0001752724-23-216368.txt : 20230926 0001752724-23-216368.hdr.sgml : 20230926 20230926122936 ACCESSION NUMBER: 0001752724-23-216368 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230926 DATE AS OF CHANGE: 20230926 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iSHARES TRUST CENTRAL INDEX KEY: 0001100663 IRS NUMBER: 943351276 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09729 FILM NUMBER: 231279300 BUSINESS ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: (415) 670-2000 MAIL ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: ISHARES TRUST DATE OF NAME CHANGE: 19991213 0001100663 S000035915 iShares GNMA Bond ETF C000110080 iShares GNMA Bond ETF GNMA NPORT-P 1 primary_doc.xml NPORT-P false 0001100663 XXXXXXXX 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36179XHV1 3550967.44000000 PA USD 3165019.39000000 0.992185886196 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202F3J3 3159.67000000 PA USD 3052.32000000 0.000956856325 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TAM7 6049.85000000 PA USD 5923.73000000 0.001857000092 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VKL3 7927900.09000000 PA USD 7114564.45000000 2.230308748195 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SLU9 48794.03000000 PA USD 48301.19000000 0.015141695231 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622AABZ6 187139.97000000 PA USD 182464.23000000 0.057199786615 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TB53 91253.76000000 PA USD 86617.48000000 0.027153274771 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VKM1 5780680.03000000 PA USD 5375329.15000000 1.685084689573 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VME7 361675.80000000 PA USD 336363.19000000 0.105444791525 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H022689 1500000.00000000 PA USD 1293076.17000000 0.405359894383 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SQW0 9479.43000000 PA USD 8854.06000000 0.002775614391 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36180DQF7 5660.73000000 PA USD 5305.13000000 0.001663078313 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36181CGT9 27817.05000000 PA USD 26560.84000000 0.008326423104 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TUB9 59719.32000000 PA USD 57060.03000000 0.017887459587 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SFT9 164645.72000000 PA USD 155371.58000000 0.048706649090 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MQP8 259039.17000000 PA USD 243551.65000000 0.076349772280 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617G9E64 1510416.44000000 PA USD 1439941.50000000 0.451399962276 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620ARZF1 1176.28000000 PA USD 1143.88000000 0.000358589143 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179R7H6 1173112.59000000 PA USD 1062343.24000000 0.333028597661 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TCW3 899552.86000000 PA USD 811815.55000000 0.254491941960 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617NWHH8 1158069.42000000 PA USD 992375.85000000 0.311094875211 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178GE42 2525.19000000 PA USD 2403.81000000 0.000753558212 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VDQ0 453686.10000000 PA USD 432218.59000000 0.135494015014 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VM80 1273026.05000000 PA USD 1157445.95000000 0.362841864177 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RTB5 180889.09000000 PA USD 177508.89000000 0.055646362195 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620A7ZP3 30430.91000000 PA USD 29965.82000000 0.009393833025 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36297FSM5 79275.72000000 PA USD 78068.73000000 0.024473370464 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SUV7 47334.82000000 PA USD 44212.08000000 0.013859820863 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SSP3 396982.25000000 PA USD 359497.81000000 0.112697146288 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S5M5 27378.20000000 PA USD 26159.06000000 0.008200471128 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SSQ1 132433.36000000 PA USD 123696.55000000 0.038777004485 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WBX5 6635781.37000000 PA USD 5563043.41000000 1.743930281482 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VFR6 9929.35000000 PA USD 9459.51000000 0.002965413842 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SV46 130367.43000000 PA USD 122812.43000000 0.038499846187 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178NLP2 4233.09000000 PA USD 3958.35000000 0.001240883078 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 01N050685 143200.00000000 PA USD 140710.78000000 0.044110709208 Long ABS-MBS USGA US N 2 2053-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XND4 563097.57000000 PA USD 530184.52000000 0.166204857855 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S2P1 920194.56000000 PA USD 856519.91000000 0.268506085186 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36179BVQ4 3222.92000000 PA USD 3065.04000000 0.000960843853 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617J3E56 2001.73000000 PA USD 1951.72000000 0.000611834810 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36294UWX6 12470.45000000 PA USD 11277.85000000 0.003535436033 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179R4E6 351370.35000000 PA USD 328416.11000000 0.102953501697 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36180DVC8 16685.60000000 PA USD 15637.44000000 0.004902101804 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MX39 315061.86000000 PA USD 286717.24000000 0.089881534298 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178WDK2 21099.72000000 PA USD 19081.87000000 0.005981878706 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RBX6 250979.60000000 PA USD 234583.66000000 0.073538442551 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XQX7 2525296.88000000 PA USD 2510227.98000000 0.786918645984 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620ASEY1 4570.49000000 PA USD 4404.81000000 0.001380841560 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TXU4 307839.17000000 PA USD 286537.64000000 0.089825232404 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3622A27M8 157809.71000000 PA USD 141216.42000000 0.044269219729 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179X2L9 497781.36000000 PA USD 494797.24000000 0.155111478813 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UKY7 592974.43000000 PA USD 578158.80000000 0.181244071727 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UPB2 14715.56000000 PA USD 14347.89000000 0.004497847311 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TE27 6046.64000000 PA USD 5777.38000000 0.001811121572 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TZ57 1146264.86000000 PA USD 1092780.97000000 0.342570367361 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179W5A2 968648.27000000 PA USD 808504.65000000 0.253454024701 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XFG6 2835967.25000000 PA USD 2670204.96000000 0.837069018576 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3622AADT8 1773875.36000000 PA USD 1604232.32000000 0.502902658705 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XDE3 441973.00000000 PA USD 425102.99000000 0.133263381636 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N 2023-08-30 iShares Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 NPORT_2QAD_89968706_0723.htm

