Schedule of Investments (unaudited) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Asset-Backed Securities | ||||||||
American Express Credit Account Master Trust Series 2022-2, Class A, 3.39%, 05/15/27 | $ | 1,000 | $ | 980,500 | ||||
Chase Issuance Trust, 4.60%, 01/16/29 | ||||||||
(Call 01/15/27) | 860 | 848,902 | ||||||
Santander
Drive Auto Receivables Trust, 5.23%, 12/15/28 (Call 12/15/27) | 90 | 89,531 | ||||||
World Omni Auto Receivables Trust, 4.86%, 03/15/29 | ||||||||
(Call 12/15/27) | 280 | 277,393 | ||||||
Total Asset-Backed Securities — 0.4% | ||||||||
(Cost: $2,229,707) | 2,196,326 | |||||||
Collaterized Mortgage Obligations | ||||||||
Mortgage-Backed Securities — 1.0% | ||||||||
Barclays Commercial Mortgage Trust, Series | ||||||||
2019-C3, Class A4, 3.58%, 05/15/52 | ||||||||
(Call 05/15/29) | 100 | 92,008 | ||||||
BBCMS
Mortgage Trust, Series 2021-C11, Class A5, 2.32%, 09/15/54 | 200 | 163,347 | ||||||
BBCMS
Trust, Series 2021-C10, Class A5, 2.49%, 07/15/54 (Call 07/15/31) | 460 | 383,954 | ||||||
Benchmark Mortgage Trust | ||||||||
4.44%, 05/15/55 (Call 05/15/32)(a) | 1,000 | 919,744 | ||||||
Series 2018-B4, Class ASB, 4.06%, 07/15/51 | ||||||||
(Call 07/15/28), (1-day SOFR + 2.127%)(a) | 863 | 840,979 | ||||||
Series 2020-B16, Class A5, 2.73%, 02/15/53 | ||||||||
(Call 02/15/30) | 100 | 86,935 | ||||||
Series 2020-B21, Class A4, 1.70%, 12/17/53 | ||||||||
(Call 12/15/30) | 100 | 81,192 | ||||||
CGMS
Commercial Mortgage Trust, Series 2017-B1 AAB3.24%, 08/15/50 (Call 08/15/27) | 104 | 100,116 | ||||||
Commission Mortgage Trust, Series 2015-CR25, Class A4, 3.76%, 08/10/48 (Call 08/10/25) | 1,000 | 975,560 | ||||||
Federal
Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 5.36%, 01/25/29 (Call 01/25/29), | ||||||||
(1-day SOFR + 2.127%)(a) | 950 | 963,420 | ||||||
GS
Mortgage Securities Trust, Series 2017-GS7, Class AAB, 3.20%, 08/10/50 (Call 08/10/27) | 458 | 442,635 | ||||||
JPMBB Commercial Mortgage Securities Trust | ||||||||
Series 2014-C21, Class A5, 3.77%, 08/15/47 | ||||||||
(Call 07/15/24) | 43 | 42,039 | ||||||
Series 2015-C29, Class A4, 3.61%, 05/15/48 | ||||||||
(Call 01/15/26) | 172 | 168,130 | ||||||
Morgan
Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A4, 3.72%, 12/15/49 | ||||||||
(Call 01/15/27) | 100 | 95,269 | ||||||
UBS
Commercial Mortgage Trust, Series 2018-C13 ASB4.24%, 10/15/51 (Call 10/15/28) | 90 | 87,873 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
Series 2017-RC1, Class A4, 3.63%, 01/15/60 | ||||||||
(Call 03/15/27) | 150 | 142,577 | ||||||
Series 2021-C59, Class A5, 2.63%, 04/15/54 | ||||||||
(Call 04/15/31) | 600 | 500,039 | ||||||
6,085,817 | ||||||||
Total Collaterized Mortgage Obligations — 1.0% | ||||||||
(Cost: $6,870,805) | 6,085,817 |
Par | ||||||||
Security | (000) | Value | ||||||
Corporate Bonds & Notes | ||||||||
Advertising — 0.1% | ||||||||
Advantage Sales & Marketing Inc., 6.50%, 11/15/28 | ||||||||
(Call 06/11/24)(b) | $ | 50 | $ | 45,006 | ||||
Clear Channel Outdoor Holdings Inc. | ||||||||
5.13%, 08/15/27 (Call 07/01/24)(b) | 70 | 66,166 | ||||||
7.50%, 06/01/29 (Call 07/01/24)(b) | 60 | 49,340 | ||||||
7.75%, 04/15/28 (Call 07/01/24)(b) | 60 | 51,705 | ||||||
7.88%, 04/01/30 (Call 10/01/26)(b) | 75 | 74,626 | ||||||
9.00%, 09/15/28 (Call 09/15/25)(b)(c) | 45 | 46,833 | ||||||
Interpublic Group of Companies Inc. (The) | ||||||||
2.40%, 03/01/31 (Call 12/01/30) | 50 | 41,633 | ||||||
3.38%, 03/01/41 (Call 09/01/40) | 25 | 18,209 | ||||||
4.75%, 03/30/30 (Call 12/30/29) | 68 | 65,968 | ||||||
5.40%, 10/01/48 (Call 04/01/48) | 25 | 23,156 | ||||||
Omnicom Group Inc., 2.60%, 08/01/31 | ||||||||
(Call 05/01/31) | 15 | 12,585 | ||||||
Omnicom Group Inc./Omnicom Capital Inc., 3.60%,
04/15/26 (Call 01/15/26) | 105 | 101,815 | ||||||
Outfront Media Capital LLC/Outfront Media | ||||||||
Capital Corp. | ||||||||
4.25%, 01/15/29 (Call 07/01/24)(b) | 27 | 24,385 | ||||||
4.63%, 03/15/30 (Call 03/15/25)(b) | 30 | 26,704 | ||||||
5.00%, 08/15/27 (Call 06/11/24)(b) | 40 | 38,387 | ||||||
7.38%, 02/15/31 (Call 11/15/26)(b) | 25 | 25,853 | ||||||
Stagwell Global LLC, 5.63%, 08/15/29 | ||||||||
(Call 08/15/24)(b) | 65 | 59,602 | ||||||
771,973 | ||||||||
Aerospace & Defense — 0.1% | ||||||||
AAR Escrow Issuer LLC, 6.75%, 03/15/29 | ||||||||
(Call 03/15/26)(b) | 25 | 25,383 | ||||||
Hexcel Corp. | ||||||||
4.20%, 02/15/27 (Call 11/15/26) | 45 | 43,176 | ||||||
4.95%, 08/15/25 (Call 05/15/25) | 39 | 38,509 | ||||||
Howmet Aerospace Inc. | ||||||||
3.00%, 01/15/29 (Call 11/15/28) | 51 | 46,095 | ||||||
5.90%, 02/01/27 | 51 | 51,597 | ||||||
5.95%, 02/01/37 | 40 | 40,985 | ||||||
6.75%, 01/15/28 | 25 | 26,082 | ||||||
Triumph Group Inc., 9.00%, 03/15/28 | ||||||||
(Call 03/15/25)(b) | 63 | 65,071 | ||||||
336,898 | ||||||||
Agriculture — 0.0% | ||||||||
Darling Ingredients Inc. | ||||||||
5.25%, 04/15/27 (Call 06/11/24)(b) | 35 | 34,107 | ||||||
6.00%, 06/15/30 (Call 06/15/25)(b) | 60 | 58,665 | ||||||
92,772 | ||||||||
Airlines — 0.1% | ||||||||
Allegiant Travel Co., 7.25%, 08/15/27 | ||||||||
(Call 08/15/24)(b) | 35 | 33,123 | ||||||
Azul Secured Finance LLP, 11.93%, 08/28/28 | ||||||||
(Call 02/28/26)(d) | 200 | 201,466 | ||||||
Hawaiian Brand Intellectual Property
Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26 | ||||||||
(Call 06/11/24)(b)(c) | 70 | 64,593 | ||||||
JetBlue Pass Through Trust, Series 1A, Class A,
4.00%, 05/15/34 | 39 | 35,566 | ||||||
Spirit
Loyalty Cayman Ltd./Spirit IP Cayman Ltd. 8.00%, 09/20/25 (Call 06/11/24)(b) | 65 | 48,788 | ||||||
383,536 |
1
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Apparel — 0.1% | ||||||||
Crocs Inc. | ||||||||
4.13%, 08/15/31 (Call 08/15/26)(b) | $ | 20 | $ | 17,405 | ||||
4.25%, 03/15/29 (Call 07/01/24)(b) | 20 | 18,259 | ||||||
Hanesbrands Inc. | ||||||||
4.88%, 05/15/26 (Call 02/15/26)(b)(c) | 53 | 51,403 | ||||||
9.00%, 02/15/31 (Call 02/15/26)(b)(c) | 35 | 35,728 | ||||||
Kontoor Brands Inc., 4.13%, 11/15/29 | ||||||||
(Call 11/15/24)(b) | 25 | 22,582 | ||||||
Tapestry Inc. | ||||||||
3.05%, 03/15/32 (Call 12/15/31) | 40 | 32,122 | ||||||
4.13%, 07/15/27 (Call 04/15/27) | 63 | 59,950 | ||||||
7.00%, 11/27/26 | 75 | 76,975 | ||||||
7.05%, 11/27/25 | 30 | 30,494 | ||||||
7.35%, 11/27/28 (Call 10/27/28) | 75 | 77,670 | ||||||
7.70%, 11/27/30 (Call 09/27/30) | 50 | 52,258 | ||||||
7.85%, 11/27/33 (Call 08/27/33) | 90 | 94,813 | ||||||
Under Armour Inc., 3.25%, 06/15/26 (Call 03/15/26) | 35 | 33,062 | ||||||
VF Corp. | ||||||||
2.80%, 04/23/27 (Call 02/23/27) | 70 | 63,496 | ||||||
2.95%, 04/23/30 (Call 01/23/30) | 5 | 4,042 | ||||||
Wolverine World Wide Inc., 4.00%, 08/15/29 | ||||||||
(Call 08/15/24)(b) | 30 | 24,988 | ||||||
695,247 | ||||||||
Auto Manufacturers — 0.0% | ||||||||
Cummins Inc. | ||||||||
0.75%, 09/01/25 (Call 08/01/25) | 22 | 20,843 | ||||||
1.50%, 09/01/30 (Call 06/01/30) | 75 | 60,970 | ||||||
2.60%, 09/01/50 (Call 03/01/50) | 50 | 30,109 | ||||||
4.88%, 10/01/43 (Call 04/01/43) | 40 | 36,973 | ||||||
5.45%, 02/20/54 (Call 08/20/53) | 85 | 83,237 | ||||||
PACCAR Financial Corp., 1.10%, 05/11/26 | 60 | 55,593 | ||||||
Wabash National Corp., 4.50%, 10/15/28 | ||||||||
(Call 10/15/24)(b) | 25 | 22,569 | ||||||
310,294 | ||||||||
Auto Parts & Equipment — 0.2% | ||||||||
American Axle & Manufacturing Inc. | ||||||||
5.00%, 10/01/29 (Call 10/01/24)(c) | 35 | 31,881 | ||||||
6.50%, 04/01/27 (Call 07/01/24)(c) | 35 | 34,778 | ||||||
6.88%, 07/01/28 (Call 06/11/24)(c) | 25 | 24,849 | ||||||
Aptiv PLC | ||||||||
3.10%, 12/01/51 (Call 06/01/51) | 110 | 67,670 | ||||||
4.35%, 03/15/29 (Call 12/15/28) | 12 | 11,508 | ||||||
4.40%, 10/01/46 (Call 04/01/46) | 2 | 1,564 | ||||||
5.40%, 03/15/49 (Call 09/15/48) | 25 | 22,224 | ||||||
Aptiv PLC/Aptiv Corp. | ||||||||
3.25%, 03/01/32 (Call 12/01/31) | 60 | 51,747 | ||||||
4.15%, 05/01/52 (Call 11/01/51) | 80 | 59,988 | ||||||
BorgWarner Inc. | ||||||||
2.65%, 07/01/27 (Call 05/01/27) | 140 | 129,317 | ||||||
4.38%, 03/15/45 (Call 09/15/44) | 25 | 20,133 | ||||||
Cooper-Standard Automotive Inc., 10.63%, 05/15/27 | ||||||||
(Call 01/31/25), (10.63% PIK)(b)(e) | 22 | 16,553 | ||||||
Dana Inc. | ||||||||
4.25%, 09/01/30 (Call 05/01/26) | 25 | 21,769 | ||||||
4.50%, 02/15/32 (Call 02/15/27) | 21 | 17,808 | ||||||
5.38%, 11/15/27 (Call 06/11/24) | 25 | 24,309 | ||||||
5.63%, 06/15/28 (Call 06/11/24) | 25 | 24,188 | ||||||
Garrett Motion Holdings Inc./Garrett LX I SARL, 7.75%, 05/31/32 (Call 05/31/27)(b) | 21 | 21,134 |
Par | ||||||||
Security | (000) | Value | ||||||
Auto Parts & Equipment (continued) | ||||||||
Goodyear Tire & Rubber Co. (The) | ||||||||
4.88%, 03/15/27 (Call 12/15/26) | $ | 100 | $ | 96,205 | ||||
5.00%, 07/15/29 (Call 04/15/29) | 100 | 91,985 | ||||||
5.25%, 07/15/31 (Call 04/15/31) | 100 | 90,426 | ||||||
Lear Corp. | ||||||||
3.50%, 05/30/30 (Call 02/28/30) | 10 | 8,973 | ||||||
3.55%, 01/15/52 (Call 07/15/51) | 35 | 23,984 | ||||||
3.80%, 09/15/27 (Call 06/15/27) | 20 | 19,082 | ||||||
4.25%, 05/15/29 (Call 02/15/29) | 45 | 42,630 | ||||||
5.25%, 05/15/49 (Call 11/15/48) | 45 | 40,310 | ||||||
Tenneco Inc., 8.00%, 11/17/28 (Call 11/17/24)(b) | 115 | 104,991 | ||||||
1,100,006 | ||||||||
Banks — 6.1% | ||||||||
ABN AMRO Bank NV | ||||||||
2.47%, 12/13/29 (Call 12/13/28), | ||||||||
(1-year CMT + 1.100%)(a)(b) | 50 | 43,760 | ||||||
3.32%, 03/13/37 (Call 12/13/31), | ||||||||
(5-year CMT + 1.900%)(a)(b) | 55 | 44,936 | ||||||
4.80%, 04/18/26(b) | 200 | 195,975 | ||||||
Abu
Dhabi Commercial Bank PJSC, 5.50%, 01/12/29(d) | 200 | 201,986 | ||||||
Agricultural
Bank of China Ltd./Singapore, 1.25%, 03/02/26(d) | 200 | 186,630 | ||||||
Banc of California, 3.25%, 05/01/31 (Call 05/01/26), | ||||||||
(3-mo. SOFR + 2.520%)(a) | 20 | 18,475 | ||||||
Banco de Credito del Peru SA | ||||||||
3.13%, 07/01/30 (Call 07/01/25), | ||||||||
(5-year CMT + 3.000%)(a)(d) | 100 | 95,705 | ||||||
3.25%, 09/30/31 (Call 09/30/26), | ||||||||
(5-year CMT + 2.450%)(a)(c)(d) | 100 | 91,644 | ||||||
Banco do Brasil SA/Cayman, 6.25%, 04/18/30(d) | 200 | 199,768 | ||||||
Bangkok Bank PCL/Hong Kong, 4.45%, 09/19/28(d) | 200 | 193,081 | ||||||
Bank of China Ltd., 3.50%, 04/20/27(d) | 200 | 191,617 | ||||||
Bank of Communications Co. Ltd., 3.80%, | ||||||||
(Call 11/18/25), (5-year CMT + 3.345%)(a)(d)(f) | 200 | 194,100 | ||||||
Bank of Montreal | ||||||||
0.95%, 01/22/27 (Call 01/22/26), | ||||||||
(1-day SOFR + 0.603%)(a) | 55 | 51,136 | ||||||
1.25%, 09/15/26 | 270 | 246,460 | ||||||
2.65%, 03/08/27 | 115 | 107,554 | ||||||
3.09%, 01/10/37 (Call 01/10/32), | ||||||||
(5-year CMT + 1.400%)(a) | 35 | 28,350 | ||||||
3.70%, 06/07/25 | 65 | 63,814 | ||||||
3.80%, 12/15/32 (Call 12/15/27), | ||||||||
(5-year USD Swap + 1.432%)(a) | 70 | 65,407 | ||||||
5.20%, 02/01/28 (Call 01/01/28) | 135 | 135,213 | ||||||
5.27%, 12/11/26 | 75 | 74,884 | ||||||
5.92%, 09/25/25 | 210 | 211,194 | ||||||
Series H, 4.70%, 09/14/27 (Call 08/14/27) | 140 | 137,808 | ||||||
Bank of New York Mellon Corp. (The) | ||||||||
1.05%, 10/15/26 (Call 09/15/26) | 5 | 4,549 | ||||||
1.65%, 07/14/28 (Call 05/14/28) | 20 | 17,534 | ||||||
1.65%, 01/28/31 (Call 10/28/30) | 85 | 68,594 | ||||||
1.80%, 07/28/31 (Call 04/28/31) | 75 | 60,275 | ||||||
2.05%, 01/26/27 (Call 12/26/26) | 20 | 18,542 | ||||||
2.45%, 08/17/26 (Call 05/17/26) | 106 | 100,071 | ||||||
2.80%, 05/04/26 (Call 02/04/26) | 95 | 90,899 | ||||||
3.00%, 10/30/28 (Call 07/30/28) | 85 | 77,741 | ||||||
3.25%, 05/16/27 (Call 02/16/27) | 105 | 100,125 | ||||||
3.30%, 08/23/29 (Call 05/23/29) | 120 | 109,259 | ||||||
3.40%, 01/29/28 (Call 10/29/27) | 158 | 149,368 |
2
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
3.44%, 02/07/28 (Call 02/07/27), | ||||||||
(3-mo. SOFR + 1.331%)(a) | $ | 147 | $ | 140,280 | ||||
3.85%, 04/28/28 | 132 | 126,903 | ||||||
3.95%, 11/18/25 (Call 10/18/25) | 90 | 88,546 | ||||||
4.29%, 06/13/33 (Call 06/13/32), | ||||||||
(1-day SOFR + 1.418%)(a) | 115 | 107,398 | ||||||
4.97%, 04/26/34 (Call 04/26/33), | ||||||||
(1-day SOFR + 1.606%)(a) | 150 | 145,665 | ||||||
5.83%, 10/25/33 (Call 10/25/32), | ||||||||
(1-day SOFR + 2.074%)(a) | 55 | 56,747 | ||||||
6.47%, 10/25/34 (Call 10/25/33), | ||||||||
(1-day SOFR + 1.845%)(a) | 75 | 80,788 | ||||||
Series J, 1.90%, 01/25/29 (Call 11/25/28) | 45 | 39,352 | ||||||
Bank of Nova Scotia (The) | ||||||||
1.05%, 03/02/26 | 150 | 139,266 | ||||||
1.30%, 06/11/25 | 65 | 62,266 | ||||||
1.30%, 09/15/26 (Call 06/15/26) | 110 | 100,426 | ||||||
1.35%, 06/24/26 | 260 | 239,876 | ||||||
1.95%, 02/02/27 | 65 | 59,740 | ||||||
2.15%, 08/01/31 | 130 | 105,806 | ||||||
2.45%, 02/02/32 | 50 | 40,954 | ||||||
2.70%, 08/03/26 | 145 | 137,119 | ||||||
4.50%, 12/16/25 | 140 | 137,502 | ||||||
4.59%, 05/04/37 (Call 02/04/32), | ||||||||
(5-year CMT + 2.050%)(a) | 110 | 98,630 | ||||||
4.75%, 02/02/26 | 50 | 49,471 | ||||||
4.85%, 02/01/30 | 10 | 9,798 | ||||||
5.65%, 02/01/34 | 60 | 60,696 | ||||||
Banque Federative du Credit Mutuel SA | ||||||||
1.60%, 10/04/26(b) | 95 | 87,143 | ||||||
4.94%, 01/26/26(b) | 230 | 228,124 | ||||||
BDO Unibank Inc., 2.13%, 01/13/26(d) | 200 | 189,251 | ||||||
BPCE SA | ||||||||
1.65%, 10/06/26 (Call 10/06/25), | ||||||||
(1-day SOFR + 1.520%)(a)(b) | 210 | 198,380 | ||||||
2.05%, 10/19/27 (Call 10/19/26), | ||||||||
(1-day SOFR + 1.087%)(a)(b) | 250 | 229,474 | ||||||
2.28%, 01/20/32 (Call 01/20/31), | ||||||||
(1-day SOFR + 1.312%)(a)(b) | 5 | 4,044 | ||||||
2.70%, 10/01/29(b) | 80 | 70,172 | ||||||
3.25%, 01/11/28(b) | 250 | 232,205 | ||||||
3.58%, 10/19/42 (Call 10/19/41), | ||||||||
(1-day SOFR + 1.952%)(a)(b) | 55 | 39,483 | ||||||
4.88%, 04/01/26(b) | 230 | 226,569 | ||||||
6.71%, 10/19/29 (Call 10/19/28), | ||||||||
(1-day SOFR + 2.270%)(a)(b) | 250 | 259,870 | ||||||
7.00%, 10/19/34 (Call 10/19/33), | ||||||||
(1-day SOFR + 2.590%)(a)(b) | 265 | 285,541 | ||||||
CaixaBank SA | ||||||||
6.21%, 01/18/29 (Call 01/18/28), | ||||||||
(1-day SOFR + 2.700%)(a)(b) | 220 | 223,557 | ||||||
6.84%, 09/13/34 (Call 09/13/33), | ||||||||
(1-day SOFR + 2.770%)(a)(b) | 200 | 211,926 | ||||||
China Construction Bank Corp./Hong Kong, 5.00%, 11/30/26(d) | 200 | 199,007 | ||||||
Comerica Bank, 5.33%, 08/25/33 (Call 08/25/32), | ||||||||
(1-day SOFR + 2.610%)(a) | 10 | 8,910 | ||||||
Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) | 125 | 114,551 | ||||||
Cooperatieve Rabobank UA | ||||||||
1.34%, 06/24/26 (Call 06/24/25), | ||||||||
(1-year CMT + 1.000%)(a)(b) | 285 | 272,226 |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
1.98%, 12/15/27 (Call 12/15/26), | ||||||||
(1-year CMT + 0.730%)(a)(b) | $ | 260 | $ | 237,853 | ||||
5.25%, 05/24/41 | 176 | 175,501 | ||||||
5.25%, 08/04/45 | 50 | 47,797 | ||||||
5.75%, 12/01/43 | 75 | 74,782 | ||||||
Cooperatieve Rabobank UA/New York, 5.50%, | ||||||||
10/05/26 | 285 | 286,670 | ||||||
DBS Group Holdings Ltd., 1.82%, 03/10/31 | ||||||||
(Call 03/10/26), (5-year CMT + 1.100%)(a)(d) | 200 | 187,040 | ||||||
DIB Sukuk Ltd., 2.95%, 01/16/26(d) | 200 | 191,482 | ||||||
Discover Bank, 4.65%, 09/13/28 (Call 06/13/28) | 260 | 248,729 | ||||||
DNB Bank ASA | ||||||||
1.54%, 05/25/27 (Call 05/25/26), | ||||||||
(1-year CMT + 0.720%)(a)(b) | 220 | 203,075 | ||||||
1.61%, 03/30/28 (Call 03/30/27), | ||||||||
(1-year CMT + 0.680%)(a)(b) | 20 | 17,936 | ||||||
Dresdner Funding Trust I, 8.15%, 06/30/31 | ||||||||
(Call 06/30/29)(b) | 60 | 64,853 | ||||||
Emirates NBD Bank PJSC, 4.25%, (Call 02/27/27), | ||||||||
(6-year CMT + 3.155%)(a)(d)(f) | 200 | 185,651 | ||||||
First Abu Dhabi Bank PJSC, 4.50%, (Call 04/05/26), | ||||||||
(5-year CMT + 4.138%)(a)(d)(f) | 200 | 192,981 | ||||||
HDFC Bank Ltd., 5.20%, 02/15/27(d) | 200 | 197,822 | ||||||
Huntington Bancshares Inc./Ohio | ||||||||
2.49%, 08/15/36 (Call 08/15/31), | ||||||||
(5-year CMT + 1.170%)(a) | 80 | 60,388 | ||||||
2.55%, 02/04/30 (Call 11/04/29) | 155 | 131,437 | ||||||
5.71%, 02/02/35 (Call 02/02/34), | ||||||||
(1-day SOFR + 1.870%)(a) | 60 | 58,914 | ||||||
Industrial & Commercial Bank of China Ltd., 4.88%, 09/21/25(d) | 200 | 198,029 | ||||||
Industrial
& Commercial Bank of China Ltd./Singapore, 1.20%, 09/09/25(d) | 200 | 189,538 | ||||||
ING Groep NV | ||||||||
1.73%, 04/01/27 (Call 04/01/26), | ||||||||
(1-day SOFR + 1.005%)(a) | 220 | 205,275 | ||||||
3.95%, 03/29/27 | 280 | 269,969 | ||||||
4.55%, 10/02/28 | 200 | 194,500 | ||||||
5.34%, 03/19/30 (Call 03/19/29), | ||||||||
(1-day SOFR + 1.440%)(a) | 210 | 208,391 | ||||||
5.55%, 03/19/35 (Call 03/19/34), | ||||||||
(1-day SOFR + 1.770%)(a) | 5 | 4,949 | ||||||
6.11%, 09/11/34 (Call 09/11/33), | ||||||||
(1-day SOFR + 2.090%)(a) | 200 | 206,254 | ||||||
Intesa Sanpaolo SpA | ||||||||
3.88%, 07/14/27(b) | 200 | 188,568 | ||||||
4.20%, 06/01/32 (Call 06/01/31), | ||||||||
(1-year CMT + 2.600%)(a)(b) | 45 | 37,969 | ||||||
4.95%, 06/01/42 (Call 06/01/41), | ||||||||
(1-year CMT + 2.750%)(a)(b) | 50 | 37,557 | ||||||
5.71%, 01/15/26(b) | 90 | 89,111 | ||||||
7.78%, 06/20/54 (Call 06/20/53), | ||||||||
(1-year CMT + 3.900%)(a)(b) | 200 | 213,598 | ||||||
8.25%, 11/21/33 (Call 11/21/32), | ||||||||
(1-year CMT + 4.400%)(a)(b) | 200 | 222,126 | ||||||
Kasikornbank PCL/Hong Kong, 3.34%, 10/02/31 | ||||||||
(Call 10/02/26), (5-year CMT + 1.700%)(a)(d) | 200 | 186,076 | ||||||
KeyBank NA, 5.00%, 01/26/33 (Call 10/26/32) | 5 | 4,584 | ||||||
KeyCorp | ||||||||
2.25%, 04/06/27 | 166 | 150,209 | ||||||
2.55%, 10/01/29 | 114 | 96,190 |
3
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
4.10%, 04/30/28 | $ | 90 | $ | 84,563 | ||||
4.15%, 10/29/25 | 165 | 161,008 | ||||||
4.79%, 06/01/33 (Call 06/01/32), | ||||||||
(1-day SOFR + 2.060%)(a) | 75 | 68,133 | ||||||
6.40%, 03/06/35 (Call 03/06/34), | ||||||||
(1-day SOFR + 2.420%)(a) | 55 | 55,353 | ||||||
Kookmin Bank, 4.50%, 02/01/29(d) | 200 | 190,372 | ||||||
Korea Development Bank (The), 2.00%, 10/25/31 | 200 | 162,339 | ||||||
Landeskreditbank Baden-Wuerttemberg Foerderbank | ||||||||
1.38%, 10/12/28(d) | 215 | 186,940 | ||||||
4.88%, 03/09/26(d) | 30 | 29,846 | ||||||
Landwirtschaftliche Rentenbank | ||||||||
0.88%, 03/30/26 | 165 | 153,232 | ||||||
0.88%, 09/03/30 | 10 | 7,970 | ||||||
1.75%, 07/27/26 | 150 | 140,401 | ||||||
1.75%, 01/14/27(d) | 160 | 147,920 | ||||||
2.38%, 06/10/25 | 120 | 116,535 | ||||||
3.00%, 05/21/29(d) | 50 | 46,349 | ||||||
3.88%, 06/14/28 | 15 | 14,554 | ||||||
4.13%, 02/06/31(d) | 100 | 97,019 | ||||||
5.00%, 10/24/33 | 70 | 71,836 | ||||||
Series 37, 2.50%, 11/15/27 | 130 | 120,742 | ||||||
M&T Bank Corp. | ||||||||
4.55%, 08/16/28 (Call 08/16/27), | ||||||||
(1-day SOFR + 1.780%)(a) | 10 | 9,547 | ||||||
5.05%, 01/27/34 (Call 01/27/33), | ||||||||
(1-day SOFR + 1.850%)(a) | 50 | 46,001 | ||||||
Macquarie Bank Ltd. | ||||||||
3.05%, 03/03/36 (Call 03/03/31), | ||||||||
(5-year CMT + 1.700%)(a)(b) | 130 | 107,842 | ||||||
3.62%, 06/03/30(b) | 80 | 70,912 | ||||||
4.88%, 06/10/25(b) | 35 | 34,620 | ||||||
5.21%, 06/15/26(b) | 190 | 189,441 | ||||||
Manufacturers & Traders Trust Co., 4.70%, 01/27/28 | ||||||||
(Call 12/27/27) | 250 | 239,985 | ||||||
Mizuho Financial Group Inc. | ||||||||
1.23%, 05/22/27 (Call 05/22/26), | ||||||||
(1-year CMT + 0.670%)(a) | 200 | 184,135 | ||||||
1.98%, 09/08/31 (Call 09/08/30), | ||||||||
(3-mo. SOFR + 1.532%)(a) | 5 | 4,058 | ||||||
2.26%, 07/09/32 (Call 07/09/31), | ||||||||
(1-year CMT + 0.900%)(a) | 220 | 177,746 | ||||||
2.59%, 05/25/31 (Call 05/25/30), | ||||||||
(3-mo. SOFR + 1.332%)(a) | 220 | 187,136 | ||||||
3.66%, 02/28/27 | 15 | 14,367 | ||||||
4.02%, 03/05/28 | 285 | 273,103 | ||||||
5.38%, 05/26/30 (Call 05/26/29), | ||||||||
(1-year CMT + 1.120%)(a) | 210 | 209,154 | ||||||
5.67%, 05/27/29 (Call 05/27/28), | ||||||||
(1-year CMT + 1.500%)(a) | 200 | 201,786 | ||||||
5.75%, 07/06/34 (Call 07/06/33), | ||||||||
(1-year CMT + 1.900%)(a) | 95 | 96,307 | ||||||
Morgan Stanley | ||||||||
0.99%, 12/10/26 (Call 12/10/25), | ||||||||
(1-day SOFR + 0.720%)(a) | 260 | 242,361 | ||||||
1.51%, 07/20/27 (Call 07/20/26), | ||||||||
(1-day SOFR + 0.858%)(a) | 259 | 238,381 | ||||||
1.59%, 05/04/27 (Call 05/04/26), | ||||||||
(1-day SOFR + 0.879%)(a) | 279 | 258,874 | ||||||
1.79%, 02/13/32 (Call 02/13/31), | ||||||||
(1-day SOFR + 1.034%)(a) | 190 | 151,308 |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
1.93%, 04/28/32 (Call 04/28/31), | ||||||||
(1-day SOFR + 1.020%)(a) | $ | 160 | $ | 127,725 | ||||
2.24%, 07/21/32 (Call 07/21/31), | ||||||||
(1-day SOFR + 1.178%)(a) | 245 | 198,647 | ||||||
2.48%, 01/21/28 (Call 01/21/27), | ||||||||
(1-day SOFR + 1.000%)(a) | 140 | 130,038 | ||||||
2.48%, 09/16/36 (Call 09/16/31), | ||||||||
(1-day SOFR + 1.360%)(a) | 190 | 149,736 | ||||||
2.51%, 10/20/32 (Call 10/20/31), | ||||||||
(1-day SOFR + 1.200%)(a) | 156 | 128,180 | ||||||
2.70%, 01/22/31 (Call 01/22/30), | ||||||||
(1-day SOFR + 1.143%)(a) | 310 | 269,678 | ||||||
2.80%, 01/25/52 (Call 01/25/51), | ||||||||
(1-day SOFR + 1.430%)(a) | 135 | 84,837 | ||||||
2.94%, 01/21/33 (Call 01/21/32), | ||||||||
(1-day SOFR + 1.290%)(a) | 170 | 143,256 | ||||||
3.13%, 07/27/26 | 150 | 143,301 | ||||||
3.22%, 04/22/42 (Call 04/22/41), | ||||||||
(1-day SOFR + 1.485%)(a) | 175 | 130,478 | ||||||
3.59%, 07/22/28 (Call 07/22/27)(a) | 214 | 202,805 | ||||||
3.62%, 04/01/31 (Call 04/01/30), | ||||||||
(1-day SOFR + 3.120%)(a) | 220 | 200,852 | ||||||
3.63%, 01/20/27 | 295 | 283,698 | ||||||
3.77%, 01/24/29 (Call 01/24/28), | ||||||||
(3-mo. SOFR + 1.402%)(a) | 240 | 227,434 | ||||||
3.88%, 01/27/26 | 170 | 165,927 | ||||||
3.95%, 04/23/27 | 215 | 207,447 | ||||||
3.97%, 07/22/38 (Call 07/22/37)(a) | 90 | 75,939 | ||||||
4.00%, 07/23/25 | 175 | 172,192 | ||||||
4.21%, 04/20/28 (Call 04/20/27), | ||||||||
(1-day SOFR + 1.610%)(a) | 110 | 106,615 | ||||||
4.30%, 01/27/45 | 170 | 145,787 | ||||||
4.35%, 09/08/26 | 105 | 102,640 | ||||||
4.38%, 01/22/47 | 150 | 128,976 | ||||||
4.43%, 01/23/30 (Call 01/23/29), | ||||||||
(3-mo. SOFR + 1.890%)(a) | 225 | 216,630 | ||||||
4.68%, 07/17/26 (Call 07/17/25), | ||||||||
(1-day SOFR + 1.669%)(a) | 170 | 168,122 | ||||||
4.89%, 07/20/33 (Call 07/20/32), | ||||||||
(1-day SOFR + 2.076%)(a) | 120 | 114,989 | ||||||
5.00%, 11/24/25 | 175 | 173,609 | ||||||
5.16%, 04/20/29 (Call 04/20/28), | ||||||||
(1-day SOFR + 1.590%)(a) | 120 | 119,187 | ||||||
5.17%, 01/16/30 (Call 01/16/29), | ||||||||
(1-day SOFR + 1.450%)(a) | 400 | 397,196 | ||||||
5.25%, 04/21/34 (Call 04/21/33), | ||||||||
(1-day SOFR + 1.870%)(a) | 202 | 197,541 | ||||||
5.30%, 04/20/37 (Call 04/20/32), | ||||||||
(1-day SOFR + 2.620%)(a) | 165 | 157,472 | ||||||
5.42%, 07/21/34 (Call 07/21/33), | ||||||||
(1-day SOFR + 1.880%)(a) | 170 | 168,260 | ||||||
5.47%, 01/18/35 (Call 01/18/34), | ||||||||
(1-day SOFR + 1.730%)(a) | 175 | 173,780 | ||||||
5.60%, 03/24/51 (Call 03/24/50), | ||||||||
(1-day SOFR + 4.840%)(a) | 155 | 156,759 | ||||||
5.83%, 04/19/35 (Call 04/19/34), | ||||||||
(1-day SOFR +1.580%)(a) | 250 | 255,011 | ||||||
5.94%, 02/07/39 (Call 02/07/34), | ||||||||
(5-year CMT + 1.800%)(a) | 70 | 69,223 | ||||||
5.95%, 01/19/38 (Call 01/19/33), | ||||||||
(5-year CMT + 2.430%)(a) | 50 | 49,643 |
4
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
6.25%, 08/09/26 | $ | 55 | $ | 56,026 | ||||
6.34%, 10/18/33 (Call 10/18/32), | ||||||||
(1-day SOFR + 2.560%)(a) | 200 | 211,470 | ||||||
6.38%, 07/24/42 | 138 | 153,105 | ||||||
6.63%, 11/01/34 (Call 11/01/33), | ||||||||
(1-day SOFR + 2.050%)(a) | 120 | 129,112 | ||||||
7.25%, 04/01/32 | 96 | 108,537 | ||||||
National Bank of Canada, 5.60%, 12/18/28 | 55 | 55,434 | ||||||
National Securities Clearing Corp., 5.10%, 11/21/27 | ||||||||
(Call 10/21/27)(b) | 10 | 10,001 | ||||||
NBK SPC Ltd., 1.63%, 09/15/27 (Call 09/15/26), | ||||||||
(1-day SOFR + 1.050%)(a)(d) | 200 | 182,428 | ||||||
Nederlandse
Waterschapsbank NV, 2.38%, 03/24/26(b) | 10 | 9,543 | ||||||
Nordea Bank Abp | ||||||||
0.75%, 08/28/25(b) | 290 | 273,998 | ||||||
1.50%, 09/30/26(b) | 135 | 123,559 | ||||||
4.63%, 09/13/33 (Call 09/13/28), | ||||||||
(5-year USD Swap + 1.690%)(a)(b) | 110 | 103,732 | ||||||
Norinchukin Bank (The), 2.08%, 09/22/31(b) | 55 | 43,609 | ||||||
Northern Trust Corp. | ||||||||
1.95%, 05/01/30 (Call 02/01/30) | 105 | 88,477 | ||||||
3.15%, 05/03/29 (Call 02/03/29) | 60 | 55,172 | ||||||
3.38%, 05/08/32 (Call 05/08/27), | ||||||||
(3-mo. LIBOR US + 1.131%)(a) | 42 | 39,436 | ||||||
3.65%, 08/03/28 (Call 05/03/28) | 95 | 90,554 | ||||||
3.95%, 10/30/25 | 75 | 73,556 | ||||||
4.00%, 05/10/27 (Call 04/10/27) | 73 | 71,017 | ||||||
6.13%, 11/02/32 (Call 08/02/32)(c) | 5 | 5,188 | ||||||
NRW Bank | ||||||||
0.88%, 03/09/26(d) | 85 | 78,975 | ||||||
3.88%, 05/26/26(d) | 20 | 19,545 | ||||||
Oesterreichische Kontrollbank AG | ||||||||
0.38%, 09/17/25 | 240 | 225,723 | ||||||
0.50%, 02/02/26 | 60 | 55,650 | ||||||
3.63%, 09/09/27 | 5 | 4,826 | ||||||
4.13%, 01/20/26 | 20 | 19,701 | ||||||
