may be exposed to additional risks when reinvesting cash collateral in money market funds that do not seek to maintain a stable NAV per share of $1.00, which may be subject to redemption gates or liquidity fees under certain circumstances.
Market Risk: Each Fund may be exposed to prepayment risk, which is the risk that borrowers may exercise their option to prepay principal earlier than scheduled during periods of declining interest rates, which would force each Fund to reinvest in lower yielding securities. Each Fund may also be exposed to reinvestment risk, which is the risk that income from each Fund’s portfolio will decline if each Fund invests the proceeds from matured, traded or called fixed-income securities at market interest rates that are below each Fund portfolio’s current earnings rate.
Municipal securities are subject to the risk that litigation, legislation or other political events, local business or economic conditions, credit rating downgrades, or the bankruptcy of the issuer could have a significant effect on an issuer’s ability to make payments of principal and/or interest or otherwise affect the value of such securities. Municipal securities can be significantly affected by political or economic changes, including changes made in the law after issuance of the securities, as well as uncertainties in the municipal market related to, taxation, legislative changes or the rights of municipal security holders, including in connection with an issuer insolvency. Municipal securities backed by current or anticipated revenues from a specific project or specific assets can be negatively affected by the discontinuance of the tax benefits supporting the project or assets or the inability to collect revenues for the project or from the assets. Municipal securities may be less liquid than taxable bonds, and there may be less publicly available information on the financial condition of municipal security issuers than for issuers of other securities.
An outbreak of respiratory disease caused by a novel coronavirus has developed into a global pandemic and has resulted in closing borders, quarantines, disruptions to supply chains and customer activity, as well as general concern and uncertainty. The impact of this pandemic, and other global health crises that may arise in the future, could affect the economies of many nations, individual companies and the market in general in ways that cannot necessarily be foreseen at the present time. This pandemic may result in substantial market volatility and may adversely impact the prices and liquidity of a fund’s investments. Although vaccines have been developed and approved for use by various governments, the duration of this pandemic and its effects cannot be determined with certainty.
Counterparty Credit Risk: The Funds may be exposed to counterparty credit risk, or the risk that an entity may fail to or be unable to perform on its commitments related to unsettled or open transactions, including making timely interest and/or principal payments or otherwise honoring its obligations. The Funds manage counterparty credit risk by entering into transactions only with counterparties that the Manager believes have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially expose the Funds to market, issuer and counterparty credit risks, consist principally of financial
N O T E S T O F I N A N C I A L S T A T E M E N T S |
119 |
Notes to Financial Statements (continued)
instruments and receivables due from counterparties. The extent of the Funds’ exposure to market, issuer and counterparty credit risks with respect to these financial assets is approximately their value recorded in the Statements of Assets and Liabilities, less any collateral held by the Funds.
Concentration Risk: A diversified portfolio, where this is appropriate and consistent with a fund’s objectives, minimizes the risk that a price change of a particular investment will have a material impact on the NAV of a fund. The investment concentrations within each Fund’s portfolio are disclosed in its Schedule of Investments.
The Funds invest a significant portion of their assets in fixed-income securities and/or use derivatives tied to the fixed-income markets. Changes in market interest rates or economic conditions may affect the value and/or liquidity of such investments. Interest rate risk is the risk that prices of bonds and other fixed-income securities will increase as interest rates fall and decrease as interest rates rise. The Funds may be subject to a greater risk of rising interest rates due to the current period of historically low rates.
The Funds invest a significant portion of their assets in securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. When a Fund concentrates its investments in this manner, it assumes a greater risk of prepayment or payment extension by securities issuers. Changes in economic conditions, including delinquencies and/or defaults on assets underlying these securities, can affect the value, income and/or liquidity of such positions. Investment percentages in these securities are presented in the Schedule of Investments.