 

Schedule of Investments (unaudited) iShares® GNMA Bond ETF
July 31, 2023 (Percentages shown are based on Net Assets)

 

   Par     
Security   (000)   Value 
           
U.S. Government Agency Obligations          
           
Mortgage-Backed Securities — 100.0%          
Government National Mortgage Association          
1.50%, 10/20/51  $437   $347,670 
2.00%, 07/20/50   39    32,659 
2.00%, 08/20/50   790    663,916 
2.00%, 09/20/50   7,286    6,122,394 
2.00%, 01/20/51   2,177    1,827,068 
2.00%, 02/20/51   13,598    11,388,084 
2.00%, 03/20/51   6,636    5,563,043 
2.00%, 10/20/51   2,021    1,690,767 
2.00%, 12/20/51   28,826    24,101,674 
2.00%, 01/20/52   6,694    5,595,144 
2.00%, 04/20/52   1,363    1,138,002 
2.00%, 05/20/52   969    808,505 
2.00%, 08/21/53(a)   6,500    5,433,594 
2.50%, 01/15/28   3    3,065 
2.50%, 02/20/28   4    4,269 
2.50%, 01/20/31   83    77,084 
2.50%, 07/20/35   1,273    1,157,446 
2.50%, 04/20/43   13    11,554 
2.50%, 12/20/46   1,203    1,052,825 
2.50%, 01/20/47   115    100,722 
2.50%, 06/20/50   3,203    2,782,883 
2.50%, 08/20/50   10,698    9,167,409 
2.50%, 09/20/50   3,868    3,313,456 
2.50%, 01/20/51   3,331    2,887,864 
2.50%, 02/20/51   3,804    3,296,147 
2.50%, 05/20/51   9,720    8,413,808 
2.50%, 07/20/51   11,402    9,863,324 
2.50%, 08/20/51   12,249    10,592,979 
2.50%, 09/20/51   6,057    5,236,742 
2.50%, 12/20/51   6,329    5,468,463 
2.50%, 02/20/52   1,831    1,581,207 
2.50%, 04/20/52   4,585    3,954,281 
2.50%, 08/21/53(a)   1,900    1,637,896 
3.00%, 07/15/27   3    2,404 
3.00%, 09/15/27   5    4,442 
3.00%, 01/20/31   102    96,908 
3.00%, 07/20/31   165    155,372 
3.00%, 02/20/32   130    122,812 
3.00%, 09/15/42   5    4,346 
3.00%, 10/15/42   33    30,360 
3.00%, 01/20/43   315    286,717 
3.00%, 07/15/43   56    50,401 
3.00%, 09/20/43   653    593,384 
3.00%, 01/15/44   1,774    1,604,232 
3.00%, 08/20/44   364    330,577 
3.00%, 05/20/45   257    232,889 
3.00%, 07/20/45   71    64,484 
3.00%, 10/20/45   115    104,036 
3.00%, 12/20/45   1,427    1,293,512 
3.00%, 01/20/46   461    418,061 
3.00%, 02/20/46   478    433,498 
3.00%, 03/20/46   1,771    1,604,045 
3.00%, 04/20/46   1,173    1,062,343 
3.00%, 05/20/46   1,493    1,353,021 
3.00%, 06/20/46   528    478,007 
3.00%, 08/20/46   3,448    3,122,008 
3.00%, 09/20/46   2,268    2,053,605 
   Par     
Security   (000)   Value 
           