4.13%, 01/18/29 | 120 | 117,392 | ||||||
4.25%, 03/01/28 | 35 | 34,390 | ||||||
4.63%, 11/03/25 | 50 | 49,625 | ||||||
5.00%, 10/23/26 | 30 | 30,072 | ||||||
Oversea-Chinese Banking Corp. Ltd., 1.83%, 09/10/30 (Call 09/10/25), | ||||||||
(5-year CMT + 1.580%)(a)(b) | 178 | 169,436 | ||||||
PNC Financial Services Group Inc. (The) | ||||||||
1.15%, 08/13/26 (Call 07/13/26) | 70 | 63,997 | ||||||
2.31%, 04/23/32 (Call 04/23/31), | ||||||||
(1-day SOFR + 0.979%)(a) | 135 | 111,217 | ||||||
2.55%, 01/22/30 (Call 10/24/29) | 265 | 230,167 | ||||||
2.60%, 07/23/26 (Call 05/23/26) | 185 | 175,137 | ||||||
3.15%, 05/19/27 (Call 04/19/27) | 75 | 71,065 | ||||||
3.45%, 04/23/29 (Call 01/23/29) | 226 | 208,622 | ||||||
4.63%, 06/06/33 (Call 06/06/32), | ||||||||
(1-day SOFR + 1.850%)(a) | 45 | 41,665 | ||||||
4.76%, 01/26/27 (Call 01/26/26), | ||||||||
(1-day SOFR + 1.085%)(a) | 200 | 197,502 | ||||||
5.07%, 01/24/34 (Call 01/24/33), | ||||||||
(1-day SOFR + 1.933%)(a) | 180 | 172,827 | ||||||
5.58%, 06/12/29 (Call 06/12/28), | ||||||||
(1-day SOFR + 1.841%)(a) | 165 | 165,963 |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
5.68%, 01/22/35 (Call 01/22/34), | ||||||||
(1-day SOFR + 1.902%)(a) | $ | 110 | $ | 109,973 | ||||
5.94%, 08/18/34 (Call 08/18/33), | ||||||||
(1-day SOFR + 1.946%)(a) | 20 | 20,359 | ||||||
6.04%, 10/28/33 (Call 10/28/32), | ||||||||
(1-day SOFR + 2.140%)(a) | 100 | 102,639 | ||||||
6.88%, 10/20/34 (Call 10/20/33), | ||||||||
(1-day SOFR + 2.284%)(a) | 140 | 151,626 | ||||||
QNB Finance Ltd., 6.54%, 04/02/29, | ||||||||
(1-day SOFR + 1.200%)(a) | 200 | 200,908 | ||||||
Regions Financial Corp. | ||||||||
1.80%, 08/12/28 (Call 06/12/28) | 60 | 51,675 | ||||||
7.38%, 12/10/37 | 51 | 56,041 | ||||||
Shinhan Bank Co. Ltd., 3.88%, 03/24/26(d) | 200 | 193,514 | ||||||
Shinhan Financial Group Co. Ltd., 5.00%, 07/24/28(d) | 200 | 197,000 | ||||||
Skandinaviska Enskilda Banken AB | ||||||||
0.85%, 09/02/25(b) | 220 | 207,925 | ||||||
1.20%, 09/09/26(b) | 25 | 22,756 | ||||||
State Street Corp. | ||||||||
2.20%, 02/07/28 (Call 02/07/27), | ||||||||
(1-day SOFR + 0.730%)(a) | 100 | 92,608 | ||||||
2.20%, 03/03/31 | 145 | 120,241 | ||||||
2.40%, 01/24/30 | 95 | 83,187 | ||||||
2.62%, 02/07/33 (Call 02/07/32), | ||||||||
(1-day SOFR + 1.002%)(a) | 25 | 20,794 | ||||||
2.65%, 05/19/26 | 75 | 71,480 | ||||||
3.03%, 11/01/34 (Call 11/01/29), | ||||||||
(1-day SOFR + 1.490%)(a) | 45 | 39,409 | ||||||
3.15%, 03/30/31 (Call 03/30/30), | ||||||||
(1-day SOFR + 2.650%)(a) | 5 | 4,492 | ||||||
3.55%, 08/18/25 | 119 | 116,777 | ||||||
4.14%, 12/03/29 (Call 12/03/28), | ||||||||
(3-mo. SOFR + 1.292%)(a) | 85 | 81,556 | ||||||
4.42%, 05/13/33 (Call 05/13/32), | ||||||||
(1-day SOFR + 1.605%)(a) | 10 | 9,445 | ||||||
4.82%, 01/26/34 (Call 01/26/33), | ||||||||
(1-day SOFR + 1.567%)(a) | 50 | 48,082 | ||||||
5.16%, 05/18/34 (Call 05/18/33), | ||||||||
(1-day SOFR + 1.890%)(a) | 140 | 137,653 | ||||||
Sumitomo Mitsui Financial Group Inc. | ||||||||
1.47%, 07/08/25 | 245 | 234,553 | ||||||
1.71%, 01/12/31 | 125 | 99,587 | ||||||
1.90%, 09/17/28 | 225 | 196,129 | ||||||
2.13%, 07/08/30 | 95 | 79,032 | ||||||
2.14%, 09/23/30 | 112 | 92,495 | ||||||
2.63%, 07/14/26 | 75 | 70,933 | ||||||
2.93%, 09/17/41 | 200 | 145,979 | ||||||
3.01%, 10/19/26 | 145 | 137,335 | ||||||
3.20%, 09/17/29 | 120 | 108,096 | ||||||
3.35%, 10/18/27 | 113 | 106,295 | ||||||
3.36%, 07/12/27 | 140 | 132,509 | ||||||
3.45%, 01/11/27 | 55 | 52,615 | ||||||
3.54%, 01/17/28 | 40 | 37,776 | ||||||
3.78%, 03/09/26 | 175 | 170,312 | ||||||
3.94%, 07/19/28 | 20 | 19,080 | ||||||
4.31%, 10/16/28(c) | 45 | 43,731 | ||||||
5.71%, 01/13/30 | 205 | 208,393 | ||||||
5.77%, 01/13/33 | 200 | 205,137 | ||||||
5.81%, 09/14/33 | 35 | 36,140 | ||||||
5.88%, 07/13/26 | 280 | 282,684 | ||||||
6.18%, 07/13/43 | 10 | 10,908 |
5
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
Sumitomo Mitsui Trust Bank Ltd. | ||||||||
1.35%, 09/16/26(b) | $ | 15 | $ | 13,701 | ||||
5.50%, 03/09/28(b) | 10 | 10,099 | ||||||
5.55%, 09/14/28(b) | 220 | 222,548 | ||||||
5.65%, 03/09/26(b) | 230 | 230,751 | ||||||
Svenska Handelsbanken AB, 1.42%, 06/11/27 | ||||||||
(Call 06/11/26), (1-year CMT + 0.630%)(a)(b) | 275 | 252,599 | ||||||
Truist Bank | ||||||||
3.30%, 05/15/26 (Call 04/15/26) | 80 | 76,691 | ||||||
4.05%, 11/03/25 (Call 09/03/25) | 15 | 14,723 | ||||||
Truist Financial Corp. | ||||||||
1.13%, 08/03/27 (Call 06/03/27) | 75 | 65,921 | ||||||
1.20%, 08/05/25 (Call 07/03/25) | 115 | 109,278 | ||||||
1.27%, 03/02/27 (Call 03/02/26), | ||||||||
(1-day SOFR + 0.609%)(a) | 215 | 199,450 | ||||||
1.89%, 06/07/29 (Call 06/07/28), | ||||||||
(1-day SOFR + 0.862%)(a) | 95 | 82,610 | ||||||
1.95%, 06/05/30 (Call 03/05/30) | 70 | 57,423 | ||||||
3.70%, 06/05/25 (Call 05/05/25) | 210 | 205,945 | ||||||
3.88%, 03/19/29 (Call 02/16/29) | 45 | 41,792 | ||||||
4.12%, 06/06/28 (Call 06/06/27), | ||||||||
(1-day SOFR + 1.368%)(a) | 150 | 144,110 | ||||||
4.92%, 07/28/33 (Call 07/28/32), | ||||||||
(1-day SOFR + 2.240%)(a) | 80 | 73,785 | ||||||
5.12%, 01/26/34 (Call 01/26/33), | ||||||||
(1-day SOFR + 1.852%)(a) | 100 | 95,189 | ||||||
5.44%, 01/24/30 (Call 01/24/29), | ||||||||
(1-day SOFR + 1.620%)(a) | 85 | 84,496 | ||||||
5.71%, 01/24/35 (Call 01/24/34), | ||||||||
(1-day SOFR + 1.922%)(a) | 95 | 94,435 | ||||||
5.87%, 06/08/34 (Call 06/08/33), | ||||||||
(1-day SOFR + 2.361%)(a) | 230 | 230,846 | ||||||
7.16%, 10/30/29 (Call 10/30/28), | ||||||||
(1-day SOFR + 2.446%)(a) | 160 | 169,462 | ||||||
U.S. Bancorp | ||||||||
1.38%, 07/22/30 (Call 04/22/30) | 35 | 28,001 | ||||||
2.22%, 01/27/28 (Call 01/27/27), | ||||||||
(1-day SOFR + 0.730%)(a) | 125 | 115,004 | ||||||
2.49%, 11/03/36 (Call 11/03/31), | ||||||||
(5-year CMT + 0.950%)(a) | 160 | 125,058 | ||||||
2.68%, 01/27/33 (Call 01/27/32), | ||||||||
(1-day SOFR + 1.020%)(a) | 80 | 65,552 | ||||||
3.00%, 07/30/29 (Call 04/30/29) | 70 | 62,144 | ||||||
3.10%, 04/27/26 (Call 03/27/26) | 80 | 76,685 | ||||||
3.95%, 11/17/25 (Call 10/17/25) | 10 | 9,795 | ||||||
4.65%, 02/01/29 (Call 02/01/28), | ||||||||
(1-day SOFR + 1.230%)(a) | 150 | 146,123 | ||||||
4.84%, 02/01/34 (Call 02/01/33), | ||||||||
(1-day SOFR + 1.600%)(a) | 195 | 183,574 | ||||||
4.97%, 07/22/33 (Call 07/22/32), | ||||||||
(1-day SOFR + 2.110%)(a) | 55 | 51,363 | ||||||
5.68%, 01/23/35 (Call 01/23/34), | ||||||||
(1-day SOFR + 1.860%)(a) | 120 | 119,798 | ||||||
5.78%, 06/12/29 (Call 06/12/28), | ||||||||
(1-day SOFR + 2.020%)(a) | 75 | 75,812 | ||||||
5.84%, 06/12/34 (Call 06/10/33), | ||||||||
(1-day SOFR + 2.260%)(a) | 120 | 120,885 | ||||||
5.85%, 10/21/33 (Call 10/21/32), | ||||||||
(1-day SOFR + 2.090%)(a) | 110 | 111,231 | ||||||
Series V, 2.38%, 07/22/26 (Call 06/22/26) | 245 | 230,879 | ||||||
Series X, 3.15%, 04/27/27 (Call 03/27/27) | 175 | 166,200 |
Par | ||||||||
Security | (000) | Value | ||||||
Banks (continued) | ||||||||
United Overseas Bank Ltd. | ||||||||
1.25%, 04/14/26(b) | $ | 45 | $ | 41,857 | ||||
3.86%, 10/07/32 (Call 10/07/27), | ||||||||
(5-year CMT + 1.450%)(a)(b) | 5 | 4,743 | ||||||
Valley National Bancorp., 3.00%, 06/15/31 | ||||||||
(Call 06/15/26), (3-mo. SOFR + 2.360%)(a)(c) | 20 | 15,221 | ||||||
Webster Financial Corp., 4.10%, 03/25/29 | ||||||||
(Call 12/25/28) | 70 | 64,304 | ||||||
Western Alliance Bancorp, 3.00%, 06/15/31 | ||||||||
(Call 06/15/26), (3-mo. SOFR + 2.250%)(a) | 35 | 31,391 | ||||||
Woori Bank, 0.75%, 02/01/26(d) | 200 | 185,215 | ||||||
Yapi ve Kredi Bankasi A/S, 9.25%, 01/17/34 | ||||||||
(Call 01/17/29), (5-year CMT + 5.278%)(a)(d) | 200 | 206,297 | ||||||
38,136,002 | ||||||||
Beverages — 0.1% | ||||||||
Coca-Cola Femsa SAB de CV, 1.85%, 09/01/32 | ||||||||
(Call 06/01/32) | 160 | 122,718 | ||||||
JDE Peet’s NV, 2.25%, 09/24/31 (Call 06/24/31)(b) | 5 | 3,962 | ||||||
Keurig Dr Pepper Inc. | ||||||||
2.25%, 03/15/31 (Call 12/15/30) | 25 | 20,701 | ||||||
2.55%, 09/15/26 (Call 06/15/26) | 65 | 61,155 | ||||||
3.20%, 05/01/30 (Call 02/01/30) | 80 | 71,796 | ||||||
3.35%, 03/15/51 (Call 09/15/50) | 45 | 30,577 | ||||||
3.43%, 06/15/27 (Call 03/15/27) | 40 | 37,987 | ||||||
3.80%, 05/01/50 (Call 11/01/49) | 50 | 37,306 | ||||||
3.95%, 04/15/29 (Call 02/15/29) | 60 | 56,787 | ||||||
4.05%, 04/15/32 (Call 01/15/32) | 55 | 50,752 | ||||||
4.42%, 12/15/46 (Call 06/15/46) | 35 | 29,315 | ||||||
4.50%, 11/15/45 (Call 05/15/45) | 45 | 38,251 | ||||||
4.50%, 04/15/52 (Call 10/15/51) | 70 | 58,357 | ||||||
4.60%, 05/25/28 (Call 02/25/28) | 10 | 9,787 | ||||||
5.05%, 03/15/29 (Call 02/15/29) | 50 | 49,663 | ||||||
Primo Water Holdings Inc., 4.38%, 04/30/29 | ||||||||
(Call 07/01/24)(b) | 45 | 41,374 | ||||||
720,488 | ||||||||
Biotechnology — 0.6% | ||||||||
Amgen Inc. | ||||||||
1.65%, 08/15/28 (Call 06/15/28) | 60 | 52,187 | ||||||
2.00%, 01/15/32 (Call 10/15/31) | 185 | 147,826 | ||||||
2.20%, 02/21/27 (Call 12/21/26) | 163 | 150,692 | ||||||
2.30%, 02/25/31 (Call 11/25/30) | 86 | 71,909 | ||||||
2.45%, 02/21/30 (Call 11/21/29) | 125 | 108,251 | ||||||
2.60%, 08/19/26 (Call 05/19/26) | 102 | 96,468 | ||||||
2.77%, 09/01/53 (Call 03/01/53) | 65 | 38,772 | ||||||
2.80%, 08/15/41 (Call 02/15/41) | 65 | 45,735 | ||||||
3.00%, 02/22/29 (Call 12/22/28) | 85 | 77,846 | ||||||
3.00%, 01/15/52 (Call 07/15/51)(c) | 30 | 19,516 | ||||||
3.15%, 02/21/40 (Call 08/21/39) | 117 | 87,393 | ||||||
3.20%, 11/02/27 (Call 08/02/27) | 70 | 65,739 | ||||||
3.35%, 02/22/32 (Call 11/22/31) | 30 | 26,425 | ||||||
3.38%, 02/21/50 (Call 08/21/49) | 125 | 87,835 | ||||||
4.05%, 08/18/29 (Call 06/18/29) | 105 | 99,839 | ||||||
4.20%, 02/22/52 (Call 08/22/51) | 65 | 51,528 | ||||||
4.40%, 05/01/45 (Call 11/01/44) | 120 | 101,136 | ||||||
4.40%, 02/22/62 (Call 08/22/61) | 65 | 51,497 | ||||||
4.56%, 06/15/48 (Call 12/15/47) | 85 | 71,880 | ||||||
4.66%, 06/15/51 (Call 12/15/50) | 250 | 213,796 | ||||||
4.88%, 03/01/53 (Call 09/01/52) | 50 | 44,008 | ||||||
4.95%, 10/01/41 | 10 | 9,245 | ||||||
5.15%, 03/02/28 (Call 02/02/28) | 220 | 219,456 |
6
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Biotechnology (continued) | ||||||||
5.15%, 11/15/41 (Call 05/15/41) | $ | 52 | $ | 48,820 | ||||
5.25%, 03/02/30 (Call 01/02/30) | 100 | 100,280 | ||||||
5.25%, 03/02/33 (Call 12/02/32) | 300 | 297,726 | ||||||
5.60%, 03/02/43 (Call 09/02/42) | 155 | 153,475 | ||||||
5.65%, 03/02/53 (Call 09/02/52) | 240 | 236,730 | ||||||
5.75%, 03/02/63 (Call 09/02/62) | 185 | 181,883 | ||||||
6.38%, 06/01/37 | 35 | 37,258 | ||||||
6.40%, 02/01/39 | 35 | 37,447 | ||||||
Biogen Inc. | ||||||||
2.25%, 05/01/30 (Call 02/01/30) | 139 | 117,102 | ||||||
3.15%, 05/01/50 (Call 11/01/49) | 115 | 74,371 | ||||||
3.25%, 02/15/51 (Call 08/15/50) | 50 | 33,165 | ||||||
4.05%, 09/15/25 (Call 06/15/25) | 55 | 54,037 | ||||||
5.20%, 09/15/45 (Call 03/15/45) | 50 | 45,712 | ||||||
CSL Finance PLC | ||||||||
4.05%, 04/27/29 (Call 02/27/29)(b) | 35 | 33,217 | ||||||
4.25%, 04/27/32 (Call 01/27/32)(b) | 20 | 18,709 | ||||||
4.63%, 04/27/42 (Call 10/27/41)(b) | 10 | 8,903 | ||||||
4.75%, 04/27/52 (Call 10/27/51)(b) | 100 | 87,742 | ||||||
5.11%, 04/03/34 (Call 01/03/34)(b) | 30 | 29,386 | ||||||
5.42%, 04/03/54 (Call 10/03/53)(b) | 50 | 48,220 | ||||||
Illumina Inc. | ||||||||
2.55%, 03/23/31 (Call 12/23/30) | 85 | 69,499 | ||||||
5.75%, 12/13/27 (Call 11/13/27) | 15 | 15,085 | ||||||
Regeneron Pharmaceuticals Inc. | ||||||||
1.75%, 09/15/30 (Call 06/15/30) | 80 | 65,155 | ||||||
2.80%, 09/15/50 (Call 03/15/50) | 71 | 43,341 | ||||||
Royalty Pharma PLC | ||||||||
1.75%, 09/02/27 (Call 07/02/27) | 60 | 53,526 | ||||||
2.20%, 09/02/30 (Call 06/02/30) | 20 | 16,528 | ||||||
3.35%, 09/02/51 (Call 03/02/51) | 110 | 70,064 | ||||||
3.55%, 09/02/50 (Call 03/02/50) | 55 | 36,836 | ||||||
3,953,196 | ||||||||
Building Materials — 0.3% | ||||||||
Boise Cascade Co., 4.88%, 07/01/30 | ||||||||
(Call 07/01/25)(b) | 25 | 23,094 | ||||||
Builders FirstSource Inc. | ||||||||
4.25%, 02/01/32 (Call 08/01/26)(b) | 75 | 65,516 | ||||||
5.00%, 03/01/30 (Call 03/01/25)(b) | 30 | 28,271 | ||||||
6.38%, 06/15/32 (Call 06/15/27)(b) | 40 | 39,876 | ||||||
6.38%, 03/01/34 (Call 03/01/29)(b) | 55 | 53,924 | ||||||
Camelot Return Merger Sub Inc., 8.75%, 08/01/28 | ||||||||
(Call 08/01/24)(b) | 40 | 39,612 | ||||||
Cornerstone Building Brands Inc., 6.13%, 01/15/29 | ||||||||
(Call 07/01/24)(b) | 20 | 16,267 | ||||||
CRH America Finance Inc. | ||||||||
3.95%, 04/04/28 (Call 01/04/28)(b) | 70 | 66,955 | ||||||
4.40%, 05/09/47 (Call 11/09/46)(b) | 10 | 8,174 | ||||||
4.50%, 04/04/48 (Call 10/04/47)(b) | 16 | 13,326 | ||||||
CRH America Inc., 5.13%, 05/18/45 (Call 11/18/44)(b) | 50 | 45,582 | ||||||
Fortune Brands Innovations Inc. | ||||||||
3.25%, 09/15/29 (Call 06/15/29) | 82 | 73,844 | ||||||
4.00%, 06/15/25 (Call 03/15/25) | 50 | 49,103 | ||||||
5.88%, 06/01/33 (Call 03/01/33) | 40 | 40,276 | ||||||
Griffon Corp., 5.75%, 03/01/28 (Call 07/01/24) | 55 | 53,191 | ||||||
James Hardie International Finance DAC, 5.00%, 01/15/28 (Call 07/01/24)(b) | 25 | 23,944 | ||||||
Jeld-Wen Inc. | ||||||||
4.63%, 12/15/25 (Call 07/01/24)(b)(c) | 12 | 11,764 | ||||||
4.88%, 12/15/27 (Call 07/01/24)(b) | 25 | 23,438 | ||||||
Knife River Corp., 7.75%, 05/01/31 (Call 05/01/26)(b) | 30 | 31,254 |
Par | ||||||||
Security | (000) | Value | ||||||
Building Materials (continued) | ||||||||
Lennox International Inc. | ||||||||
1.35%, 08/01/25 (Call 07/01/25) | $ | 105 | $ | 99,841 | ||||
1.70%, 08/01/27 (Call 06/01/27) | 72 | 64,389 | ||||||
Louisiana-Pacific Corp., 3.63%, 03/15/29 | ||||||||
(Call 07/01/24)(b) | 25 | 22,509 | ||||||
Martin Marietta Materials Inc. | ||||||||
2.40%, 07/15/31 (Call 04/15/31) | 47 | 38,801 | ||||||
3.20%, 07/15/51 (Call 01/15/51) | 65 | 43,829 | ||||||
3.45%, 06/01/27 (Call 03/01/27) | 25 | 23,791 | ||||||
3.50%, 12/15/27 (Call 09/15/27) | 70 | 66,177 | ||||||
4.25%, 12/15/47 (Call 06/15/47) | 40 | 32,583 | ||||||
Series CB, 2.50%, 03/15/30 (Call 12/15/29) | 52 | 44,835 | ||||||
Masco Corp. | ||||||||
2.00%, 10/01/30 (Call 07/01/30) | 75 | 61,017 | ||||||
2.00%, 02/15/31 (Call 11/15/30) | 20 | 16,244 | ||||||
3.13%, 02/15/51 (Call 08/15/50) | 15 | 9,686 | ||||||
3.50%, 11/15/27 (Call 08/15/27) | 35 | 32,981 | ||||||
4.50%, 05/15/47 (Call 11/15/46) | 40 | 33,004 | ||||||
Mohawk Industries Inc., 5.85%, 09/18/28 | ||||||||
(Call 08/18/28) | 10 | 10,181 | ||||||
Owens Corning | ||||||||
3.40%, 08/15/26 (Call 05/15/26) | 99 | 94,725 | ||||||
3.50%, 02/15/30 (Call 08/15/29)(b) | 25 | 22,633 | ||||||
3.88%, 06/01/30 (Call 03/01/30) | 60 | 55,781 | ||||||
3.95%, 08/15/29 (Call 05/15/29) | 5 | 4,699 | ||||||
4.30%, 07/15/47 (Call 01/15/47) | 45 | 36,620 | ||||||
4.40%, 01/30/48 (Call 07/30/47) | 25 | 20,290 | ||||||
7.00%, 12/01/36 | 25 | 27,701 | ||||||
Summit Materials LLC/Summit Materials | ||||||||
Finance Corp. | ||||||||
5.25%, 01/15/29 (Call 06/11/24)(b) | 46 | 44,349 | ||||||
6.50%, 03/15/27 (Call 06/11/24)(b) | 20 | 20,006 | ||||||
7.25%, 01/15/31 (Call 01/15/27)(b) | 40 | 41,265 | ||||||
Trane Technologies Financing Ltd. | ||||||||
3.50%, 03/21/26 (Call 01/21/26) | 70 | 67,774 | ||||||
3.80%, 03/21/29 (Call 12/21/28) | 68 | 64,385 | ||||||
4.50%, 03/21/49 (Call 09/21/48) | 24 | 20,342 | ||||||
4.65%, 11/01/44 (Call 05/01/44) | 25 | 22,127 | ||||||
5.25%, 03/03/33 (Call 12/03/32) | 40 | 40,072 | ||||||
Trane Technologies Global Holding Co. Ltd. | ||||||||
3.75%, 08/21/28 (Call 05/21/28) | 42 | 39,921 | ||||||
4.30%, 02/21/48 (Call 08/21/47) | 22 | 18,136 | ||||||
5.75%, 06/15/43 | 20 | 20,265 | ||||||
Vulcan Materials Co. | ||||||||
3.50%, 06/01/30 (Call 03/01/30) | 85 | 77,145 | ||||||
4.50%, 06/15/47 (Call 12/15/46) | 27 | 22,713 | ||||||
4.70%, 03/01/48 (Call 09/01/47) | 45 | 39,066 | ||||||
2,107,294 | ||||||||
Chemicals — 0.7% | ||||||||
Air Liquide Finance SA | ||||||||
2.25%, 09/10/29 (Call 06/10/29)(b) | 5 | 4,394 | ||||||
2.50%, 09/27/26 (Call 06/27/26)(b) | 15 | 14,151 | ||||||
3.50%, 09/27/46 (Call 03/27/46)(b) | 20 | 15,068 | ||||||
Air Products and Chemicals Inc. | ||||||||
1.50%, 10/15/25 (Call 09/15/25) | 40 | 38,061 | ||||||
1.85%, 05/15/27 (Call 03/15/27) | 48 | 44,008 | ||||||
2.05%, 05/15/30 (Call 02/15/30) | 64 | 54,415 | ||||||
2.70%, 05/15/40 (Call 11/15/39) | 60 | 42,759 | ||||||
2.80%, 05/15/50 (Call 11/15/49) | 60 | 38,353 | ||||||
4.60%, 02/08/29 (Call 01/08/29) | 10 | 9,869 | ||||||
4.75%, 02/08/31 (Call 12/08/30) | 5 | 4,931 |
7
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Chemicals (continued) | ||||||||
4.85%, 02/08/34 (Call 11/08/33) | $ | 100 | $ | 97,509 | ||||
Ashland Inc. | ||||||||
3.38%, 09/01/31 (Call 06/01/31)(b) | 25 | 21,018 | ||||||
6.88%, 05/15/43 (Call 02/15/43) | 15 | 15,309 | ||||||
Avient Corp. | ||||||||
5.75%, 05/15/25 (Call 07/01/24)(b) | 35 | 34,814 | ||||||
7.13%, 08/01/30 (Call 08/01/25)(b) | 45 | 45,788 | ||||||
Axalta
Coating Systems Dutch Holding B BV, 7.25%, 02/15/31 (Call 11/15/26)(b) | 30 | 31,073 | ||||||
Axalta Coating Systems LLC, 3.38%, 02/15/29 | ||||||||
(Call 07/01/24)(b) | 40 | 35,642 | ||||||
Axalta Coating Systems LLC/Axalta Coating Systems
Dutch Holding B BV, 4.75%, 06/15/27 | ||||||||
(Call 07/05/24)(b) | 30 | 28,950 | ||||||
Celanese U.S. Holdings LLC | ||||||||
1.40%, 08/05/26 (Call 07/05/26) | 40 | 36,540 | ||||||
6.17%, 07/15/27 (Call 06/15/27) | 175 | 177,390 | ||||||
6.35%, 11/15/28 (Call 10/15/28) | 100 | 102,662 | ||||||
6.38%, 07/15/32 (Call 04/15/32) | 95 | 97,676 | ||||||
6.55%, 11/15/30 (Call 09/15/30) | 5 | 5,222 | ||||||
6.70%, 11/15/33 (Call 08/15/33) | 80 | 84,143 | ||||||
CF Industries Inc. | ||||||||
4.95%, 06/01/43 | 45 | 39,608 | ||||||
5.15%, 03/15/34 | 60 | 57,356 | ||||||
5.38%, 03/15/44 | 50 | 46,069 | ||||||
Element Solutions Inc., 3.88%, 09/01/28 | ||||||||
(Call 07/01/24)(b) | 45 | 40,948 | ||||||
FMC Corp. | ||||||||
3.45%, 10/01/29 (Call 07/01/29) | 10 | 8,986 | ||||||
4.50%, 10/01/49 (Call 04/01/49) | 50 | 38,555 | ||||||
5.65%, 05/18/33 (Call 02/18/33) | 50 | 49,167 | ||||||
6.38%, 05/18/53 (Call 11/18/52) | 25 | 24,939 | ||||||
HB Fuller Co. | ||||||||
4.00%, 02/15/27 (Call 11/15/26) | 20 | 19,322 | ||||||
4.25%, 10/15/28 (Call 07/01/24) | 15 | 14,069 | ||||||
International Flavors & Fragrances Inc. | ||||||||
1.23%, 10/01/25 (Call 09/01/25)(b) | 100 | 94,200 | ||||||
1.83%, 10/15/27 (Call 08/15/27)(b) | 115 | 101,942 | ||||||
2.30%, 11/01/30 (Call 08/01/30)(b) | 50 | 41,402 | ||||||
3.27%, 11/15/40 (Call 05/15/40)(b) | 35 | 24,797 | ||||||
3.47%, 12/01/50 (Call 06/01/50)(b) | 60 | 39,243 | ||||||
4.38%, 06/01/47 (Call 12/01/46) | 45 | 34,563 | ||||||
4.45%, 09/26/28 (Call 06/26/28) | 25 | 23,991 | ||||||
5.00%, 09/26/48 (Call 03/26/48) | 55 | 46,736 | ||||||
Linde Inc./CT | ||||||||
1.10%, 08/10/30 (Call 05/10/30) | 34 | 27,216 | ||||||
2.00%, 08/10/50 (Call 02/10/50) | 45 | 24,158 | ||||||
3.20%, 01/30/26 (Call 10/30/25) | 100 | 96,799 | ||||||
3.55%, 11/07/42 (Call 05/07/42) | 30 | 23,797 | ||||||
Methanex Corp. | ||||||||
5.13%, 10/15/27 (Call 04/15/27) | 40 | 38,621 | ||||||
5.25%, 12/15/29 (Call 09/15/29) | 40 | 38,257 | ||||||
5.65%, 12/01/44 (Call 06/01/44) | 20 | 17,443 | ||||||
Mosaic Co. (The) | ||||||||
4.05%, 11/15/27 (Call 08/15/27) | 60 | 57,601 | ||||||
4.88%, 11/15/41 (Call 05/15/41) | 10 | 8,751 | ||||||
5.38%, 11/15/28 (Call 10/15/28) | 25 | 24,992 | ||||||
5.45%, 11/15/33 (Call 05/15/33) | 25 | 24,683 | ||||||
5.63%, 11/15/43 (Call 05/15/43) | 45 | 42,738 | ||||||
Nutrien Ltd. | ||||||||
2.95%, 05/13/30 (Call 02/13/30) | 94 | 82,980 |
Par | ||||||||
Security | (000) | Value | ||||||
Chemicals (continued) | ||||||||
3.95%, 05/13/50 (Call 11/13/49) | $ | 60 | $ | 45,127 | ||||
4.00%, 12/15/26 (Call 09/15/26) | 30 | 29,022 | ||||||
4.13%, 03/15/35 (Call 09/15/34) | 25 | 22,224 | ||||||
4.20%, 04/01/29 (Call 01/01/29) | 80 | 76,623 | ||||||
4.90%, 06/01/43 (Call 12/01/42) | 30 | 26,665 | ||||||
5.00%, 04/01/49 (Call 10/01/48) | 51 | 45,156 | ||||||
5.25%, 01/15/45 (Call 07/15/44) | 35 | 32,267 | ||||||
5.63%, 12/01/40 | 25 | 24,196 | ||||||
5.80%, 03/27/53 (Call 09/27/52) | 30 | 29,811 | ||||||
5.88%, 12/01/36 | 35 | 35,751 | ||||||
OCI NV, 4.63%, 10/15/25 (Call 07/01/24)(b) | 100 | 98,660 | ||||||
Orbia Advance Corp. SAB de CV, 2.88%, 05/11/31 | ||||||||
(Call 02/11/31)(d) | 200 | 163,523 | ||||||
PPG Industries Inc. | ||||||||
1.20%, 03/15/26 (Call 02/15/26) | 40 | 37,144 | ||||||
2.55%, 06/15/30 (Call 03/15/30) | 75 | 64,684 | ||||||
3.75%, 03/15/28 (Call 12/15/27) | 134 | 127,896 | ||||||
Rain Carbon Inc., 12.25%, 09/01/29 | ||||||||
(Call 03/01/26)(b)(c) | 25 | 26,653 | ||||||
Rayonier AM Products Inc., 7.63%, 01/15/26 | ||||||||
(Call 06/17/24)(b) | 30 | 27,141 | ||||||
RPM International Inc., 4.25%, 01/15/48 | ||||||||
(Call 07/15/47) | 35 | 28,814 | ||||||
SABIC Capital II BV, 4.50%, 10/10/28(d) | 200 | 194,211 | ||||||
Sherwin-Williams Co. (The) | ||||||||
2.20%, 03/15/32 (Call 12/15/31) | 25 | 20,183 | ||||||
2.30%, 05/15/30 (Call 02/15/30) | 80 | 68,149 | ||||||
2.90%, 03/15/52 (Call 09/15/51) | 25 | 15,627 | ||||||
2.95%, 08/15/29 (Call 05/15/29) | 115 | 103,038 | ||||||
3.30%, 05/15/50 (Call 11/15/49) | 40 | 27,434 | ||||||
3.45%, 08/01/25 (Call 05/01/25) | 35 | 34,147 | ||||||
3.45%, 06/01/27 (Call 03/01/27) | 149 | 141,898 | ||||||
3.80%, 08/15/49 (Call 02/15/49) | 40 | 30,098 | ||||||
3.95%, 01/15/26 (Call 10/15/25) | 20 | 19,563 | ||||||
4.50%, 06/01/47 (Call 12/01/46) | 75 | 63,597 | ||||||
4.55%, 08/01/45 (Call 02/01/45) | 21 | 17,806 | ||||||
Sociedad
Quimica y Minera de Chile SA, 4.25%, 05/07/29 (Call 02/07/29)(d) | 200 | 189,772 | ||||||
Trinseo
Materials Operating SCA/Trinseo Materials Finance Inc., 5.13%, 04/01/29 (Call 07/01/24)(b) | 25 | 10,524 | ||||||
Tronox Inc., 4.63%, 03/15/29 (Call 07/01/24)(b) | 65 | 59,046 | ||||||
Westlake Corp. | ||||||||
2.88%, 08/15/41 (Call 02/15/41) | 15 | 10,108 | ||||||
3.38%, 08/15/61 (Call 02/15/61) | 25 | 15,114 | ||||||
4.38%, 11/15/47 (Call 05/15/47) | 90 | 72,485 | ||||||
Yara International ASA | ||||||||
3.15%, 06/04/30 (Call 03/04/30)(b) | 85 | 73,785 | ||||||
3.80%, 06/06/26 (Call 03/06/26)(b) | 25 | 24,085 | ||||||
4.75%, 06/01/28 (Call 03/01/28)(b) | 82 | 79,097 | ||||||
7.38%, 11/14/32 (Call 08/14/32)(d) | 100 | 108,543 | ||||||
4,653,341 | ||||||||
Commercial Services — 1.1% | ||||||||
ADT Security Corp. (The) | ||||||||
4.13%, 08/01/29 (Call 08/01/28)(b) | 55 | 49,968 | ||||||
4.88%, 07/15/32(b) | 40 | 36,162 | ||||||
Alta Equipment Group Inc., 9.00%, 06/01/29 | ||||||||
(Call 06/01/26)(b) | 50 | 48,360 | ||||||
AMN Healthcare Inc. | ||||||||
4.00%, 04/15/29 (Call 06/11/24)(b) | 20 | 17,727 | ||||||
4.63%, 10/01/27 (Call 07/01/24)(b) | 35 | 33,114 |
8
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Commercial Services (continued) | ||||||||
APi Group DE Inc. | ||||||||
4.13%, 07/15/29 (Call 07/15/24)(b) | $ | 21 | $ | 18,829 | ||||
4.75%, 10/15/29 (Call 10/15/24)(b) | 20 | 18,342 | ||||||
APX Group Inc. | ||||||||
5.75%, 07/15/29 (Call 07/15/24)(b) | 50 | 47,497 | ||||||
6.75%, 02/15/27 (Call 07/01/24)(b) | 35 | 34,840 | ||||||
Ashtead Capital Inc. | ||||||||
1.50%, 08/12/26 (Call 07/12/26)(b) | 30 | 27,312 | ||||||
2.45%, 08/12/31 (Call 05/12/31)(b) | 40 | 32,234 | ||||||
4.00%, 05/01/28 (Call 06/11/24)(b) | 30 | 28,140 | ||||||
5.80%, 04/15/34 (Call 01/15/34)(b) | 5 | 4,969 | ||||||
5.95%, 10/15/33 (Call 07/15/33)(b) | 200 | 200,341 | ||||||
Automatic Data Processing Inc. | ||||||||
1.25%, 09/01/30 (Call 06/01/30) | 151 | 121,150 | ||||||
1.70%, 05/15/28 (Call 03/15/28) | 82 | 72,827 | ||||||
3.38%, 09/15/25 (Call 06/15/25) | 90 | 88,137 | ||||||
Avis Budget Car Rental LLC/Avis Budget Finance Inc. | ||||||||
4.75%, 04/01/28 (Call 06/11/24)(b)(c) | 30 | 27,272 | ||||||
5.38%, 03/01/29 (Call 07/01/24)(b)(c) | 35 | 31,988 | ||||||
5.75%, 07/15/27 (Call 06/11/24)(b) | 25 | 23,957 | ||||||
5.75%, 07/15/27 (Call 07/01/24)(b) | 25 | 23,942 | ||||||
8.00%, 02/15/31 (Call 11/15/26)(b)(c) | 30 | 29,651 | ||||||
Block Financial LLC | ||||||||
2.50%, 07/15/28 (Call 05/15/28) | 35 | 31,136 | ||||||
3.88%, 08/15/30 (Call 05/15/30) | 30 | 27,217 | ||||||
5.25%, 10/01/25 (Call 07/01/25) | 40 | 39,675 | ||||||
Carriage Services Inc., 4.25%, 05/15/29 | ||||||||
(Call 07/01/24)(b) | 30 | 26,610 | ||||||
Cintas Corp. No. 2 | ||||||||
3.70%, 04/01/27 (Call 01/01/27) | 150 | 144,958 | ||||||
4.00%, 05/01/32 (Call 02/01/32) | 10 | 9,313 | ||||||
Deluxe Corp., 8.00%, 06/01/29 (Call 07/01/24)(b) | 30 | 27,994 | ||||||
Element Fleet Management Corp., 3.85%, 06/15/25 | ||||||||
(Call 05/15/25)(b) | 52 | 50,951 | ||||||
ERAC USA Finance LLC | ||||||||
3.30%, 12/01/26 (Call 09/01/26)(b) | 135 | 128,872 | ||||||
3.80%, 11/01/25 (Call 08/01/25)(b) | 87 | 84,949 | ||||||
4.20%, 11/01/46 (Call 05/01/46)(b) | 47 | 38,246 | ||||||
4.50%, 02/15/45 (Call 08/15/44)(b) | 65 | 56,111 | ||||||
4.90%, 05/01/33 (Call 02/01/33)(b) | 55 | 53,214 | ||||||
5.00%, 02/15/29 (Call 01/15/29)(b) | 50 | 49,661 | ||||||