Significant Shareholder Redemption Risk: Certain shareholders may own or manage a substantial amount of fund shares and/or hold their fund investments for a limited period of time. Large redemptions of fund shares by these shareholders may force a Fund to sell portfolio securities, which may negatively impact the fund’s NAV, increase the fund’s brokerage costs, and/or accelerate the realization of taxable income/gains and cause the fund to make additional taxable distributions to shareholders.
LIBOR Transition Risk: The United Kingdom’s Financial Conduct Authority announced a phase out of the London Interbank Offered Rate (“LIBOR”). Although many LIBOR rates ceased to be published or no longer are representative of the underlying market they seek to measure after December 31, 2021, a selection of widely used USD LIBOR rates will continue to be published through June 2023 in order to assist with the transition. The Funds may be exposed to financial instruments tied to LIBOR to determine payment obligations, financing terms, hedging strategies or investment value. The transition process away from LIBOR might lead to increased volatility and illiquidity in markets for, and reduce the effectiveness of new hedges placed against, instruments whose terms currently include LIBOR. The ultimate effect of the LIBOR transition process on the Funds is uncertain.
9. |
CAPITAL SHARE TRANSACTIONS |
Capital shares are issued and redeemed by each Fund only in aggregations of a specified number of shares or multiples thereof (“Creation Units”) at NAV. Except when aggregated in Creation Units, shares of each Fund are not redeemable.
Transactions in capital shares were as follows:
|
||||||||||||||||
Year Ended 02/28/22 |
Year Ended 02/28/21 |
|||||||||||||||
|
|
|
|
|||||||||||||
iShares ETF |
Shares | Amount | Shares | Amount | ||||||||||||
|
||||||||||||||||
ESG Aware 1-5 Year USD Corporate Bond |
||||||||||||||||
Shares sold |
20,750,000 | $ | 538,810,062 | 15,500,000 | $ | 402,971,344 | ||||||||||
Shares redeemed |
(4,700,000 | ) | (121,228,132 | ) | (1,000,000 | ) | (24,835,563 | ) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Net increase |
16,050,000 | $ | 417,581,930 | 14,500,000 | $ | 378,135,781 | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
ESG Aware U.S. Aggregate Bond |
||||||||||||||||
Shares sold |
17,300,000 | $ | 944,951,917 | 16,300,000 | $ | 916,315,593 | ||||||||||
Shares redeemed |
(200,000 | ) | (10,537,890 | ) | — | — | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Net increase |
17,100,000 | $ | 934,414,027 | 16,300,000 | $ | 916,315,593 | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
ESG Aware USD Corporate Bond |
||||||||||||||||
Shares sold |
11,800,000 | $ | 320,359,632 | 26,050,000 | $ | 720,176,095 | ||||||||||
Shares redeemed |
(7,250,000 | ) | (196,468,593 | ) | (500,000 | ) | (12,598,256 | ) | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Net increase |
4,550,000 | $ | 123,891,039 | 25,550,000 | $ | 707,577,839 | ||||||||||
|
|
|
|
|
|
|
|
The consideration for the purchase of Creation Units of a fund in the Trust generally consists of the in-kind deposit of a designated portfolio of securities and a specified amount of cash. Certain funds in the Trust may be offered in Creation Units solely or partially for cash in U.S. dollars. Investors purchasing and redeeming Creation Units may pay a purchase transaction fee and a redemption transaction fee directly to State Street Bank and Trust Company, the Trust’s administrator, to offset transfer and other transaction costs associated with the issuance and redemption of Creation Units, including Creation Units for cash. Investors transacting in Creation Units for cash may also pay an additional variable charge to compensate the relevant fund for certain transaction costs (i.e., stamp taxes, taxes on currency or other financial transactions, and brokerage costs) and market impact expenses relating to investing in portfolio securities. Such variable charges, if any, are included in shares sold in the table above.
From time to time, settlement of securities related to in-kind contributions or in-kind redemptions may be delayed. In such cases, securities related to in-kind transactions are reflected as a receivable or a payable in the Statements of Assets and Liabilities.