Mortgage-Backed Securities (continued)          
3.00%, 12/15/46  $132   $119,019 
3.00%, 12/20/46   397    359,498 
3.00%, 02/15/47   158    141,216 
3.00%, 02/20/47   448    405,757 
3.00%, 06/20/47   53    47,415 
3.00%, 07/20/47   900    811,816 
3.00%, 10/20/47   296    267,176 
3.00%, 02/20/48   41    37,353 
3.00%, 04/20/49   1,829    1,650,917 
3.00%, 07/20/49   372    335,098 
3.00%, 09/20/49   29    26,198 
3.00%, 10/15/49   769    688,215 
3.00%, 11/20/49   1,126    1,011,647 
3.00%, 04/20/50   7,928    7,114,564 
3.00%, 07/20/50   10,279    9,220,062 
3.00%, 08/20/50   2,803    2,513,380 
3.00%, 09/20/50   626    561,753 
3.00%, 09/20/51   2,165    1,934,408 
3.00%, 10/20/51   1,200    1,071,838 
3.00%, 11/20/51   2,036    1,818,037 
3.00%, 07/20/52   461    411,418 
3.00%, 10/20/52   3,551    3,165,019 
3.00%, 08/21/53(a)   4,875    4,336,655 
3.50%, 02/15/26   1    1,144 
3.50%, 11/15/26   1    1,001 
3.50%, 02/20/27   3    3,052 
3.50%, 01/20/31   34    32,761 
3.50%, 07/20/32   91    86,617 
3.50%, 09/15/41   4    3,674 
3.50%, 06/20/42   2,584    2,361,554 
3.50%, 09/15/42   9    8,284 
3.50%, 09/20/42   110    103,541 
3.50%, 10/15/42   4    3,958 
3.50%, 10/20/42   259    243,552 
3.50%, 11/15/42   22    20,545 
3.50%, 11/20/42   854    804,779 
3.50%, 12/20/42   91    85,419 
3.50%, 02/20/43   727    682,951 
3.50%, 03/15/43   32    29,908 
3.50%, 05/15/43   30    27,597 
3.50%, 06/15/43   119    111,326 
3.50%, 04/20/45   251    234,584 
3.50%, 06/20/45   93    87,090 
3.50%, 09/20/45   2,762    2,581,172 
3.50%, 11/20/45   10    9,371 
3.50%, 12/20/45   69    64,472 
3.50%, 03/20/46   351    328,416 
3.50%, 04/20/46   55    51,472 
3.50%, 06/20/46   533    498,373 
3.50%, 07/20/46   3,151    2,943,596 
3.50%, 11/20/46   9    8,854 
3.50%, 12/20/46   132    123,697 
3.50%, 01/20/47   47    44,212 
3.50%, 02/20/47   117    108,990 
3.50%, 03/20/47   238    221,161 
3.50%, 04/20/47   1,020    949,309 
3.50%, 08/20/47   475    442,757 
3.50%, 09/20/47   896    834,406 
3.50%, 10/20/47   5,181    4,825,001 
3.50%, 12/20/47   550    513,342 


 1

 

 

Schedule of Investments (unaudited) (continued) iShares® GNMA Bond ETF
July 31, 2023 (Percentages shown are based on Net Assets)

 