5.20%, 10/30/34 (Call 07/30/34)(b) | 120 | 117,899 | ||||||
5.40%, 05/01/53 (Call 11/01/52)(b) | 60 | 57,775 | ||||||
5.63%, 03/15/42(b) | 30 | 29,905 | ||||||
6.70%, 06/01/34(b) | 30 | 32,765 | ||||||
7.00%, 10/15/37(b) | 40 | 44,774 | ||||||
Gartner Inc. | ||||||||
3.63%, 06/15/29 (Call 07/01/24)(b) | 45 | 40,629 | ||||||
3.75%, 10/01/30 (Call 10/01/25)(b) | 60 | 52,849 | ||||||
4.50%, 07/01/28 (Call 07/01/24)(b) | 55 | 52,373 | ||||||
Global Payments Inc. | ||||||||
1.20%, 03/01/26 (Call 02/01/26) | 80 | 74,232 | ||||||
2.15%, 01/15/27 (Call 12/15/26) | 85 | 78,386 | ||||||
2.90%, 05/15/30 (Call 02/15/30) | 70 | 60,579 | ||||||
2.90%, 11/15/31 (Call 08/15/31) | 65 | 54,160 | ||||||
3.20%, 08/15/29 (Call 05/15/29) | 110 | 98,223 | ||||||
4.80%, 04/01/26 (Call 01/01/26) | 45 | 44,347 | ||||||
5.40%, 08/15/32 (Call 05/15/32) | 50 | 49,057 | ||||||
5.95%, 08/15/52 (Call 02/15/52) | 80 | 77,357 | ||||||
GXO Logistics Inc. | ||||||||
1.65%, 07/15/26 (Call 06/15/26) | 80 | 73,427 |
Par | ||||||||
Security | (000) | Value | ||||||
Commercial Services (continued) | ||||||||
2.65%, 07/15/31 (Call 04/15/31) | $ | 45 | $ | 36,101 | ||||
6.25%, 05/06/29 (Call 04/06/29) | 40 | 40,557 | ||||||
Herc Holdings Inc., 5.50%, 07/15/27 (Call 07/01/24)(b) | 71 | 69,218 | ||||||
Hertz Corp. (The) | ||||||||
4.63%, 12/01/26 (Call 07/01/24)(b) | 30 | 23,295 | ||||||
5.00%, 12/01/29 (Call 12/01/24)(b)(c) | 60 | 39,586 | ||||||
Korn Ferry, 4.63%, 12/15/27 (Call 07/01/24)(b) | 30 | 28,537 | ||||||
Matthews International Corp., 5.25%, 12/01/25 | ||||||||
(Call 07/01/24)(b) | 21 | 20,845 | ||||||
Mobius Merger Sub Inc., 9.00%, 06/01/30 | ||||||||
(Call 06/01/26)(b) | 30 | 30,457 | ||||||
Moody’s Corp. | ||||||||
2.00%, 08/19/31 (Call 05/19/31)(c) | 45 | 36,335 | ||||||
3.10%, 11/29/61 (Call 05/29/61) | 25 | 15,290 | ||||||
3.25%, 01/15/28 (Call 10/15/27) | 12 | 11,352 | ||||||
3.25%, 05/20/50 (Call 11/20/49) | 30 | 20,441 | ||||||
3.75%, 02/25/52 (Call 08/25/51) | 25 | 18,683 | ||||||
4.25%, 02/01/29 (Call 11/01/28) | 62 | 60,009 | ||||||
4.88%, 12/17/48 (Call 06/17/48) | 34 | 30,588 | ||||||
5.25%, 07/15/44 | 45 | 42,942 | ||||||
PayPal Holdings Inc. | ||||||||
1.65%, 06/01/25 (Call 05/01/25) | 79 | 76,095 | ||||||
2.30%, 06/01/30 (Call 03/01/30) | 80 | 68,490 | ||||||
2.65%, 10/01/26 (Call 08/01/26) | 105 | 99,204 | ||||||
2.85%, 10/01/29 (Call 07/01/29) | 124 | 111,281 | ||||||
3.25%, 06/01/50 (Call 12/01/49) | 82 | 55,744 | ||||||
4.40%, 06/01/32 (Call 03/01/32) | 60 | 57,053 | ||||||
5.05%, 06/01/52 (Call 12/01/51) | 45 | 41,296 | ||||||
5.25%, 06/01/62 (Call 12/01/61) | 45 | 41,153 | ||||||
Prime Security Services Borrower LLC/Prime Finance Inc. | ||||||||
3.38%, 08/31/27 (Call 08/31/26)(b) | 60 | 55,074 | ||||||
5.75%, 04/15/26(b) | 80 | 79,453 | ||||||
6.25%, 01/15/28 (Call 07/01/24)(b) | 100 | 98,097 | ||||||
Quanta Services Inc. | ||||||||
2.35%, 01/15/32 (Call 10/15/31) | 90 | 72,720 | ||||||
2.90%, 10/01/30 (Call 07/01/30) | 51 | 44,487 | ||||||
3.05%, 10/01/41 (Call 04/01/41) | 40 | 28,093 | ||||||
RELX Capital Inc. | ||||||||
3.00%, 05/22/30 (Call 02/22/30) | 120 | 106,725 | ||||||
4.00%, 03/18/29 (Call 12/18/28) | 65 | 62,030 | ||||||
RR Donnelley & Sons Co., 8.50%, 04/15/29(b) | 26 | 23,628 | ||||||
S&P Global Inc. | ||||||||
1.25%, 08/15/30 (Call 05/15/30) | 44 | 35,292 | ||||||
2.30%, 08/15/60 (Call 02/15/60) | 50 | 25,726 | ||||||
2.45%, 03/01/27 (Call 02/01/27) | 75 | 69,872 | ||||||
2.50%, 12/01/29 (Call 09/01/29) | 25 | 21,931 | ||||||
2.70%, 03/01/29 (Call 01/01/29) | 105 | 94,606 | ||||||
2.90%, 03/01/32 (Call 12/01/31) | 70 | 60,170 | ||||||
2.95%, 01/22/27 (Call 10/22/26) | 27 | 25,568 | ||||||
3.25%, 12/01/49 (Call 06/01/49) | 55 | 38,642 | ||||||
3.70%, 03/01/52 (Call 09/01/51) | 55 | 41,532 | ||||||
3.90%, 03/01/62 (Call 09/01/61) | 30 | 22,309 | ||||||
4.25%, 05/01/29 (Call 02/01/29) | 100 | 96,633 | ||||||
4.75%, 08/01/28 (Call 05/01/28) | 70 | 69,321 | ||||||
Service Corp. International/U.S. | ||||||||
3.38%, 08/15/30 (Call 08/15/25) | 45 | 38,630 | ||||||
4.00%, 05/15/31 (Call 05/15/26) | 45 | 39,320 | ||||||
4.63%, 12/15/27 (Call 07/01/24) | 30 | 28,679 | ||||||
5.13%, 06/01/29 (Call 07/01/24) | 45 | 43,358 | ||||||
7.50%, 04/01/27 | 15 | 15,440 |
9
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Commercial Services (continued) | ||||||||
Sodexo Inc. | ||||||||
1.63%, 04/16/26 (Call 03/16/26)(b) | $ | 165 | $ | 153,180 | ||||
2.72%, 04/16/31 (Call 01/16/31)(b) | 10 | 8,433 | ||||||
Sotheby’s, 7.38%, 10/15/27 (Call 06/11/24)(b) | 45 | 39,151 | ||||||
Sotheby’s/Bidfair Holdings Inc., 5.88%, 06/01/29 | ||||||||
(Call 07/01/24)(b) | 20 | 15,696 | ||||||
Transurban Finance Co. Pty. Ltd. | ||||||||
2.45%, 03/16/31 (Call 12/16/30)(b) | 47 | 39,001 | ||||||
3.38%, 03/22/27 (Call 12/22/26)(b) | 55 | 51,997 | ||||||
4.13%, 02/02/26 (Call 11/02/25)(b) | 47 | 45,805 | ||||||
TriNet Group Inc. | ||||||||
3.50%, 03/01/29 (Call 07/01/24)(b) | 30 | 26,478 | ||||||
7.13%, 08/15/31 (Call 08/15/26)(b) | 25 | 25,239 | ||||||
Triton Container International Ltd. | ||||||||
2.05%, 04/15/26 (Call 03/15/26)(b) | 57 | 52,830 | ||||||
3.15%, 06/15/31 (Call 03/15/31)(b) | 55 | 45,421 | ||||||
Triton Container International Ltd./TAL
International Container Corp., 3.25%, 03/15/32 (Call 12/15/31) | 35 | 28,313 | ||||||
United Rentals North America Inc. | ||||||||
3.75%, 01/15/32 (Call 07/15/26) | 45 | 38,484 | ||||||
3.88%, 11/15/27 (Call 06/11/24) | 46 | 43,272 | ||||||
3.88%, 02/15/31 (Call 08/15/25) | 70 | 61,575 | ||||||
4.00%, 07/15/30 (Call 07/15/25) | 40 | 35,837 | ||||||
4.88%, 01/15/28 (Call 06/11/24) | 95 | 91,489 | ||||||
5.25%, 01/15/30 (Call 01/15/25) | 45 | 43,201 | ||||||
5.50%, 05/15/27 (Call 07/01/24) | 34 | 33,580 | ||||||
6.13%, 03/15/34 (Call 03/15/29)(b) | 110 | 107,890 | ||||||
Valvoline Inc., 3.63%, 06/15/31 (Call 06/15/26)(b) | 30 | 25,348 | ||||||
Verisk Analytics Inc. | ||||||||
3.63%, 05/15/50 (Call 11/15/49) | 40 | 28,248 | ||||||
4.00%, 06/15/25 (Call 03/15/25) | 80 | 78,582 | ||||||
4.13%, 03/15/29 (Call 12/15/28) | 55 | 52,423 | ||||||
5.50%, 06/15/45 (Call 12/15/44) | 17 | 16,359 | ||||||
5.75%, 04/01/33 (Call 01/01/33) | 5 | 5,104 | ||||||
Williams Scotsman Inc. | ||||||||
4.63%, 08/15/28 (Call 07/01/24)(b) | 30 | 28,068 | ||||||
6.13%, 06/15/25 (Call 06/17/24)(b) | 33 | 32,922 | ||||||
7.38%, 10/01/31 (Call 10/01/26)(b) | 30 | 30,784 | ||||||
WW International Inc., 4.50%, 04/15/29 | ||||||||
(Call 07/01/24)(b) | 30 | 12,587 | ||||||
ZipRecruiter Inc., 5.00%, 01/15/30 (Call 01/15/25)(b) | 30 | 26,018 | ||||||
6,559,606 | ||||||||
Computers — 0.3% | ||||||||
ASGN Inc., 4.63%, 05/15/28 (Call 07/01/24)(b) | 35 | 32,920 | ||||||
Booz Allen Hamilton Inc. | ||||||||
3.88%, 09/01/28 (Call 07/01/24)(b) | 55 | 51,605 | ||||||
4.00%, 07/01/29 (Call 07/01/24)(b) | 35 | 32,641 | ||||||
CGI Inc. | ||||||||
1.45%, 09/14/26 (Call 08/14/26) | 80 | 73,180 | ||||||
2.30%, 09/14/31 (Call 06/14/31) | 50 | 39,527 | ||||||
Crane NXT Co., 4.20%, 03/15/48 (Call 09/15/47) | 20 | 14,808 | ||||||
Crowdstrike Holdings Inc., 3.00%, 02/15/29 | ||||||||
(Call 06/11/24) | 40 | 35,501 | ||||||
DXC Technology Co. | ||||||||
1.80%, 09/15/26 (Call 08/15/26) | 40 | 36,466 | ||||||
2.38%, 09/15/28 (Call 07/15/28) | 55 | 47,063 | ||||||
Fortinet Inc. | ||||||||
1.00%, 03/15/26 (Call 02/15/26) | 42 | 38,729 | ||||||
2.20%, 03/15/31 (Call 12/15/30) | 42 | 34,412 | ||||||
Hewlett Packard Enterprise Co. | ||||||||
1.75%, 04/01/26 (Call 03/01/26) | 110 | 102,981 |
Par | ||||||||
Security | (000) | Value | ||||||
Computers (continued) | ||||||||
4.90%, 10/15/25 (Call 07/15/25) | $ | 104 | $ | 103,265 | ||||
6.20%, 10/15/35 (Call 04/15/35) | 50 | 52,786 | ||||||
6.35%, 10/15/45 (Call 04/15/45) | 65 | 68,917 | ||||||
Kyndryl Holdings Inc. | ||||||||
2.05%, 10/15/26 (Call 09/15/26) | 40 | 36,854 | ||||||
4.10%, 10/15/41 (Call 04/15/41) | 35 | 26,880 | ||||||
NCR Voyix Corp. | ||||||||
5.00%, 10/01/28 (Call 07/01/24)(b) | 35 | 32,753 | ||||||
5.13%, 04/15/29 (Call 07/01/24)(b) | 70 | 65,056 | ||||||
5.25%, 10/01/30 (Call 10/01/25)(b) | 27 | 24,506 | ||||||
NetApp Inc. | ||||||||
1.88%, 06/22/25 (Call 05/22/25) | 61 | 58,625 | ||||||
2.70%, 06/22/30 (Call 03/22/30) | 77 | 66,463 | ||||||
Seagate HDD Cayman | ||||||||
4.09%, 06/01/29 (Call 03/01/29) | 30 | 27,443 | ||||||
4.13%, 01/15/31 (Call 10/15/30) | 15 | 13,105 | ||||||
4.88%, 06/01/27 (Call 03/01/27) | 30 | 29,092 | ||||||
5.75%, 12/01/34 (Call 06/01/34) | 30 | 28,439 | ||||||
8.25%, 12/15/29 (Call 07/15/26)(b) | 30 | 32,124 | ||||||
8.50%, 07/15/31 (Call 07/15/26)(b) | 30 | 32,010 | ||||||
9.63%, 12/01/32 (Call 12/01/27) | 46 | 52,344 | ||||||
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) | 57 | 48,091 | ||||||
Unisys Corp., 6.88%, 11/01/27 (Call 07/01/24)(b) | 30 | 26,207 | ||||||
Virtusa Corp., 7.13%, 12/15/28 (Call 07/01/24)(b) | 21 | 19,098 | ||||||
Western Digital Corp. | ||||||||
2.85%, 02/01/29 (Call 12/01/28) | 55 | 47,442 | ||||||
3.10%, 02/01/32 (Call 11/01/31) | 50 | 40,585 | ||||||
4.75%, 02/15/26 (Call 11/15/25) | 130 | 127,173 | ||||||
1,599,091 | ||||||||
Cosmetics & Personal Care — 0.2% | ||||||||
Edgewell Personal Care Co. | ||||||||
4.13%, 04/01/29 (Call 06/11/24)(b) | 30 | 27,367 | ||||||
5.50%, 06/01/28 (Call 07/01/24)(b) | 45 | 43,803 | ||||||
Estee Lauder Companies Inc. (The) | ||||||||
1.95%, 03/15/31 (Call 12/15/30) | 25 | 20,435 | ||||||
2.38%, 12/01/29 (Call 09/01/29) | 64 | 55,804 | ||||||
2.60%, 04/15/30 (Call 01/15/30) | 95 | 82,925 | ||||||
3.13%, 12/01/49 (Call 06/01/49) | 25 | 16,651 | ||||||
3.15%, 03/15/27 (Call 12/15/26) | 68 | 64,828 | ||||||
4.15%, 03/15/47 (Call 09/15/46) | 35 | 28,403 | ||||||
4.38%, 06/15/45 (Call 12/15/44) | 45 | 38,239 | ||||||
5.00%, 02/14/34 (Call 11/14/33) | 50 | 48,813 | ||||||
5.15%, 05/15/53 (Call 11/15/52) | 40 | 37,694 | ||||||
6.00%, 05/15/37 | 15 | 15,769 | ||||||
Kenvue Inc. | ||||||||
4.90%, 03/22/33 (Call 12/22/32) | 70 | 68,867 | ||||||
5.05%, 03/22/28 (Call 02/22/28) | 210 | 210,586 | ||||||
5.05%, 03/22/53 (Call 09/22/52) | 210 | 197,150 | ||||||
5.20%, 03/22/63 (Call 09/22/62) | 40 | 37,589 | ||||||
994,923 | ||||||||
Distribution & Wholesale — 0.1% | ||||||||
Ferguson Finance PLC | ||||||||
3.25%, 06/02/30 (Call 03/02/30)(b) | 30 | 26,735 | ||||||
4.50%, 10/24/28 (Call 07/24/28)(b) | 50 | 48,495 | ||||||
4.65%, 04/20/32 (Call 01/20/32)(b) | 55 | 51,809 | ||||||
H&E Equipment Services Inc., 3.88%, 12/15/28 | ||||||||
(Call 07/01/24)(b) | 75 | 67,144 | ||||||
LKQ Corp. | ||||||||
5.75%, 06/15/28 (Call 05/15/28) | 50 | 50,486 | ||||||
6.25%, 06/15/33 (Call 03/15/33) | 40 | 41,114 |
10
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Distribution & Wholesale (continued) | ||||||||
Openlane Inc., 5.13%, 06/01/25 (Call 07/01/24)(b) | $ | 12 | $ | 11,847 | ||||
Resideo Funding Inc., 4.00%, 09/01/29 | ||||||||
(Call 09/01/24)(b) | 20 | 17,788 | ||||||
Ritchie Bros Holdings Inc. | ||||||||
6.75%, 03/15/28 (Call 03/15/25)(b) | 30 | 30,335 | ||||||
7.75%, 03/15/31 (Call 03/15/26)(b) | 50 | 52,262 | ||||||
WW Grainger Inc. | ||||||||
3.75%, 05/15/46 (Call 11/15/45) | 55 | 42,717 | ||||||
4.20%, 05/15/47 (Call 11/15/46) | 35 | 29,101 | ||||||
4.60%, 06/15/45 (Call 12/15/44) | 42 | 37,560 | ||||||
507,393 | ||||||||
Diversified Financial Services — 2.6% | ||||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust | ||||||||
2.45%, 10/29/26 (Call 09/29/26) | 150 | 139,559 | ||||||
3.00%, 10/29/28 (Call 08/29/28) | 175 | 158,089 | ||||||
3.30%, 01/30/32 (Call 10/30/31) | 370 | 315,159 | ||||||
3.40%, 10/29/33 (Call 07/29/33) | 175 | 145,676 | ||||||
3.65%, 07/21/27 (Call 04/21/27) | 150 | 141,800 | ||||||
3.85%, 10/29/41 (Call 04/29/41) | 150 | 116,905 | ||||||
3.88%, 01/23/28 (Call 10/23/27) | 175 | 164,981 | ||||||
4.45%, 10/01/25 (Call 08/01/25) | 210 | 206,789 | ||||||
5.10%, 01/19/29 (Call 12/19/28) | 150 | 147,836 | ||||||
5.75%, 06/06/28 (Call 05/06/28) | 150 | 151,215 | ||||||
Affiliated Managers Group Inc. | ||||||||
3.30%, 06/15/30 (Call 03/15/30) | 55 | 48,671 | ||||||
3.50%, 08/01/25 | 35 | 34,154 | ||||||
Air Lease Corp. | ||||||||
1.88%, 08/15/26 (Call 07/15/26) | 120 | 110,807 | ||||||
2.10%, 09/01/28 (Call 07/01/28) | 45 | 39,316 | ||||||
2.88%, 01/15/26 (Call 12/15/25) | 150 | 143,396 | ||||||
2.88%, 01/15/32 (Call 10/15/31) | 65 | 54,245 | ||||||
3.00%, 02/01/30 (Call 11/01/29) | 70 | 61,664 | ||||||
3.13%, 12/01/30 (Call 09/01/30) | 45 | 39,139 | ||||||
3.38%, 07/01/25 (Call 06/01/25) | 80 | 78,038 | ||||||
3.75%, 06/01/26 (Call 04/01/26) | 40 | 38,575 | ||||||
4.63%, 10/01/28 (Call 07/01/28) | 50 | 48,365 | ||||||
5.10%, 03/01/29 (Call 02/01/29) | 5 | 4,931 | ||||||
Aircastle Ltd. | ||||||||
2.85%, 01/26/28 (Call 11/26/27)(b) | 70 | 62,993 | ||||||
6.50%, 07/18/28 (Call 06/18/28)(b) | 20 | 20,349 | ||||||
Ally Financial Inc. | ||||||||
2.20%, 11/02/28 (Call 09/02/28) | 65 | 56,079 | ||||||
4.75%, 06/09/27 (Call 05/09/27) | 40 | 38,834 | ||||||
5.75%, 11/20/25 (Call 10/21/25) | 60 | 59,710 | ||||||
6.70%, 02/14/33 (Call 11/16/32) | 30 | 30,004 | ||||||
6.85%, 01/03/30 (Call 01/03/29), | ||||||||
(1-day SOFR + 2.282%)(a) | 10 | 10,263 | ||||||
8.00%, 11/01/31 | 240 | 262,846 | ||||||
American Express Co. | ||||||||
1.65%, 11/04/26 (Call 10/04/26) | 95 | 87,150 | ||||||
2.55%, 03/04/27 (Call 02/01/27) | 175 | 163,072 | ||||||
3.13%, 05/20/26 (Call 04/20/26) | 125 | 119,927 | ||||||
3.30%, 05/03/27 (Call 04/03/27) | 154 | 146,409 | ||||||
4.05%, 05/03/29 (Call 03/03/29) | 150 | 143,801 | ||||||
4.05%, 12/03/42 | 160 | 134,456 | ||||||
4.20%, 11/06/25 (Call 10/06/25) | 155 | 152,632 | ||||||
4.42%, 08/03/33 (Call 08/03/32), | ||||||||
(1-day SOFR + 1.760%)(a) | 135 | 126,940 | ||||||
4.99%, 05/26/33 (Call 02/26/32), | ||||||||
(1-day SOFR + 2.255%)(a) | 65 | 62,477 |
Par | ||||||||
Security | (000) | Value | ||||||
Diversified Financial Services (continued) | ||||||||
5.04%, 05/01/34 (Call 05/01/33), | ||||||||
(1-day SOFR + 1.835%)(a) | $ | 110 | $ | 107,524 | ||||
5.28%, 07/27/29 (Call 07/27/28), | ||||||||
(1-day SOFR + 1.280%)(a) | 175 | 174,862 | ||||||
5.65%, 04/23/27 (Call 04/23/26), | ||||||||
(1-day SOFR +0.750%)(a) | 150 | 150,552 | ||||||
American Express Credit Corp., 3.30%, 05/03/27 | ||||||||
(Call 04/03/27) | 30 | 28,703 | ||||||
Ameriprise Financial Inc. | ||||||||
2.88%, 09/15/26 (Call 06/15/26) | 90 | 85,382 | ||||||
4.50%, 05/13/32 (Call 02/13/32) | 50 | 47,820 | ||||||
5.15%, 05/15/33 (Call 02/15/33) | 50 | 49,836 | ||||||
5.70%, 12/15/28 (Call 11/15/28) | 35 | 35,758 | ||||||
Apollo Global Management Inc. | ||||||||
5.80%, 05/21/54 (Call 11/21/53) | 50 | 49,433 | ||||||
6.38%, 11/15/33 (Call 08/15/33) | 35 | 37,180 | ||||||
Aviation Capital Group LLC | ||||||||
1.95%, 01/30/26 (Call 12/30/25)(b) | 55 | 51,620 | ||||||
1.95%, 09/20/26 (Call 08/20/26)(b) | 55 | 50,469 | ||||||
3.50%, 11/01/27 (Call 07/01/27)(b) | 80 | 74,701 | ||||||
4.13%, 08/01/25 (Call 06/01/25)(b) | 80 | 78,298 | ||||||
4.88%, 10/01/25 (Call 07/01/25)(b) | 71 | 69,884 | ||||||
6.75%, 10/25/28 (Call 09/25/28)(b) | 15 | 15,586 | ||||||
Avolon Holdings Funding Ltd. | ||||||||
2.13%, 02/21/26 (Call 01/21/26)(b) | 105 | 98,275 | ||||||
2.53%, 11/18/27 (Call 10/18/27)(b) | 150 | 133,960 | ||||||
3.25%, 02/15/27 (Call 12/15/26)(b) | 5 | 4,655 | ||||||
4.25%, 04/15/26 (Call 03/15/26)(b) | 70 | 67,800 | ||||||
5.75%, 03/01/29 (Call 02/01/29)(b) | 70 | 69,436 | ||||||
6.38%, 05/04/28 (Call 04/04/28)(b) | 205 | 207,627 | ||||||
BOC Aviation Ltd., 1.75%, 01/21/26 (Call 12/21/25)(d) | 200 | 188,259 | ||||||
Bread Financial Holdings Inc., 9.75%, 03/15/29 | ||||||||
(Call 03/15/26)(b) | 55 | 57,625 | ||||||
Burford Capital Global Finance LLC, 9.25%, 07/01/31 | ||||||||
(Call 07/01/26)(b) | 45 | 47,317 | ||||||
Capital One Financial Corp. | ||||||||
1.88%, 11/02/27 (Call 11/02/26), | ||||||||
(1-day SOFR + 0.855%)(a) | 45 | 41,123 | ||||||
2.36%, 07/29/32 (Call 07/29/31), | ||||||||
(1-day SOFR + 1.337%)(a) | 110 | 85,710 | ||||||
3.27%, 03/01/30 (Call 03/01/29), | ||||||||
(1-day SOFR + 1.790%)(a) | 115 | 103,331 | ||||||
3.75%, 07/28/26 (Call 06/28/26) | 35 | 33,751 | ||||||
3.80%, 01/31/28 (Call 12/31/27) | 115 | 108,980 | ||||||
4.93%, 05/10/28 (Call 05/10/27), | ||||||||
(1-day SOFR + 2.057%)(a) | 130 | 127,886 | ||||||
4.99%, 07/24/26 (Call 07/24/25), | ||||||||
(1-day SOFR + 2.160%)(a) | 210 | 208,119 | ||||||
5.27%, 05/10/33 (Call 05/10/32), | ||||||||
(1-day SOFR + 2.370%)(a) | 130 | 125,087 | ||||||
5.47%, 02/01/29 (Call 02/01/28), | ||||||||
(1-day SOFR + 2.080%)(a) | 45 | 44,633 | ||||||
5.70%, 02/01/30 (Call 02/01/29), | ||||||||
(1-day SOFR + 1.905%)(a) | 65 | 64,935 | ||||||
5.82%, 02/01/34 (Call 02/01/33), | ||||||||
(1-day SOFR + 2.600%)(a) | 45 | 44,389 | ||||||
6.05%, 02/01/35 (Call 02/01/34), | ||||||||
(1-day SOFR + 2.260%)(a) | 25 | 25,102 | ||||||
6.31%, 06/08/29 (Call 06/08/28), | ||||||||
(1-day SOFR + 2.640%)(a) | 90 | 91,828 |
11
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Diversified Financial Services (continued) | ||||||||
6.38%, 06/08/34 (Call 06/08/33), | ||||||||
(1-day SOFR + 2.860%)(a) | $ | 135 | $ | 138,296 | ||||
7.15%, 10/29/27 (Call 10/29/26), | ||||||||
(1-day SOFR + 2.440%)(a) | 85 | 87,865 | ||||||
7.62%, 10/30/31 (Call 10/30/30), | ||||||||
(1-day SOFR + 3.070%)(a) | 60 | 65,611 | ||||||
Cboe Global Markets Inc. | ||||||||
1.63%, 12/15/30 (Call 09/15/30) | 5 | 4,039 | ||||||
3.00%, 03/16/32 (Call 12/16/31) | 15 | 12,842 | ||||||
3.65%, 01/12/27 (Call 10/12/26) | 65 | 62,743 | ||||||
CCBL Cayman 1 Corp. Ltd., 1.60%, 09/15/26 | ||||||||
(Call 08/15/26)(d) | 200 | 183,237 | ||||||
Charles Schwab Corp. (The) | ||||||||
0.90%, 03/11/26 (Call 02/11/26) | 30 | 27,748 | ||||||
1.15%, 05/13/26 (Call 04/13/26) | 70 | 64,685 | ||||||
1.65%, 03/11/31 (Call 12/11/30) | 100 | 79,717 | ||||||
1.95%, 12/01/31 (Call 09/01/31) | 65 | 51,803 | ||||||
2.00%, 03/20/28 (Call 01/20/28) | 100 | 89,352 | ||||||
2.30%, 05/13/31 (Call 02/13/31) | 40 | 33,368 | ||||||
2.45%, 03/03/27 (Call 02/03/27) | 5 | 4,643 | ||||||
2.75%, 10/01/29 (Call 07/01/29) | 65 | 58,140 | ||||||
2.90%, 03/03/32 (Call 12/03/31) | 45 | 38,230 | ||||||
3.20%, 03/02/27 (Call 12/02/26) | 60 | 56,917 | ||||||
3.20%, 01/25/28 (Call 10/25/27) | 100 | 93,596 | ||||||
3.25%, 05/22/29 (Call 02/22/29) | 45 | 41,230 | ||||||
3.30%, 04/01/27 (Call 01/01/27) | 25 | 23,813 | ||||||
3.45%, 02/13/26 (Call 11/13/25) | 40 | 38,752 | ||||||
4.00%, 02/01/29 (Call 11/01/28) | 30 | 28,744 | ||||||
4.63%, 03/22/30 (Call 12/22/29)(c) | 80 | 78,717 | ||||||
5.85%, 05/19/34 (Call 05/19/33), | ||||||||
(1-day SOFR + 2.500%)(a) | 70 | 71,090 | ||||||
5.88%, 08/24/26 (Call 07/24/26) | 50 | 50,565 | ||||||
6.14%, 08/24/34 (Call 08/24/33), | ||||||||
(1-day SOFR + 2.010%)(a) | 105 | 108,635 | ||||||
6.20%, 11/17/29 (Call 11/17/28), | ||||||||
(1-day SOFR + 1.878%)(a) | 100 | 103,365 | ||||||
CICC Hong Kong Finance 2016 MTN Ltd., 2.00%, 01/26/26(d) | 200 | 189,080 | ||||||
CME Group Inc. | ||||||||
2.65%, 03/15/32 (Call 12/15/31) | 10 | 8,531 | ||||||
3.75%, 06/15/28 (Call 03/15/28) | 95 | 91,607 | ||||||
4.15%, 06/15/48 (Call 12/15/47) | 30 | 25,227 | ||||||
5.30%, 09/15/43 (Call 03/15/43) | 50 | 50,068 | ||||||
Discover Financial Services | ||||||||
4.10%, 02/09/27 (Call 11/09/26) | 85 | 81,631 | ||||||
4.50%, 01/30/26 (Call 11/30/25) | 70 | 68,655 | ||||||
6.70%, 11/29/32 (Call 08/29/32) | 35 | 36,592 | ||||||
7.96%, 11/02/34 (Call 11/02/33), | ||||||||
(1-day SOFR + 3.370%)(a) | 65 | 73,096 | ||||||
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27) | 20 | 19,113 | ||||||
Encore Capital Group Inc. | ||||||||
8.50%, 05/15/30 (Call 05/15/27)(b) | 25 | 25,031 | ||||||
9.25%, 04/01/29 (Call 04/01/26)(b) | 30 | 31,234 | ||||||
Franklin Resources Inc. | ||||||||
1.60%, 10/30/30 (Call 07/30/30) | 60 | 48,263 | ||||||
2.95%, 08/12/51 (Call 02/12/51) | 25 | 15,597 | ||||||
goeasy Ltd. | ||||||||
4.38%, 05/01/26 (Call 06/11/24)(b) | 20 | 19,327 | ||||||
7.63%, 07/01/29 (Call 07/01/26)(b) | 25 | 25,406 | ||||||
9.25%, 12/01/28 (Call 12/01/25)(b) | 35 | 37,074 | ||||||
ICBCIL Finance Co. Ltd., 1.75%, 08/25/25(d) | 200 | 190,531 |
Par | ||||||||
Security | (000) | Value | ||||||
Diversified Financial Services (continued) | ||||||||
Intercontinental Exchange Inc. | ||||||||
1.85%, 09/15/32 (Call 06/15/32) | $ | 130 | $ | 100,331 | ||||
2.10%, 06/15/30 (Call 03/15/30) | 80 | 67,334 | ||||||
2.65%, 09/15/40 (Call 03/15/40) | 132 | 92,118 | ||||||
3.00%, 06/15/50 (Call 12/15/49) | 75 | 48,891 | ||||||
3.00%, 09/15/60 (Call 03/15/60) | 105 | 63,259 | ||||||
3.10%, 09/15/27 (Call 06/15/27) | 94 | 88,362 | ||||||
3.75%, 12/01/25 (Call 09/01/25) | 85 | 83,000 | ||||||
3.75%, 09/21/28 (Call 06/21/28)(c) | 35 | 33,240 | ||||||
4.00%, 09/15/27 (Call 08/15/27) | 105 | 101,383 | ||||||
4.25%, 09/21/48 (Call 03/21/48) | 67 | 55,270 | ||||||
4.60%, 03/15/33 (Call 12/15/32) | 120 | 114,174 | ||||||
4.95%, 06/15/52 (Call 12/15/51) | 90 | 82,424 | ||||||
5.20%, 06/15/62 (Call 12/15/61) | 70 | 65,592 | ||||||
5.25%, 06/15/31 (Call 04/15/31) | 40 | 40,122 | ||||||
Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, 08/15/28 (Call 08/15/24)(b) | 60 | 55,221 | ||||||
Legg Mason Inc. | ||||||||
4.75%, 03/15/26 | 75 | 74,324 | ||||||
5.63%, 01/15/44 | 34 | 33,098 | ||||||
LPL Holdings Inc. | ||||||||
4.00%, 03/15/29 (Call 07/01/24)(b) | 70 | 64,843 | ||||||
4.38%, 05/15/31 (Call 05/15/26)(b) | 30 | 27,329 | ||||||
4.63%, 11/15/27 (Call 06/04/24)(b) | 50 | 48,190 | ||||||
6.00%, 05/20/34 (Call 02/20/34) | 30 | 30,082 | ||||||
6.75%, 11/17/28 (Call 10/17/28) | 50 | 52,285 | ||||||
LSEGA Financing PLC | ||||||||
1.38%, 04/06/26 (Call 03/06/26)(b) | 30 | 27,882 | ||||||
2.00%, 04/06/28 (Call 02/06/28)(b) | 245 | 218,075 | ||||||
2.50%, 04/06/31 (Call 01/06/31)(b) | 35 | 29,388 | ||||||
3.20%, 04/06/41 (Call 10/06/40)(b) | 20 | 14,883 | ||||||
Mastercard Inc. | ||||||||
1.90%, 03/15/31 (Call 12/15/30) | 37 | 30,706 | ||||||
2.00%, 11/18/31 (Call 08/18/31) | 40 | 32,726 | ||||||
2.95%, 11/21/26 (Call 08/21/26) | 84 | 80,069 | ||||||
2.95%, 06/01/29 (Call 03/01/29) | 104 | 95,019 | ||||||
2.95%, 03/15/51 (Call 09/15/50) | 35 | 23,265 | ||||||
3.30%, 03/26/27 (Call 01/26/27) | 97 | 92,884 | ||||||
3.35%, 03/26/30 (Call 12/26/29) | 79 | 72,580 | ||||||
3.50%, 02/26/28 (Call 11/26/27) | 40 | 38,144 | ||||||
3.65%, 06/01/49 (Call 12/01/48) | 60 | 45,871 | ||||||
3.80%, 11/21/46 (Call 05/21/46) | 44 | 35,006 | ||||||
3.85%, 03/26/50 (Call 09/26/49) | 74 | 58,440 | ||||||
3.95%, 02/26/48 (Call 08/26/47) | 52 | 42,295 | ||||||
Mirae Asset Securities Co. Ltd., 5.88%, 01/26/27(d) | 200 | 198,932 | ||||||
Mitsubishi HC Capital Inc., 3.97%, 04/13/30 | ||||||||
(Call 01/13/30)(b) | 10 | 9,200 | ||||||
Nasdaq Inc. | ||||||||
1.65%, 01/15/31 (Call 10/15/30) | 50 | 39,894 | ||||||
2.50%, 12/21/40 (Call 06/21/40) | 55 | 36,028 | ||||||
3.25%, 04/28/50 (Call 10/28/49) | 45 | 30,029 | ||||||
3.85%, 06/30/26 (Call 03/30/26) | 80 | 77,646 | ||||||
3.95%, 03/07/52 (Call 09/07/51) | 100 | 74,560 | ||||||
5.35%, 06/28/28 (Call 05/28/28) | 60 | 60,305 | ||||||
5.55%, 02/15/34 (Call 11/15/33) | 120 | 119,841 | ||||||
5.65%, 06/28/25 | 10 | 10,003 | ||||||
5.95%, 08/15/53 (Call 02/15/53) | 5 | 5,072 | ||||||
6.10%, 06/28/63 (Call 12/28/62) | 25 | 25,643 | ||||||
OneMain Finance Corp. | ||||||||
3.50%, 01/15/27 (Call 07/01/24) | 35 | 32,386 | ||||||
3.88%, 09/15/28 (Call 09/15/24) | 35 | 31,112 |
12
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Diversified Financial Services (continued) | ||||||||
4.00%, 09/15/30 (Call 09/15/25) | $ | 50 | $ | 42,500 | ||||
5.38%, 11/15/29 (Call 05/15/29) | 40 | 37,179 | ||||||
6.63%, 01/15/28 (Call 07/15/27) | 45 | 44,729 | ||||||
7.13%, 03/15/26 | 90 | 91,335 | ||||||
7.50%, 05/15/31 (Call 05/15/27) | 9 | 9,005 | ||||||
7.88%, 03/15/30 (Call 12/15/26) | 90 | 91,660 | ||||||
9.00%, 01/15/29 (Call 07/15/25) | 55 | 57,719 | ||||||
PennyMac Financial Services Inc. | ||||||||
4.25%, 02/15/29 (Call 07/01/24)(b) | 40 | 35,844 | ||||||
5.38%, 10/15/25 (Call 07/01/24)(b) | 40 | 39,664 | ||||||
5.75%, 09/15/31 (Call 09/15/26)(b) | 30 | 27,682 | ||||||
7.13%, 11/15/30 (Call 11/15/26)(b) | 50 | 49,344 | ||||||
7.88%, 12/15/29 (Call 12/15/26)(b) | 45 | 46,075 | ||||||
Pioneer Reward Ltd., 2.00%, 04/09/26(d) | 200 | 188,063 | ||||||
PRA Group Inc. | ||||||||
5.00%, 10/01/29 (Call 10/01/24)(b) | 20 | 16,957 | ||||||
7.38%, 09/01/25 (Call 07/01/24)(b) | 20 | 20,099 | ||||||
8.38%, 02/01/28 (Call 02/01/25)(b) | 25 | 24,887 | ||||||
8.88%, 01/31/30 (Call 06/01/26)(b) | 20 | 19,767 | ||||||
Radian Group Inc., 4.88%, 03/15/27 (Call 09/15/26) | 47 | 45,782 | ||||||
Raymond James Financial Inc. | ||||||||
3.75%, 04/01/51 (Call 10/01/50) | 30 | 22,083 | ||||||
4.65%, 04/01/30 (Call 01/01/30) | 50 | 48,719 | ||||||
4.95%, 07/15/46 | 60 | 54,035 | ||||||
Shinhan Card Co. Ltd., 2.50%, 01/27/27(d) | 200 | 184,697 | ||||||