120 |
2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S |
Notes to Financial Statements (continued)
10. |
SUBSEQUENT EVENTS |
Management has evaluated the impact of all subsequent events on the Funds through the date the financial statements were available to be issued and has determined that there were no subsequent events requiring adjustment or additional disclosure in the financial statements.
N O T E S T O F I N A N C I A L S T A T E M E N T S |
121 |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of iShares Trust and
Shareholders of iShares ESG Aware 1-5 Year USD Corporate Bond ETF, iShares ESG Aware U.S.
Aggregate Bond ETF and iShares ESG Aware USD Corporate Bond ETF
Opinions on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of iShares ESG Aware 1-5 Year USD Corporate Bond ETF, iShares ESG Aware U.S. Aggregate Bond ETF and iShares ESG Aware USD Corporate Bond ETF (three of the funds constituting iShares Trust, hereafter collectively referred to as the “Funds”) as of February 28, 2022, the related statements of operations for the year ended February 28, 2022, the statements of changes in net assets for each of the two years in the period ended February 28, 2022, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of February 28, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended February 28, 2022 and each of the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of February 28, 2022 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
April 21, 2022
We have served as the auditor of one or more BlackRock investment companies since 2000.
122 |
2 0 2 2 I S H A R E S 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 |
Important Tax Information (unaudited)
The Funds hereby designate the following amounts, or maximum amounts allowable by law, as capital gain dividends, subject to a long-term capital gains tax rate as noted below, for the fiscal year ended February 28, 2022:
iShares ETF |
20% Rate Long-Term Capital Gain Dividends |
|||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 1,621,625 | ||
ESG Aware USD Corporate Bond |
981,519 |
The Funds hereby designate the following amounts, or maximum amounts allowable by law, of distributions from direct federal obligation interest for the fiscal year ended February 28, 2022:
iShares ETF |
Federal Obligation Interest |
|||
ESG Aware U.S. Aggregate Bond |
$ | 4,996,618 |
The law varies in each state as to whether and what percent of ordinary income dividends attributable to federal obligations is exempt from state income tax. Shareholders are advised to check with their tax advisers to determine if any portion of the dividends received is exempt from state income tax.
The Funds hereby designate the following amounts, or maximum amounts allowable by law, as interest income eligible to be treated as a Section 163(j) interest dividend for the fiscal year ended February 28, 2022:
iShares ETF | Interest Dividends | |||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 11,022,045 | ||
ESG Aware U.S. Aggregate Bond |
17,007,535 | |||
ESG Aware USD Corporate Bond |
17,072,780 |
The Funds hereby designate the following amounts, or maximum amounts allowable by law, as interest-related dividends and qualified short-term capital gains eligible for exemption from U.S. withholding tax for nonresident aliens and foreign corporations for the fiscal year ended February 28, 2022:
iShares ETF |
Interest-Related Dividends |
Qualified Short-Term Capital Gain |
||||||
ESG Aware 1-5 Year USD Corporate Bond |
$ | 8,224,807 | $ | 73,580 | ||||
ESG Aware U.S. Aggregate Bond |
15,426,441 | — | ||||||
ESG Aware USD Corporate Bond |
14,930,447 | 944,707 |
I M P O R T A N T T A X I N F O R M A T I O N |
123 |
Statement Regarding Liquidity Risk Management Program (unaudited)
In compliance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”), iShares Trust (the “Trust”) has adopted and implemented a liquidity risk management program (the “Program”) for iShares ESG Aware 1-5 Year USD Corporate Bond ETF, iShares ESG Aware U.S. Aggregate Bond ETF and iShares ESG Aware USD Corporate Bond ETF (the “Funds” or “ETFs”), each a series of the Trust, which is reasonably designed to assess and manage each Fund’s liquidity risk.