   Par     
Security   (000)   Value 
           
Mortgage-Backed Securities (continued)          
3.50%, 01/20/48  $16   $14,766 
3.50%, 02/20/48   1,239    1,154,075 
3.50%, 04/20/48   99    92,683 
3.50%, 05/20/48   308    286,538 
3.50%, 09/20/48   33    30,855 
3.50%, 11/20/48   639    594,139 
3.50%, 03/20/49   7,436    6,917,369 
3.50%, 09/20/49   198    184,086 
3.50%, 10/20/49   241    223,868 
3.50%, 04/20/50   5,781    5,375,329 
3.50%, 05/20/50   362    336,363 
3.50%, 06/20/50   562    519,965 
3.50%, 02/20/52   3,189    2,933,921 
3.50%, 08/21/53(a)   4,400    4,042,500 
4.00%, 03/20/26   1    939 
4.00%, 07/20/26   1    779 
4.00%, 02/15/41   5    5,316 
4.00%, 03/15/41   5    4,375 
4.00%, 04/15/41   22    21,001 
4.00%, 05/15/41   6    5,560 
4.00%, 12/15/41   6    5,991 
4.00%, 01/15/42   5    4,519 
4.00%, 02/15/42   16    15,354 
4.00%, 03/15/42   36    34,054 
4.00%, 05/15/42   8    7,921 
4.00%, 08/15/42   8    7,549 
4.00%, 09/20/42   193    184,171 
4.00%, 04/15/44   28    26,561 
4.00%, 05/15/44   39    36,899 
4.00%, 08/20/44   23    22,122 
4.00%, 10/20/44   248    238,321 
4.00%, 03/20/45   1,004    964,948 
4.00%, 08/15/45   2,822    2,694,089 
4.00%, 08/20/45   392    376,258 
4.00%, 09/20/45   6,097    5,844,604 
4.00%, 10/20/45   5    4,698 
4.00%, 01/20/46   8    7,892 
4.00%, 03/20/46   96    91,803 
4.00%, 07/20/46   9    8,776 
4.00%, 09/20/46   278    266,230 
4.00%, 11/20/46   107    102,413 
4.00%, 12/15/46   18    17,038 
4.00%, 05/20/47   27    26,159 
4.00%, 06/20/47   1,568    1,497,729 
4.00%, 07/20/47   318    303,402 
4.00%, 08/20/47   6    5,777 
4.00%, 11/20/47   94    90,154 
4.00%, 03/20/48   60    57,060 
4.00%, 04/20/48   432    412,151 
4.00%, 05/20/48   3,180    3,031,920 
4.00%, 06/20/48   1,146    1,092,781 
4.00%, 07/20/48   340    324,029 
4.00%, 11/20/48   3,832    3,650,989 
4.00%, 09/15/49   185    176,349 
4.00%, 01/20/50   454    432,219 
4.00%, 02/20/50   10    9,460 
4.00%, 09/20/52   2,836    2,670,205 
4.00%, 12/20/52   563    530,185 
4.00%, 08/21/53(a)   2,675    2,519,516 
4.50%, 07/20/24   0(b)   254 
   Par     
Security   (000)   Value 
           
Mortgage-Backed Securities (continued)          
4.50%, 08/15/39  $79   $78,069 
4.50%, 07/15/40   17    16,430 
4.50%, 08/15/40   30    29,966 
4.50%, 07/20/41   1,392    1,378,428 
4.50%, 11/20/45   181    177,509 
4.50%, 08/20/46   307    301,753 
4.50%, 09/20/46   49    48,301 
4.50%, 10/20/46   50    49,572 
4.50%, 11/20/46   51    50,006 
4.50%, 04/20/47   5    4,959 
4.50%, 06/20/47   6    5,924 
4.50%, 07/20/47   2,113    2,068,692 
4.50%, 02/20/48   300    292,887 
4.50%, 06/20/48   19    18,734 
4.50%, 07/20/48   121    118,188 
4.50%, 08/20/48   105    102,254 
4.50%, 09/20/48   1,193    1,163,131 
4.50%, 10/20/48   850    829,259 
4.50%, 12/20/48   893    870,846 
4.50%, 01/20/49   593    578,159 
4.50%, 03/20/49   15    14,348 
4.50%, 06/20/49   583    568,489 
4.50%, 08/20/49   178    174,040 
4.50%, 10/20/49   128    124,863 
4.50%, 01/20/50   692    674,428 
4.50%, 08/20/52   442    425,103 
4.50%, 10/20/52   2,769    2,663,798 
4.50%, 11/20/52   2,443    2,350,078 
4.50%, 03/20/53   7,023    6,754,858 
5.00%, 07/15/39   18    17,877 
5.00%, 07/20/42   99    100,155 
5.00%, 07/20/46   39    39,647 
5.00%, 04/20/48   41    40,760 
5.00%, 05/20/48   218    216,661 
5.00%, 11/20/48   50    49,920 
5.00%, 12/20/48   48    48,206 
5.00%, 01/20/49   140    138,839 
5.00%, 04/20/49   9    8,885 
5.00%, 09/20/50   204    203,326 
5.00%, 07/20/52   4,064    3,982,570 
5.00%, 08/20/52   951    931,861 
5.00%, 09/20/52   2,042    2,000,652 
5.00%, 12/20/52   3,455    3,385,975 
5.00%, 01/20/53   960    940,885 
5.00%, 04/20/53   992    972,312 
5.00%, 05/20/53   3,510    3,439,205 
5.00%, 08/21/53(a)   143    140,711 
5.50%, 10/15/38   13    13,541 
5.50%, 07/20/40   170    175,078 
5.50%, 12/20/52   3,448    3,427,749 
5.50%, 01/20/53   2,525    2,510,228 
5.50%, 03/20/53   793    788,396 
5.50%, 04/20/53   11,064    10,997,539 
5.50%, 05/20/53   498    494,797 
5.50%, 06/20/53   197    195,445 
6.00%, 09/20/38   16    16,538 