SLM Corp. | ||||||||
3.13%, 11/02/26 (Call 10/02/26) | 30 | 27,861 | ||||||
4.20%, 10/29/25 (Call 09/29/25) | 30 | 29,220 | ||||||
State Elite Global Ltd., 1.50%, 09/29/26(d) | 200 | 183,583 | ||||||
Synchrony Financial | ||||||||
2.88%, 10/28/31 (Call 07/28/31) | 85 | 68,314 | ||||||
3.70%, 08/04/26 (Call 05/04/26) | 20 | 18,998 | ||||||
3.95%, 12/01/27 (Call 09/01/27) | 100 | 93,612 | ||||||
4.50%, 07/23/25 (Call 04/23/25) | 120 | 117,785 | ||||||
5.15%, 03/19/29 (Call 12/19/28) | 99 | 94,935 | ||||||
7.25%, 02/02/33 (Call 11/02/32) | 45 | 45,112 | ||||||
Visa Inc. | ||||||||
0.75%, 08/15/27 (Call 06/15/27) | 110 | 97,028 | ||||||
1.10%, 02/15/31 (Call 11/15/30) | 110 | 86,745 | ||||||
1.90%, 04/15/27 (Call 02/15/27) | 52 | 47,884 | ||||||
2.00%, 08/15/50 (Call 02/15/50) | 115 | 63,897 | ||||||
2.05%, 04/15/30 (Call 01/15/30) | 87 | 74,359 | ||||||
2.70%, 04/15/40 (Call 10/15/39) | 70 | 50,760 | ||||||
2.75%, 09/15/27 (Call 06/15/27) | 30 | 28,070 | ||||||
3.15%, 12/14/25 (Call 09/14/25) | 150 | 145,694 | ||||||
3.65%, 09/15/47 (Call 03/15/47) | 55 | 42,661 | ||||||
4.15%, 12/14/35 (Call 06/14/35) | 65 | 60,441 | ||||||
4.30%, 12/14/45 (Call 06/14/45) | 200 | 173,653 | ||||||
Voya Financial Inc. | ||||||||
3.65%, 06/15/26 | 44 | 42,406 | ||||||
4.70%, 01/23/48 (Call 01/23/28), | ||||||||
(3-mo. LIBOR US + 2.084%)(a) | 40 | 34,153 | ||||||
4.80%, 06/15/46 | 30 | 25,423 | ||||||
5.70%, 07/15/43 | 35 | 33,763 | ||||||
Western Union Co. (The) | ||||||||
1.35%, 03/15/26 (Call 02/15/26) | 60 | 55,594 | ||||||
2.75%, 03/15/31 (Call 12/15/30) | 30 | 24,927 | ||||||
6.20%, 11/17/36 | 35 | 35,461 | ||||||
15,997,414 |
Par | ||||||||
Security | (000) | Value | ||||||
Electric — 0.6% | ||||||||
AEP Texas Inc. | ||||||||
3.45%, 05/15/51 (Call 11/15/50) | $ | 35 | $ | 22,975 | ||||
3.80%, 10/01/47 (Call 04/01/47) | 40 | 28,450 | ||||||
4.70%, 05/15/32 (Call 02/15/32) | 60 | 56,463 | ||||||
5.40%, 06/01/33 (Call 03/01/33) | 35 | 34,059 | ||||||
5.45%, 05/15/29 (Call 04/15/29) | 50 | 49,967 | ||||||
5.70%, 05/15/34 (Call 02/15/34) | 50 | 49,524 | ||||||
American Transmission Systems Inc. | ||||||||
2.65%, 01/15/32 (Call 10/15/31)(b) | 60 | 49,484 | ||||||
5.00%, 09/01/44 (Call 03/01/44)(b) | 45 | 40,179 | ||||||
Atlantic City Electric Co., 4.00%, 10/15/28 | ||||||||
(Call 07/15/28) | 55 | 52,495 | ||||||
CenterPoint Energy Houston Electric LLC | ||||||||
3.55%, 08/01/42 (Call 02/01/42) | 55 | 42,212 | ||||||
3.95%, 03/01/48 (Call 09/01/47) | 45 | 35,203 | ||||||
4.50%, 04/01/44 (Call 10/01/43) | 35 | 30,415 | ||||||
4.95%, 04/01/33 (Call 01/01/33) | 40 | 38,929 | ||||||
5.20%, 10/01/28 (Call 09/01/28) | 15 | 15,060 | ||||||
Series AA, 3.00%, 02/01/27 (Call 11/01/26) | 10 | 9,469 | ||||||
Series AC, 4.25%, 02/01/49 (Call 08/01/48) | 35 | 28,617 | ||||||
Series AD, 2.90%, 07/01/50 (Call 01/01/50) | 50 | 31,853 | ||||||
Series AE, 2.35%, 04/01/31 (Call 01/01/31) | 65 | 54,495 | ||||||
Series AF, 3.35%, 04/01/51 (Call 10/01/50) | 90 | 62,562 | ||||||
Series AG, 3.00%, 03/01/32 (Call 12/01/31) | 30 | 25,657 | ||||||
Series ai., 4.45%, 10/01/32 (Call 07/01/32) | 10 | 9,454 | ||||||
Series K2, 6.95%, 03/15/33 | 15 | 16,626 | ||||||
Cleveland
Electric Illuminating Co. (The), 4.55%, 11/15/30 (Call 08/15/30)(b) | 35 | 32,868 | ||||||
Commonwealth Edison Co. | ||||||||
3.00%, 03/01/50 (Call 09/01/49) | 45 | 28,836 | ||||||
3.70%, 03/01/45 (Call 09/01/44) | 5 | 3,827 | ||||||
4.00%, 03/01/48 (Call 09/01/47) | 95 | 73,873 | ||||||
5.30%, 02/01/53 (Call 08/01/52) | 65 | 61,294 | ||||||
5.65%, 06/01/54 (Call 12/01/53) | 30 | 29,807 | ||||||
5.90%, 03/15/36 | 200 | 206,972 | ||||||
Series 130, 3.13%, 03/15/51 (Call 09/15/50) | 45 | 29,313 | ||||||
Series 133, 3.85%, 03/15/52 (Call 09/15/51) | 60 | 44,711 | ||||||
Duke
Energy Florida Project Finance LLC, Series 2035, 3.11%, 09/01/38(c) | 25 | 20,599 | ||||||
FirstEnergy
Pennsylvania Electric Co., 4.30%, 01/15/29 (Call 10/15/28)(b) | 30 | 28,704 | ||||||
FirstEnergy Transmission LLC | ||||||||
2.87%, 09/15/28 (Call 07/15/28)(b) | 40 | 36,252 | ||||||
4.55%, 04/01/49 (Call 10/01/48)(b) | 40 | 32,719 | ||||||
5.45%, 07/15/44 (Call 01/15/44)(b) | 45 | 42,391 | ||||||
ITC Holdings Corp. | ||||||||
2.95%, 05/14/30 (Call 02/14/30)(b) | 56 | 48,944 | ||||||
3.25%, 06/30/26 (Call 03/30/26) | 50 | 47,794 | ||||||
3.35%, 11/15/27 (Call 08/15/27) | 35 | 32,813 | ||||||
5.30%, 07/01/43 (Call 01/01/43) | 25 | 23,037 | ||||||
5.65%, 05/09/34 (Call 02/09/34)(b) | 50 | 49,894 | ||||||
Jersey Central Power & Light Co. | ||||||||
2.75%, 03/01/32 (Call 12/01/31)(b) | 30 | 24,726 | ||||||
4.30%, 01/15/26 (Call 10/15/25)(b) | 10 | 9,796 | ||||||
Mid-Atlantic
Interstate Transmission LLC, 4.10%, 05/15/28 (Call 02/15/28)(b) | 50 | 47,781 | ||||||
National Rural Utilities Cooperative Finance Corp. | ||||||||
1.00%, 06/15/26 (Call 05/15/26) | 15 | 13,789 | ||||||
2.75%, 04/15/32 (Call 01/15/32) | 5 | 4,171 | ||||||
3.40%, 02/07/28 (Call 11/07/27) | 60 | 56,644 | ||||||
3.70%, 03/15/29 (Call 12/15/28) | 20 | 18,748 |
13
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Electric (continued) | ||||||||
3.90%, 11/01/28 (Call 08/01/28) | $ | 20 | $ | 18,965 | ||||
4.02%, 11/01/32 (Call 05/01/32) | 50 | 45,484 | ||||||
4.30%, 03/15/49 (Call 09/15/48) | 31 | 25,513 | ||||||
4.40%, 11/01/48 (Call 05/01/48) | 25 | 20,658 | ||||||
4.80%, 02/05/27 (Call 01/05/27) | 5 | 4,968 | ||||||
4.80%, 03/15/28 (Call 02/15/28) | 135 | 133,695 | ||||||
5.10%, 05/06/27 (Call 04/06/27) | 100 | 99,858 | ||||||
5.25%, 04/20/46 (Call 04/20/26), | ||||||||
(3-mo. LIBOR US + 3.630%)(a) | 60 | 58,193 | ||||||
5.45%, 10/30/25 | 150 | 149,903 | ||||||
5.60%, 11/13/26 (Call 10/13/26) | 5 | 5,036 | ||||||
5.80%, 01/15/33 (Call 07/15/32) | 90 | 92,802 | ||||||
7.13%, 09/15/53 (Call 06/15/28), | ||||||||
(5-year CMT + 3.533%)(a) | 50 | 51,542 | ||||||
Series C, 8.00%, 03/01/32 | 5 | 5,772 | ||||||
Ohio Power Co. | ||||||||
4.00%, 06/01/49 (Call 12/01/48) | 40 | 30,387 | ||||||
4.15%, 04/01/48 (Call 10/01/47) | 60 | 46,563 | ||||||
Series P, 2.60%, 04/01/30 (Call 01/01/30) | 45 | 38,863 | ||||||
Series Q, 1.63%, 01/15/31 (Call 10/15/30) | 50 | 39,782 | ||||||
Series R, 2.90%, 10/01/51 (Call 04/01/51) | 45 | 27,719 | ||||||
Oncor Electric Delivery Co. LLC | ||||||||
2.70%, 11/15/51 (Call 05/15/51) | 20 | 11,975 | ||||||
2.75%, 05/15/30 (Call 02/15/30) | 115 | 100,931 | ||||||
3.10%, 09/15/49 (Call 03/15/49) | 36 | 23,961 | ||||||
3.70%, 11/15/28 (Call 08/15/28) | 86 | 81,287 | ||||||
3.70%, 05/15/50 (Call 11/15/49) | 35 | 25,875 | ||||||
3.75%, 04/01/45 (Call 10/01/44) | 30 | 23,322 | ||||||
3.80%, 09/30/47 (Call 03/30/47) | 45 | 34,242 | ||||||
3.80%, 06/01/49 (Call 12/01/48) | 70 | 53,213 | ||||||
4.10%, 11/15/48 (Call 05/15/48) | 40 | 32,189 | ||||||
4.15%, 06/01/32 (Call 03/01/32) | 10 | 9,275 | ||||||
4.55%, 09/15/32 (Call 06/15/32) | 55 | 52,233 | ||||||
4.55%, 12/01/41 (Call 06/01/41) | 10 | 8,879 | ||||||
4.60%, 06/01/52 (Call 12/01/51) | 20 | 17,103 | ||||||
5.25%, 09/30/40 | 35 | 33,774 | ||||||
5.35%, 10/01/52 (Call 04/01/52) | 30 | 28,707 | ||||||
5.65%, 11/15/33 (Call 08/15/33) | 25 | 25,557 | ||||||
7.00%, 05/01/32 | 40 | 44,152 | ||||||
Potomac Electric Power Co. | ||||||||
4.15%, 03/15/43 (Call 09/15/42) | 137 | 113,393 | ||||||
5.20%, 03/15/34 (Call 12/15/33) | 15 | 14,924 | ||||||
5.50%, 03/15/54 (Call 09/15/53) | 5 | 4,916 | ||||||
PPL Electric Utilities Corp. | ||||||||
3.00%, 10/01/49 (Call 04/01/49) | 40 | 26,528 | ||||||
3.95%, 06/01/47 (Call 12/01/46) | 30 | 23,675 | ||||||
4.13%, 06/15/44 (Call 12/15/43) | 25 | 20,805 | ||||||
4.15%, 06/15/48 (Call 12/15/47) | 40 | 32,509 | ||||||
5.00%, 05/15/33 (Call 02/15/33) | 50 | 49,034 | ||||||
5.25%, 05/15/53 (Call 11/15/52) | 45 | 42,941 | ||||||
6.25%, 05/15/39 | 25 | 26,644 | ||||||
Trans-Allegheny Interstate Line Co., 3.85%, 06/01/25 | ||||||||
(Call 03/01/25)(b) | 10 | 9,810 | ||||||
3,702,008 | ||||||||
Electrical Components & Equipment — 0.1% | ||||||||
Acuity Brands Lighting Inc., 2.15%, 12/15/30 | ||||||||
(Call 09/15/30) | 45 | 36,989 | ||||||
Energizer Holdings Inc. | ||||||||
4.38%, 03/31/29 (Call 07/01/24)(b) | 45 | 39,960 | ||||||
4.75%, 06/15/28 (Call 07/01/24)(b) | 35 | 32,311 | ||||||
6.50%, 12/31/27 (Call 08/31/24)(b)(c) | 20 | 19,826 |
Par | ||||||||
Security | (000) | Value | ||||||
Electrical Components & Equipment (continued) | ||||||||
EnerSys | ||||||||
4.38%, 12/15/27 (Call 09/15/27)(b) | $ | 20 | $ | 18,866 | ||||
6.63%, 01/15/32 (Call 01/15/27)(b) | 20 | 20,183 | ||||||
WESCO Distribution Inc. | ||||||||
6.38%, 03/15/29 (Call 03/15/26)(b) | 55 | 55,267 | ||||||
6.63%, 03/15/32 (Call 03/15/27)(b) | 50 | 50,367 | ||||||
7.13%, 06/15/25 (Call 06/15/24)(b) | 85 | 84,990 | ||||||
7.25%, 06/15/28 (Call 07/01/24)(b) | 80 | 81,523 | ||||||
440,282 | ||||||||
Electronics — 0.3% | ||||||||
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) | 32 | 29,296 | ||||||
Allegion U.S. Holding Co. Inc. | ||||||||
3.55%, 10/01/27 (Call 07/01/27) | 20 | 18,901 | ||||||
5.60%, 05/29/34 (Call 02/28/34) | 50 | 49,907 | ||||||
Amphenol Corp. | ||||||||
2.20%, 09/15/31 (Call 06/15/31) | 60 | 49,051 | ||||||
2.80%, 02/15/30 (Call 11/15/29) | 95 | 84,140 | ||||||
4.35%, 06/01/29 (Call 03/01/29) | 40 | 38,652 | ||||||
Arrow Electronics Inc., 3.88%, 01/12/28 | ||||||||
(Call 10/12/27) | 5 | 4,742 | ||||||
Atkore Inc., 4.25%, 06/01/31 (Call 06/01/26)(b) | 30 | 26,509 | ||||||
Avnet Inc. | ||||||||
3.00%, 05/15/31 (Call 02/15/31) | 55 | 45,293 | ||||||
4.63%, 04/15/26 (Call 01/15/26) | 60 | 58,829 | ||||||
Coherent Corp., 5.00%, 12/15/29 (Call 12/14/24)(b) | 60 | 56,105 | ||||||
Flex Ltd. | ||||||||
3.75%, 02/01/26 (Call 01/01/26) | 55 | 53,224 | ||||||
4.88%, 06/15/29 (Call 03/15/29) | 41 | 39,668 | ||||||
4.88%, 05/12/30 (Call 02/12/30) | 55 | 52,974 | ||||||
Fortive Corp., 4.30%, 06/15/46 (Call 12/15/45) | 42 | 34,746 | ||||||
Hubbell Inc. | ||||||||
2.30%, 03/15/31 (Call 12/15/30) | 7 | 5,796 | ||||||
3.15%, 08/15/27 (Call 05/15/27) | 35 | 32,861 | ||||||
3.35%, 03/01/26 (Call 12/01/25) | 20 | 19,324 | ||||||
3.50%, 02/15/28 (Call 11/15/27) | 27 | 25,488 | ||||||
Jabil Inc. | ||||||||
1.70%, 04/15/26 (Call 03/15/26) | 77 | 71,541 | ||||||
3.00%, 01/15/31 (Call 10/15/30) | 40 | 33,935 | ||||||
3.60%, 01/15/30 (Call 10/15/29) | 50 | 44,792 | ||||||
3.95%, 01/12/28 (Call 10/12/27) | 32 | 30,231 | ||||||
Keysight Technologies Inc. | ||||||||
3.00%, 10/30/29 (Call 07/30/29) | 67 | 59,569 | ||||||
4.60%, 04/06/27 (Call 01/06/27) | 65 | 63,696 | ||||||
Sensata Technologies BV | ||||||||
4.00%, 04/15/29 (Call 07/01/24)(b) | 60 | 54,584 | ||||||
5.00%, 10/01/25(b) | 46 | 46,379 | ||||||
5.88%, 09/01/30 (Call 09/01/25)(b) | 30 | 29,172 | ||||||
Sensata Technologies Inc. | ||||||||
3.75%, 02/15/31 (Call 02/15/26)(b) | 45 | 38,818 | ||||||
4.38%, 02/15/30 (Call 11/15/29)(b) | 25 | 22,835 | ||||||
6.63%, 07/15/32 (Call 07/15/27)(b) | 25 | 25,083 | ||||||
Trimble Inc., 4.90%, 06/15/28 (Call 03/15/28) | 72 | 70,666 | ||||||
TTM Technologies Inc., 4.00%, 03/01/29 | ||||||||
(Call 07/01/24)(b) | 30 | 27,180 | ||||||
Tyco Electronics Group SA | ||||||||
3.13%, 08/15/27 (Call 05/15/27) | 65 | 61,212 | ||||||
7.13%, 10/01/37 | 20 | 22,793 | ||||||
Vontier Corp. | ||||||||
1.80%, 04/01/26 (Call 03/01/26) | 69 | 64,118 | ||||||
2.40%, 04/01/28 (Call 02/01/28) | 50 | 43,974 |
14
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Electronics (continued) | ||||||||
2.95%, 04/01/31 (Call 01/01/31) | $ | 43 | $ | 35,453 | ||||
1,571,537 | ||||||||
Energy - Alternate Sources — 0.0% | ||||||||
Contemporary Ruiding Development Ltd., 1.88%, | ||||||||
09/17/25 (Call 08/17/25)(d) | 200 | 190,719 | ||||||
Engineering & Construction — 0.1% | ||||||||
AECOM, 5.13%, 03/15/27 (Call 12/15/26) | 55 | 53,499 | ||||||
Arcosa Inc., 4.38%, 04/15/29 (Call 07/01/24)(b) | 25 | 23,166 | ||||||
Cellnex Finance Co. SA, 3.88%, 07/07/41 | ||||||||
(Call 04/07/41)(b) | 35 | 27,214 | ||||||
Dycom Industries Inc., 4.50%, 04/15/29 | ||||||||
(Call 07/01/24)(b) | 30 | 27,871 | ||||||
Great Lakes Dredge & Dock Corp., 5.25%, 06/01/29 | ||||||||
(Call 06/11/24)(b)(c) | 20 | 17,706 | ||||||
INNOVATE Corp., 8.50%, 02/01/26 (Call 06/11/24)(b) | 20 | 15,081 | ||||||
Jacobs Engineering Group Inc., 6.35%, 08/18/28 | ||||||||
(Call 07/18/28) | 5 | 5,128 | ||||||
Sydney Airport Finance Co. Pty. Ltd., 3.63%, 04/28/26 | ||||||||
(Call 01/28/26)(b) | 95 | 91,494 | ||||||
TopBuild Corp. | ||||||||
3.63%, 03/15/29 (Call 07/01/24)(b) | 25 | 22,519 | ||||||
4.13%, 02/15/32 (Call 10/15/26)(b) | 30 | 26,180 | ||||||
VM Consolidated Inc., 5.50%, 04/15/29 | ||||||||
(Call 07/01/24)(b) | 27 | 25,758 | ||||||
335,616 | ||||||||
Entertainment — 0.3% | ||||||||
Cedar Fair LP, 5.25%, 07/15/29 (Call 07/15/24) | 30 | 28,283 | ||||||
Cedar Fair LP/Canada’s Wonderland Co./Magnum
Management Corp./Millennium Op | ||||||||
5.38%, 04/15/27 (Call 07/01/24) | 30 | 29,455 | ||||||
6.50%, 10/01/28 (Call 06/17/24) | 15 | 14,945 | ||||||
Cinemark USA Inc. | ||||||||
5.25%, 07/15/28 (Call 07/15/24)(b)(c) | 45 | 42,043 | ||||||
5.88%, 03/15/26 (Call 07/01/24)(b) | 25 | 24,660 | ||||||
Lions Gate Capital Holdings 1 Inc., 5.50%, 04/15/29 | ||||||||
(Call 04/15/25)(b) | 40 | 36,100 | ||||||
Merlin Entertainments Group U.S. Holdings Inc., | ||||||||
7.38%, 02/15/31 (Call 02/15/27)(b) | 25 | 25,354 | ||||||
Merlin Entertainments Ltd., 5.75%, 06/15/26 | ||||||||
(Call 03/17/26)(b) | 25 | 24,695 | ||||||
Motion Bondco DAC, 6.63%, 11/15/27 | ||||||||
(Call 07/01/24)(b) | 25 | 24,305 | ||||||
SeaWorld
Parks & Entertainment Inc., 5.25%, 08/15/29 (Call 08/15/24)(b) | 40 | 37,391 | ||||||
Six Flags Entertainment Corp. | ||||||||
5.50%, 04/15/27 (Call 07/01/24)(b) | 30 | 29,414 | ||||||
7.25%, 05/15/31 (Call 05/15/26)(b) | 50 | 50,105 | ||||||
Six
Flags Entertainment Corp./Six Flags Theme Parks Inc., 6.63%, 05/01/32 (Call 05/01/27)(b) | 50 | 50,044 | ||||||
Six Flags Theme Parks Inc., 7.00%, 07/01/25 | ||||||||
(Call 07/01/24)(b) | 25 | 25,050 | ||||||
Vail Resorts Inc., 6.50%, 05/15/32 (Call 05/15/27)(b) | 35 | 35,258 | ||||||
Warnermedia Holdings Inc. | ||||||||
3.76%, 03/15/27 (Call 02/15/27) | 305 | 289,273 | ||||||
4.05%, 03/15/29 (Call 01/15/29) | 140 | 128,985 | ||||||
4.28%, 03/15/32 (Call 12/15/31) | 240 | 210,074 | ||||||
5.05%, 03/15/42 (Call 09/15/41) | 270 | 223,162 | ||||||
5.14%, 03/15/52 (Call 09/15/51) | 405 | 319,587 | ||||||
5.39%, 03/15/62 (Call 09/15/61) | 115 | 90,475 |
Par | ||||||||
Security | (000) | Value | ||||||
Entertainment (continued) | ||||||||
WMG Acquisition Corp. | ||||||||
3.00%, 02/15/31 (Call 02/15/26)(b)(c) | $ | 50 | $ | 42,426 | ||||
3.75%, 12/01/29 (Call 12/01/24)(b) | 30 | 26,562 | ||||||
3.88%, 07/15/30 (Call 07/15/25)(b) | 35 | 30,941 | ||||||
1,838,587 | ||||||||
Environmental Control — 0.2% | ||||||||
Republic Services Inc. | ||||||||
0.88%, 11/15/25 (Call 10/15/25) | 12 | 11,253 | ||||||
1.45%, 02/15/31 (Call 11/15/30) | 60 | 47,388 | ||||||
1.75%, 02/15/32 (Call 11/15/31) | 102 | 79,738 | ||||||
2.30%, 03/01/30 (Call 12/01/29) | 84 | 72,211 | ||||||
2.38%, 03/15/33 (Call 12/15/32) | 40 | 31,788 | ||||||
2.90%, 07/01/26 (Call 04/01/26) | 90 | 86,218 | ||||||
3.05%, 03/01/50 (Call 09/01/49) | 35 | 23,353 | ||||||
3.38%, 11/15/27 (Call 08/15/27) | 78 | 73,860 | ||||||
3.95%, 05/15/28 (Call 02/15/28) | 33 | 31,643 | ||||||
5.00%, 04/01/34 (Call 01/01/34) | 100 | 97,574 | ||||||
5.70%, 05/15/41 (Call 11/15/40) | 10 | 10,061 | ||||||
6.20%, 03/01/40 | 45 | 47,986 | ||||||
Reworld Holding Corp. | ||||||||
4.88%, 12/01/29 (Call 12/01/24)(b) | 45 | 41,046 | ||||||
5.00%, 09/01/30 (Call 09/01/25) | 25 | 22,495 | ||||||
Veralto Corp. | ||||||||
5.35%, 09/18/28 (Call 08/18/28)(b) | 20 | 20,034 | ||||||
5.45%, 09/18/33 (Call 06/18/33)(b) | 40 | 39,622 | ||||||
Waste Connections Inc. | ||||||||
2.20%, 01/15/32 (Call 10/15/31) | 50 | 40,402 | ||||||
2.60%, 02/01/30 (Call 11/01/29) | 70 | 61,373 | ||||||
2.95%, 01/15/52 (Call 07/15/51) | 50 | 31,906 | ||||||
3.05%, 04/01/50 (Call 10/01/49) | 35 | 23,026 | ||||||
3.50%, 05/01/29 (Call 02/01/29) | 55 | 51,180 | ||||||
4.20%, 01/15/33 (Call 10/15/32) | 70 | 64,763 | ||||||
4.25%, 12/01/28 (Call 09/01/28) | 35 | 33,834 | ||||||
5.00%, 03/01/34 (Call 12/01/33) | 5 | 4,866 | ||||||
Waste Management Inc. | ||||||||
0.75%, 11/15/25 (Call 10/15/25) | 52 | 48,737 | ||||||
1.15%, 03/15/28 (Call 01/15/28) | 105 | 91,284 | ||||||
1.50%, 03/15/31 (Call 12/15/30) | 52 | 41,508 | ||||||
2.50%, 11/15/50 (Call 05/15/50) | 22 | 13,069 | ||||||
3.15%, 11/15/27 (Call 08/15/27) | 59 | 55,588 | ||||||
4.10%, 03/01/45 (Call 09/01/44) | 65 | 54,482 | ||||||
4.15%, 04/15/32 (Call 01/15/32) | 60 | 56,362 | ||||||
4.15%, 07/15/49 (Call 01/15/49) | 35 | 28,742 | ||||||
4.88%, 02/15/34 (Call 11/15/33) | 95 | 92,680 | ||||||
1,530,072 | ||||||||
Food — 0.6% | ||||||||
B&G Foods Inc. | ||||||||
5.25%, 09/15/27 (Call 07/01/24)(c) | 35 | 32,148 | ||||||
8.00%, 09/15/28 (Call 09/15/25)(b) | 30 | 30,464 | ||||||
Campbell Soup Co. | ||||||||
2.38%, 04/24/30 (Call 01/24/30) | 70 | 59,659 | ||||||
4.15%, 03/15/28 (Call 12/15/27) | 85 | 81,916 | ||||||
4.80%, 03/15/48 (Call 09/15/47) | 70 | 60,904 | ||||||
5.20%, 03/21/29 (Call 02/21/29) | 50 | 49,726 | ||||||
5.40%, 03/21/34 (Call 12/21/33) | 50 | 49,476 | ||||||
Cencosud SA, 4.38%, 07/17/27 (Call 04/17/27)(d) | 200 | 190,955 | ||||||
China Mengniu Dairy Co. Ltd., 2.50%, 06/17/30 | ||||||||
(Call 03/17/30)(d) | 200 | 170,236 | ||||||
Conagra Brands Inc. | ||||||||
1.38%, 11/01/27 (Call 09/01/27) | 85 | 74,367 |
15
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Food (continued) | ||||||||
4.60%, 11/01/25 (Call 09/01/25) | $ | 125 | $ | 123,387 | ||||
4.85%, 11/01/28 (Call 08/01/28) | 116 | 113,445 | ||||||
5.30%, 11/01/38 (Call 05/01/38) | 83 | 77,511 | ||||||
5.40%, 11/01/48 (Call 05/01/48) | 50 | 45,826 | ||||||
8.25%, 09/15/30 | 45 | 51,390 | ||||||
Flowers Foods Inc. | ||||||||
2.40%, 03/15/31 (Call 12/15/30) | 35 | 28,876 | ||||||
3.50%, 10/01/26 (Call 07/01/26) | 15 | 14,329 | ||||||
General Mills Inc. | ||||||||
2.25%, 10/14/31 (Call 07/14/31) | 60 | 49,197 | ||||||
2.88%, 04/15/30 (Call 01/15/30) | 75 | 66,354 | ||||||
3.00%, 02/01/51 (Call 08/01/50) | 55 | 34,841 | ||||||
3.20%, 02/10/27 (Call 11/10/26) | 85 | 80,745 | ||||||
4.15%, 02/15/43 (Call 08/15/42) | 5 | 4,183 | ||||||
4.20%, 04/17/28 (Call 01/17/28) | 101 | 97,620 | ||||||
4.70%, 01/30/27 (Call 12/20/26) | 50 | 49,332 | ||||||
4.70%, 04/17/48 (Call 10/17/47) | 35 | 30,720 | ||||||
4.95%, 03/29/33 (Call 12/29/32) | 50 | 48,564 | ||||||
5.40%, 06/15/40 | 32 | 31,196 | ||||||
Hormel Foods Corp. | ||||||||
1.70%, 06/03/28 (Call 04/03/28) | 45 | 39,739 | ||||||
1.80%, 06/11/30 (Call 03/11/30) | 75 | 62,492 | ||||||
3.05%, 06/03/51 (Call 12/03/50) | 70 | 45,650 | ||||||
4.80%, 03/30/27 (Call 02/28/27) | 50 | 49,727 | ||||||
Ingredion Inc. | ||||||||
2.90%, 06/01/30 (Call 03/01/30) | 60 | 52,393 | ||||||
3.20%, 10/01/26 (Call 07/01/26) | 52 | 49,438 | ||||||
3.90%, 06/01/50 (Call 12/01/49) | 25 | 18,285 | ||||||
J.M. Smucker Co. (The) | ||||||||
2.13%, 03/15/32 (Call 12/15/31) | 25 | 19,917 | ||||||
2.38%, 03/15/30 (Call 12/15/29) | 60 | 51,517 | ||||||
2.75%, 09/15/41 (Call 03/15/41) | 10 | 6,598 | ||||||
3.38%, 12/15/27 (Call 09/15/27) | 35 | 32,998 | ||||||
3.55%, 03/15/50 (Call 09/15/49) | 20 | 13,675 | ||||||
4.25%, 03/15/35 | 60 | 53,351 | ||||||
4.38%, 03/15/45 | 45 | 37,512 | ||||||
5.90%, 11/15/28 (Call 10/15/28) | 55 | 56,469 | ||||||
6.20%, 11/15/33 (Call 08/15/33) | 60 | 62,698 | ||||||
6.50%, 11/15/53 (Call 05/15/53) | 65 | 69,606 | ||||||
Kellanova | ||||||||
3.25%, 04/01/26 | 105 | 101,126 | ||||||
4.30%, 05/15/28 (Call 02/15/28) | 70 | 68,026 | ||||||
Series B, 7.45%, 04/01/31 | 50 | 55,845 | ||||||
Lamb Weston Holdings Inc. | ||||||||
4.13%, 01/31/30 (Call 01/31/25)(b) | 55 | 49,527 | ||||||
4.38%, 01/31/32 (Call 01/31/27)(b) | 40 | 35,326 | ||||||
4.88%, 05/15/28 (Call 11/15/27)(b)(c) | 30 | 28,855 | ||||||
McCormick & Co. Inc./MD | ||||||||
0.90%, 02/15/26 (Call 01/15/26) | 45 | 41,734 | ||||||
1.85%, 02/15/31 (Call 11/15/30) | 25 | 20,180 | ||||||
2.50%, 04/15/30 (Call 01/15/30) | 60 | 51,597 | ||||||
3.40%, 08/15/27 (Call 05/15/27) | 85 | 80,536 | ||||||
4.20%, 08/15/47 (Call 02/15/47) | 27 | 22,065 | ||||||
Post Holdings Inc. | ||||||||
4.50%, 09/15/31 (Call 09/15/26)(b) | 65 | 57,704 | ||||||
4.63%, 04/15/30 (Call 04/15/25)(b) | 105 | 95,265 | ||||||
5.50%, 12/15/29 (Call 12/15/24)(b) | 70 | 66,753 | ||||||
5.63%, 01/15/28 (Call 06/17/24)(b) | 50 | 48,831 | ||||||
6.25%, 02/15/32 (Call 02/15/27)(b) | 60 | 59,716 | ||||||
Smithfield Foods Inc. | ||||||||
2.63%, 09/13/31 (Call 06/13/31)(b) | 65 | 51,554 |
Par | ||||||||
Security | (000) | Value | ||||||
Food (continued) | ||||||||
3.00%, 10/15/30 (Call 07/15/30)(b) | $ | 20 | $ | 16,850 | ||||
4.25%, 02/01/27 (Call 11/01/26)(b) | 115 | 110,178 | ||||||
5.20%, 04/01/29 (Call 01/01/29)(b) | 10 | 9,620 | ||||||
TreeHouse Foods Inc., 4.00%, 09/01/28 | ||||||||
(Call 06/17/24)(c) | 27 | 24,012 | ||||||
U.S. Foods Inc. | ||||||||
4.63%, 06/01/30 (Call 06/01/25)(b) | 30 | 27,526 | ||||||
4.75%, 02/15/29 (Call 07/01/24)(b) | 55 | 51,648 | ||||||
6.88%, 09/15/28 (Call 09/15/25)(b) | 30 | 30,551 | ||||||
7.25%, 01/15/32 (Call 09/15/26)(b) | 30 | 30,943 | ||||||
United Natural Foods Inc., 6.75%, 10/15/28 | ||||||||
(Call 07/01/24)(b) | 30 | 24,771 | ||||||
3,730,171 | ||||||||
Food Service — 0.0% | ||||||||
Aramark Services Inc., 5.00%, 02/01/28 | ||||||||
(Call 07/01/24)(b) | 65 | 62,189 | ||||||
Forest Products & Paper — 0.1% | ||||||||
Domtar Corp., 6.75%, 10/01/28 (Call 10/01/24)(b) | 40 | 36,102 | ||||||
Glatfelter Corp., 4.75%, 11/15/29 (Call 11/01/24)(b)(c) | 30 | 24,364 | ||||||
International Paper Co. | ||||||||
4.35%, 08/15/48 (Call 02/15/48) | 54 | 43,706 | ||||||
4.40%, 08/15/47 (Call 02/15/47) | 44 | 35,713 | ||||||
4.80%, 06/15/44 (Call 12/15/43) | 33 | 28,739 | ||||||
5.00%, 09/15/35 (Call 03/15/35) | 30 | 28,397 | ||||||
5.15%, 05/15/46 (Call 11/15/45) | 30 | 26,907 | ||||||
6.00%, 11/15/41 (Call 05/15/41) | 55 | 54,207 | ||||||
Inversiones CMPC SA, 6.13%, 06/23/33 | ||||||||
(Call 03/23/33)(d) | 200 | 201,174 | ||||||
Mercer International Inc. | ||||||||
5.13%, 02/01/29 (Call 06/11/24) | 50 | 43,824 | ||||||
5.50%, 01/15/26 (Call 06/11/24) | 16 | 15,533 | ||||||
12.88%, 10/01/28 (Call 10/01/25)(b) | 15 | 16,275 | ||||||
554,941 | ||||||||
Hand & Machine Tools — 0.1% | ||||||||
Regal Rexnord Corp. | ||||||||
6.05%, 04/15/28 (Call 03/15/28) | 70 | 70,919 | ||||||
6.30%, 02/15/30 (Call 12/15/29) | 105 | 107,488 | ||||||
6.40%, 04/15/33 (Call 01/15/33) | 80 | 82,345 | ||||||
Snap-on Inc. | ||||||||
3.10%, 05/01/50 (Call 11/01/49) | 35 | 23,934 | ||||||
3.25%, 03/01/27 (Call 12/01/26) | 7 | 6,703 | ||||||
4.10%, 03/01/48 (Call 09/01/47) | 25 | 20,421 | ||||||
Stanley Black & Decker Inc. | ||||||||
2.30%, 03/15/30 (Call 12/15/29) | 85 | 71,753 | ||||||
2.75%, 11/15/50 (Call 05/15/50) | 65 | 37,061 | ||||||
3.00%, 05/15/32 (Call 02/15/32) | 35 | 29,522 | ||||||
3.40%, 03/01/26 (Call 01/01/26) | 37 | 35,732 | ||||||
4.25%, 11/15/28 (Call 08/15/28) | 20 | 19,218 | ||||||
4.85%, 11/15/48 (Call 05/15/48) | 30 | 25,557 | ||||||
5.20%, 09/01/40 | 21 | 19,703 | ||||||
550,356 | ||||||||
Health Care - Products — 0.4% | ||||||||
Agilent Technologies Inc. | ||||||||
2.10%, 06/04/30 (Call 03/04/30) | 55 | 46,052 | ||||||
2.30%, 03/12/31 (Call 12/12/30) | 85 | 70,463 | ||||||
2.75%, 09/15/29 (Call 06/15/29) | 50 | 44,413 | ||||||
3.05%, 09/22/26 (Call 06/22/26) | 50 | 47,495 | ||||||
Alcon Finance Corp. | ||||||||
2.60%, 05/27/30 (Call 02/27/30)(b) | 50 | 43,124 |
16
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Health Care - Products (continued) | ||||||||
3.00%, 09/23/29 (Call 06/23/29)(b) | $ | 70 | $ | 62,956 | ||||
3.80%, 09/23/49 (Call 03/23/49)(b) | 70 | 52,287 | ||||||
Avantor Funding Inc. | ||||||||
3.88%, 11/01/29 (Call 11/01/24)(b)(c) | 50 | 44,845 | ||||||
4.63%, 07/15/28 (Call 07/01/24)(b) | 90 | 84,787 | ||||||
Danaher Corp. | ||||||||
2.60%, 10/01/50 (Call 04/01/50) | 80 | 48,411 | ||||||
2.80%, 12/10/51 (Call 06/10/51) | 45 | 28,188 | ||||||
3.35%, 09/15/25 (Call 06/15/25) | 30 | 29,304 | ||||||
4.38%, 09/15/45 (Call 03/15/45) | 55 | 47,963 | ||||||
Dentsply Sirona Inc., 3.25%, 06/01/30 (Call 03/01/30) | 80 | 69,744 | ||||||
DH Europe Finance II Sarl | ||||||||
2.60%, 11/15/29 (Call 08/15/29) | 65 | 57,525 | ||||||
3.25%, 11/15/39 (Call 05/15/39) | 45 | 35,391 | ||||||
3.40%, 11/15/49 (Call 05/15/49) | 82 | 59,035 | ||||||
Embecta Corp. | ||||||||
5.00%, 02/15/30 (Call 02/15/27)(b)(c) | 30 | 24,807 | ||||||
6.75%, 02/15/30 (Call 02/15/27)(b) | 15 | 13,118 | ||||||
GE HealthCare Technologies Inc. | ||||||||
5.65%, 11/15/27 (Call 10/15/27) | 105 | 106,232 | ||||||
5.91%, 11/22/32 (Call 08/22/32) | 115 | 118,384 | ||||||