The Board of Trustees (the “Board”) of the Trust, on behalf of the Funds, met on December 9, 2021 (the “Meeting”) to review the Program. The Board previously appointed BlackRock Fund Advisors (“BlackRock”), the investment adviser to the Funds, as the program administrator for each Fund’s Program. BlackRock also previously delegated oversight of the Program to the 40 Act Liquidity Risk Management Committee (the “Committee”). At the Meeting, the Committee, on behalf of BlackRock, provided the Board with a report that addressed the operation of the Program and assessed its adequacy and effectiveness of implementation, including the management of each Fund’s Highly Liquid Investment Minimum (“HLIM”) where applicable, and any material changes to the Program (the “Report”). The Report covered the period from October 1, 2020 through September 30, 2021 (the “Program Reporting Period”).
The Report described the Program’s liquidity classification methodology for categorizing each Fund’s investments (including derivative transactions) into one of four liquidity buckets. It also referenced the methodology used by BlackRock to establish each Fund’s HLIM and noted that the Committee reviews and ratifies the HLIM assigned to each Fund no less frequently than annually. The Report also discussed notable events affecting liquidity over the Program Reporting Period, including extended market holidays and the imposition of capital controls in certain non-U.S. countries.
The Report noted that the Program complied with the key factors for consideration under the Liquidity Rule for assessing, managing and periodically reviewing each Fund’s liquidity risk, as follows:
a) |
The Fund’s investment strategy and liquidity of portfolio investments during both normal and reasonably foreseeable stressed conditions. During the Program Reporting Period, the Committee reviewed whether each Fund’s strategy is appropriate for an open-end fund structure, with a focus on funds with more significant and consistent holdings of less liquid and illiquid assets. The Committee also factored a fund’s concentration in an issuer into the liquidity classification methodology by taking issuer position sizes into account. Derivative exposure was also considered in the calculation of a fund’s liquidity bucketing. Finally, a factor for consideration under the Liquidity Rule is a Fund’s use of borrowings for investment purposes. However, the Funds do not borrow for investment purposes. |
b) |
Short-term and long-term cash flow projections during both normal and reasonably foreseeable stressed conditions. During the Program Reporting Period, the Committee reviewed historical redemption activity and used this information as a component to establish each ETF’s reasonably anticipated trading size (“RATS”). The Committee may also take into consideration a fund’s shareholder ownership concentration (which, depending on product type and distribution channel, may or may not be available), a fund’s distribution channels, and the degree of certainty associated with a fund’s short-term and long-term cash flow projections. |
c) |
Holdings of cash and cash equivalents, as well as borrowing arrangements. The Committee considered that ETFs generally do not hold more than de minimis amounts of cash. While the ETFs generally do not engage in borrowing, certain of the ETFs have the flexibility to draw on a line of credit to meet redemption requests or facilitate settlements. |
d) |
The relationship between an ETF’s portfolio liquidity and the way in which, and the prices and spreads at which, ETF shares trade, including the efficiency of the arbitrage function and the level of active participation by market participants, including authorized participants. The Committee monitored the prevailing bid/ask spread and the ETF price premium (or discount) to NAV for all ETFs and reviewed any persistent deviations from long-term averages. |
e) |
The effect of the composition of baskets on the overall liquidity of an ETF’s portfolio. In reviewing the linkage between the composition of custom baskets accepted by an ETF and any significant change in the liquidity profile of such ETF, the Committee reviewed changes in the proportion of each ETF’s portfolio comprised of less liquid and illiquid holdings to determine if applicable thresholds were met requiring enhanced review. |
As part of BlackRock’s continuous review of the effectiveness of the Program, the Committee made the following material changes to the Program: (1) updates to certain model components in the Program’s methodology; and (2) certain iShares Funds entered into a $800 million credit agreement with a group of lenders that replaced a previous liquidity facility. The Report provided to the Board stated that the Committee concluded that based on the operation of the functions, as described in the Report, the Program is operating as intended and is effective in implementing the requirements of the Liquidity Rule.
