NPORT-EX 2 NPORT_0BFZ_85774775_0422.htm

 

Schedule of Investments (unaudited) iShares® Core Aggressive Allocation ETF
April 30, 2022 (Percentages shown are based on Net Assets)

  

Security  Shares   Value 
         
Investment Companies          
           
Domestic Equity — 46.5%          
iShares Core S&P 500 ETF(a)   1,537,954   $636,036,256 
iShares Core S&P Mid-Cap ETF(a)   154,983    38,632,613 
iShares Core S&P Small-Cap ETF(a)   167,103    16,613,380 
         691,282,249 
Domestic Fixed Income — 17.3%          
iShares Core Total USD Bond Market ETF(a)   5,414,754    257,904,733 
           
International Equity — 33.0%          
iShares Core MSCI Emerging Markets ETF(a)   2,404,916    125,656,861 
iShares Core MSCI International Developed          
Markets ETF(a)   6,143,790    364,511,061 
         490,167,922 
International Fixed Income — 3.1%          
iShares Core International Aggregate Bond ETF(a)   893,353    45,498,468 
           
Total Investment Companies — 99.9%          
(Cost: $1,343,043,824)        1,484,853,372 
Security  Shares   Value 
         
Short-Term Investments          
           
Money Market Funds — 0.2%          
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.34%(a)(b)   2,383,000   $2,383,000 
           
Total Short-Term Investments — 0.2%          
(Cost: $2,383,000)        2,383,000 
           
Total Investments in Securities — 100.1%          
(Cost: $1,345,426,824)        1,487,236,372 
           
Other Assets, Less Liabilities — (0.1)%        (970,994)
           
Net Assets — 100.0%       $1,486,265,378 

 

(a) Affiliate of the Fund.
(b) Annualized 7-day yield as of period end.


Affiliates

 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended April 30, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer 

Value at

07/31/21

  

Purchases

at Cost

  

Proceeds

from Sales

  

Net Realized

Gain (Loss)

  

Change in

Unrealized

Appreciation

(Depreciation)

  

Value at

04/30/22

  

Shares

Held at

04/30/22

   Income  

Capital

Gain

Distributions

from

Underlying

Funds

 
BlackRock Cash Funds: Institutional, SL Agency Shares(a)  $—    $0(b)  $—    $—    $—    $—   —    $484(c)  $— 
BlackRock Cash Funds: Treasury, SL Agency Shares   1,373,000     1,010,000(b)   —     —     —     2,383,000   2,383,000     1,444    — 
iShares Core International Aggregate Bond ETF   43,583,243     10,283,951    (4,050,337)    (16,196)    (4,302,193)    45,498,468   893,353     537,585    25,353 
iShares Core MSCI Emerging Markets ETF   125,859,707     32,170,663    (7,851,686)    1,622,575     (26,144,398)    125,656,861   2,404,916     3,022,018    — 
iShares Core MSCI International Developed Markets ETF   376,933,707     69,336,850    (28,904,525)    2,875,394     (55,730,365)    364,511,061   6,143,790     6,954,355    — 
iShares Core S&P 500 ETF   614,119,744     119,839,448    (53,849,512)    20,084,304     (64,157,728)    636,036,256   1,537,954     6,823,177    — 
iShares Core S&P Mid-Cap ETF   38,615,190     7,334,011    (3,993,219)    1,006,557     (4,329,926)    38,632,613   154,983     419,739    — 
iShares Core S&P Small-Cap ETF   17,578,972     3,275,246    (2,341,109)    384,197     (2,283,926)    16,613,380   167,103     232,221    — 
iShares Core Total USD Bond Market ETF   246,824,801     59,824,237    (16,082,652)    295,026     (32,956,679)    257,904,733   5,414,754     3,394,075    — 
                    $26,251,857    $(189,905,215)   $1,487,236,372        $21,385,098   $25,353 

 

(a)As of period end, the entity is no longer held.
(b)Represents net amount purchased (sold).
(c)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.

 

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Schedule of Investments (unaudited) (continued) iShares® Core Aggressive Allocation ETF
April 30, 2022  

 

Derivative Financial Instruments Outstanding as of Period End

 

Futures Contracts               

 

Description  Number of
Contracts		   Expiration
Date		  Notional
Amount
(000)		   Value/
Unrealized
Appreciation
(Depreciation)		 
Long Contracts                  
S&P 500 E-Mini Index   6   06/17/22  $1,238   $(122,721)

  

Fair Value Measurements

 

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 BlackRock Global Valuation Methodologies Committee’s (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. There may not be a secondary market, and/or there are 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. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent 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                    
Investment Companies   $1,484,853,372   $—   $—   $1,484,853,372 
Money Market Funds    2,383,000    —    —    2,383,000 
   $1,487,236,372   $—   $—   $1,487,236,372 
                     
Derivative financial instruments(a)                    
Liabilities                    
Futures Contracts  $(122,721)  $—   $—   $(122,721)

  

(a)Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

 

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