6.38%, 11/22/52 (Call 05/22/52) | 115 | 124,787 | ||||||
Hologic Inc. | ||||||||
3.25%, 02/15/29 (Call 07/01/24)(b) | 55 | 49,131 | ||||||
4.63%, 02/01/28 (Call 07/01/24)(b) | 20 | 19,209 | ||||||
Neogen Food Safety Corp., 8.63%, 07/20/30 | ||||||||
(Call 07/20/27)(b)(c) | 20 | 21,420 | ||||||
Revvity Inc. | ||||||||
1.90%, 09/15/28 (Call 07/15/28) | 25 | 21,693 | ||||||
2.25%, 09/15/31 (Call 06/15/31) | 50 | 40,596 | ||||||
2.55%, 03/15/31 (Call 12/15/30) | 17 | 14,161 | ||||||
3.30%, 09/15/29 (Call 06/15/29) | 43 | 38,981 | ||||||
3.63%, 03/15/51 (Call 09/15/50) | 33 | 22,693 | ||||||
Solventum Corp. | ||||||||
5.40%, 03/01/29 (Call 02/01/29)(b) | 100 | 99,373 | ||||||
5.60%, 03/23/34 (Call 12/23/33)(b) | 100 | 98,243 | ||||||
6.00%, 05/15/64 (Call 11/15/63)(b) | 30 | 28,635 | ||||||
STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31 | ||||||||
(Call 12/15/30) | 90 | 75,964 | ||||||
Stryker Corp. | ||||||||
1.95%, 06/15/30 (Call 03/15/30) | 155 | 129,846 | ||||||
3.50%, 03/15/26 (Call 12/15/25) | 125 | 121,249 | ||||||
4.63%, 03/15/46 (Call 09/15/45) | 115 | 101,181 | ||||||
Teleflex Inc. | ||||||||
4.25%, 06/01/28 (Call 07/01/24)(b) | 30 | 28,021 | ||||||
4.63%, 11/15/27 (Call 06/17/24) | 30 | 28,790 | ||||||
Varex Imaging Corp., 7.88%, 10/15/27 | ||||||||
(Call 07/01/24)(b)(c) | 19 | 19,273 | ||||||
Zimmer Biomet Holdings Inc. | ||||||||
2.60%, 11/24/31 (Call 08/24/31) | 90 | 74,484 | ||||||
3.05%, 01/15/26 (Call 12/15/25) | 100 | 96,241 | ||||||
2,388,495 | ||||||||
Health Care - Services — 0.9% | ||||||||
Acadia Healthcare Co. Inc. | ||||||||
5.00%, 04/15/29 (Call 07/01/24)(b) | 30 | 28,319 | ||||||
5.50%, 07/01/28 (Call 07/01/24)(b) | 30 | 29,220 | ||||||
AHP Health Partners Inc., 5.75%, 07/15/29 | ||||||||
(Call 07/15/24)(b)(c) | 20 | 18,476 | ||||||
Catalent Pharma Solutions Inc. | ||||||||
3.13%, 02/15/29 (Call 07/01/24)(b) | 35 | 33,380 | ||||||
3.50%, 04/01/30 (Call 04/01/25)(b) | 40 | 38,057 |
Par | ||||||||
Security | (000) | Value | ||||||
Health Care - Services (continued) | ||||||||
5.00%, 07/15/27 (Call 07/01/24)(b) | $ | 30 | $ | 29,342 | ||||
Charles River Laboratories International Inc. | ||||||||
3.75%, 03/15/29 (Call 07/01/24)(b) | 30 | 27,178 | ||||||
4.00%, 03/15/31 (Call 03/15/26)(b) | 30 | 26,392 | ||||||
4.25%, 05/01/28 (Call 06/17/24)(b) | 30 | 28,148 | ||||||
DaVita Inc. | ||||||||
3.75%, 02/15/31 (Call 02/15/26)(b) | 90 | 75,527 | ||||||
4.63%, 06/01/30 (Call 06/01/25)(b) | 160 | 143,364 | ||||||
Elevance Health Inc. | ||||||||
2.25%, 05/15/30 (Call 02/15/30) | 125 | 105,962 | ||||||
2.55%, 03/15/31 (Call 12/15/30) | 100 | 84,500 | ||||||
2.88%, 09/15/29 (Call 06/15/29) | 85 | 75,811 | ||||||
3.13%, 05/15/50 (Call 11/15/49) | 90 | 60,074 | ||||||
3.60%, 03/15/51 (Call 09/15/50) | 95 | 68,121 | ||||||
3.65%, 12/01/27 (Call 09/01/27) | 121 | 115,131 | ||||||
3.70%, 09/15/49 (Call 03/15/49) | 20 | 14,728 | ||||||
4.10%, 03/01/28 (Call 12/01/27) | 150 | 144,558 | ||||||
4.10%, 05/15/32 (Call 02/15/32) | 10 | 9,203 | ||||||
4.38%, 12/01/47 (Call 06/01/47) | 95 | 79,105 | ||||||
4.55%, 03/01/48 (Call 09/01/47) | 75 | 63,346 | ||||||
4.55%, 05/15/52 (Call 11/15/51) | 25 | 20,910 | ||||||
4.63%, 05/15/42 | 35 | 30,918 | ||||||
4.65%, 01/15/43 | 50 | 44,206 | ||||||
4.65%, 08/15/44 (Call 02/15/44) | 5 | 4,364 | ||||||
4.75%, 02/15/33 (Call 11/15/32) | 125 | 119,913 | ||||||
5.13%, 02/15/53 (Call 08/15/52) | 90 | 82,650 | ||||||
5.38%, 06/15/34 (Call 03/15/34) | 100 | 99,669 | ||||||
6.10%, 10/15/52 (Call 04/15/52) | 65 | 67,928 | ||||||
6.38%, 06/15/37 | 20 | 21,249 | ||||||
Encompass Health Corp. | ||||||||
4.50%, 02/01/28 (Call 07/01/24) | 47 | 44,428 | ||||||
4.63%, 04/01/31 (Call 04/01/26) | 25 | 22,588 | ||||||
4.75%, 02/01/30 (Call 02/01/25) | 50 | 46,273 | ||||||
5.75%, 09/15/25 (Call 07/01/24) | 20 | 19,952 | ||||||
Fortrea Holdings Inc., 7.50%, 07/01/30 | ||||||||
(Call 07/01/26)(b)(c) | 35 | 35,012 | ||||||
HCA Inc. | ||||||||
2.38%, 07/15/31 (Call 04/15/31) | 75 | 61,185 | ||||||
3.13%, 03/15/27 (Call 02/15/27) | 55 | 51,802 | ||||||
3.38%, 03/15/29 (Call 01/15/29) | 60 | 54,755 | ||||||
3.50%, 09/01/30 (Call 03/01/30) | 125 | 111,873 | ||||||
3.50%, 07/15/51 (Call 01/15/51) | 90 | 60,072 | ||||||
3.63%, 03/15/32 (Call 12/15/31) | 95 | 83,014 | ||||||
4.13%, 06/15/29 (Call 03/15/29) | 100 | 94,211 | ||||||
4.38%, 03/15/42 (Call 09/15/41) | 25 | 20,495 | ||||||
4.50%, 02/15/27 (Call 08/15/26) | 148 | 144,412 | ||||||
4.63%, 03/15/52 (Call 09/15/51) | 120 | 96,792 | ||||||
5.20%, 06/01/28 (Call 05/01/28) | 20 | 19,848 | ||||||
5.25%, 06/15/26 (Call 12/15/25) | 140 | 139,157 | ||||||
5.25%, 06/15/49 (Call 12/15/48) | 120 | 106,590 | ||||||
5.38%, 09/01/26 (Call 03/01/26) | 125 | 124,601 | ||||||
5.50%, 06/01/33 (Call 03/01/33) | 70 | 69,113 | ||||||
5.50%, 06/15/47 (Call 12/15/46) | 90 | 83,380 | ||||||
5.60%, 04/01/34 (Call 01/01/34) | 105 | 104,068 | ||||||
5.63%, 09/01/28 (Call 03/01/28) | 100 | 100,540 | ||||||
5.88%, 02/15/26 (Call 08/15/25) | 165 | 165,253 | ||||||
5.88%, 02/01/29 (Call 08/01/28) | 65 | 65,928 | ||||||
5.90%, 06/01/53 (Call 12/01/52) | 65 | 63,007 | ||||||
6.00%, 04/01/54 (Call 10/01/53) | 85 | 83,396 | ||||||
6.10%, 04/01/64 (Call 10/01/63) | 40 | 39,069 | ||||||
HealthEquity Inc., 4.50%, 10/01/29 (Call 10/01/24)(b) | 35 | 32,084 |
17
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Health Care - Services (continued) | ||||||||
Humana Inc. | ||||||||
1.35%, 02/03/27 (Call 01/03/27) | $ | 125 | $ | 112,690 | ||||
2.15%, 02/03/32 (Call 11/03/31) | 70 | 55,410 | ||||||
3.13%, 08/15/29 (Call 05/15/29) | 60 | 53,952 | ||||||
3.70%, 03/23/29 (Call 02/23/29) | 90 | 83,908 | ||||||
3.95%, 03/15/27 (Call 12/15/26) | 68 | 65,545 | ||||||
3.95%, 08/15/49 (Call 02/15/49) | 35 | 26,188 | ||||||
4.63%, 12/01/42 (Call 06/01/42) | 37 | 31,251 | ||||||
4.80%, 03/15/47 (Call 09/15/46) | 35 | 29,665 | ||||||
4.88%, 04/01/30 (Call 01/01/30) | 62 | 60,487 | ||||||
4.95%, 10/01/44 (Call 04/01/44) | 55 | 48,082 | ||||||
5.50%, 03/15/53 (Call 09/15/52) | 50 | 46,485 | ||||||
5.75%, 03/01/28 (Call 02/01/28) | 15 | 15,186 | ||||||
5.75%, 04/15/54 (Call 10/15/53) | 40 | 38,509 | ||||||
5.95%, 03/15/34 (Call 12/15/33) | 50 | 50,950 | ||||||
IQVIA Inc. | ||||||||
5.00%, 10/15/26 (Call 07/01/24)(b) | 60 | 58,773 | ||||||
5.00%, 05/15/27 (Call 07/01/24)(b) | 50 | 48,588 | ||||||
6.25%, 02/01/29 (Call 01/01/29) | 70 | 71,770 | ||||||
6.50%, 05/15/30 (Call 05/15/26)(b) | 35 | 35,362 | ||||||
ModivCare Inc., 5.88%, 11/15/25 (Call 07/01/24)(b) | 35 | 34,812 | ||||||
Molina Healthcare Inc. | ||||||||
3.88%, 11/15/30 (Call 08/17/30)(b) | 40 | 34,886 | ||||||
3.88%, 05/15/32 (Call 02/15/32)(b) | 45 | 38,052 | ||||||
4.38%, 06/15/28 (Call 07/01/24)(b) | 45 | 41,893 | ||||||
Pediatrix Medical Group Inc., 5.38%, 02/15/30 | ||||||||
(Call 02/15/25)(b)(c) | 25 | 21,541 | ||||||
Quest Diagnostics Inc. | ||||||||
2.80%, 06/30/31 (Call 03/30/31) | 30 | 25,578 | ||||||
2.95%, 06/30/30 (Call 03/30/30) | 101 | 89,000 | ||||||
3.45%, 06/01/26 (Call 03/01/26) | 75 | 72,305 | ||||||
4.20%, 06/30/29 (Call 03/30/29) | 55 | 52,860 | ||||||
4.70%, 03/30/45 (Call 09/30/44) | 25 | 22,123 | ||||||
6.40%, 11/30/33 (Call 08/30/33) | 50 | 53,346 | ||||||
Select Medical Corp., 6.25%, 08/15/26 | ||||||||
(Call 07/01/24)(b) | 72 | 72,165 | ||||||
Surgery Center Holdings Inc., 7.25%, 04/15/32 | ||||||||
(Call 04/15/27)(b)(c) | 50 | 50,375 | ||||||
5,474,384 | ||||||||
Home Builders — 0.1% | ||||||||
Beazer Homes USA Inc. | ||||||||
5.88%, 10/15/27 (Call 06/17/24) | 20 | 19,593 | ||||||
7.25%, 10/15/29 (Call 10/15/24) | 20 | 19,980 | ||||||
7.50%, 03/15/31 (Call 03/15/27)(b) | 15 | 14,964 | ||||||
Century Communities Inc. | ||||||||
3.88%, 08/15/29 (Call 02/15/29)(b) | 30 | 26,623 | ||||||
6.75%, 06/01/27 (Call 07/01/24) | 30 | 30,146 | ||||||
DR Horton Inc. | ||||||||
1.40%, 10/15/27 (Call 08/15/27) | 5 | 4,427 | ||||||
2.60%, 10/15/25 (Call 09/15/25) | 10 | 9,615 | ||||||
Installed Building Products Inc., 5.75%, 02/01/28 | ||||||||
(Call 06/17/24)(b) | 20 | 19,386 | ||||||
KB Home | ||||||||
4.00%, 06/15/31 (Call 12/15/30) | 20 | 17,661 | ||||||
4.80%, 11/15/29 (Call 05/15/29) | 20 | 18,738 | ||||||
6.88%, 06/15/27 (Call 12/15/26) | 20 | 20,388 | ||||||
7.25%, 07/15/30 (Call 07/15/25) | 20 | 20,508 | ||||||
LGI Homes Inc. | ||||||||
4.00%, 07/15/29 (Call 01/15/29)(b) | 20 | 17,219 | ||||||
8.75%, 12/15/28 (Call 12/15/25)(b) | 25 | 25,980 |
Par | ||||||||
Security | (000) | Value | ||||||
Home Builders (continued) | ||||||||
M/I Homes Inc. | ||||||||
3.95%, 02/15/30 (Call 08/15/29) | $ | 20 | $ | 17,467 | ||||
4.95%, 02/01/28 (Call 06/17/24) | 20 | 19,000 | ||||||
MDC Holdings Inc. | ||||||||
2.50%, 01/15/31 (Call 07/15/30) | 50 | 44,104 | ||||||
3.85%, 01/15/30 (Call 07/15/29) | 40 | 37,256 | ||||||
3.97%, 08/06/61 (Call 02/06/61) | 20 | 16,955 | ||||||
6.00%, 01/15/43 (Call 10/15/42) | 30 | 30,095 | ||||||
Meritage Homes Corp. | ||||||||
3.88%, 04/15/29 (Call 10/15/28)(b) | 30 | 27,425 | ||||||
5.13%, 06/06/27 (Call 12/06/26) | 40 | 39,328 | ||||||
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29) | 84 | 73,732 | ||||||
PulteGroup Inc. | ||||||||
5.00%, 01/15/27 (Call 10/15/26) | 30 | 29,718 | ||||||
5.50%, 03/01/26 (Call 12/01/25) | 44 | 44,009 | ||||||
6.00%, 02/15/35 | 41 | 42,027 | ||||||
6.38%, 05/15/33 | 35 | 36,631 | ||||||
7.88%, 06/15/32 | 25 | 28,556 | ||||||
Taylor Morrison Communities Inc. | ||||||||
5.13%, 08/01/30 (Call 02/01/30)(b) | 30 | 28,476 | ||||||
5.75%, 01/15/28 (Call 10/15/27)(b) | 30 | 29,563 | ||||||
5.88%, 06/15/27 (Call 03/15/27)(b) | 30 | 29,876 | ||||||
Thor Industries Inc., 4.00%, 10/15/29 | ||||||||
(Call 10/15/24)(b) | 35 | 30,535 | ||||||
Toll Brothers Finance Corp., 4.88%, 03/15/27 | ||||||||
(Call 12/15/26) | 5 | 4,914 | ||||||
Tri Pointe Homes Inc. | ||||||||
5.25%, 06/01/27 (Call 12/01/26) | 20 | 19,397 | ||||||
5.70%, 06/15/28 (Call 12/15/27) | 20 | 19,539 | ||||||
Winnebago Industries Inc., 6.25%, 07/15/28 | ||||||||
(Call 07/01/24)(b) | 20 | 19,667 | ||||||
933,498 | ||||||||
Home Furnishings — 0.0% | ||||||||
Leggett & Platt Inc. | ||||||||
3.50%, 11/15/27 (Call 08/15/27) | 10 | 9,082 | ||||||
3.50%, 11/15/51 (Call 05/15/51) | 30 | 19,285 | ||||||
4.40%, 03/15/29 (Call 12/15/28) | 37 | 33,394 | ||||||
Tempur Sealy International Inc. | ||||||||
3.88%, 10/15/31 (Call 10/15/26)(b) | 50 | 41,987 | ||||||
4.00%, 04/15/29 (Call 07/01/24)(b) | 45 | 40,342 | ||||||
Whirlpool Corp. | ||||||||
2.40%, 05/15/31 (Call 02/15/31) | 65 | 53,016 | ||||||
4.50%, 06/01/46 (Call 12/01/45) | 30 | 23,603 | ||||||
4.60%, 05/15/50 (Call 11/15/49) | 40 | 31,322 | ||||||
4.75%, 02/26/29 (Call 11/26/28)(c) | 25 | 24,241 | ||||||
5.50%, 03/01/33 (Call 12/01/32)(c) | 20 | 19,545 | ||||||
295,817 | ||||||||
Household Products & Wares — 0.1% | ||||||||
ACCO Brands Corp., 4.25%, 03/15/29 | ||||||||
(Call 06/17/24)(b) | 35 | 31,057 | ||||||
Avery Dennison Corp. | ||||||||
2.25%, 02/15/32 (Call 11/15/31) | 70 | 56,587 | ||||||
2.65%, 04/30/30 (Call 02/01/30) | 18 | 15,555 | ||||||
4.88%, 12/06/28 (Call 09/06/28) | 45 | 44,293 | ||||||
Church & Dwight Co. Inc. | ||||||||
2.30%, 12/15/31 (Call 09/15/31) | 10 | 8,226 | ||||||
3.15%, 08/01/27 (Call 05/01/27) | 80 | 75,683 | ||||||
3.95%, 08/01/47 (Call 02/01/47) | 65 | 51,066 | ||||||
5.00%, 06/15/52 (Call 12/15/51) | 10 | 9,237 | ||||||
5.60%, 11/15/32 (Call 08/15/32) | 5 | 5,168 |
18
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Household Products & Wares (continued) | ||||||||
Clorox Co. (The) | ||||||||
1.80%, 05/15/30 (Call 02/15/30) | $ | 85 | $ | 70,288 | ||||
3.90%, 05/15/28 (Call 02/15/28) | 55 | 52,773 | ||||||
4.60%, 05/01/32 (Call 02/01/32) | 10 | 9,653 | ||||||
SC Johnson & Son Inc. | ||||||||
4.00%, 05/15/43 (Call 02/15/43)(b) | 25 | 19,695 | ||||||
4.75%, 10/15/46 (Call 04/16/46)(b) | 40 | 34,349 | ||||||
4.80%, 09/01/40(b) | 15 | 13,383 | ||||||
Spectrum Brands Inc. | ||||||||
3.88%, 03/15/31 (Call 03/15/26)(b)(c) | 30 | 27,636 | ||||||
5.50%, 07/15/30 (Call 07/15/25)(b)(c) | 25 | 24,983 | ||||||
549,632 | ||||||||
Housewares — 0.0% | ||||||||
Newell Brands Inc. | ||||||||
4.88%, 06/01/25 (Call 05/01/25) | 26 | 25,621 | ||||||
5.70%, 04/01/26 (Call 01/01/26) | 115 | 113,452 | ||||||
6.38%, 09/15/27 (Call 06/15/27)(c) | 25 | 24,670 | ||||||
6.63%, 09/15/29 (Call 06/15/29)(c) | 50 | 49,021 | ||||||
6.88%, 04/01/36 (Call 10/01/35) | 25 | 22,224 | ||||||
7.00%, 04/01/46 (Call 10/01/45) | 40 | 32,912 | ||||||
267,900 | ||||||||
Insurance — 1.9% | ||||||||
ACE Capital Trust II, Series N, 9.70%, 04/01/30 | 40 | 47,422 | ||||||
Aflac Inc. | ||||||||
1.13%, 03/15/26 (Call 02/15/26) | 20 | 18,573 | ||||||
2.88%, 10/15/26 (Call 07/15/26) | 45 | 42,622 | ||||||
3.60%, 04/01/30 (Call 01/01/30) | 103 | 94,976 | ||||||
4.00%, 10/15/46 (Call 04/15/46) | 25 | 19,664 | ||||||
4.75%, 01/15/49 (Call 07/15/48) | 55 | 48,516 | ||||||
AIA Group Ltd. | ||||||||
3.20%, 09/16/40 (Call 03/16/40)(b) | 210 | 152,038 | ||||||
3.38%, 04/07/30 (Call 01/07/30)(b) | 15 | 13,583 | ||||||
5.38%, 04/05/34 (Call 01/05/34)(b) | 200 | 195,764 | ||||||
American International Group Inc. | ||||||||
4.20%, 04/01/28 (Call 01/01/28) | 10 | 9,627 | ||||||
4.38%, 06/30/50 (Call 12/30/49) | 75 | 62,449 | ||||||
4.50%, 07/16/44 (Call 01/16/44) | 5 | 4,377 | ||||||
4.75%, 04/01/48 (Call 10/01/47) | 80 | 71,507 | ||||||
4.80%, 07/10/45 (Call 01/10/45) | 75 | 67,935 | ||||||
5.13%, 03/27/33 (Call 12/27/32) | 45 | 44,185 | ||||||
6.25%, 05/01/36 | 50 | 52,580 | ||||||
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), | ||||||||
(3-mo. LIBOR US + 2.868%)(a) | 90 | 88,196 | ||||||
Aon Corp., 3.75%, 05/02/29 (Call 02/02/29) | 15 | 14,042 | ||||||
Aon Corp./Aon Global Holdings PLC | ||||||||
2.05%, 08/23/31 (Call 05/23/31) | 10 | 8,036 | ||||||
3.90%, 02/28/52 (Call 08/28/51) | 100 | 73,679 | ||||||
5.00%, 09/12/32 (Call 06/12/32) | 75 | 72,860 | ||||||
5.35%, 02/28/33 (Call 11/28/32) | 60 | 59,141 | ||||||
Aon Global Ltd., 4.75%, 05/15/45 (Call 11/15/44) | 100 | 86,825 | ||||||
Aon North America Inc. | ||||||||
5.13%, 03/01/27 (Call 02/01/27) | 100 | 99,772 | ||||||
5.45%, 03/01/34 (Call 12/01/33) | 120 | 118,929 | ||||||
5.75%, 03/01/54 (Call 09/01/53) | 100 | 98,259 | ||||||
Arch Capital Finance LLC | ||||||||
4.01%, 12/15/26 (Call 09/15/26) | 20 | 19,319 | ||||||
5.03%, 12/15/46 (Call 06/15/46) | 29 | 26,156 | ||||||
Arch Capital Group Ltd. | ||||||||
3.64%, 06/30/50 (Call 12/30/49) | 80 | 57,967 | ||||||
7.35%, 05/01/34 | 15 | 16,994 |
Par | ||||||||
Security | (000) | Value | ||||||
Insurance (continued) | ||||||||
Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | $ | 30 | $ | 27,595 | ||||
Arthur J Gallagher & Co. | ||||||||
2.40%, 11/09/31 (Call 08/09/31) | 15 | 12,156 | ||||||
3.50%, 05/20/51 (Call 11/20/50) | 30 | 20,441 | ||||||
5.75%, 03/02/53 (Call 09/02/52) | 80 | 77,380 | ||||||
5.75%, 07/15/54 (Call 01/15/54) | 20 | 19,405 | ||||||
6.50%, 02/15/34 (Call 11/15/33) | 5 | 5,287 | ||||||
6.75%, 02/15/54 (Call 08/15/53) | 40 | 44,050 | ||||||
Assurant Inc. | ||||||||
2.65%, 01/15/32 (Call 10/15/31) | 20 | 16,275 | ||||||
4.90%, 03/27/28 (Call 12/27/27) | 70 | 68,232 | ||||||
7.00%, 03/27/48 (Call 03/27/28), | ||||||||
(3-mo. LIBOR US + 4.135%)(a) | 25 | 25,185 | ||||||
Assured Guaranty U.S. Holdings Inc. | ||||||||
3.15%, 06/15/31 (Call 03/15/31) | 55 | 47,519 | ||||||
6.13%, 09/15/28 (Call 08/15/28) | 50 | 51,333 | ||||||
AXA SA, 6.38%, (Call 12/14/36), | ||||||||
(1-day SOFR + 2.256%)(a)(b)(f) | 30 | 32,426 | ||||||
Axis Specialty Finance LLC, 4.90%, 01/15/40 | ||||||||
(Call 01/15/30), (5-year CMT + 3.186%)(a) | 5 | 4,548 | ||||||
Axis Specialty Finance PLC, 4.00%, 12/06/27 | ||||||||
(Call 09/06/27) | 25 | 23,894 | ||||||
Baldwin Insurance Group Holdings LLC/Baldwin
Insurance Group Holdings Finance, 7.13%, 05/15/31 (Call 05/15/27)(b) | 50 | 50,490 | ||||||
Brown & Brown Inc. | ||||||||
2.38%, 03/15/31 (Call 12/15/30) | 20 | 16,364 | ||||||
4.20%, 03/17/32 (Call 12/17/31) | 40 | 36,042 | ||||||
4.95%, 03/17/52 (Call 09/17/51) | 60 | 50,686 | ||||||
Chubb Corp. (The) | ||||||||
6.00%, 05/11/37 | 15 | 15,852 | ||||||
Series 1, 6.50%, 05/15/38 | 30 | 33,262 | ||||||
Chubb INA Holdings LLC | ||||||||
2.85%, 12/15/51 (Call 06/15/51) | 65 | 42,250 | ||||||
3.05%, 12/15/61 (Call 06/15/61) | 105 | 66,639 | ||||||
3.35%, 05/03/26 (Call 02/03/26) | 215 | 207,700 | ||||||
4.15%, 03/13/43 | 25 | 21,220 | ||||||
4.35%, 11/03/45 (Call 05/03/45) | 65 | 56,013 | ||||||
5.00%, 03/15/34 (Call 12/15/33) | 60 | 59,166 | ||||||
6.70%, 05/15/36 | 35 | 39,178 | ||||||
CNO Financial Group Inc., 6.45%, 06/15/34 | ||||||||
(Call 03/15/34) | 50 | 50,133 | ||||||
Dai-Ichi Life Insurance Co. Ltd. (The), 4.00%, | ||||||||
(Call 07/24/26), (3-mo. LIBOR US + 3.660%)(a)(b)(f) | 30 | 28,680 | ||||||
Empower Finance 2020 LP | ||||||||
1.36%, 09/17/27 (Call 07/17/27)(b) | 35 | 30,845 | ||||||
1.78%, 03/17/31 (Call 12/17/30)(b) | 105 | 82,891 | ||||||
3.08%, 09/17/51 (Call 03/17/51)(b) | 50 | 32,113 | ||||||
Everest Reinsurance Holdings Inc. | ||||||||
3.13%, 10/15/52 (Call 04/15/52) | 115 | 71,343 | ||||||
3.50%, 10/15/50 (Call 04/15/50) | 15 | 10,031 | ||||||
Great-West Lifeco Finance 2018 LP | ||||||||
4.05%, 05/17/28 (Call 02/17/28)(b) | 45 | 43,156 | ||||||
4.58%, 05/17/48 (Call 11/17/47)(b) | 10 | 8,518 | ||||||
Great-West
Lifeco Finance Delaware LP, 4.15%, 06/03/47 (Call 12/03/46)(b) | 75 | 59,314 | ||||||
Great-West
Lifeco U.S. Finance 2020 LP, 0.90%, 08/12/25 (Call 07/12/25)(b) | 47 | 44,495 | ||||||
Hanover Insurance Group Inc. (The) | ||||||||
2.50%, 09/01/30 (Call 06/01/30) | 50 | 41,704 | ||||||
4.50%, 04/15/26 (Call 01/15/26) | 60 | 58,732 |
19
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Insurance (continued) | ||||||||
Hartford Financial Services Group Inc. (The) | ||||||||
2.90%, 09/15/51 (Call 03/15/51) | $ | 30 | $ | 18,840 | ||||
3.60%, 08/19/49 (Call 02/19/49) | 41 | 29,719 | ||||||
4.30%, 04/15/43 | 20 | 16,806 | ||||||
4.40%, 03/15/48 (Call 09/15/47) | 45 | 37,485 | ||||||
5.95%, 10/15/36 | 15 | 15,550 | ||||||
6.10%, 10/01/41 | 35 | 36,152 | ||||||
Jackson Financial Inc. | ||||||||
3.13%, 11/23/31 (Call 08/23/31) | 85 | 70,482 | ||||||
4.00%, 11/23/51 (Call 05/23/51) | 50 | 33,900 | ||||||
Liberty Mutual Group Inc. | ||||||||
3.95%, 10/15/50 (Call 04/15/50)(b) | 10 | 7,278 | ||||||
3.95%, 05/15/60 (Call 11/15/59)(b) | 50 | 34,443 | ||||||
4.13%, 12/15/51 (Call 09/15/26), | ||||||||
(5-year CMT + 3.315%)(a)(b) | 25 | 23,098 | ||||||
4.30%, 02/01/61 (Call 02/01/26)(b) | 50 | 30,141 | ||||||
5.50%, 06/15/52 (Call 12/15/51)(b) | 140 | 129,862 | ||||||
7.80%, 03/07/87(b) | 25 | 26,305 | ||||||
Lincoln National Corp. | ||||||||
3.05%, 01/15/30 (Call 10/15/29) | 55 | 48,581 | ||||||
3.40%, 01/15/31 (Call 10/15/30) | 60 | 52,653 | ||||||
3.63%, 12/12/26 (Call 09/15/26)(c) | 45 | 42,981 | ||||||
3.80%, 03/01/28 (Call 12/01/27) | 26 | 24,725 | ||||||
4.35%, 03/01/48 (Call 09/01/47) | 25 | 19,004 | ||||||
4.38%, 06/15/50 (Call 12/15/49) | 24 | 18,085 | ||||||
5.85%, 03/15/34 (Call 12/15/33) | 20 | 19,891 | ||||||
6.30%, 10/09/37 | 5 | 5,112 | ||||||
7.00%, 06/15/40 | 55 | 60,187 | ||||||
Marsh & McLennan Companies Inc. | ||||||||
2.25%, 11/15/30 (Call 08/15/30) | 81 | 68,411 | ||||||
2.38%, 12/15/31 (Call 09/15/31) | 20 | 16,493 | ||||||
3.75%, 03/14/26 (Call 12/14/25) | 81 | 78,961 | ||||||
4.20%, 03/01/48 (Call 09/01/47) | 65 | 52,913 | ||||||
4.35%, 01/30/47 (Call 07/30/46) | 35 | 29,383 | ||||||
4.38%, 03/15/29 (Call 12/15/28) | 140 | 136,359 | ||||||
4.75%, 03/15/39 (Call 09/15/38) | 85 | 78,818 | ||||||
4.90%, 03/15/49 (Call 09/15/48) | 77 | 69,169 | ||||||
5.45%, 03/15/54 (Call 09/15/53) | 105 | 101,969 | ||||||
5.70%, 09/15/53 (Call 03/15/53) | 60 | 60,329 | ||||||
5.75%, 11/01/32 (Call 08/01/32) | 15 | 15,552 | ||||||
5.88%, 08/01/33 | 75 | 78,345 | ||||||
Massachusetts Mutual Life Insurance Co. | ||||||||
3.20%, 12/01/61(b) | 200 | 119,271 | ||||||
3.73%, 10/15/70(b) | 10 | 6,560 | ||||||
4.90%, 04/01/77(b) | 10 | 8,182 | ||||||
MassMutual Global Funding II | ||||||||
2.15%, 03/09/31(b) | 85 | 70,672 | ||||||
2.35%, 01/14/27(b) | 5 | 4,660 | ||||||
4.50%, 04/10/26(b) | 220 | 217,164 | ||||||
5.05%, 06/14/28(b) | 205 | 203,721 | ||||||
Meiji Yasuda Life Insurance Co. 5.10%, 04/26/48 (Call 04/26/28), | ||||||||
(5-year USD ICE Swap + 3.150%)(a)(b) | 55 | 53,641 | ||||||
5.20%, 10/20/45 (Call 10/20/25), | ||||||||
(5-year USD Swap + 4.230%)(a)(b) | 45 | 44,392 | ||||||
Metropolitan Life Global Funding I | ||||||||
0.95%, 07/02/25(b) | 40 | 38,129 | ||||||
1.55%, 01/07/31(b) | 75 | 59,445 | ||||||
1.88%, 01/11/27(b) | 165 | 151,341 | ||||||
2.40%, 01/11/32(b) | 15 | 12,276 | ||||||
2.95%, 04/09/30(b) | 165 | 145,801 |
Par | ||||||||
Security | (000) | Value | ||||||
Insurance (continued) | ||||||||
3.45%, 12/18/26(b) | $ | 125 | $ | 119,868 | ||||
4.85%, 01/08/29(b) | 155 | 152,922 | ||||||
5.15%, 03/28/33(b) | 155 | 152,734 | ||||||
MGIC Investment Corp., 5.25%, 08/15/28 | ||||||||
(Call 06/17/24) | 35 | 33,979 | ||||||
Munich Re America Corp., Series B, 7.45%, 12/15/26 | 90 | 94,799 | ||||||
New York Life Global Funding | ||||||||
0.85%, 01/15/26(b) | 195 | 181,736 | ||||||
1.20%, 08/07/30(b) | 10 | 7,921 | ||||||
3.25%, 04/07/27(b) | 10 | 9,504 | ||||||
3.60%, 08/05/25(b) | 140 | 137,289 | ||||||
4.55%, 01/28/33(b) | 220 | 208,423 | ||||||
4.85%, 01/09/28(b) | 100 | 98,981 | ||||||
4.90%, 06/13/28(b) | 170 | 168,600 | ||||||
5.00%, 01/09/34(b) | 100 | 97,865 | ||||||
5.45%, 09/18/26(b) | 60 | 60,222 | ||||||
New York Life Insurance Co. | ||||||||
3.75%, 05/15/50 (Call 11/15/49)(b) | 165 | 122,012 | ||||||
4.45%, 05/15/69 (Call 11/15/68)(b) | 30 | 23,697 | ||||||
5.88%, 05/15/33(b) | 35 | 35,881 | ||||||
Old Republic International Corp. | ||||||||
3.88%, 08/26/26 (Call 07/26/26) | 50 | 48,234 | ||||||
5.75%, 03/28/34 (Call 12/28/33) | 5 | 4,976 | ||||||
Pricoa Global Funding I, 1.20%, 09/01/26(b) | 20 | 18,261 | ||||||
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31) | 40 | 33,100 | ||||||
Principal Financial Group Inc. | ||||||||
2.13%, 06/15/30 (Call 03/15/30) | 60 | 49,849 | ||||||
3.10%, 11/15/26 (Call 08/15/26) | 40 | 37,995 | ||||||
3.70%, 05/15/29 (Call 02/15/29) | 25 | 23,150 | ||||||
4.30%, 11/15/46 (Call 05/15/46) | 30 | 24,744 | ||||||
4.35%, 05/15/43 | 32 | 27,303 | ||||||
4.63%, 09/15/42 | 20 | 17,740 | ||||||
6.05%, 10/15/36 | 51 | 53,066 | ||||||
Principal Life Global Funding II | ||||||||
0.88%, 01/12/26(b) | 55 | 51,117 | ||||||
1.25%, 06/23/25(b) | 63 | 60,278 | ||||||
1.50%, 08/27/30(b) | 40 | 31,833 | ||||||
1.63%, 11/19/30(b) | 15 | 11,776 | ||||||
2.50%, 09/16/29(b) | 26 | 22,638 | ||||||
3.00%, 04/18/26(b) | 85 | 81,195 | ||||||
Progressive Corp. (The) | ||||||||
2.45%, 01/15/27 | 40 | 37,376 | ||||||
3.20%, 03/26/30 (Call 12/26/29) | 65 | 58,872 | ||||||
3.70%, 01/26/45 | 30 | 23,585 | ||||||
3.95%, 03/26/50 (Call 09/26/49) | 40 | 31,587 | ||||||
4.00%, 03/01/29 (Call 12/01/28) | 47 | 44,820 | ||||||
4.13%, 04/15/47 (Call 10/15/46) | 62 | 51,076 | ||||||
4.20%, 03/15/48 (Call 09/15/47) | 40 | 33,276 | ||||||
4.35%, 04/25/44 | 20 | 17,243 | ||||||
6.25%, 12/01/32 | 73 | 78,031 | ||||||
Protective Life Corp. | ||||||||
3.40%, 01/15/30 (Call 10/15/29)(b) | 90 | 79,289 | ||||||
4.30%, 09/30/28 (Call 06/30/28)(b) | 60 | 57,661 | ||||||
Prudential Financial Inc. | ||||||||
1.50%, 03/10/26 (Call 02/10/26) | 60 | 56,186 | ||||||
2.10%, 03/10/30 (Call 12/10/29) | 79 | 67,166 | ||||||
3.00%, 03/10/40 (Call 09/10/39) | 50 | 36,912 | ||||||
3.70%, 10/01/50 (Call 07/01/30), | ||||||||
(5-year CMT + 3.035%)(a) | 75 | 64,310 | ||||||
3.70%, 03/13/51 (Call 09/13/50) | 80 | 58,323 | ||||||
3.88%, 03/27/28 (Call 12/27/27) | 60 | 57,446 |
20
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Insurance (continued) | ||||||||
3.91%, 12/07/47 (Call 06/07/47) | $ | 70 | $ | 53,897 | ||||
3.94%, 12/07/49 (Call 06/07/49) | 82 | 62,391 | ||||||
4.35%, 02/25/50 (Call 08/25/49) | 75 | 61,323 | ||||||
4.42%, 03/27/48 (Call 09/27/47) | 45 | 37,387 | ||||||
5.13%, 03/01/52 (Call 11/28/31), | ||||||||
(5-year CMT + 3.162%)(a) | 85 | 78,824 | ||||||
5.70%, 12/14/36 | 67 | 68,643 | ||||||
5.70%, 09/15/48 (Call 09/15/28), | ||||||||
(3-mo. LIBOR US + 2.665%)(a) | 105 | 102,738 | ||||||
5.75%, 07/15/33 | 23 | 23,933 | ||||||
6.00%, 09/01/52 (Call 06/01/32), | ||||||||
(5-year CMT + 3.234%)(a) | 105 | 102,601 | ||||||
6.50%, 03/15/54 (Call 12/15/33), | ||||||||
(5-year CMT + 2.404%)(a) | 45 | 45,159 | ||||||
6.63%, 12/01/37 | 25 | 27,858 | ||||||
Prudential Funding Asia PLC, 3.63%, 03/24/32 | ||||||||
(Call 12/24/31) | 50 | 44,595 | ||||||
Reinsurance Group of America Inc. | ||||||||
3.15%, 06/15/30 (Call 03/15/30) | 72 | 63,512 | ||||||
3.90%, 05/15/29 (Call 02/15/29) | 73 | 68,210 | ||||||
3.95%, 09/15/26 (Call 06/15/26) | 25 | 24,194 | ||||||
6.00%, 09/15/33 (Call 06/15/33) | 50 | 50,728 | ||||||