124 |
2 0 2 2 I S H A R E S 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 |
Supplemental Information (unaudited)
Section 19(a) Notices
The amounts and sources of distributions reported are estimates and are being provided pursuant to regulatory requirements and are not being provided for tax reporting purposes. The actual amounts and sources for tax reporting purposes will depend upon each Fund’s investment experience during the year and may be subject to changes based on tax regulations. Shareholders will receive a Form 1099-DIV each calendar year that will inform them how to report these distributions for federal income tax purposes.
February 28, 2022
Total Cumulative Distributions for the Fiscal Year |
% Breakdown of the Total Cumulative Distributions for the Fiscal Year |
|||||||||||||||||||||||||||||||||||||
iShares ETF |
Net Investment Income |
Net Realized Capital Gains |
Return of Capital |
Total Per Share |
Net Investment Income |
Net Realized Capital Gains |
Return of Capital |
Total Per Share |
| |||||||||||||||||||||||||||||
ESG Aware 1-5 Year USD Corporate Bond | $ | 0.289015 | $ | 0.038763 | $ — | $ | 0.327778 | 88 | % | 12 | % | — | % | 100 | % | |||||||||||||||||||||||
ESG Aware U.S. Aggregate Bond(a) | 0.589082 | — | 0.004075 | 0.593157 | 99 | — | 1 | 100 | ||||||||||||||||||||||||||||||
ESG Aware USD Corporate Bond(a) | 0.551554 | 0.054892 | 0.002067 | 0.608513 | 91 | 9 | 0 | (b) | 100 |
(a) |
The Fund estimates that it has distributed more than its net investment income and net realized capital gains; therefore, a portion of the distribution may be a return of capital. A return of capital may occur, for example, when some or all of the shareholder’s investment in the Fund is returned to the shareholder. A return of capital does not necessarily reflect the Fund’s investment performance and should not be confused with “yield” or “income”. When distributions exceed total return performance, the difference will incrementally reduce the Fund’s net asset value per share. |
(b) |
Rounds to less than 0.01%. |
Premium/Discount Information
Information on the Fund’s net asset value, market price, premiums and discounts, and bid-ask spreads can be found at iShares.com.
S U P P L E M E N T A L I N F O R M A T I O N |
125 |
Trustee and Officer Information
The Board of Trustees has responsibility for the overall management and operations of the Funds, including general supervision of the duties performed by BFA and other service providers. Each Trustee serves until he or she resigns, is removed, dies, retires or becomes incapacitated. Each officer shall hold office until his or her successor is elected and qualifies or until his or her death, resignation or removal. Trustees who are not “interested persons” (as defined in the 1940 Act) of the Trust are referred to as independent trustees (“Independent Trustees”).
The registered investment companies advised by BFA or its affiliates (the “BlackRock-advised Funds”) are organized into one complex of open-end equity, multi-asset, index and money market funds and ETFs (the “BlackRock Multi-Asset Complex”), one complex of closed-end funds and open-end non-index fixed-income funds (including ETFs) (the “BlackRock Fixed-Income Complex”) and one complex of ETFs (“Exchange-Traded Fund Complex”) (each, a “BlackRock Fund Complex”). Each Fund is included in the Exchange-Traded Fund Complex. Each Trustee also serves as a Director of iShares, Inc. and a Trustee of iShares U.S. ETF Trust and, as a result, oversees all of the funds within the Exchange-Traded Fund Complex, which consists of 374 funds as of February 28, 2022. With the exception of Robert S. Kapito, Salim Ramji and Charles Park, the address of each Trustee and officer is c/o BlackRock, Inc., 400 Howard Street, San Francisco, CA 94105. The address of Mr. Kapito, Mr. Ramji and Mr. Park is c/o BlackRock, Inc., Park Avenue Plaza, 55 East 52nd Street, New York, NY 10055. The Board has designated John E. Kerrigan as its Independent Board Chair. Additional information about the Funds’ Trustees and officers may be found in the Funds’ combined Statement of Additional Information, which is available without charge, upon request, by calling toll-free 1-800-iShares (1-800-474-2737).