2

 

Schedule of Investments (unaudited) (continued) iShares® GNMA Bond ETF
July 31, 2023 (Percentages shown are based on Net Assets)

 

   Par/     
   Shares     
Security   (000)   Value 
           
Mortgage-Backed Securities (continued)          
6.00%, 08/21/53(a)  $2,900   $2,914,012 
         319,009,624 
           
Total Long-Term Investments — 100.0%          
(Cost: $348,388,327)        319,009,624 
           
Short-Term Securities          
           
Money Market Funds — 6.1%          
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.22%(c)(d)   19,300    19,300,000 
           
Total Short-Term Securities — 6.1%          
(Cost: $19,300,000)        19,300,000 
           
Total Investments Before TBA Sales Commitments — 106.1%          
(Cost: $367,688,327)        338,309,624 
           
TBA Sales Commitments(a)          
           
Mortgage-Backed Securities — (0.7)%          
Government National Mortgage Association 2.00%, 08/21/53   (1,000)   (835,938)
         
   Par     
Security   (000)   Value 
           
Mortgage-Backed Securities (continued)          
2.50%, 08/21/53   (400)  $(344,820)
3.00%, 08/21/53   (500)   (444,785)
3.50%, 08/21/53   (300)   (275,625)
4.00%, 08/21/53   (350)   (329,656)
           
Total TBA Sales Commitments — (0.7)%          
(Proceeds: $(2,233,639))        (2,230,824)
           
Total Investments, Net of TBA Sales
Commitments — 105.4%		      
(Cost: $365,454,688)        336,078,800 
           
Liabilities in Excess of Other Assets — (5.4)%        (17,082,312)
           
Net Assets — 100.0%       $318,996,488 

 

(a)Represents or includes a TBA transaction.

(b)Rounds to less than 1,000.

(c)Affiliate of the Fund.

(d)Annualized 7-day yield as of period end.


Affiliates

 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended July 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer  Value at
10/31/22		   Purchases
at Cost		   Proceeds
from Sale		   Net Realized
Gain (Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value at
07/31/23		   Shares
Held at
07/31/23
(000)		   Income   Capital Gain
Distributions from
Underlying Funds		 
BlackRock Cash Funds: Treasury, SL Agency Shares  $38,794,000   $—   $(19,494,000)(a)  $—   $—   $19,300,000    19,300   $943,418   $37 

 

(a)Represents net amount purchased (sold).

 

Fair Value Hierarchy as of Period End

 

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

 

●Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

 

●Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

 

●Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments).

 

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. 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.

 

 3

 

 

Schedule of Investments (unaudited) (continued) iShares® GNMA Bond ETF
July 31, 2023

 

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 
Assets                    
Investments                    
Long-Term Investments                    
U.S. Government Agency Obligations  $—   $319,009,624   $—   $319,009,624 
Short-Term Securities                    
Money Market Funds   19,300,000    —    —    19,300,000 
Liabilities                    
Investments                    
TBA Sales Commitments   —    (2,230,824)   —    (2,230,824)
   $19,300,000   $316,778,800   $—   $336,078,800 

 

Portfolio Abbreviation

 

TBA To-Be-Announced

 

4