Reliance Standard Life Global Funding II | ||||||||
1.51%, 09/28/26(b) | 90 | 81,050 | ||||||
2.75%, 01/21/27(b) | 40 | 36,925 | ||||||
Selective Insurance Group Inc., 5.38%, 03/01/49 | ||||||||
(Call 09/01/48) | 15 | 13,783 | ||||||
Swiss Re Finance Luxembourg SA, 5.00%, 04/02/49 | ||||||||
(Call 04/02/29), (5-year CMT + 3.582%)(a)(b) | 200 | 192,515 | ||||||
Travelers Companies Inc. (The) | ||||||||
2.55%, 04/27/50 (Call 10/27/49) | 65 | 39,424 | ||||||
3.75%, 05/15/46 (Call 11/15/45) | 39 | 30,273 | ||||||
4.00%, 05/30/47 (Call 11/30/46) | 60 | 48,386 | ||||||
4.05%, 03/07/48 (Call 09/07/47) | 30 | 24,399 | ||||||
4.10%, 03/04/49 (Call 09/04/48) | 37 | 30,297 | ||||||
4.30%, 08/25/45 (Call 02/25/45) | 45 | 38,260 | ||||||
4.60%, 08/01/43 | 30 | 26,868 | ||||||
5.35%, 11/01/40 | 40 | 39,492 | ||||||
5.45%, 05/25/53 (Call 11/25/52) | 50 | 50,109 | ||||||
6.25%, 06/15/37 | 60 | 64,414 | ||||||
6.75%, 06/20/36 | 50 | 56,057 | ||||||
Trinity Acquisition PLC, 4.40%, 03/15/26 | ||||||||
(Call 12/15/25) | 70 | 68,438 | ||||||
Unum Group, 4.13%, 06/15/51 (Call 12/15/50) | 65 | 47,617 | ||||||
Willis North America Inc. | ||||||||
2.95%, 09/15/29 (Call 06/15/29) | 88 | 78,311 | ||||||
3.88%, 09/15/49 (Call 03/15/49) | 44 | 31,761 | ||||||
4.50%, 09/15/28 (Call 06/15/28) | 62 | 59,935 | ||||||
4.65%, 06/15/27 (Call 05/15/27) | 65 | 63,655 | ||||||
5.05%, 09/15/48 (Call 03/15/48) | 25 | 21,997 | ||||||
5.35%, 05/15/33 (Call 02/15/33) | 60 | 58,471 | ||||||
XL Group Ltd., 5.25%, 12/15/43 | 30 | 27,853 | ||||||
Zurich Finance Ireland Designated Activity Co., 3.00%, 04/19/51 (Call 01/19/31), | ||||||||
(5-year CMT + 2.777%)(a)(d) | 200 | 164,290 | ||||||
11,709,193 | ||||||||
Internet — 0.3% | ||||||||
Booking Holdings Inc. | ||||||||
3.55%, 03/15/28 (Call 12/15/27) | 90 | 85,347 | ||||||
3.60%, 06/01/26 (Call 03/01/26) | 106 | 102,848 | ||||||
4.63%, 04/13/30 (Call 01/13/30) | 120 | 117,161 |
Par | ||||||||
Security | (000) | Value | ||||||
Internet (continued) | ||||||||
Cars.com Inc., 6.38%, 11/01/28 (Call 07/01/24)(b)(c) | $ | 25 | $ | 24,560 | ||||
Cogent Communications Group Inc. | ||||||||
3.50%, 05/01/26 (Call 02/01/26)(b) | 35 | 33,105 | ||||||
7.00%, 06/15/27 (Call 07/01/24)(b) | 25 | 24,882 | ||||||
eBay Inc. | ||||||||
1.40%, 05/10/26 (Call 04/10/26) | 75 | 69,532 | ||||||
2.60%, 05/10/31 (Call 02/10/31) | 55 | 46,733 | ||||||
2.70%, 03/11/30 (Call 12/11/29) | 70 | 61,347 | ||||||
3.60%, 06/05/27 (Call 03/05/27) | 77 | 73,661 | ||||||
3.65%, 05/10/51 (Call 11/10/50) | 60 | 42,759 | ||||||
4.00%, 07/15/42 (Call 01/15/42) | 85 | 68,177 | ||||||
Gen Digital Inc. | ||||||||
6.75%, 09/30/27 (Call 09/30/24)(b) | 55 | 55,451 | ||||||
7.13%, 09/30/30 (Call 09/30/25)(b) | 40 | 40,670 | ||||||
Go Daddy Operating Co. LLC/GD Finance Co. Inc. | ||||||||
3.50%, 03/01/29 (Call 07/01/24)(b) | 50 | 44,775 | ||||||
5.25%, 12/01/27 (Call 07/01/24)(b) | 40 | 38,920 | ||||||
GrubHub Holdings Inc., 5.50%, 07/01/27 | ||||||||
(Call 06/11/24)(b) | 30 | 27,005 | ||||||
Meituan, 2.13%, 10/28/25 (Call 09/28/25)(d) | 200 | 190,206 | ||||||
Prosus NV | ||||||||
3.26%, 01/19/27 (Call 12/19/26)(d) | 200 | 185,051 | ||||||
3.68%, 01/21/30 (Call 10/21/29)(d) | 200 | 174,084 | ||||||
4.99%, 01/19/52(d) | 200 | 150,761 | ||||||
Rakuten Group Inc. | ||||||||
5.13%, (Call 04/22/26), | ||||||||
(5-year CMT + 4.578%)(a)(b)(c)(f) | 45 | 38,566 | ||||||
6.25%, (Call 04/22/31), | ||||||||
(5-year CMT + 4.956%)(a)(b)(f) | 55 | 40,987 | ||||||
9.75%, 04/15/29(b) | 125 | 125,959 | ||||||
11.25%, 02/15/27(b) | 105 | 110,915 | ||||||
VeriSign Inc. | ||||||||
2.70%, 06/15/31 (Call 03/15/31) | 75 | 62,292 | ||||||
4.75%, 07/15/27 (Call 07/01/24) | 40 | 39,172 | ||||||
Ziff Davis Inc., 4.63%, 10/15/30 (Call 10/15/25)(b) | 25 | 22,307 | ||||||
2,097,233 | ||||||||
Iron & Steel — 0.2% | ||||||||
ATI Inc. | ||||||||
4.88%, 10/01/29 (Call 10/01/24) | 20 | 18,689 | ||||||
5.13%, 10/01/31 (Call 10/01/26) | 20 | 18,236 | ||||||
5.88%, 12/01/27 (Call 07/01/24) | 25 | 24,569 | ||||||
7.25%, 08/15/30 (Call 08/15/26) | 25 | 25,683 | ||||||
Carpenter Technology Corp. | ||||||||
6.38%, 07/15/28 (Call 07/01/24) | 25 | 24,931 | ||||||
7.63%, 03/15/30 (Call 03/15/25) | 20 | 20,503 | ||||||
Cleveland-Cliffs Inc. | ||||||||
4.63%, 03/01/29 (Call 07/01/24)(b) | 25 | 23,411 | ||||||
4.88%, 03/01/31 (Call 03/01/26)(b) | 20 | 17,525 | ||||||
5.88%, 06/01/27 (Call 07/01/24)(c) | 31 | 30,700 | ||||||
6.25%, 10/01/40 | 15 | 12,698 | ||||||
6.75%, 04/15/30 (Call 04/15/26)(b) | 45 | 44,525 | ||||||
7.00%, 03/15/32 (Call 03/15/27)(b) | 50 | 49,384 | ||||||
Commercial Metals Co. | ||||||||
3.88%, 02/15/31 (Call 02/15/26) | 20 | 17,539 | ||||||
4.13%, 01/15/30 (Call 01/15/25) | 15 | 13,593 | ||||||
4.38%, 03/15/32 (Call 03/15/27) | 20 | 17,835 | ||||||
GUSAP III LP, 4.25%, 01/21/30 (Call 07/21/29)(d) | 200 | 185,438 | ||||||
Reliance Inc. | ||||||||
1.30%, 08/15/25 (Call 07/15/25) | 115 | 109,205 | ||||||
2.15%, 08/15/30 (Call 05/15/30) | 70 | 58,100 |
21
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Iron & Steel (continued) | ||||||||
Steel Dynamics Inc. | ||||||||
1.65%, 10/15/27 (Call 08/15/27) | $ | 60 | $ | 53,336 | ||||
2.40%, 06/15/25 (Call 05/15/25) | 62 | 59,989 | ||||||
3.25%, 01/15/31 (Call 10/15/30) | 25 | 22,046 | ||||||
3.25%, 10/15/50 (Call 04/15/50) | 15 | 9,794 | ||||||
3.45%, 04/15/30 (Call 01/15/30) | 30 | 27,235 | ||||||
5.00%, 12/15/26 (Call 07/01/24) | 55 | 54,519 | ||||||
U.S. Steel Corp., 6.65%, 06/01/37 | 20 | 19,802 | ||||||
959,285 | ||||||||
Leisure Time — 0.2% | ||||||||
Brunswick Corp. | ||||||||
2.40%, 08/18/31 (Call 05/18/31) | 30 | 23,784 | ||||||
4.40%, 09/15/32 (Call 06/15/32)(c) | 25 | 22,269 | ||||||
5.10%, 04/01/52 (Call 10/01/51) | 35 | 27,127 | ||||||
Harley-Davidson Financial Services Inc. | ||||||||
3.05%, 02/14/27 (Call 01/14/27)(b) | 20 | 18,653 | ||||||
3.35%, 06/08/25 (Call 05/08/25)(b) | 75 | 73,196 | ||||||
Harley-Davidson Inc., 4.63%, 07/28/45 | ||||||||
(Call 01/28/45) | 28 | 22,864 | ||||||
Life Time Inc. | ||||||||
5.75%, 01/15/26 (Call 07/01/24)(b) | 50 | 49,738 | ||||||
8.00%, 04/15/26 (Call 07/01/24)(b) | 30 | 30,212 | ||||||
NCL Corp. Ltd. | ||||||||
5.88%, 03/15/26 (Call 12/15/25)(b) | 80 | 78,653 | ||||||
5.88%, 02/15/27 (Call 06/11/24)(b) | 60 | 59,102 | ||||||
7.75%, 02/15/29 (Call 11/15/28)(b)(c) | 35 | 35,932 | ||||||
8.13%, 01/15/29 (Call 01/15/26)(b) | 70 | 73,093 | ||||||
8.38%, 02/01/28 (Call 02/01/25)(b) | 35 | 36,566 | ||||||
NCL Finance Ltd., 6.13%, 03/15/28 (Call 12/15/27)(b) | 30 | 29,360 | ||||||
Polaris Inc., 6.95%, 03/15/29 (Call 02/15/29) | 30 | 31,491 | ||||||
Royal Caribbean Cruises Ltd. | ||||||||
3.70%, 03/15/28 (Call 12/15/27) | 50 | 46,461 | ||||||
5.38%, 07/15/27 (Call 10/15/26)(b) | 100 | 98,016 | ||||||
5.50%, 08/31/26 (Call 02/28/26)(b) | 50 | 49,252 | ||||||
5.50%, 04/01/28 (Call 10/01/27)(b) | 100 | 97,697 | ||||||
6.25%, 03/15/32 (Call 03/15/27)(b) | 75 | 74,666 | ||||||
7.25%, 01/15/30 (Call 12/15/25)(b) | 60 | 62,051 | ||||||
1,040,183 | ||||||||
Lodging — 0.2% | ||||||||
Hilton Domestic Operating Co. Inc. | ||||||||
3.63%, 02/15/32 (Call 08/15/26)(b) | 90 | 76,379 | ||||||
3.75%, 05/01/29 (Call 07/01/24)(b) | 45 | 40,778 | ||||||
4.00%, 05/01/31 (Call 05/01/26)(b) | 61 | 53,893 | ||||||
4.88%, 01/15/30 (Call 01/15/25) | 60 | 56,759 | ||||||
5.38%, 05/01/25 (Call 06/11/24)(b) | 26 | 25,883 | ||||||
5.75%, 05/01/28 (Call 07/01/24)(b) | 35 | 34,686 | ||||||
5.88%, 04/01/29 (Call 04/01/26)(b) | 25 | 24,782 | ||||||
6.13%, 04/01/32 (Call 04/01/27)(b) | 60 | 59,457 | ||||||
Hilton Grand Vacations Borrower Escrow LLC/Hilton | ||||||||
Grand Vacations Borrower Esc | ||||||||
4.88%, 07/01/31 (Call 07/01/26)(b)(c) | 30 | 26,319 | ||||||
5.00%, 06/01/29 (Call 07/01/24)(b) | 50 | 46,174 | ||||||
6.63%, 01/15/32 (Call 01/15/27)(b) | 50 | 49,808 | ||||||
Hilton Worldwide Finance LLC/Hilton Worldwide | ||||||||
Finance Corp., 4.88%, 04/01/27 (Call 06/17/24) | 35 | 34,084 | ||||||
Hyatt Hotels Corp. | ||||||||
4.85%, 03/15/26 (Call 12/15/25) | 50 | 49,484 | ||||||
5.75%, 01/30/27 (Call 12/30/26) | 90 | 90,818 | ||||||
5.75%, 04/23/30 (Call 01/23/30) | 35 | 35,557 |
Par | ||||||||
Security | (000) | Value | ||||||
Lodging (continued) | ||||||||
Marriott Ownership Resorts Inc. | ||||||||
4.50%, 06/15/29 (Call 07/01/24)(b)(c) | $ | 30 | $ | 27,199 | ||||
4.75%, 01/15/28 (Call 07/01/24) | 25 | 23,375 | ||||||
Studio City Co. Ltd., 7.00%, 02/15/27 | ||||||||
(Call 07/01/24)(b) | 50 | 49,879 | ||||||
Studio City Finance Ltd., 5.00%, 01/15/29 | ||||||||
(Call 07/01/24)(b) | 80 | 69,725 | ||||||
Travel & Leisure Co. | ||||||||
4.50%, 12/01/29 (Call 09/01/29)(b) | 35 | 31,875 | ||||||
4.63%, 03/01/30 (Call 12/01/29)(b) | 20 | 18,155 | ||||||
6.00%, 04/01/27 (Call 01/01/27) | 30 | 29,900 | ||||||
6.60%, 10/01/25 (Call 07/01/25) | 25 | 25,203 | ||||||
6.63%, 07/31/26 (Call 04/30/26)(b) | 40 | 40,165 | ||||||
1,020,337 | ||||||||
Machinery — 0.6% | ||||||||
ABB Finance USA Inc., 4.38%, 05/08/42 | 10 | 8,894 | ||||||
AGCO Corp., 5.80%, 03/21/34 (Call 12/21/33) | 50 | 49,914 | ||||||
ATS Corp., 4.13%, 12/15/28 (Call 07/02/24)(b) | 25 | 22,566 | ||||||
Chart Industries Inc. | ||||||||
7.50%, 01/01/30 (Call 01/01/26)(b) | 85 | 87,564 | ||||||
9.50%, 01/01/31 (Call 01/01/26)(b) | 31 | 33,502 | ||||||
CNH Industrial Capital LLC | ||||||||
1.45%, 07/15/26 (Call 06/15/26) | 12 | 11,054 | ||||||
1.88%, 01/15/26 (Call 12/15/25) | 75 | 70,764 | ||||||
4.55%, 04/10/28 (Call 03/10/28) | 10 | 9,740 | ||||||
5.50%, 01/12/29 (Call 12/12/28) | 20 | 20,152 | ||||||
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) | 104 | 99,603 | ||||||
Deere & Co. | ||||||||
2.88%, 09/07/49 (Call 03/07/49) | 40 | 26,835 | ||||||
3.10%, 04/15/30 (Call 01/15/30) | 81 | 73,387 | ||||||
3.75%, 04/15/50 (Call 10/15/49) | 65 | 51,490 | ||||||
3.90%, 06/09/42 (Call 12/09/41) | 75 | 62,746 | ||||||
5.38%, 10/16/29 | 30 | 30,704 | ||||||
7.13%, 03/03/31 | 25 | 28,254 | ||||||
Dover Corp. | ||||||||
2.95%, 11/04/29 (Call 08/04/29) | 50 | 44,770 | ||||||
3.15%, 11/15/25 (Call 08/15/25) | 72 | 69,695 | ||||||
5.38%, 10/15/35 | 10 | 10,025 | ||||||
5.38%, 03/01/41 (Call 12/01/40) | 37 | 36,085 | ||||||
Flowserve Corp. | ||||||||
2.80%, 01/15/32 (Call 10/15/31) | 25 | 20,481 | ||||||
3.50%, 10/01/30 (Call 07/01/30) | 49 | 43,485 | ||||||
GrafTech Finance Inc., 4.63%, 12/15/28 | ||||||||
(Call 07/01/24)(b)(c) | 25 | 16,193 | ||||||
GrafTech Global Enterprises Inc., 9.88%, 12/15/28 | ||||||||
(Call 12/15/25)(b)(c) | 25 | 18,856 | ||||||
IDEX Corp. | ||||||||
2.63%, 06/15/31 (Call 03/15/31) | 55 | 45,661 | ||||||
3.00%, 05/01/30 (Call 02/01/30) | 74 | 64,630 | ||||||
Ingersoll Rand Inc. | ||||||||
5.70%, 08/14/33 (Call 05/14/33) | 60 | 61,163 | ||||||
5.70%, 06/15/54 (Call 12/15/53) | 50 | 50,572 | ||||||
John Deere Capital Corp. | ||||||||
0.70%, 01/15/26 | 62 | 57,815 | ||||||
1.05%, 06/17/26 | 72 | 66,380 | ||||||
1.30%, 10/13/26 | 50 | 45,796 | ||||||
1.45%, 01/15/31 | 22 | 17,746 | ||||||
1.50%, 03/06/28 | 12 | 10,575 | ||||||
1.75%, 03/09/27 | 75 | 68,717 | ||||||
2.00%, 06/17/31 | 32 | 26,327 | ||||||
2.25%, 09/14/26 | 90 | 84,488 |
22
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Machinery (continued) | ||||||||
2.45%, 01/09/30 | $ | 71 | $ | 62,413 | ||||
2.65%, 06/10/26 | 77 | 73,444 | ||||||
2.80%, 09/08/27 | 90 | 84,041 | ||||||
2.80%, 07/18/29 | 65 | 58,669 | ||||||
3.05%, 01/06/28 | 43 | 40,545 | ||||||
3.40%, 06/06/25 | 114 | 112,172 | ||||||
3.40%, 09/11/25 | 78 | 76,166 | ||||||
3.45%, 03/07/29 | 72 | 67,581 | ||||||
4.15%, 09/15/27 | 45 | 43,920 | ||||||
4.35%, 09/15/32 | 60 | 57,226 | ||||||
4.50%, 01/16/29 | 205 | 201,017 | ||||||
5.10%, 04/11/34 | 150 | 149,185 | ||||||
5.15%, 09/08/26 | 100 | 100,129 | ||||||
Manitowoc Co. Inc. (The), 9.00%, 04/01/26 | ||||||||
(Call 06/17/24)(b)(c) | 21 | 21,010 | ||||||
Mueller Water Products Inc., 4.00%, 06/15/29 | ||||||||
(Call 07/01/24)(b) | 26 | 23,791 | ||||||
nVent Finance SARL | ||||||||
2.75%, 11/15/31 (Call 08/15/31) | 65 | 53,094 | ||||||
5.65%, 05/15/33 (Call 02/15/33) | 30 | 29,856 | ||||||
Otis Worldwide Corp. | ||||||||
2.29%, 04/05/27 (Call 02/05/27) | 75 | 69,601 | ||||||
2.57%, 02/15/30 (Call 11/15/29) | 125 | 108,841 | ||||||
3.11%, 02/15/40 (Call 08/15/39) | 75 | 55,786 | ||||||
3.36%, 02/15/50 (Call 08/15/49) | 35 | 24,526 | ||||||
Rockwell Automation Inc. | ||||||||
2.80%, 08/15/61 (Call 02/15/61) | 30 | 17,071 | ||||||
3.50%, 03/01/29 (Call 12/01/28) | 125 | 117,591 | ||||||
4.20%, 03/01/49 (Call 09/01/48) | 45 | 37,346 | ||||||
SPX FLOW Inc., 8.75%, 04/01/30 (Call 04/01/25)(b)(c) | 30 | 30,839 | ||||||
Terex Corp., 5.00%, 05/15/29 (Call 07/01/24)(b) | 35 | 33,015 | ||||||
Vertiv Group Corp., 4.13%, 11/15/28 (Call 11/15/24)(b) | 50 | 46,360 | ||||||
Weir Group PLC (The), 2.20%, 05/13/26 | ||||||||
(Call 04/13/26)(b) | 55 | 51,480 | ||||||
Westinghouse Air Brake Technologies Corp. | ||||||||
3.45%, 11/15/26 (Call 08/15/26) | 45 | 42,907 | ||||||
4.70%, 09/15/28 (Call 06/15/28) | 75 | 73,368 | ||||||
Xylem Inc./New York | ||||||||
1.95%, 01/30/28 (Call 11/30/27) | 55 | 49,259 | ||||||
2.25%, 01/30/31 (Call 10/30/30) | 50 | 41,571 | ||||||
3.25%, 11/01/26 (Call 08/01/26) | 80 | 76,267 | ||||||
4.38%, 11/01/46 (Call 05/01/46) | 22 | 18,386 | ||||||
3,695,102 | ||||||||
Manufacturing — 0.2% | ||||||||
Carlisle Companies Inc. | ||||||||
2.75%, 03/01/30 (Call 12/01/29) | 41 | 35,735 | ||||||
3.75%, 12/01/27 (Call 09/01/27) | 64 | 60,750 | ||||||
Eaton Corp. | ||||||||
3.10%, 09/15/27 (Call 06/15/27) | 115 | 108,316 | ||||||
3.92%, 09/15/47 (Call 03/15/47) | 20 | 15,910 | ||||||
4.00%, 11/02/32 | 40 | 37,124 | ||||||
4.15%, 03/15/33 (Call 12/15/32) | 80 | 74,561 | ||||||
4.15%, 11/02/42 | 60 | 51,225 | ||||||
4.70%, 08/23/52 (Call 02/23/52) | 45 | 40,653 | ||||||
Enpro Inc., 5.75%, 10/15/26 (Call 07/01/24) | 25 | 24,751 | ||||||
Gates Global LLC/Gates Corp., 6.25%, 01/15/26 | ||||||||
(Call 06/04/24)(b) | 30 | 30,000 | ||||||
Hillenbrand Inc. | ||||||||
3.75%, 03/01/31 (Call 03/01/26) | 25 | 21,508 | ||||||
5.00%, 09/15/26 (Call 07/15/26) | 21 | 20,525 | ||||||
5.75%, 06/15/25 (Call 06/11/24) | 20 | 19,930 |
Par | ||||||||
Security | (000) | Value | ||||||
Manufacturing (continued) | ||||||||
6.25%, 02/15/29 (Call 02/15/26) | $ | 26 | $ | 25,913 | ||||
Illinois Tool Works Inc. | ||||||||
2.65%, 11/15/26 (Call 08/15/26) | 75 | 70,957 | ||||||
3.90%, 09/01/42 (Call 03/01/42) | 53 | 44,020 | ||||||
4.88%, 09/15/41 (Call 03/15/41) | 67 | 63,330 | ||||||
Parker-Hannifin Corp. | ||||||||
3.25%, 03/01/27 (Call 12/01/26) | 10 | 9,528 | ||||||
3.25%, 06/14/29 (Call 03/14/29) | 81 | 74,103 | ||||||
4.00%, 06/14/49 (Call 12/14/48) | 55 | 43,116 | ||||||
4.10%, 03/01/47 (Call 09/01/46)(b) | 35 | 27,913 | ||||||
4.20%, 11/21/34 (Call 05/21/34) | 56 | 51,273 | ||||||
4.45%, 11/21/44 (Call 05/21/44) | 30 | 25,663 | ||||||
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29) | 45 | 43,360 | ||||||
Teledyne Technologies Inc. | ||||||||
1.60%, 04/01/26 (Call 03/01/26) | 80 | 74,585 | ||||||
2.25%, 04/01/28 (Call 02/01/28) | 120 | 107,078 | ||||||
Trinity Industries Inc., 7.75%, 07/15/28 | ||||||||
(Call 07/15/25)(b) | 25 | 25,759 | ||||||
1,227,586 | ||||||||
Media — 1.7% | ||||||||
Belo Corp. | ||||||||
7.25%, 09/15/27 | 15 | 15,027 | ||||||
7.75%, 06/01/27 | 15 | 15,369 | ||||||
Cable One Inc., 4.00%, 11/15/30 (Call 11/15/25)(b)(c) | 40 | 29,840 | ||||||
CCO Holdings LLC/CCO Holdings Capital Corp. | ||||||||
4.25%, 02/01/31 (Call 07/01/25)(b) | 200 | 161,203 | ||||||
4.25%, 01/15/34 (Call 01/15/28)(b) | 115 | 85,972 | ||||||
4.50%, 08/15/30 (Call 02/15/25)(b) | 200 | 166,072 | ||||||
4.50%, 05/01/32 (Call 05/01/26) | 170 | 134,845 | ||||||
4.50%, 06/01/33 (Call 06/01/27)(b) | 100 | 77,158 | ||||||
4.75%, 03/01/30 (Call 09/01/24)(b) | 200 | 170,313 | ||||||
4.75%, 02/01/32 (Call 02/01/27)(b) | 70 | 56,360 | ||||||
5.00%, 02/01/28 (Call 06/17/24)(b) | 200 | 184,654 | ||||||
5.13%, 05/01/27 (Call 07/01/24)(b) | 185 | 176,689 | ||||||
5.38%, 06/01/29 (Call 07/01/24)(b) | 95 | 85,114 | ||||||
6.38%, 09/01/29 (Call 09/01/25)(b) | 75 | 70,152 | ||||||
7.38%, 03/01/31 (Call 03/01/26)(b)(c) | 55 | 53,218 | ||||||
Charter Communications Operating LLC/Charter | ||||||||
Communications Operating Capital | ||||||||
2.30%, 02/01/32 (Call 11/01/31) | 45 | 34,464 | ||||||
2.80%, 04/01/31 (Call 01/01/31) | 10 | 8,159 | ||||||
3.50%, 06/01/41 (Call 12/01/40) | 165 | 110,653 | ||||||
3.85%, 04/01/61 (Call 10/01/60) | 365 | 214,770 | ||||||
3.90%, 06/01/52 (Call 12/01/51) | 550 | 345,432 | ||||||
3.95%, 06/30/62 (Call 12/30/61) | 100 | 59,447 | ||||||
4.20%, 03/15/28 (Call 12/15/27) | 175 | 164,549 | ||||||
4.40%, 04/01/33 (Call 01/01/33) | 95 | 83,406 | ||||||
4.80%, 03/01/50 (Call 09/01/49) | 75 | 55,247 | ||||||
4.91%, 07/23/25 (Call 04/23/25) | 62 | 61,418 | ||||||
5.05%, 03/30/29 (Call 12/30/28) | 145 | 138,965 | ||||||
5.38%, 05/01/47 (Call 11/01/46) | 15 | 12,033 | ||||||
5.75%, 04/01/48 (Call 10/01/47) | 75 | 62,998 | ||||||
6.15%, 11/10/26 (Call 10/10/26) | 5 | 5,038 | ||||||
6.38%, 10/23/35 (Call 04/23/35) | 195 | 190,225 | ||||||
6.48%, 10/23/45 (Call 04/23/45) | 400 | 368,707 | ||||||
6.65%, 02/01/34 (Call 11/01/33) | 20 | 20,233 | ||||||
6.83%, 10/23/55 (Call 04/23/55) | 20 | 18,977 | ||||||
Comcast Corp. | ||||||||
1.50%, 02/15/31 (Call 11/15/30) | 200 | 159,155 | ||||||
1.95%, 01/15/31 (Call 10/15/30) | 210 | 172,292 | ||||||
2.45%, 08/15/52 (Call 02/15/52) | 105 | 58,702 |
23
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Media (continued) | ||||||||
2.65%, 02/01/30 (Call 11/01/29) | $ | 145 | $ | 127,339 | ||||
2.65%, 08/15/62 (Call 02/15/62) | 90 | 48,768 | ||||||
2.80%, 01/15/51 (Call 07/15/50) | 105 | 64,220 | ||||||
2.89%, 11/01/51 (Call 05/01/51) | 300 | 186,556 | ||||||
2.94%, 11/01/56 (Call 05/01/56) | 420 | 252,341 | ||||||
2.99%, 11/01/63 (Call 05/01/63) | 250 | 145,902 | ||||||
3.15%, 03/01/26 (Call 12/01/25) | 55 | 53,154 | ||||||
3.15%, 02/15/28 (Call 11/15/27) | 60 | 56,139 | ||||||
3.20%, 07/15/36 (Call 01/15/36) | 15 | 12,038 | ||||||
3.25%, 11/01/39 (Call 05/01/39) | 80 | 61,047 | ||||||
3.30%, 02/01/27 (Call 11/01/26) | 120 | 114,860 | ||||||
3.30%, 04/01/27 (Call 02/01/27) | 50 | 47,696 | ||||||
3.40%, 04/01/30 (Call 01/01/30) | 205 | 187,013 | ||||||
3.40%, 07/15/46 (Call 01/15/46) | 75 | 54,040 | ||||||
3.45%, 02/01/50 (Call 08/01/49) | 165 | 116,247 | ||||||
3.55%, 05/01/28 (Call 02/01/28) | 40 | 37,857 | ||||||
3.75%, 04/01/40 (Call 10/01/39) | 120 | 97,396 | ||||||
3.90%, 03/01/38 (Call 09/01/37) | 100 | 84,473 | ||||||
3.95%, 10/15/25 (Call 08/15/25) | 180 | 176,682 | ||||||
3.97%, 11/01/47 (Call 05/01/47) | 115 | 89,519 | ||||||
4.00%, 08/15/47 (Call 02/15/47) | 15 | 11,748 | ||||||
4.00%, 03/01/48 (Call 09/01/47) | 75 | 58,861 | ||||||
4.00%, 11/01/49 (Call 05/01/49) | 145 | 112,309 | ||||||
4.05%, 11/01/52 (Call 05/01/52) | 80 | 61,978 | ||||||
4.15%, 10/15/28 (Call 07/15/28) | 315 | 304,105 | ||||||
4.20%, 08/15/34 (Call 02/15/34) | 60 | 54,689 | ||||||
4.25%, 10/15/30 (Call 07/15/30) | 100 | 95,159 | ||||||
4.25%, 01/15/33 | 165 | 153,224 | ||||||
4.40%, 08/15/35 (Call 02/15/35) | 40 | 36,760 | ||||||
4.60%, 10/15/38 (Call 04/15/38) | 35 | 31,799 | ||||||
4.70%, 10/15/48 (Call 04/15/48) | 105 | 92,776 | ||||||
4.80%, 05/15/33 (Call 02/15/33) | 125 | 120,844 | ||||||
4.95%, 10/15/58 (Call 04/15/58) | 70 | 62,215 | ||||||
5.25%, 11/07/25 | 140 | 139,962 | ||||||
5.35%, 11/15/27 (Call 10/15/27) | 5 | 5,050 | ||||||
5.35%, 05/15/53 (Call 11/15/52) | 55 | 52,407 | ||||||
5.50%, 05/15/64 (Call 11/15/63) | 50 | 47,790 | ||||||
6.50%, 11/15/35 | 135 | 146,464 | ||||||
7.05%, 03/15/33 | 30 | 33,403 | ||||||
Discovery Communications LLC | ||||||||
3.63%, 05/15/30 (Call 02/15/30) | 80 | 70,377 | ||||||
3.95%, 06/15/25 (Call 03/15/25) | 40 | 39,180 | ||||||
3.95%, 03/20/28 (Call 12/20/27) | 125 | 117,169 | ||||||
4.00%, 09/15/55 (Call 03/15/55) | 86 | 54,623 | ||||||
4.13%, 05/15/29 (Call 02/15/29) | 50 | 46,108 | ||||||
4.65%, 05/15/50 (Call 11/15/49) | 62 | 45,788 | ||||||
4.88%, 04/01/43 | 59 | 47,274 | ||||||
4.90%, 03/11/26 (Call 12/11/25) | 60 | 59,223 | ||||||
5.00%, 09/20/37 (Call 03/20/37) | 40 | 34,676 | ||||||
5.20%, 09/20/47 (Call 03/20/47) | 77 | 62,313 | ||||||
5.30%, 05/15/49 (Call 11/15/48) | 58 | 47,045 | ||||||
6.35%, 06/01/40 | 40 | 38,729 | ||||||
Gray Television Inc. | ||||||||
4.75%, 10/15/30 (Call 10/15/25)(b)(c) | 45 | 25,588 | ||||||
5.38%, 11/15/31 (Call 11/15/26)(b) | 73 | 40,466 | ||||||
5.88%, 07/15/26 (Call 07/01/24)(b) | 40 | 39,945 | ||||||
7.00%, 05/15/27 (Call 06/11/24)(b)(c) | 40 | 35,330 | ||||||
10.50%, 07/15/29 (Call 07/15/26)(b) | 36 | 35,754 | ||||||
Grupo Televisa SAB, 6.13%, 01/31/46 (Call 07/31/45) | 200 | 193,017 | ||||||
iHeartCommunications Inc. | ||||||||
4.75%, 01/15/28 (Call 07/01/24)(b)(c) | 30 | 15,905 |
Par | ||||||||
Security | (000) | Value | ||||||
Media (continued) | ||||||||
5.25%, 08/15/27 (Call 06/17/24)(b)(c) | $ | 45 | $ | 24,862 | ||||
6.38%, 05/01/26 (Call 06/17/24) | 45 | 34,329 | ||||||
8.38%, 05/01/27 (Call 06/17/24)(c) | 50 | 17,981 | ||||||
NBCUniversal Media LLC, 4.45%, 01/15/43 | 120 | 103,303 | ||||||
Nexstar Media Inc. | ||||||||
4.75%, 11/01/28 (Call 06/11/24)(b) | 60 | 52,974 | ||||||
5.63%, 07/15/27 (Call 06/11/24)(b) | 105 | 99,097 | ||||||
Scripps Escrow II Inc. | ||||||||
3.88%, 01/15/29 (Call 07/01/24)(b) | 35 | 22,501 | ||||||
5.38%, 01/15/31 (Call 01/15/26)(b) | 25 | 10,225 | ||||||
Scripps Escrow Inc., 5.88%, 07/15/27 | ||||||||
(Call 07/01/24)(b)(c) | 25 | 16,167 | ||||||
Sirius XM Radio Inc. | ||||||||
3.13%, 09/01/26 (Call 07/01/24)(b) | 60 | 56,239 | ||||||
3.88%, 09/01/31 (Call 09/01/26)(b) | 85 | 67,907 | ||||||
4.00%, 07/15/28 (Call 07/15/24)(b) | 165 | 147,683 | ||||||
4.13%, 07/01/30 (Call 07/01/25)(b) | 85 | 71,263 | ||||||
5.00%, 08/01/27 (Call 07/01/24)(b) | 85 | 80,790 | ||||||
5.50%, 07/01/29 (Call 07/01/24)(b) | 75 | 69,739 | ||||||
Sky Group Finance Ltd., 6.50%, 10/15/35(b) | 40 | 42,936 | ||||||
TEGNA Inc. | ||||||||
4.63%, 03/15/28 (Call 07/01/24)(c) | 60 | 54,440 | ||||||
4.75%, 03/15/26 (Call 07/01/24)(b) | 31 | 30,055 | ||||||
5.00%, 09/15/29 (Call 09/15/24) | 60 | 52,692 | ||||||
Thomson Reuters Corp. | ||||||||
3.35%, 05/15/26 (Call 02/15/26) | 26 | 24,992 | ||||||
5.50%, 08/15/35 | 25 | 24,971 | ||||||
5.65%, 11/23/43 (Call 05/23/43) | 25 | 24,537 | ||||||
5.85%, 04/15/40 | 27 | 27,858 | ||||||
Time Warner Cable Enterprises LLC, 8.38%,
07/15/33 | 65 | 71,847 | ||||||
Time Warner Cable LLC | ||||||||
4.50%, 09/15/42 (Call 03/15/42) | 10 | 7,324 | ||||||
5.50%, 09/01/41 (Call 03/01/41) | 270 | 225,240 | ||||||
6.55%, 05/01/37 | 10 | 9,469 | ||||||
7.30%, 07/01/38 | 170 | 171,665 | ||||||
VZ Secured Financing BV, 5.00%, 01/15/32 | ||||||||
(Call 01/15/27)(b) | 85 | 72,182 | ||||||
Ziggo Bond Co. BV | ||||||||
5.13%, 02/28/30 (Call 02/15/25)(b) | 30 | 25,596 | ||||||
6.00%, 01/15/27 (Call 07/01/24)(b) | 25 | 24,535 | ||||||
Ziggo BV, 4.88%, 01/15/30 (Call 10/15/24)(b) | 60 | 53,460 | ||||||
10,329,055 | ||||||||
Metal Fabricate & Hardware — 0.0% | ||||||||
Advanced Drainage Systems Inc. | ||||||||
5.00%, 09/30/27 (Call 06/17/24)(b) | 25 | 24,180 | ||||||
6.38%, 06/15/30 (Call 07/15/25)(b) | 30 | 30,054 | ||||||
Timken Co. (The), 4.50%, 12/15/28 (Call 09/15/28) | 30 | 29,051 | ||||||
Valmont Industries Inc., 5.00%, 10/01/44 | ||||||||
(Call 04/01/44) | 37 | 32,457 | ||||||
115,742 | ||||||||
Mining — 0.2% | ||||||||
Antofagasta PLC, 5.63%, 05/13/32(d) | 200 | 197,661 | ||||||
Century Aluminum Co., 7.50%, 04/01/28 | ||||||||
(Call 07/01/24)(b)(c) | 15 | 15,034 | ||||||
Coeur Mining Inc., 5.13%, 02/15/29 (Call 07/01/24)(b) | 20 | 18,713 | ||||||
Compass Minerals International Inc., 6.75%, 12/01/27 | ||||||||
(Call 06/11/24)(b) | 30 | 28,692 | ||||||
Constellium SE | ||||||||
3.75%, 04/15/29 (Call 06/11/24)(b) | 30 | 26,973 |
24
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Par | ||||||||
Security | (000) | Value | ||||||
Mining (continued) | ||||||||
5.63%, 06/15/28 (Call 06/11/24)(b) | $ | 20 | $ | 19,441 | ||||
5.88%, 02/15/26 (Call 07/01/24)(b) | 20 | 19,890 | ||||||
Hecla Mining Co., 7.25%, 02/15/28 (Call 06/17/24) | 30 | 30,231 | ||||||
Kaiser Aluminum Corp. | ||||||||
4.50%, 06/01/31 (Call 06/01/26)(b) | 30 | 26,595 | ||||||
4.63%, 03/01/28 (Call 07/01/24)(b) | 30 | 27,905 | ||||||
Kinross Gold Corp., 4.50%, 07/15/27 (Call 04/15/27) | 105 | 101,961 | ||||||
New Gold Inc., 7.50%, 07/15/27 (Call 07/02/24)(b) | 25 | 25,142 | ||||||
Newmont Corp. | ||||||||
2.60%, 07/15/32 (Call 04/15/32) | 60 | 49,584 | ||||||
4.88%, 03/15/42 (Call 09/15/41) | 150 | 137,239 | ||||||
6.25%, 10/01/39 | 50 | 52,902 | ||||||
Newmont Corp./Newcrest Finance Pty Ltd. | ||||||||
3.25%, 05/13/30 (Call 02/13/30)(b) | 105 | 94,100 | ||||||
4.20%, 05/13/50 (Call 11/13/49)(b) | 30 | 24,206 | ||||||
5.35%, 03/15/34 (Call 12/15/33)(b) | 50 | 49,692 | ||||||