Interested Trustees | ||||||
Name (Age) | Position(s) |
Principal Occupation(s) During the Past 5 Years |
Other Directorships Held by Trustee | |||
Robert S. Kapito(a) (65) |
Trustee (since 2009). |
President, BlackRock, Inc. (since 2006); Vice Chairman of BlackRock, Inc. and Head of BlackRock’s Portfolio Management Group (since its formation in 1998) and BlackRock, Inc.’s predecessor entities (since 1988); Trustee, University of Pennsylvania (since 2009); President of Board of Directors, Hope & Heroes Children’s Cancer Fund (since 2002). | Director of BlackRock, Inc. (since 2006); Director of iShares, Inc. (since 2009); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2009). | |||
Salim Ramji(b) (51) |
Trustee (since 2019). |
Senior Managing Director, BlackRock, Inc. (since 2014); Global Head of BlackRock’s ETF and Index Investments Business (since 2019); Head of BlackRock’s U.S. Wealth Advisory Business (2015-2019); Global Head of Corporate Strategy, BlackRock, Inc. (2014-2015); Senior Partner, McKinsey & Company (2010-2014). | Director of iShares, Inc. (since 2019); Trustee of iShares U.S. ETF Trust (since 2019); Trustee of iShares Trust (since 2019). |
(a) |
Robert S. Kapito is deemed to be an “interested person” (as defined in the 1940 Act) of the Trust due to his affiliations with BlackRock, Inc. and its affiliates. |
(b) |
Salim Ramji is deemed to be an “interested person” (as defined in the 1940 Act) of the Trust due to his affiliations with BlackRock, Inc. and its affiliates. |
Independent Trustees | ||||||
Name (Age) | Position(s) |
Principal Occupation(s) During the Past 5 Years |
Other Directorships Held by Trustee | |||
John E. Kerrigan (66) | Trustee (since 2005); Independent Board Chair (since 2022). |
Chief Investment Officer, Santa Clara University (since 2002). | Director of iShares, Inc. (since 2005); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2005); Independent Board Chair of iShares, Inc. and iShares Trust and iShares U.S. ETF Trust (since 2022). | |||
Jane D. Carlin (66) | Trustee (since 2015); Risk Committee Chair (since 2016). |
Consultant (since 2012); Member of the Audit Committee (2012-2018), Chair of the Nominating and Governance Committee (2017-2018) and Director of PHH Corporation (mortgage solutions) (2012-2018); Managing Director and Global Head of Financial Holding Company Governance & Assurance and the Global Head of Operational Risk Management of Morgan Stanley (2006-2012). | Director of iShares, Inc. (since 2015); Trustee of iShares U.S. ETF Trust (since 2015); Trustee of iShares Trust (since 2015); Member of the Audit Committee (since 2016), Chair of the Audit Committee (since 2020) and Director of The Hanover Insurance Group, Inc. (since 2016). | |||
Richard L. Fagnani (67) | Trustee (since 2017); Audit Committee Chair (since 2019). |
Partner, KPMG LLP (2002-2016). | Director of iShares, Inc. (since 2017); Trustee of iShares U.S. ETF Trust (since 2017); Trustee of iShares Trust (since 2017). |
126 |
2 0 2 2 I S H A R E S 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 |
Trustee and Officer Information (continued)
Independent Trustees (continued) | ||||||
Name (Age) | Position(s) |
Principal Occupation(s) During the Past 5 Years |
Other Directorships Held by Trustee | |||
Cecilia H. Herbert (72) | Trustee (since 2005); Nominating and Governance and Equity Plus Committee Chairs (since 2022). | Chair of the Finance Committee (since 2019) and Trustee and Member of the Finance, Audit and Quality Committees of Stanford Health Care (since 2016); Trustee of WNET, New York’s public media company (since 2011) and Member of the Audit Committee (since 2018) and Investment Committee (since 2011); Chair (1994-2005) and Member (since 1992) of the Investment Committee, Archdiocese of San Francisco; Trustee of Forward Funds (14 portfolios) (2009-2018); Trustee of Salient MF Trust (4 portfolios) (2015-2018); Director (1998-2013) and President (2007-2011) of the Board of Directors, Catholic Charities CYO; Trustee (2002-2011) and Chair of the Finance and Investment Committee (2006-2010) of the Thacher School; Director of the Senior Center of Jackson Hole (since 2020). | Director of iShares, Inc. (since 2005); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2005); Trustee of Thrivent Church Loan and Income Fund (since 2019). | |||
Drew E. Lawton (62) | Trustee (since 2017); 15(c) Committee Chair (since 2017). |
Senior Managing Director of New York Life Insurance Company (2010-2015). |
Director of iShares, Inc. (since 2017); Trustee of iShares U.S. ETF Trust (since 2017); Trustee of iShares Trust (since 2017). | |||
John E. Martinez (60) | Trustee (since 2003); Securities Lending Committee Chair (since 2019). |
Director of Real Estate Equity Exchange, Inc. (since 2005); Director of Cloudera Foundation (2017-2020); and Director of Reading Partners (2012-2016). |
Director of iShares, Inc. (since 2003); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2003). | |||
Madhav V. Rajan (57) | Trustee (since 2011); Fixed Income Plus Committee Chair (since 2019). | Dean, and George Pratt Shultz Professor of Accounting, University of Chicago Booth School of Business (since 2017); Advisory Board Member (since 2016) and Director (since 2020) of C.M. Capital Corporation; Chair of the Board for the Center for Research in Security Prices, LLC (since 2020); Robert K. Jaedicke Professor of Accounting, Stanford University Graduate School of Business (2001-2017); Professor of Law (by courtesy), Stanford Law School (2005-2017); Senior Associate Dean for Academic Affairs and Head of MBA Program, Stanford University Graduate School of Business (2010-2016). | Director of iShares, Inc. (since 2011); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2011). | |||
Officers | ||||||
Name (Age) | Position(s) |
Principal Occupation(s) During the Past 5 Years | ||||
Armando Senra (50) | President (since 2019). | Managing Director, BlackRock, Inc. (since 2007); Head of U.S., Canada and Latam iShares, BlackRock, Inc. (since 2019); Head of Latin America Region, BlackRock, Inc. (2006-2019); Managing Director, Bank of America Merrill Lynch (1994-2006). | ||||
Trent Walker (47) | Treasurer and Chief Financial Officer (since 2020). | Managing Director, BlackRock, Inc. (since September 2019); Chief Financial Officer of iShares Delaware Trust Sponsor LLC, BlackRock Funds, BlackRock Funds II, BlackRock Funds IV, BlackRock Funds V and BlackRock Funds VI (since 2021); Executive Vice President of PIMCO (2016-2019); Senior Vice President of PIMCO (2008-2015); Treasurer (2013-2019) and Assistant Treasurer (2007-2017) of PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series, PIMCO Equity Series VIT, PIMCO Managed Accounts Trust, 2 PIMCO-sponsored interval funds and 21 PIMCO-sponsored closed-end funds. | ||||
Charles Park (54) | Chief Compliance Officer (since 2006). | Chief Compliance Officer of BlackRock Advisors, LLC and the BlackRock-advised Funds in the BlackRock Multi-Asset Complex and the BlackRock Fixed-Income Complex (since 2014); Chief Compliance Officer of BFA (since 2006). | ||||
Deepa Damre Smith (46) | Secretary (since 2019). | Managing Director, BlackRock, Inc. (since 2014); Director, BlackRock, Inc. (2009-2013). | ||||
Scott Radell (53) | Executive Vice President (since 2012). | Managing Director, BlackRock, Inc. (since 2009); Head of Portfolio Solutions, BlackRock, Inc. (since 2009). | ||||
Alan Mason (61) | Executive Vice President (since 2016). | Managing Director, BlackRock, Inc. (since 2009). | ||||
Marybeth Leithead (59) | Executive Vice President (since 2019). | Managing Director, BlackRock, Inc. (since 2017); Chief Operating Officer of Americas iShares (since 2017); Portfolio Manager, Municipal Institutional & Wealth Management (2009-2016). |
T R U S T E E A N D O F F I C E R I N F O R M A T I O N |
127 |
Trustee and Officer Information (continued)
Effective March 18, 2022, Rachel Aguirre, Jennifer Hsui, and James Mauro have replaced Scott Radell, Alan Mason, and Marybeth Leithead as Executive Vice President.