Northern Star Resources Ltd., 6.13%, 04/11/33 | ||||||||
(Call 01/11/33)(b) | 30 | 30,067 | ||||||
Perenti Finance Pty Ltd. | ||||||||
6.50%, 10/07/25 (Call 06/14/24)(b) | 14 | 14,050 | ||||||
7.50%, 04/26/29 (Call 04/26/26)(b) | 25 | 25,470 | ||||||
Taseko Mines Ltd., 8.25%, 05/01/30 (Call 11/01/26)(b) | 30 | 30,751 | ||||||
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31) | 50 | 41,518 | ||||||
1,087,817 | ||||||||
Multi-National — 0.0% | ||||||||
African Development Bank, 4.13%, 02/25/27 | 10 | 9,827 | ||||||
Office & Business Equipment — 0.1% | ||||||||
CDW LLC/CDW Finance Corp. | ||||||||
2.67%, 12/01/26 (Call 11/01/26) | 89 | 83,007 | ||||||
3.25%, 02/15/29 (Call 07/01/24) | 45 | 40,647 | ||||||
3.28%, 12/01/28 (Call 10/01/28) | 60 | 54,187 | ||||||
3.57%, 12/01/31 (Call 09/01/31) | 55 | 47,587 | ||||||
4.25%, 04/01/28 (Call 07/01/24) | 50 | 47,543 | ||||||
Pitney Bowes Inc. | ||||||||
6.88%, 03/15/27 (Call 06/11/24)(b)(c) | 25 | 23,199 | ||||||
7.25%, 03/15/29 (Call 06/11/24)(b)(c) | 20 | 17,852 | ||||||
Xerox Corp. | ||||||||
4.80%, 03/01/35 | 15 | 10,576 | ||||||
6.75%, 12/15/39 | 22 | 18,023 | ||||||
Xerox Holdings Corp. | ||||||||
5.00%, 08/15/25 (Call 07/15/25)(b) | 32 | 31,329 | ||||||
5.50%, 08/15/28 (Call 07/15/28)(b) | 40 | 35,152 | ||||||
8.88%, 11/30/29 (Call 11/30/26)(b) | 30 | 29,023 | ||||||
438,125 | ||||||||
Office Furnishings — 0.0% | ||||||||
Interface Inc., 5.50%, 12/01/28 (Call 06/17/24)(b) | 20 | 18,874 | ||||||
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28) | 27 | 25,506 | ||||||
44,380 | ||||||||
Packaging & Containers — 0.3% | ||||||||
AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31) | 10 | 8,685 | ||||||
Ball Corp. | ||||||||
2.88%, 08/15/30 (Call 05/15/30) | 80 | 67,585 | ||||||
3.13%, 09/15/31 (Call 06/15/31) | 50 | 42,018 | ||||||
6.00%, 06/15/29 (Call 05/15/26) | 65 | 65,128 | ||||||
6.88%, 03/15/28 (Call 11/15/24) | 40 | 40,821 | ||||||
Berry Global Inc. | ||||||||
1.57%, 01/15/26 (Call 12/15/25) | 125 | 117,093 | ||||||
4.50%, 02/15/26 (Call 07/01/24)(b)(c) | 20 | 19,484 | ||||||
5.63%, 07/15/27 (Call 07/01/24)(b) | 30 | 29,613 |
Par | ||||||||
Security | (000) | Value | ||||||
Packaging & Containers (continued) | ||||||||
5.65%, 01/15/34 (Call 10/15/33)(b) | $ | 65 | $ | 63,421 | ||||
Brambles USA Inc., 4.13%, 10/23/25 | ||||||||
(Call 07/25/25)(b) | 60 | 58,691 | ||||||
Cascades Inc./Cascades USA Inc. | ||||||||
5.13%, 01/15/26 (Call 07/05/24)(b) | 15 | 14,754 | ||||||
5.38%, 01/15/28 (Call 07/05/24)(b) | 27 | 25,757 | ||||||
Clearwater Paper Corp., 4.75%, 08/15/28 | ||||||||
(Call 06/17/24)(b) | 20 | 18,653 | ||||||
Crown Americas LLC, 5.25%, 04/01/30 | ||||||||
(Call 01/01/30) | 30 | 28,932 | ||||||
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 (Call 03/31/26) | 15 | 14,425 | ||||||
Crown Cork & Seal Co. Inc., 7.38%, 12/15/26 | 20 | 20,687 | ||||||
OI European Group BV, 4.75%, 02/15/30 | ||||||||
(Call 11/15/24)(b)(c) | 25 | 22,889 | ||||||
Owens-Brockway Glass Container Inc. | ||||||||
6.63%, 05/13/27 (Call 07/01/24)(b) | 35 | 34,787 | ||||||
7.25%, 05/15/31 (Call 05/15/26)(b) | 40 | 40,004 | ||||||
Packaging Corp. of America | ||||||||
3.05%, 10/01/51 (Call 04/01/51) | 105 | 68,563 | ||||||
3.40%, 12/15/27 (Call 09/15/27) | 10 | 9,445 | ||||||
Sealed Air Corp. | ||||||||
1.57%, 10/15/26 (Call 09/15/26)(b) | 115 | 104,853 | ||||||
4.00%, 12/01/27 (Call 09/01/27)(b) | 25 | 23,433 | ||||||
5.00%, 04/15/29 (Call 04/15/25)(b) | 25 | 23,717 | ||||||
5.50%, 09/15/25 (Call 06/15/25)(b) | 25 | 24,879 | ||||||
6.88%, 07/15/33(b) | 25 | 25,821 | ||||||
Sealed Air Corp./Sealed Air Corp. U.S. | ||||||||
6.13%, 02/01/28 (Call 02/01/25)(b) | 45 | 44,661 | ||||||
7.25%, 02/15/31 (Call 11/15/26)(b) | 20 | 20,559 | ||||||
Smurfit Kappa Treasury ULC, 5.44%, 04/03/34 | ||||||||
(Call 01/03/34)(b) | 200 | 196,562 | ||||||
Sonoco Products Co. | ||||||||
2.25%, 02/01/27 (Call 01/01/27) | 10 | 9,239 | ||||||
2.85%, 02/01/32 (Call 11/01/31) | 5 | 4,176 | ||||||
3.13%, 05/01/30 (Call 02/01/30) | 75 | 66,290 | ||||||
TriMas Corp., 4.13%, 04/15/29 (Call 07/01/24)(b) | 25 | 22,664 | ||||||
Trivium Packaging Finance BV | ||||||||
5.50%, 08/15/26 (Call 07/01/24)(b) | 60 | 59,133 | ||||||
8.50%, 08/15/27 (Call 06/11/24)(b) | 40 | 39,844 | ||||||
WestRock MWV LLC, 8.20%, 01/15/30 | 20 | 22,588 | ||||||
WRKCo Inc. | ||||||||
3.00%, 06/15/33 (Call 03/15/33) | 50 | 41,651 | ||||||
3.38%, 09/15/27 (Call 06/15/27) | 10 | 9,430 | ||||||
3.90%, 06/01/28 (Call 03/01/28) | 25 | 23,715 | ||||||
4.00%, 03/15/28 (Call 12/15/27) | 60 | 57,349 | ||||||
4.20%, 06/01/32 (Call 03/01/32) | 20 | 18,551 | ||||||
4.65%, 03/15/26 (Call 01/15/26) | 155 | 152,676 | ||||||
4.90%, 03/15/29 (Call 12/15/28) | 40 | 39,525 | ||||||
1,842,751 | ||||||||
Pharmaceuticals — 0.3% | ||||||||
180 Medical Inc., 3.88%, 10/15/29 (Call 10/07/24)(b) | 35 | 31,473 | ||||||
AdaptHealth LLC | ||||||||
4.63%, 08/01/29 (Call 07/01/24)(b) | 30 | 25,720 | ||||||
5.13%, 03/01/30 (Call 03/01/25)(b) | 35 | 30,545 | ||||||
6.13%, 08/01/28 (Call 06/11/24)(b) | 20 | 19,140 | ||||||
Bausch Health Americas Inc. | ||||||||
8.50%, 01/31/27 (Call 07/02/24)(b)(c) | 40 | 29,133 | ||||||
9.25%, 04/01/26 (Call 07/01/24)(b) | 45 | 42,086 | ||||||
Bausch Health Companies Inc. | ||||||||
4.88%, 06/01/28 (Call 07/02/24)(b)(c) | 95 | 68,759 |
25
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Pharmaceuticals (continued) | ||||||||
5.00%, 01/30/28 (Call 06/17/24)(b)(c) | $ | 25 | $ | 14,106 | ||||
5.00%, 02/15/29 (Call 06/11/24)(b)(c) | 25 | 12,213 | ||||||
5.25%, 01/30/30 (Call 01/30/25)(b)(c) | 50 | 25,492 | ||||||
5.25%, 02/15/31 (Call 02/15/26)(b)(c) | 30 | 15,279 | ||||||
5.50%, 11/01/25 (Call 07/02/24)(b) | 90 | 84,951 | ||||||
5.75%, 08/15/27 (Call 06/17/24)(b) | 30 | 22,540 | ||||||
6.13%, 02/01/27 (Call 07/02/24)(b)(c) | 55 | 45,668 | ||||||
6.25%, 02/15/29 (Call 06/11/24)(b)(c) | 50 | 27,034 | ||||||
7.25%, 05/30/29 (Call 06/17/24)(b) | 20 | 11,101 | ||||||
9.00%, 12/15/25 (Call 07/02/24)(b) | 55 | 52,396 | ||||||
11.00%, 09/30/28(b) | 125 | 109,043 | ||||||
14.00%, 10/15/30 (Call 10/15/25)(b) | 20 | 15,263 | ||||||
Elanco Animal Health Inc., 6.65%, 08/28/28 | ||||||||
(Call 05/28/28) | 45 | 45,413 | ||||||
Grifols SA, 4.75%, 10/15/28 (Call 10/15/24)(b) | 45 | 38,945 | ||||||
Herbalife Nutrition Ltd./HLF Financing Inc., 7.88%, | ||||||||
09/01/25 (Call 07/04/24)(b) | 17 | 16,546 | ||||||
HLF Financing SARL LLC/Herbalife International Inc. | ||||||||
4.88%, 06/01/29 (Call 07/01/24)(b) | 35 | 22,742 | ||||||
12.25%, 04/15/29 (Call 04/15/26)(b) | 50 | 49,209 | ||||||
Jazz Securities DAC, 4.38%, 01/15/29 | ||||||||
(Call 07/15/24)(b) | 85 | 78,264 | ||||||
Novartis Capital Corp. | ||||||||
2.20%, 08/14/30 (Call 05/14/30) | 110 | 94,656 | ||||||
3.10%, 05/17/27 (Call 02/17/27) | 185 | 176,624 | ||||||
4.40%, 05/06/44 | 210 | 186,645 | ||||||
Option Care Health Inc., 4.38%, 10/31/29 | ||||||||
(Call 10/31/24)(b) | 30 | 27,330 | ||||||
Organon & Co./Organon Foreign Debt Co.-Issuer BV | ||||||||
4.13%, 04/30/28 (Call 07/01/24)(b) | 120 | 110,837 | ||||||
5.13%, 04/30/31 (Call 04/30/26)(b) | 120 | 105,994 | ||||||
Organon & Co./Organon Foreign Debt Co-Issuer BV, | ||||||||
7.88%, 05/15/34 (Call 05/15/29)(b) | 50 | 50,815 | ||||||
Owens & Minor Inc. | ||||||||
4.50%, 03/31/29 (Call 07/01/24)(b)(c) | 30 | 26,389 | ||||||
6.63%, 04/01/30 (Call 04/01/25)(b)(c) | 30 | 28,578 | ||||||
Perrigo Finance Unlimited Co. | ||||||||
4.38%, 03/15/26 (Call 12/15/25) | 40 | 38,631 | ||||||
4.65%, 06/15/30 (Call 03/15/30) | 45 | 41,382 | ||||||
4.90%, 12/15/44 (Call 06/15/44) | 20 | 15,832 | ||||||
Zoetis Inc. | ||||||||
3.00%, 09/12/27 (Call 06/12/27) | 55 | 51,392 | ||||||
3.00%, 05/15/50 (Call 11/15/49) | 55 | 35,959 | ||||||
3.90%, 08/20/28 (Call 05/20/28) | 30 | 28,562 | ||||||
3.95%, 09/12/47 (Call 03/12/47) | 48 | 37,689 | ||||||
4.45%, 08/20/48 (Call 02/20/48) | 30 | 25,509 | ||||||
4.50%, 11/13/25 (Call 08/13/25) | 70 | 69,068 | ||||||
4.70%, 02/01/43 (Call 08/01/42) | 70 | 62,471 | ||||||
2,147,424 | ||||||||
Private Equity — 0.0% | ||||||||
Apollo Management Holdings LP, 4.87%, 02/15/29 | ||||||||
(Call 11/15/28)(b)(c) | 25 | 24,583 | ||||||
Carlyle Finance LLC, 5.65%, 09/15/48 | ||||||||
(Call 03/15/48)(b) | 25 | 23,845 | ||||||
Carlyle Finance Subsidiary LLC, 3.50%, 09/19/29 | ||||||||
(Call 06/19/29)(b) | 65 | 59,372 | ||||||
Carlyle Holdings II Finance LLC, 5.63%, 03/30/43(b) | 40 | 38,266 | ||||||
146,066 |
Security | Par (000) | Value | ||||||
Real Estate — 0.3% | ||||||||
Anywhere Real Estate Group LLC/Anywhere | ||||||||
Co-Issuer Corp., 7.00%, 04/15/30 (Call 04/15/25)(b) | $ | 34 | $ | 29,695 | ||||
Anywhere Real Estate Group LLC/Realogy | ||||||||
Co-Issuer Corp. | ||||||||
5.25%, 04/15/30 (Call 04/15/25)(b)(c) | 28 | 18,340 | ||||||
5.75%, 01/15/29 (Call 06/17/24)(b)(c) | 33 | 22,649 | ||||||
CBRE Services Inc. | ||||||||
2.50%, 04/01/31 (Call 01/01/31)(c) | 35 | 28,870 | ||||||
4.88%, 03/01/26 (Call 12/01/25) | 65 | 64,172 | ||||||
5.50%, 04/01/29 (Call 03/01/29) | 50 | 49,966 | ||||||
China Overseas Finance Cayman VI Ltd., 6.45%, | ||||||||
06/11/34(d) | 200 | 204,548 | ||||||
Corp. Inmobiliaria Vesta SAB de CV, 3.63%, 05/13/31 | ||||||||
(Call 02/13/31)(d) | 200 | 170,429 | ||||||
Cushman & Wakefield U.S. Borrower LLC | ||||||||
6.75%, 05/15/28 (Call 07/01/24)(b) | 40 | 39,766 | ||||||
8.88%, 09/01/31 (Call 09/01/26)(b)(c) | 25 | 26,311 | ||||||
HAT Holdings I LLC/HAT Holdings II LLC, 8.00%, | ||||||||
06/15/27 (Call 03/15/27)(b) | 40 | 41,470 | ||||||
Hongkong Land Finance Cayman Islands Co. Ltd. | ||||||||
(The), 2.88%, 05/27/30 (Call 02/27/30)(d) | 200 | 173,406 | ||||||
Howard Hughes Corp. (The) | ||||||||
4.13%, 02/01/29 (Call 06/17/24)(b) | 40 | 35,532 | ||||||
4.38%, 02/01/31 (Call 02/01/26)(b) | 40 | 34,090 | ||||||
5.38%, 08/01/28 (Call 07/01/24)(b) | 45 | 42,614 | ||||||
Hysan MTN Ltd., 2.88%, 06/02/27 (Call 03/02/27)(d) | 200 | 183,286 | ||||||
Kennedy-Wilson Inc. | ||||||||
4.75%, 03/01/29 (Call 07/01/24) | 35 | 29,772 | ||||||
4.75%, 02/01/30 (Call 09/01/24) | 35 | 28,738 | ||||||
5.00%, 03/01/31 (Call 03/01/26) | 35 | 27,851 | ||||||
MAF Sukuk Ltd., 3.93%, 02/28/30(d) | 200 | 184,744 | ||||||
Ontario Teachers’ Cadillac Fairview Properties Trust, | ||||||||
4.13%, 02/01/29 (Call 11/01/28)(b) | 35 | 32,894 | ||||||
Sun Hung Kai Properties Capital Market Ltd., 2.75%, | ||||||||
05/13/30 (Call 02/13/30)(d) | 200 | 173,625 | ||||||
Swire Properties MTN Financing Ltd., 3.50%, | ||||||||
01/10/28(d) | 200 | 187,859 | ||||||
1,830,627 | ||||||||
Real Estate Investment Trusts — 2.2% | ||||||||
Agree LP | ||||||||
2.00%, 06/15/28 (Call 04/15/28) | 5 | 4,380 | ||||||
2.60%, 06/15/33 (Call 03/15/33) | 50 | 39,007 | ||||||
5.63%, 06/15/34 (Call 03/15/34) | 50 | 49,200 | ||||||
Alexandria Real Estate Equities Inc. | ||||||||
2.00%, 05/18/32 (Call 02/18/32) | 85 | 66,229 | ||||||
2.75%, 12/15/29 (Call 09/15/29) | 30 | 26,239 | ||||||
2.95%, 03/15/34 (Call 12/15/33) | 110 | 88,642 | ||||||
3.00%, 05/18/51 (Call 11/18/50) | 82 | 49,516 | ||||||
3.38%, 08/15/31 (Call 05/15/31) | 60 | 52,691 | ||||||
3.55%, 03/15/52 (Call 09/15/51) | 45 | 30,244 | ||||||
3.80%, 04/15/26 (Call 02/15/26) | 90 | 87,205 | ||||||
3.95%, 01/15/27 (Call 10/15/26) | 53 | 51,013 | ||||||
4.00%, 02/01/50 (Call 08/01/49) | 45 | 33,193 | ||||||
4.30%, 01/15/26 (Call 10/15/25) | 35 | 34,345 | ||||||
4.50%, 07/30/29 (Call 04/30/29) | 50 | 47,989 | ||||||
4.70%, 07/01/30 (Call 04/01/30) | 70 | 67,243 | ||||||
4.85%, 04/15/49 (Call 10/15/48) | 25 | 21,158 | ||||||
4.90%, 12/15/30 (Call 09/15/30) | 81 | 78,895 | ||||||
5.15%, 04/15/53 (Call 10/15/52) | 30 | 26,456 | ||||||
5.63%, 05/15/54 (Call 11/15/53) | 40 | 37,765 |
26
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
American Homes 4 Rent LP | ||||||||
2.38%, 07/15/31 (Call 04/15/31) | $ | 25 | $ | 20,191 | ||||
3.38%, 07/15/51 (Call 01/15/51) | 20 | 12,923 | ||||||
3.63%, 04/15/32 (Call 01/15/32) | 100 | 86,688 | ||||||
4.90%, 02/15/29 (Call 11/15/28) | 15 | 14,576 | ||||||
5.50%, 02/01/34 (Call 11/01/33) | 45 | 44,044 | ||||||
American Tower Corp. | ||||||||
1.30%, 09/15/25 (Call 08/15/25) | 20 | 18,946 | ||||||
1.45%, 09/15/26 (Call 08/15/26) | 50 | 45,716 | ||||||
1.50%, 01/31/28 (Call 11/30/27) | 90 | 78,408 | ||||||
1.60%, 04/15/26 (Call 03/15/26) | 55 | 51,224 | ||||||
1.88%, 10/15/30 (Call 07/15/30) | 60 | 48,434 | ||||||
2.10%, 06/15/30 (Call 03/15/30) | 69 | 57,354 | ||||||
2.30%, 09/15/31 (Call 06/15/31) | 60 | 48,575 | ||||||
2.70%, 04/15/31 (Call 01/15/31) | 50 | 42,051 | ||||||
2.75%, 01/15/27 (Call 11/15/26) | 89 | 83,451 | ||||||
2.90%, 01/15/30 (Call 10/15/29) | 70 | 61,340 | ||||||
2.95%, 01/15/51 (Call 07/15/50) | 80 | 49,611 | ||||||
3.10%, 06/15/50 (Call 12/15/49) | 50 | 32,054 | ||||||
3.13%, 01/15/27 (Call 10/15/26) | 44 | 41,598 | ||||||
3.38%, 10/15/26 (Call 07/15/26) | 89 | 84,919 | ||||||
3.55%, 07/15/27 (Call 04/15/27) | 74 | 70,088 | ||||||
3.60%, 01/15/28 (Call 10/15/27) | 104 | 97,767 | ||||||
3.70%, 10/15/49 (Call 04/15/49) | 27 | 19,503 | ||||||
3.80%, 08/15/29 (Call 05/15/29) | 86 | 79,562 | ||||||
3.95%, 03/15/29 (Call 12/15/28) | 71 | 66,584 | ||||||
4.00%, 06/01/25 (Call 03/01/25) | 49 | 48,224 | ||||||
4.40%, 02/15/26 (Call 11/15/25) | 55 | 53,994 | ||||||
5.65%, 03/15/33 (Call 12/15/32) | 100 | 100,210 | ||||||
5.80%, 11/15/28 (Call 10/15/28) | 50 | 50,830 | ||||||
5.90%, 11/15/33 (Call 08/15/33) | 50 | 51,097 | ||||||
Apollo Commercial Real Estate Finance Inc., 4.63%, | ||||||||
06/15/29 (Call 07/01/24)(b) | 30 | 25,095 | ||||||
AvalonBay Communities Inc. | ||||||||
2.05%, 01/15/32 (Call 10/15/31) | 75 | 60,980 | ||||||
2.45%, 01/15/31 (Call 10/17/30) | 80 | 67,694 | ||||||
3.20%, 01/15/28 (Call 10/15/27) | 5 | 4,681 | ||||||
3.35%, 05/15/27 (Call 02/15/27) | 55 | 52,332 | ||||||
3.90%, 10/15/46 (Call 04/15/46) | 40 | 31,192 | ||||||
4.15%, 07/01/47 (Call 01/01/47) | 25 | 20,154 | ||||||
5.30%, 12/07/33 (Call 09/07/33) | 30 | 29,668 | ||||||
Blackstone Mortgage Trust Inc., 3.75%, 01/15/27 | ||||||||
(Call 10/15/26)(b)(c) | 20 | 17,893 | ||||||
Boston Properties LP | ||||||||
2.45%, 10/01/33 (Call 07/01/33) | 50 | 36,947 | ||||||
2.55%, 04/01/32 (Call 01/01/32) | 65 | 50,642 | ||||||
2.75%, 10/01/26 (Call 07/01/26) | 70 | 65,219 | ||||||
2.90%, 03/15/30 (Call 12/15/29) | 65 | 54,982 | ||||||
3.25%, 01/30/31 (Call 10/30/30) | 95 | 80,054 | ||||||
3.40%, 06/21/29 (Call 03/21/29) | 80 | 70,805 | ||||||
3.65%, 02/01/26 (Call 11/03/25) | 95 | 91,489 | ||||||
4.50%, 12/01/28 (Call 09/01/28) | 55 | 51,763 | ||||||
6.50%, 01/15/34 (Call 10/15/33)(c) | 55 | 55,884 | ||||||
Brandywine Operating Partnership LP | ||||||||
3.95%, 11/15/27 (Call 08/15/27) | 30 | 27,040 | ||||||
4.55%, 10/01/29 (Call 07/01/29)(c) | 25 | 21,782 | ||||||
8.05%, 03/15/28 (Call 02/15/28) | 20 | 20,593 | ||||||
8.88%, 04/12/29 (Call 03/12/29) | 25 | 25,911 | ||||||
Brixmor Operating Partnership LP | ||||||||
2.25%, 04/01/28 (Call 02/01/28) | 43 | 38,136 | ||||||
2.50%, 08/16/31 (Call 05/16/31) | 25 | 20,402 |
Security | Par (000) | Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
3.90%, 03/15/27 (Call 12/15/26) | $ | 50 | $ | 47,762 | ||||
4.05%, 07/01/30 (Call 04/01/30) | 60 | 55,243 | ||||||
4.13%, 06/15/26 (Call 03/15/26) | 32 | 31,066 | ||||||
4.13%, 05/15/29 (Call 02/15/29) | 30 | 28,133 | ||||||
Brookfield Property REIT Inc./BPR Cumulus LLC/BPR | ||||||||
Nimbus LLC/GGSI Sellco LLC | ||||||||
4.50%, 04/01/27 (Call 07/01/24)(b) | 45 | 41,713 | ||||||
5.75%, 05/15/26 (Call 06/11/24)(b) | 55 | 54,002 | ||||||
Camden Property Trust | ||||||||
2.80%, 05/15/30 (Call 02/15/30) | 31 | 27,178 | ||||||
3.15%, 07/01/29 (Call 04/01/29) | 39 | 35,253 | ||||||
3.35%, 11/01/49 (Call 05/01/49) | 30 | 20,808 | ||||||
4.10%, 10/15/28 (Call 07/15/28) | 20 | 19,167 | ||||||
COPT Defense Properties LP | ||||||||
2.00%, 01/15/29 (Call 11/15/28) | 40 | 33,858 | ||||||
2.25%, 03/15/26 (Call 02/15/26) | 58 | 54,603 | ||||||
2.75%, 04/15/31 (Call 01/15/31) | 40 | 32,925 | ||||||
2.90%, 12/01/33 (Call 09/01/33) | 30 | 23,406 | ||||||
Crown Castle Inc. | ||||||||
1.05%, 07/15/26 (Call 06/15/26) | 70 | 63,810 | ||||||
1.35%, 07/15/25 (Call 06/15/25) | 70 | 66,730 | ||||||
2.10%, 04/01/31 (Call 01/01/31) | 91 | 73,227 | ||||||
2.25%, 01/15/31 (Call 10/15/30) | 72 | 58,964 | ||||||
2.50%, 07/15/31 (Call 04/15/31) | 86 | 70,646 | ||||||
2.90%, 03/15/27 (Call 02/15/27) | 15 | 14,025 | ||||||
2.90%, 04/01/41 (Call 10/01/40) | 132 | 91,264 | ||||||
3.10%, 11/15/29 (Call 08/15/29) | 55 | 48,862 | ||||||
3.25%, 01/15/51 (Call 07/15/50) | 68 | 44,858 | ||||||
3.30%, 07/01/30 (Call 04/01/30) | 67 | 59,274 | ||||||
3.65%, 09/01/27 (Call 06/01/27) | 109 | 103,376 | ||||||
3.70%, 06/15/26 (Call 03/15/26) | 120 | 115,772 | ||||||
3.80%, 02/15/28 (Call 11/15/27) | 55 | 51,911 | ||||||
4.00%, 03/01/27 (Call 12/01/26) | 25 | 24,073 | ||||||
4.00%, 11/15/49 (Call 05/15/49) | 33 | 25,002 | ||||||
4.15%, 07/01/50 (Call 01/01/50) | 50 | 38,794 | ||||||
4.30%, 02/15/29 (Call 11/15/28) | 62 | 59,005 | ||||||
4.45%, 02/15/26 (Call 11/15/25) | 77 | 75,613 | ||||||
5.80%, 03/01/34 (Call 12/01/33) | 115 | 115,781 | ||||||
CubeSmart LP | ||||||||
2.50%, 02/15/32 (Call 11/15/31) | 60 | 48,567 | ||||||
4.38%, 02/15/29 (Call 11/15/28) | 50 | 47,641 | ||||||
Digital Realty Trust LP | ||||||||
3.60%, 07/01/29 (Call 04/01/29) | 90 | 82,865 | ||||||
3.70%, 08/15/27 (Call 05/15/27) | 155 | 147,566 | ||||||
4.45%, 07/15/28 (Call 04/15/28) | 65 | 62,800 | ||||||
DOC DR LLC | ||||||||
2.63%, 11/01/31 (Call 08/01/31) | 30 | 24,670 | ||||||
3.95%, 01/15/28 (Call 10/15/27) | 10 | 9,539 | ||||||
4.30%, 03/15/27 (Call 12/15/26) | 20 | 19,482 | ||||||
EPR Properties, 4.95%, 04/15/28 (Call 01/15/28) | 20 | 19,114 | ||||||
Equinix Inc. | ||||||||
1.00%, 09/15/25 (Call 08/15/25) | 40 | 37,695 | ||||||
1.25%, 07/15/25 (Call 06/15/25) | 99 | 94,316 | ||||||
1.55%, 03/15/28 (Call 01/15/28) | 60 | 52,248 | ||||||
1.80%, 07/15/27 (Call 05/15/27) | 60 | 53,860 | ||||||
2.00%, 05/15/28 (Call 03/15/28) | 45 | 39,557 | ||||||
2.15%, 07/15/30 (Call 04/15/30) | 124 | 102,825 | ||||||
2.50%, 05/15/31 (Call 02/15/31) | 20 | 16,596 | ||||||
2.90%, 11/18/26 (Call 09/18/26) | 69 | 64,893 | ||||||
2.95%, 09/15/51 (Call 03/15/51) | 50 | 30,769 | ||||||
3.00%, 07/15/50 (Call 01/15/50) | 45 | 28,386 |
27
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
3.20%, 11/18/29 (Call 08/18/29) | $ | 65 | $ | 58,222 | ||||
3.40%, 02/15/52 (Call 08/15/51) | 10 | 6,779 | ||||||
3.90%, 04/15/32 (Call 01/15/32) | 30 | 27,046 | ||||||
Federal Realty OP LP | ||||||||
1.25%, 02/15/26 (Call 01/15/26) | 25 | 23,256 | ||||||
3.20%, 06/15/29 (Call 03/15/29) | 60 | 54,100 | ||||||
3.25%, 07/15/27 (Call 04/15/27) | 35 | 32,854 | ||||||
3.50%, 06/01/30 (Call 03/01/30) | 45 | 40,558 | ||||||
4.50%, 12/01/44 (Call 06/01/44) | 25 | 20,395 | ||||||
Goodman U.S. Finance Three LLC, 3.70%, 03/15/28 | ||||||||
(Call 12/15/27)(b)(c) | 55 | 51,020 | ||||||
HAT Holdings I LLC/HAT Holdings II LLC | ||||||||
3.38%, 06/15/26 (Call 03/15/26)(b) | 60 | 56,359 | ||||||
3.75%, 09/15/30(b)(c) | 25 | 21,657 | ||||||
Healthpeak OP LLC | ||||||||
1.35%, 02/01/27 (Call 01/01/27) | 45 | 40,652 | ||||||
2.88%, 01/15/31 (Call 10/15/30) | 61 | 52,297 | ||||||
3.00%, 01/15/30 (Call 10/15/29) | 55 | 48,544 | ||||||
3.25%, 07/15/26 (Call 05/15/26) | 40 | 38,195 | ||||||
3.50%, 07/15/29 (Call 04/15/29) | 10 | 9,181 | ||||||
4.00%, 06/01/25 (Call 03/01/25) | 25 | 24,565 | ||||||
5.25%, 12/15/32 (Call 09/15/32) | 55 | 53,844 | ||||||
6.75%, 02/01/41 (Call 08/01/40) | 34 | 37,131 | ||||||
Highwoods Realty LP | ||||||||
3.88%, 03/01/27 (Call 12/01/26) | 35 | 33,070 | ||||||
7.65%, 02/01/34 (Call 11/01/33) | 30 | 32,197 | ||||||
Host Hotels & Resorts LP | ||||||||
5.70%, 07/01/34 (Call 04/01/34) | 40 | 39,204 | ||||||
Series F, 4.50%, 02/01/26 (Call 11/01/25) | 52 | 50,916 | ||||||
Series H, 3.38%, 12/15/29 (Call 09/15/29) | 72 | 63,962 | ||||||
Series I, 3.50%, 09/15/30 (Call 06/15/30) | 72 | 63,507 | ||||||
Series J, 2.90%, 12/15/31 (Call 09/15/31) | 15 | 12,449 | ||||||
Hudson Pacific Properties LP | ||||||||
3.25%, 01/15/30 (Call 10/15/29) | 35 | 24,470 | ||||||
3.95%, 11/01/27 (Call 08/01/27) | 20 | 17,180 | ||||||
4.65%, 04/01/29 (Call 01/01/29) | 30 | 23,480 | ||||||
5.95%, 02/15/28 (Call 01/15/28)(c) | 25 | 21,473 | ||||||
Invitation Homes Operating Partnership LP | ||||||||
2.00%, 08/15/31 (Call 05/15/31) | 35 | 27,461 | ||||||
2.30%, 11/15/28 (Call 09/15/28) | 30 | 26,402 | ||||||
4.15%, 04/15/32 (Call 01/15/32) | 165 | 150,201 | ||||||
5.50%, 08/15/33 (Call 05/15/33) | 10 | 9,864 | ||||||
Iron Mountain Inc. | ||||||||
4.50%, 02/15/31 (Call 02/15/26)(b) | 65 | 57,911 | ||||||
4.88%, 09/15/27 (Call 06/11/24)(b) | 57 | 55,006 | ||||||
4.88%, 09/15/29 (Call 09/15/24)(b) | 60 | 55,658 | ||||||
5.00%, 07/15/28 (Call 06/11/24)(b) | 30 | 28,414 | ||||||
5.25%, 03/15/28 (Call 06/11/24)(b) | 45 | 43,323 | ||||||
5.25%, 07/15/30 (Call 07/15/25)(b) | 75 | 70,039 | ||||||
5.63%, 07/15/32 (Call 07/15/26)(b) | 35 | 32,646 | ||||||
7.00%, 02/15/29 (Call 08/15/25)(b) | 110 | 111,475 | ||||||
Iron Mountain Information Management Services Inc., | ||||||||
5.00%, 07/15/32 (Call 07/15/27)(b) | 45 | 40,581 | ||||||
Kilroy Realty LP | ||||||||
2.50%, 11/15/32 (Call 08/15/32) | 40 | 29,795 | ||||||
2.65%, 11/15/33 (Call 08/15/33) | 35 | 25,583 | ||||||
3.05%, 02/15/30 (Call 11/15/29) | 15 | 12,610 | ||||||
4.25%, 08/15/29 (Call 05/15/29) | 55 | 49,605 | ||||||
4.38%, 10/01/25 (Call 07/01/25) | 40 | 39,164 | ||||||
4.75%, 12/15/28 (Call 09/15/28) | 30 | 28,315 | ||||||
6.25%, 01/15/36 (Call 10/15/35) | 30 | 28,772 |
Security | Par (000) | Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
Kimco Realty OP LLC | ||||||||
1.90%, 03/01/28 (Call 01/01/28) | $ | 20 | $ | 17,738 | ||||
2.25%, 12/01/31 (Call 09/01/31) | 30 | 23,864 | ||||||
2.70%, 10/01/30 (Call 07/01/30) | 75 | 64,327 | ||||||
2.80%, 10/01/26 (Call 07/01/26) | 19 | 17,942 | ||||||
3.20%, 04/01/32 (Call 01/01/32) | 5 | 4,261 | ||||||
3.80%, 04/01/27 (Call 01/01/27) | 35 | 33,627 | ||||||
4.13%, 12/01/46 (Call 06/01/46) | 30 | 22,702 | ||||||
4.25%, 04/01/45 (Call 10/01/44) | 30 | 23,803 | ||||||
4.60%, 02/01/33 (Call 11/01/32) | 135 | 125,996 | ||||||
MPT Operating Partnership LP/MPT Finance Corp. | ||||||||
3.50%, 03/15/31 (Call 03/15/26) | 75 | 48,681 | ||||||
4.63%, 08/01/29 (Call 08/01/24) | 50 | 36,412 | ||||||
5.00%, 10/15/27 (Call 07/01/24)(c) | 85 | 69,677 | ||||||
5.25%, 08/01/26 (Call 07/01/24) | 30 | 27,205 | ||||||
NNN REIT Inc. | ||||||||
3.50%, 04/15/51 (Call 10/15/50) | 75 | 52,120 | ||||||
4.30%, 10/15/28 (Call 07/15/28) | 25 | 24,018 | ||||||
5.50%, 06/15/34 (Call 03/15/34) | 30 | 29,602 | ||||||
5.60%, 10/15/33 (Call 07/15/33) | 75 | 74,609 | ||||||
Omega Healthcare Investors Inc. | ||||||||
3.25%, 04/15/33 (Call 01/15/33) | 60 | 48,066 | ||||||
3.38%, 02/01/31 (Call 11/01/30) | 57 | 48,449 | ||||||
4.75%, 01/15/28 (Call 10/15/27) | 50 | 48,099 | ||||||
Park Intermediate Holdings LLC/PK Domestic | ||||||||
Property LLC/PK Finance Co-Issuer | ||||||||
4.88%, 05/15/29 (Call 07/01/24)(b) | 45 | 41,877 | ||||||
5.88%, 10/01/28 (Call 07/01/24)(b) | 45 | 44,082 | ||||||
7.00%, 02/01/30 (Call 08/01/26)(b) | 25 | 25,151 | ||||||
Piedmont Operating Partnership LP, 3.15%, 08/15/30 | ||||||||
(Call 05/15/30) | 15 | 11,851 | ||||||
Prologis LP | ||||||||
1.25%, 10/15/30 (Call 07/15/30) | 35 | 27,719 | ||||||
1.63%, 03/15/31 (Call 12/15/30) | 80 | 63,506 | ||||||
1.75%, 07/01/30 (Call 04/01/30) | 49 | 40,165 | ||||||
2.13%, 04/15/27 (Call 02/15/27) | 56 | 51,570 | ||||||
2.13%, 10/15/50 (Call 04/15/50) | 42 | 22,456 | ||||||
2.25%, 04/15/30 (Call 01/15/30) | 124 | 105,753 | ||||||
2.88%, 11/15/29 (Call 08/15/29) | 39 | 34,920 | ||||||
3.00%, 04/15/50 (Call 10/15/49) | 37 | 24,055 | ||||||
3.05%, 03/01/50 (Call 09/01/49) | 42 | 27,456 | ||||||
3.25%, 06/30/26 (Call 03/30/26) | 45 | 43,239 | ||||||
3.25%, 10/01/26 (Call 07/01/26) | 55 | 52,563 | ||||||
3.38%, 12/15/27 (Call 09/15/27) | 20 | 18,937 | ||||||
3.88%, 09/15/28 (Call 06/15/28) | 50 | 47,708 | ||||||
4.00%, 09/15/28 (Call 06/15/28) | 41 | 39,349 | ||||||
4.38%, 09/15/48 (Call 03/15/48) | 45 | 37,472 | ||||||
4.63%, 01/15/33 (Call 10/15/32) | 35 | 33,360 | ||||||
4.75%, 06/15/33 (Call 03/15/33) | 50 | 47,965 | ||||||
5.13%, 01/15/34 (Call 10/15/33) | 55 | 54,101 | ||||||
5.25%, 06/15/53 (Call 12/15/52) | 50 | 47,147 | ||||||
5.25%, 03/15/54 (Call 09/15/53) | 25 | 23,422 | ||||||
Public Storage Operating Co. | ||||||||
1.85%, 05/01/28 (Call 03/01/28) | 20 | 17,691 | ||||||
2.30%, 05/01/31 (Call 02/01/31) | 160 | 133,395 | ||||||
3.39%, 05/01/29 (Call 02/01/29) | 50 | 46,490 | ||||||
5.10%, 08/01/33 (Call 05/01/33) | 85 | 83,799 | ||||||
5.35%, 08/01/53 (Call 02/01/53) | 30 | 28,917 | ||||||
Regency Centers LP | ||||||||