128 |
2 0 2 2 I S H A R E S 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 |
Electronic Delivery
Shareholders can sign up for e-mail notifications announcing that the shareholder report or prospectus has been posted on the iShares website at iShares.com. Once you have enrolled, you will no longer receive prospectuses and shareholder reports in the mail.
To enroll in electronic delivery:
• |
Go to icsdelivery.com. |
• |
If your brokerage firm is not listed, electronic delivery may not be available. Please contact your broker-dealer or financial advisor. |
Householding
Householding is an option available to certain fund investors. Householding is a method of delivery, based on the preference of the individual investor, in which a single copy of certain shareholder documents and Rule 30e-3 notices can be delivered to investors who share the same address, even if their accounts are registered under different names. Please contact your broker-dealer if you are interested in enrolling in householding and receiving a single copy of prospectuses and other shareholder documents, or if you are currently enrolled in householding and wish to change your householding status.
Availability of Quarterly Schedule of Investments
The Funds file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to their reports on Form N-PORT. The Funds’ Forms N-PORT are available on the SEC’s website at sec.gov. Additionally, each Fund makes its portfolio holdings for the first and third quarters of each fiscal year available at iShares.com/fundreports.
Availability of Proxy Voting Policies and Proxy Voting Records
A description of the policies and procedures that the iShares Funds use to determine how to vote proxies relating to portfolio securities and information about how the iShares Funds voted proxies relating to portfolio securities during the most recent twelve-month period ending June 30 is available without charge, upon request (1) by calling toll-free 1-800-474-2737; (2) on the iShares website at iShares.com; and (3) on the SEC website at sec.gov.
A description of the Trust’s policies and procedures with respect to the disclosure of the Fund’s portfolio securities is available in the Fund Prospectus. The Fund discloses its portfolio holdings daily and provides information regarding its top holdings in Fund fact sheets at iShares.com.
G E N E R A L I N F O R M A T I O N |
129 |
Glossary of Terms Used in this Report
Portfolio Abbreviations - Fixed Income
BAB | Build America Bond | |
GO | General Obligation | |
LIBOR | London Interbank Offered Rate | |
SCA | Svenska Celluosa Aktiebolaget | |
SOFR | Secured Overnight Financing Rate | |
TBA | To-Be-Announced |
130 |
2 0 2 2 I S H A R E S 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 |
Want to know more?
iShares.com | 1-800-474-2737
This report is intended for the Funds’ shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.
Investing involves risk, including possible loss of principal.
The iShares Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).
The iShares Funds are not sponsored, endorsed, issued, sold or promoted by Bloomberg Index Services Limited, nor does this company make any representation regarding the advisability of investing in the iShares Funds. BlackRock is not affiliated with the company listed above.
©2022 BlackRock, Inc. All rights reserved. iSHARES and BLACKROCK are registered trademarks of BlackRock, Inc. or its subsidiaries. All other marks are the property of their respective owners.
iS-AR-209-0222
|