3.60%, 02/01/27 (Call 11/01/26) | 95 | 91,114 | ||||||
3.70%, 06/15/30 (Call 03/15/30) | 40 | 36,511 |
28
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
4.13%, 03/15/28 (Call 12/15/27) | $ | 5 | $ | 4,796 | ||||
4.40%, 02/01/47 (Call 08/01/46) | 20 | 16,267 | ||||||
4.65%, 03/15/49 (Call 09/15/48) | 35 | 29,135 | ||||||
Rexford Industrial Realty LP, 2.13%, 12/01/30 | ||||||||
(Call 09/01/30) | 5 | 4,063 | ||||||
RHP Hotel Properties LP/RHP Finance Corp. | ||||||||
4.50%, 02/15/29 (Call 07/01/24)(b) | 35 | 32,564 | ||||||
4.75%, 10/15/27 (Call 07/01/24) | 40 | 38,359 | ||||||
6.50%, 04/01/32 (Call 04/01/27)(b) | 60 | 59,623 | ||||||
7.25%, 07/15/28 (Call 07/15/25)(b) | 25 | 25,538 | ||||||
Sabra Health Care LP | ||||||||
3.20%, 12/01/31 (Call 09/01/31) | 40 | 32,928 | ||||||
3.90%, 10/15/29 (Call 07/15/29) | 5 | 4,469 | ||||||
SBA Communications Corp. | ||||||||
3.13%, 02/01/29 (Call 07/01/24) | 90 | 79,348 | ||||||
3.88%, 02/15/27 (Call 06/11/24) | 90 | 85,200 | ||||||
Scentre Group Trust 1/Scentre Group Trust 2 | ||||||||
3.25%, 10/28/25 (Call 07/30/25)(b) | 75 | 72,623 | ||||||
3.63%, 01/28/26 (Call 12/28/25)(b) | 105 | 101,765 | ||||||
3.75%, 03/23/27 (Call 12/23/26)(b) | 30 | 28,616 | ||||||
4.38%, 05/28/30 (Call 02/28/30)(b) | 70 | 66,279 | ||||||
Scentre Group Trust 2, 5.13%, 09/24/80 | ||||||||
(Call 06/24/30), (5-year CMT + 4.685%)(a)(b) | 35 | 32,083 | ||||||
Simon Property Group LP | ||||||||
1.75%, 02/01/28 (Call 11/01/27) | 95 | 84,265 | ||||||
2.45%, 09/13/29 (Call 06/13/29) | 272 | 237,081 | ||||||
2.65%, 07/15/30 (Call 04/15/30) | 60 | 51,937 | ||||||
2.65%, 02/01/32 (Call 12/01/31) | 50 | 41,528 | ||||||
3.25%, 11/30/26 (Call 08/30/26) | 45 | 42,940 | ||||||
3.25%, 09/13/49 (Call 03/13/49) | 95 | 63,817 | ||||||
3.30%, 01/15/26 (Call 10/15/25) | 265 | 256,420 | ||||||
3.38%, 12/01/27 (Call 09/01/27) | 70 | 66,126 | ||||||
3.80%, 07/15/50 (Call 01/15/50) | 115 | 84,777 | ||||||
4.25%, 10/01/44 (Call 04/01/44) | 5 | 4,057 | ||||||
5.85%, 03/08/53 (Call 09/03/52) | 5 | 4,963 | ||||||
6.75%, 02/01/40 (Call 11/01/39) | 85 | 92,676 | ||||||
Starwood Property Trust Inc. | ||||||||
3.63%, 07/15/26 (Call 01/15/26)(b) | 25 | 23,228 | ||||||
4.38%, 01/15/27 (Call 07/15/26)(b) | 30 | 28,105 | ||||||
7.25%, 04/01/29 (Call 10/01/28)(b) | 30 | 29,855 | ||||||
Tanger Properties LP, 2.75%, 09/01/31 | ||||||||
(Call 06/01/31) | 30 | 24,381 | ||||||
Uniti Group LP/Uniti Fiber Holdings Inc./CSL | ||||||||
Capital LLC, 6.00%, 01/15/30 (Call 01/15/25)(b)(c) | 40 | 27,122 | ||||||
Uniti Group LP/Uniti Group Finance Inc./CSL | ||||||||
Capital LLC | ||||||||
4.75%, 04/15/28 (Call 06/11/24)(b) | 35 | 28,878 | ||||||
6.50%, 02/15/29 (Call 06/11/24)(b)(c) | 65 | 45,094 | ||||||
10.50%, 02/15/28 (Call 09/15/25)(b) | 200 | 200,076 | ||||||
Ventas Realty LP | ||||||||
3.00%, 01/15/30 (Call 10/15/29) | 35 | 30,649 | ||||||
3.25%, 10/15/26 (Call 07/15/26) | 35 | 33,078 | ||||||
3.85%, 04/01/27 (Call 01/01/27) | 47 | 45,050 | ||||||
4.00%, 03/01/28 (Call 12/01/27) | 27 | 25,670 | ||||||
4.13%, 01/15/26 (Call 10/15/25) | 70 | 68,346 | ||||||
4.38%, 02/01/45 (Call 08/01/44) | 20 | 15,873 | ||||||
4.40%, 01/15/29 (Call 10/15/28) | 57 | 54,534 | ||||||
4.75%, 11/15/30 (Call 08/15/30) | 12 | 11,444 | ||||||
4.88%, 04/15/49 (Call 10/15/48) | 17 | 14,444 | ||||||
5.63%, 07/01/34 (Call 04/01/34) | 30 | 29,559 | ||||||
5.70%, 09/30/43 (Call 03/30/43) | 35 | 33,370 |
Security | Par (000) | Value | ||||||
Real Estate Investment Trusts (continued) | ||||||||
WEA Finance LLC | ||||||||
2.88%, 01/15/27 (Call 11/15/26)(b) | $ | 70 | $ | 64,630 | ||||
3.50%, 06/15/29 (Call 03/15/29)(b) | 55 | 48,781 | ||||||
4.13%, 09/20/28 (Call 06/20/28)(b) | 35 | 32,341 | ||||||
4.63%, 09/20/48 (Call 03/20/48)(b)(c) | 45 | 32,265 | ||||||
WEA Finance LLC/Westfield U.K. & Europe Finance | ||||||||
PLC, 4.75%, 09/17/44 (Call 03/17/44)(b) | 10 | 7,540 | ||||||
Welltower OP LLC | ||||||||
2.05%, 01/15/29 (Call 11/15/28) | 60 | 52,072 | ||||||
2.75%, 01/15/31 (Call 10/15/30) | 60 | 51,320 | ||||||
2.75%, 01/15/32 (Call 10/15/31) | 35 | 29,220 | ||||||
2.80%, 06/01/31 (Call 03/01/31) | 55 | 46,721 | ||||||
4.00%, 06/01/25 (Call 03/01/25) | 225 | 221,916 | ||||||
4.13%, 03/15/29 (Call 12/15/28) | 75 | 71,211 | ||||||
4.25%, 04/15/28 (Call 01/15/28) | 35 | 33,680 | ||||||
4.95%, 09/01/48 (Call 03/01/48) | 25 | 22,444 | ||||||
6.50%, 03/15/41 (Call 09/15/40) | 35 | 37,710 | ||||||
WP Carey Inc. | ||||||||
2.25%, 04/01/33 (Call 01/01/33) | 90 | 68,495 | ||||||
2.40%, 02/01/31 (Call 11/01/30) | 40 | 33,186 | ||||||
2.45%, 02/01/32 (Call 11/01/31) | 20 | 16,039 | ||||||
3.85%, 07/15/29 (Call 04/15/29) | 20 | 18,544 | ||||||
4.25%, 10/01/26 (Call 07/01/26) | 35 | 33,998 | ||||||
XHR LP | ||||||||
4.88%, 06/01/29 (Call 07/01/24)(b) | 30 | 27,636 | ||||||
6.38%, 08/15/25 (Call 06/11/24)(b) | 30 | 29,976 | ||||||
13,901,254 | ||||||||
Retail — 1.4% | ||||||||
1011778 BC ULC/New Red Finance Inc. | ||||||||
3.50%, 02/15/29 (Call 06/11/24)(b) | 40 | 36,063 | ||||||
3.88%, 01/15/28 (Call 07/01/24)(b) | 95 | 88,220 | ||||||
4.00%, 10/15/30 (Call 10/15/25)(b) | 195 | 169,711 | ||||||
4.38%, 01/15/28 (Call 07/02/24)(b) | 50 | 46,714 | ||||||
Advance Auto Parts Inc. | ||||||||
1.75%, 10/01/27 (Call 08/01/27) | 42 | 36,301 | ||||||
3.50%, 03/15/32 (Call 12/15/31)(c) | 20 | 16,771 | ||||||
3.90%, 04/15/30 (Call 01/15/30)(c) | 27 | 24,254 | ||||||
5.95%, 03/09/28 (Call 02/09/28) | 25 | 24,760 | ||||||
Asbury Automotive Group Inc. | ||||||||
4.50%, 03/01/28 (Call 06/11/24) | 25 | 23,597 | ||||||
4.63%, 11/15/29 (Call 11/15/24)(b)(c) | 47 | 43,227 | ||||||
4.75%, 03/01/30 (Call 03/01/25) | 25 | 22,929 | ||||||
5.00%, 02/15/32 (Call 11/15/26)(b) | 35 | 31,343 | ||||||
AutoNation Inc. | ||||||||
2.40%, 08/01/31 (Call 05/01/31) | 70 | 55,939 | ||||||
3.80%, 11/15/27 (Call 08/15/27) | 45 | 42,204 | ||||||
4.50%, 10/01/25 (Call 07/01/25) | 15 | 14,758 | ||||||
4.75%, 06/01/30 (Call 03/01/30) | 55 | 52,401 | ||||||
AutoZone Inc. | ||||||||
4.00%, 04/15/30 (Call 01/15/30) | 25 | 23,425 | ||||||
4.75%, 08/01/32 (Call 05/01/32) | 130 | 124,246 | ||||||
4.75%, 02/01/33 (Call 11/01/32) | 20 | 19,039 | ||||||
6.25%, 11/01/28 (Call 10/01/28) | 50 | 51,910 | ||||||
6.55%, 11/01/33 (Call 08/01/33) | 55 | 59,091 | ||||||
Bath & Body Works Inc. | ||||||||
5.25%, 02/01/28(c) | 40 | 38,935 | ||||||
6.63%, 10/01/30 (Call 10/01/25)(b) | 60 | 60,048 | ||||||
6.75%, 07/01/36 | 50 | 49,775 | ||||||
6.88%, 11/01/35 | 60 | 60,522 | ||||||
6.95%, 03/01/33 | 20 | 19,550 | ||||||
7.50%, 06/15/29 (Call 07/01/24)(c) | 25 | 25,775 |
29
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Retail (continued) | ||||||||
Beacon Roofing Supply Inc. | ||||||||
4.13%, 05/15/29 (Call 07/01/24)(b) | $ | 20 | $ | 18,117 | ||||
4.50%, 11/15/26 (Call 07/01/24)(b) | 15 | 14,536 | ||||||
6.50%, 08/01/30 (Call 08/01/26)(b) | 35 | 35,085 | ||||||
Best Buy Co. Inc., 4.45%, 10/01/28 (Call 07/01/28) | 45 | 43,661 | ||||||
BlueLinx Holdings Inc., 6.00%, 11/15/29 | ||||||||
(Call 11/15/24)(b) | 20 | 19,114 | ||||||
Brinker International Inc., 8.25%, 07/15/30 | ||||||||
(Call 07/15/26)(b) | 20 | 20,887 | ||||||
Carvana Co. | ||||||||
12.00%, 12/01/28 (Call 08/15/24), | ||||||||
(12.00% PIK)(b)(e) | 50 | 52,255 | ||||||
13.00%, 06/01/30 (Call 08/15/25), | ||||||||
(13.00% PIK)(b)(e) | 100 | 103,018 | ||||||
14.00%, 06/01/31 (Call 08/15/28), | ||||||||
(14.00% PIK)(b)(e) | 125 | 131,709 | ||||||
Darden Restaurants Inc. | ||||||||
3.85%, 05/01/27 (Call 02/01/27) | 10 | 9,577 | ||||||
6.30%, 10/10/33 (Call 07/10/33) | 60 | 61,675 | ||||||
Dave & Buster's Inc., 7.63%, 11/01/25 | ||||||||
(Call 07/01/24)(b) | 31 | 31,176 | ||||||
Dollar General Corp. | ||||||||
3.50%, 04/03/30 (Call 01/03/30) | 35 | 31,779 | ||||||
3.88%, 04/15/27 (Call 01/15/27) | 65 | 62,581 | ||||||
4.13%, 05/01/28 (Call 02/01/28) | 40 | 38,466 | ||||||
4.13%, 04/03/50 (Call 10/03/49) | 55 | 41,669 | ||||||
4.15%, 11/01/25 (Call 08/01/25) | 65 | 63,708 | ||||||
4.63%, 11/01/27 (Call 10/01/27) | 55 | 53,753 | ||||||
5.45%, 07/05/33 (Call 04/05/33) | 65 | 64,358 | ||||||
Foot Locker Inc., 4.00%, 10/01/29 (Call 10/01/24)(b) | 25 | 20,725 | ||||||
Genuine Parts Co. | ||||||||
1.88%, 11/01/30 (Call 08/01/30) | 30 | 24,209 | ||||||
6.88%, 11/01/33 (Call 08/01/33) | 80 | 87,710 | ||||||
Group 1 Automotive Inc., 4.00%, 08/15/28 | ||||||||
(Call 07/01/24)(b) | 46 | 41,987 | ||||||
GYP Holdings III Corp., 4.63%, 05/01/29 | ||||||||
(Call 07/01/24)(b) | 20 | 18,464 | ||||||
Home Depot Inc. (The) | ||||||||
0.90%, 03/15/28 (Call 01/15/28) | 135 | 116,837 | ||||||
1.38%, 03/15/31 (Call 12/15/30) | 110 | 86,983 | ||||||
1.50%, 09/15/28 (Call 07/15/28) | 70 | 60,859 | ||||||
1.88%, 09/15/31 (Call 06/15/31) | 20 | 16,171 | ||||||
2.13%, 09/15/26 (Call 06/15/26) | 100 | 93,764 | ||||||
2.38%, 03/15/51 (Call 09/15/50) | 95 | 54,039 | ||||||
2.70%, 04/15/30 (Call 01/15/30) | 109 | 96,188 | ||||||
2.75%, 09/15/51 (Call 03/15/51) | 55 | 33,898 | ||||||
2.88%, 04/15/27 (Call 03/15/27) | 100 | 94,457 | ||||||
2.95%, 06/15/29 (Call 03/15/29) | 120 | 109,344 | ||||||
3.13%, 12/15/49 (Call 06/15/49) | 105 | 70,910 | ||||||
3.25%, 04/15/32 (Call 01/15/32) | 40 | 35,230 | ||||||
3.30%, 04/15/40 (Call 10/15/39) | 125 | 96,990 | ||||||
3.35%, 09/15/25 (Call 06/15/25) | 100 | 97,702 | ||||||
3.35%, 04/15/50 (Call 10/15/49) | 100 | 70,358 | ||||||
3.50%, 09/15/56 (Call 03/15/56) | 45 | 31,615 | ||||||
3.63%, 04/15/52 (Call 10/15/51) | 85 | 62,343 | ||||||
3.90%, 12/06/28 (Call 09/06/28) | 125 | 120,227 | ||||||
3.90%, 06/15/47 (Call 12/15/46) | 115 | 90,351 | ||||||
4.00%, 09/15/25 (Call 08/15/25) | 60 | 59,077 | ||||||
4.20%, 04/01/43 (Call 10/01/42) | 20 | 16,912 | ||||||
4.40%, 03/15/45 (Call 09/15/44) | 70 | 60,175 | ||||||
4.50%, 12/06/48 (Call 06/06/48) | 105 | 90,164 |
Security | Par (000) | Value | ||||||
Retail (continued) | ||||||||
4.88%, 02/15/44 (Call 08/15/43) | $ | 50 | $ | 46,016 | ||||
5.40%, 09/15/40 (Call 03/15/40) | 60 | 59,934 | ||||||
5.88%, 12/16/36 | 209 | 219,982 | ||||||
5.95%, 04/01/41 (Call 10/01/40) | 50 | 52,748 | ||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of | ||||||||
America LLC, 4.75%, 06/01/27 (Call 07/01/24)(b) | 45 | 43,677 | ||||||
Lithia Motors Inc. | ||||||||
3.88%, 06/01/29 (Call 07/01/24)(b) | 45 | 40,126 | ||||||
4.38%, 01/15/31 (Call 10/15/25)(b) | 35 | 30,897 | ||||||
4.63%, 12/15/27 (Call 07/01/24)(b) | 25 | 23,781 | ||||||
Lowe's Companies Inc. | ||||||||
1.30%, 04/15/28 (Call 02/15/28) | 30 | 26,039 | ||||||
1.70%, 09/15/28 (Call 07/15/28) | 140 | 121,753 | ||||||
1.70%, 10/15/30 (Call 07/15/30) | 115 | 93,159 | ||||||
2.50%, 04/15/26 (Call 01/15/26) | 70 | 66,599 | ||||||
2.63%, 04/01/31 (Call 01/01/31) | 135 | 114,739 | ||||||
2.80%, 09/15/41 (Call 03/15/41) | 25 | 17,212 | ||||||
3.00%, 10/15/50 (Call 04/15/50) | 120 | 74,878 | ||||||
3.10%, 05/03/27 (Call 02/03/27) | 135 | 127,933 | ||||||
3.35%, 04/01/27 (Call 03/01/27) | 45 | 42,904 | ||||||
3.38%, 09/15/25 (Call 06/15/25) | 90 | 87,739 | ||||||
3.50%, 04/01/51 (Call 10/01/50) | 65 | 44,528 | ||||||
3.65%, 04/05/29 (Call 01/05/29) | 90 | 84,346 | ||||||
3.70%, 04/15/46 (Call 10/15/45) | 60 | 44,258 | ||||||
3.75%, 04/01/32 (Call 01/01/32) | 175 | 158,213 | ||||||
4.05%, 05/03/47 (Call 11/03/46) | 120 | 92,878 | ||||||
4.25%, 04/01/52 (Call 10/01/51) | 95 | 74,568 | ||||||
4.38%, 09/15/45 (Call 03/15/45) | 5 | 4,116 | ||||||
4.45%, 04/01/62 (Call 10/01/61) | 90 | 69,709 | ||||||
4.50%, 04/15/30 (Call 01/15/30) | 75 | 72,559 | ||||||
4.55%, 04/05/49 (Call 10/05/48) | 10 | 8,285 | ||||||
4.65%, 04/15/42 (Call 10/15/41) | 35 | 30,681 | ||||||
4.80%, 04/01/26 (Call 03/01/26) | 100 | 99,149 | ||||||
5.00%, 04/15/33 (Call 01/15/33) | 10 | 9,806 | ||||||
5.00%, 04/15/40 (Call 10/15/39) | 35 | 32,465 | ||||||
5.13%, 04/15/50 (Call 10/15/49) | 55 | 49,534 | ||||||
5.15%, 07/01/33 (Call 04/01/33) | 150 | 148,662 | ||||||
5.50%, 10/15/35 | 56 | 56,915 | ||||||
5.63%, 04/15/53 (Call 10/15/52) | 65 | 62,858 | ||||||
5.80%, 09/15/62 (Call 03/15/62) | 60 | 58,238 | ||||||
5.85%, 04/01/63 (Call 10/01/62) | 5 | 4,890 | ||||||
Nordstrom Inc. | ||||||||
4.00%, 03/15/27 (Call 12/15/26) | 20 | 19,106 | ||||||
4.25%, 08/01/31 (Call 05/01/31) | 25 | 22,079 | ||||||
4.38%, 04/01/30 (Call 01/01/30) | 30 | 27,210 | ||||||
5.00%, 01/15/44 (Call 07/15/43) | 60 | 47,044 | ||||||
6.95%, 03/15/28 | 15 | 15,039 | ||||||
O’Reilly Automotive Inc. | ||||||||
3.90%, 06/01/29 (Call 03/01/29) | 100 | 94,390 | ||||||
4.70%, 06/15/32 (Call 03/15/32) | 100 | 95,823 | ||||||
Papa John’s International Inc., 3.88%, 09/15/29 | ||||||||
(Call 09/15/24)(b)(c) | 25 | 21,716 | ||||||
Patrick Industries Inc., 4.75%, 05/01/29 | ||||||||
(Call 07/01/24)(b) | 20 | 18,340 | ||||||
Ross Stores Inc., 0.88%, 04/15/26 (Call 03/15/26) | 100 | 92,124 | ||||||
Sally Holdings LLC/Sally Capital Inc., 6.75%, 03/01/32 | ||||||||
(Call 03/01/27) | 35 | 34,361 | ||||||
Target Corp. | ||||||||
1.95%, 01/15/27 (Call 12/15/26) | 100 | 93,025 | ||||||
2.35%, 02/15/30 (Call 11/15/29) | 85 | 74,063 | ||||||
2.50%, 04/15/26 | 50 | 47,810 |
30
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Retail (continued) | ||||||||
2.65%, 09/15/30 (Call 06/15/30) | $ | 55 | $ | 48,369 | ||||
2.95%, 01/15/52 (Call 07/15/51) | 35 | 22,570 | ||||||
3.38%, 04/15/29 (Call 01/15/29) | 70 | 65,534 | ||||||
3.63%, 04/15/46 | 65 | 49,652 | ||||||
3.90%, 11/15/47 (Call 05/15/47) | 75 | 59,384 | ||||||
4.00%, 07/01/42 | 65 | 54,884 | ||||||
4.50%, 09/15/32 (Call 06/15/32) | 70 | 67,198 | ||||||
4.80%, 01/15/53 (Call 07/15/52)(c) | 40 | 36,353 | ||||||
6.50%, 10/15/37 | 135 | 149,434 | ||||||
TJX Companies Inc. (The) | ||||||||
1.15%, 05/15/28 (Call 03/15/28) | 15 | 13,012 | ||||||
2.25%, 09/15/26 (Call 06/15/26) | 120 | 112,867 | ||||||
4.50%, 04/15/50 (Call 10/15/49) | 30 | 26,375 | ||||||
Tractor Supply Co. | ||||||||
1.75%, 11/01/30 (Call 08/01/30) | 15 | 12,078 | ||||||
5.25%, 05/15/33 (Call 02/15/33) | 55 | 54,432 | ||||||
Victoria’s Secret & Co., 4.63%, 07/15/29 | ||||||||
(Call 07/15/24)(b)(c) | 35 | 28,522 | ||||||
Walgreen Co., 4.40%, 09/15/42 | 15 | 12,334 | ||||||
Walgreens Boots Alliance Inc. | ||||||||
3.20%, 04/15/30 (Call 01/15/30)(c) | 25 | 21,837 | ||||||
3.45%, 06/01/26 (Call 03/01/26) | 85 | 81,063 | ||||||
4.10%, 04/15/50 (Call 10/15/49)(c) | 55 | 40,045 | ||||||
4.50%, 11/18/34 (Call 05/18/34) | 20 | 17,451 | ||||||
4.80%, 11/18/44 (Call 05/18/44)(c) | 55 | 46,016 | ||||||
Yum! Brands Inc. | ||||||||
3.63%, 03/15/31 (Call 12/15/30) | 57 | 49,643 | ||||||
4.63%, 01/31/32 (Call 10/01/26) | 85 | 77,459 | ||||||
4.75%, 01/15/30 (Call 10/15/29)(b) | 45 | 42,525 | ||||||
5.35%, 11/01/43 (Call 05/01/43) | 20 | 18,882 | ||||||
5.38%, 04/01/32 (Call 04/01/27) | 60 | 57,198 | ||||||
6.88%, 11/15/37 | 20 | 21,601 | ||||||
8,501,943 | ||||||||
Savings & Loans — 0.1% | ||||||||
Nationwide Building Society | ||||||||
1.00%, 08/28/25(b) | 88 | 83,407 | ||||||
3.96%, 07/18/30 (Call 07/18/29), | ||||||||
(3-mo. LIBOR US + 1.855%)(a)(b) | 40 | 36,852 | ||||||
4.30%, 03/08/29 (Call 03/08/28), | ||||||||
(3-mo. LIBOR US + 1.452%)(a)(b) | 225 | 214,503 | ||||||
6.56%, 10/18/27 (Call 10/18/26), | ||||||||
(1-day SOFR + 1.910%)(a)(b) | 210 | 214,140 | ||||||
548,902 | ||||||||
Semiconductors — 1.7% | ||||||||
ams-OSRAM AG, 12.25%, 03/30/29 (Call 03/30/26)(b) | 25 | 25,939 | ||||||
Analog Devices Inc. | ||||||||
1.70%, 10/01/28 (Call 08/01/28) | 45 | 39,387 | ||||||
2.10%, 10/01/31 (Call 07/01/31) | 60 | 49,337 | ||||||
2.80%, 10/01/41 (Call 04/01/41) | 90 | 63,462 | ||||||
2.95%, 10/01/51 (Call 04/01/51) | 78 | 50,789 | ||||||
3.50%, 12/05/26 (Call 09/05/26) | 90 | 86,731 | ||||||
Applied Materials Inc. | ||||||||
1.75%, 06/01/30 (Call 03/01/30) | 60 | 50,117 | ||||||
2.75%, 06/01/50 (Call 12/01/49) | 60 | 39,125 | ||||||
3.30%, 04/01/27 (Call 01/01/27) | 97 | 93,024 | ||||||
3.90%, 10/01/25 (Call 07/01/25) | 50 | 49,187 | ||||||
4.35%, 04/01/47 (Call 10/01/46) | 62 | 54,188 | ||||||
5.10%, 10/01/35 (Call 04/01/35) | 40 | 40,306 | ||||||
5.85%, 06/15/41 | 44 | 46,411 |
Security | Par (000) | Value | ||||||
Semiconductors (continued) | ||||||||
Broadcom Corp./Broadcom Cayman Finance Ltd. | ||||||||
3.50%, 01/15/28 (Call 10/15/27) | $ | 40 | $ | 37,633 | ||||
3.88%, 01/15/27 (Call 10/15/26) | 100 | 96,521 | ||||||
Broadcom Inc. | ||||||||
2.45%, 02/15/31 (Call 11/15/30)(b) | 195 | 162,840 | ||||||
2.60%, 02/15/33 (Call 11/15/32)(b) | 110 | 88,082 | ||||||
3.14%, 11/15/35 (Call 08/15/35)(b) | 210 | 166,738 | ||||||
3.15%, 11/15/25 (Call 10/15/25) | 35 | 33,849 | ||||||
3.19%, 11/15/36 (Call 08/15/36)(b) | 195 | 152,880 | ||||||
3.42%, 04/15/33 (Call 01/15/33)(b) | 178 | 152,076 | ||||||
3.46%, 09/15/26 (Call 07/15/26) | 35 | 33,603 | ||||||
3.47%, 04/15/34 (Call 01/15/34)(b) | 190 | 160,242 | ||||||
3.50%, 02/15/41 (Call 08/15/40)(b) | 180 | 137,049 | ||||||
3.75%, 02/15/51 (Call 08/15/50)(b) | 105 | 77,231 | ||||||
4.00%, 04/15/29 (Call 02/15/29)(b) | 55 | 52,013 | ||||||
4.11%, 09/15/28 (Call 06/15/28) | 145 | 138,945 | ||||||
4.15%, 11/15/30 (Call 08/15/30) | 195 | 182,776 | ||||||
4.15%, 04/15/32 (Call 01/15/32)(b) | 95 | 86,840 | ||||||
4.30%, 11/15/32 (Call 08/15/32) | 100 | 92,555 | ||||||
4.93%, 05/15/37 (Call 02/15/37)(b) | 130 | 120,967 | ||||||
5.00%, 04/15/30 (Call 01/15/30) | 20 | 19,884 | ||||||
Entegris Inc. | ||||||||
3.63%, 05/01/29 (Call 07/01/24)(b) | 30 | 26,688 | ||||||
4.38%, 04/15/28 (Call 06/11/24)(b) | 25 | 23,389 | ||||||
4.75%, 04/15/29 (Call 01/15/29)(b) | 110 | 104,411 | ||||||
5.95%, 06/15/30 (Call 06/15/25)(b) | 55 | 54,156 | ||||||
Intel Corp. | ||||||||
2.60%, 05/19/26 (Call 02/19/26) | 150 | 142,800 | ||||||
3.05%, 08/12/51 (Call 02/12/51) | 20 | 12,609 | ||||||
3.20%, 08/12/61 (Call 02/12/61) | 25 | 15,275 | ||||||
3.73%, 12/08/47 (Call 06/08/47) | 285 | 210,331 | ||||||
4.75%, 03/25/50 (Call 09/25/49) | 50 | 42,890 | ||||||
4.88%, 02/10/26 | 300 | 298,146 | ||||||
4.88%, 02/10/28 (Call 01/10/28) | 370 | 367,390 | ||||||
5.05%, 08/05/62 (Call 02/05/62) | 10 | 8,813 | ||||||
5.13%, 02/10/30 (Call 12/10/29) | 310 | 309,551 | ||||||
5.15%, 02/21/34 (Call 11/21/33) | 50 | 48,971 | ||||||
5.20%, 02/10/33 (Call 11/10/32)(c) | 175 | 173,489 | ||||||
5.60%, 02/21/54 (Call 08/21/53) | 120 | 115,837 | ||||||
5.63%, 02/10/43 (Call 08/10/42) | 220 | 218,675 | ||||||
5.70%, 02/10/53 (Call 08/10/52) | 375 | 366,859 | ||||||
5.90%, 02/10/63 (Call 08/10/62) | 195 | 193,930 | ||||||
KLA Corp. | ||||||||
4.10%, 03/15/29 (Call 12/15/28) | 20 | 19,340 | ||||||
4.65%, 07/15/32 (Call 04/15/32) | 60 | 58,127 | ||||||
4.95%, 07/15/52 (Call 01/15/52) | 110 | 101,987 | ||||||
5.25%, 07/15/62 (Call 01/15/62) | 60 | 57,160 | ||||||
Lam Research Corp. | ||||||||
1.90%, 06/15/30 (Call 03/15/30) | 65 | 54,465 | ||||||
2.88%, 06/15/50 (Call 12/15/49) | 55 | 35,920 | ||||||
3.13%, 06/15/60 (Call 12/15/59) | 44 | 27,908 | ||||||
3.75%, 03/15/26 (Call 01/15/26) | 100 | 97,486 | ||||||
4.00%, 03/15/29 (Call 12/15/28) | 93 | 89,062 | ||||||
4.88%, 03/15/49 (Call 09/15/48) | 40 | 36,627 | ||||||
Marvell Technology Inc. | ||||||||
1.65%, 04/15/26 (Call 03/15/26) | 50 | 46,636 | ||||||
2.45%, 04/15/28 (Call 02/15/28) | 22 | 19,773 | ||||||
2.95%, 04/15/31 (Call 01/15/31) | 80 | 68,450 | ||||||
4.88%, 06/22/28 (Call 03/22/28) | 55 | 53,911 | ||||||
Microchip Technology Inc., 4.25%, 09/01/25 | ||||||||
(Call 07/01/24) | 40 | 39,350 |
31
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Semiconductors (continued) | ||||||||
Micron Technology Inc. | ||||||||
2.70%, 04/15/32 (Call 01/15/32) | $ | 45 | $ | 37,105 | ||||
3.37%, 11/01/41 (Call 05/01/41) | 40 | 29,304 | ||||||
3.48%, 11/01/51 (Call 05/01/51) | 40 | 27,531 | ||||||
4.19%, 02/15/27 (Call 12/15/26) | 122 | 118,420 | ||||||
4.66%, 02/15/30 (Call 11/15/29) | 75 | 72,386 | ||||||
4.98%, 02/06/26 (Call 12/06/25) | 80 | 79,328 | ||||||
5.33%, 02/06/29 (Call 11/06/28) | 76 | 76,108 | ||||||
5.88%, 02/09/33 (Call 11/09/32) | 65 | 66,486 | ||||||
5.88%, 09/15/33 (Call 06/15/33) | 50 | 51,159 | ||||||
NVIDIA Corp. | ||||||||
2.00%, 06/15/31 (Call 03/15/31) | 80 | 66,756 | ||||||
2.85%, 04/01/30 (Call 01/01/30) | 146 | 131,619 | ||||||
3.20%, 09/16/26 (Call 06/16/26) | 125 | 120,676 | ||||||
3.50%, 04/01/40 (Call 10/01/39) | 124 | 102,447 | ||||||
3.50%, 04/01/50 (Call 10/01/49) | 70 | 53,512 | ||||||
3.70%, 04/01/60 (Call 10/01/59) | 47 | 35,364 | ||||||
NXP BV/NXP Funding LLC, 5.35%, 03/01/26 | ||||||||
(Call 01/01/26) | 40 | 39,876 | ||||||
NXP BV/NXP Funding LLC/NXP USA Inc. | ||||||||
2.50%, 05/11/31 (Call 02/11/31) | 55 | 45,891 | ||||||
2.65%, 02/15/32 (Call 11/15/31) | 85 | 70,238 | ||||||
3.13%, 02/15/42 (Call 08/15/41) | 40 | 28,190 | ||||||
3.15%, 05/01/27 (Call 03/01/27) | 77 | 72,596 | ||||||
3.25%, 05/11/41 (Call 11/11/40) | 65 | 47,410 | ||||||
3.25%, 11/30/51 (Call 05/30/51) | 40 | 26,317 | ||||||
3.40%, 05/01/30 (Call 02/01/30) | 89 | 80,223 | ||||||
3.88%, 06/18/26 (Call 04/18/26) | 45 | 43,671 | ||||||
4.30%, 06/18/29 (Call 03/18/29) | 40 | 38,241 | ||||||
4.40%, 06/01/27 (Call 05/01/27) | 10 | 9,752 | ||||||
5.00%, 01/15/33 (Call 10/15/32) | 35 | 33,986 | ||||||
ON Semiconductor Corp., 3.88%, 09/01/28 | ||||||||
(Call 07/01/24)(b) | 40 | 36,543 | ||||||
Qorvo Inc. | ||||||||
3.38%, 04/01/31 (Call 04/01/26)(b) | 65 | 55,042 | ||||||
4.38%, 10/15/29 (Call 10/15/24) | 79 | 73,945 | ||||||
Qualcomm Inc. | ||||||||
1.30%, 05/20/28 (Call 02/20/28) | 45 | 39,248 | ||||||
1.65%, 05/20/32 (Call 02/20/32) | 225 | 175,509 | ||||||
2.15%, 05/20/30 (Call 02/20/30) | 10 | 8,578 | ||||||
3.25%, 05/20/27 (Call 02/20/27) | 205 | 196,272 | ||||||
3.25%, 05/20/50 (Call 11/20/49) | 35 | 24,824 | ||||||
4.30%, 05/20/47 (Call 11/20/46) | 105 | 89,804 | ||||||
4.50%, 05/20/52 (Call 11/20/51) | 75 | 64,564 | ||||||
4.65%, 05/20/35 (Call 11/20/34) | 60 | 58,101 | ||||||
5.40%, 05/20/33 (Call 02/20/33) | 35 | 36,063 | ||||||
6.00%, 05/20/53 (Call 11/20/52) | 85 | 91,453 | ||||||
Renesas Electronics Corp., 2.17%, 11/25/26 | ||||||||
(Call 10/25/26)(b) | 45 | 41,302 | ||||||
SK Hynix Inc. | ||||||||
1.50%, 01/19/26(d) | 200 | 187,192 | ||||||
2.38%, 01/19/31(d) | 200 | 164,525 | ||||||
Skyworks Solutions Inc., 3.00%, 06/01/31 | ||||||||
(Call 03/01/31) | 47 | 39,282 | ||||||
Synaptics Inc., 4.00%, 06/15/29 (Call 06/15/24)(b) | 30 | 26,857 | ||||||
Texas Instruments Inc. | ||||||||
1.13%, 09/15/26 (Call 08/15/26) | 35 | 32,105 | ||||||
1.75%, 05/04/30 (Call 02/04/30) | 60 | 50,232 | ||||||
1.90%, 09/15/31 (Call 06/15/31) | 70 | 57,564 | ||||||
2.25%, 09/04/29 (Call 06/04/29) | 105 | 92,309 | ||||||
2.70%, 09/15/51 (Call 03/15/51) | 60 | 37,342 |
Security | Par (000) | Value | ||||||
Semiconductors (continued) | ||||||||
2.90%, 11/03/27 (Call 08/03/27) | $ | 52 | $ | 48,804 | ||||
3.88%, 03/15/39 (Call 09/15/38) | 80 | 69,775 | ||||||
4.15%, 05/15/48 (Call 11/15/47) | 104 | 86,011 | ||||||
5.05%, 05/18/63 (Call 11/18/62) | 85 | 79,192 | ||||||
5.15%, 02/08/54 (Call 08/08/53) | 50 | 47,682 | ||||||
TSMC Arizona Corp. | ||||||||
2.50%, 10/25/31 (Call 07/25/31) | 200 | 168,814 | ||||||
3.13%, 10/25/41 (Call 04/25/41) | 200 | 154,901 | ||||||
TSMC Global Ltd. | ||||||||
1.00%, 09/28/27 (Call 07/28/27)(d) | 200 | 174,615 | ||||||
1.38%, 09/28/30 (Call 06/28/30)(d) | 200 | 160,306 | ||||||
Xilinx Inc., 2.38%, 06/01/30 (Call 03/01/30) | 81 | 69,749 | ||||||
10,564,236 | ||||||||
Software — 0.7% | ||||||||
ACI Worldwide Inc., 5.75%, 08/15/26 | ||||||||
(Call 07/01/24)(b) | 25 | 24,778 | ||||||
Adobe Inc. | ||||||||
2.15%, 02/01/27 (Call 12/01/26) | 110 | 102,367 | ||||||
2.30%, 02/01/30 (Call 11/01/29) | 131 | 113,861 | ||||||
Autodesk Inc. | ||||||||
2.40%, 12/15/31 (Call 09/15/31) | 80 | 65,557 | ||||||
2.85%, 01/15/30 (Call 10/15/29) | 50 | 44,099 | ||||||
3.50%, 06/15/27 (Call 03/15/27) | 27 | 25,763 | ||||||
4.38%, 06/15/25 (Call 03/15/25) | 42 | 41,521 | ||||||
Black Knight InfoServ LLC, 3.63%, 09/01/28 | ||||||||
(Call 06/11/24)(b) | 65 | 60,877 | ||||||
Broadridge Financial Solutions Inc. | ||||||||
2.60%, 05/01/31 (Call 02/01/31) | 70 | 58,552 | ||||||
2.90%, 12/01/29 (Call 09/01/29) | 85 | 75,054 | ||||||
3.40%, 06/27/26 (Call 03/27/26) | 45 | 43,301 | ||||||
Camelot Finance SA, 4.50%, 11/01/26 | ||||||||
(Call 07/01/24)(b) | 40 | 38,598 | ||||||
Central Parent Inc./CDK Global Inc., 7.25%, 06/15/29 | ||||||||
(Call 06/15/25)(b) | 45 | 45,272 | ||||||
Clarivate Science Holdings Corp. | ||||||||
3.88%, 07/01/28 (Call 06/30/24)(b) | 55 | 50,375 | ||||||
4.88%, 07/01/29 (Call 06/30/24)(b) | 55 | 50,165 | ||||||
Concentrix Corp. | ||||||||
6.60%, 08/02/28 (Call 07/02/28) | 60 | 60,487 | ||||||
6.85%, 08/02/33 (Call 05/02/33)(c) | 35 | 34,271 | ||||||
Consensus Cloud Solutions Inc. | ||||||||
6.00%, 10/15/26 (Call 07/01/24)(b) | 20 | 19,438 | ||||||
6.50%, 10/15/28 (Call 10/15/26)(b)(c) | 30 | 27,604 | ||||||
Elastic NV, 4.13%, 07/15/29 (Call 07/15/24)(b) | 35 | 31,353 | ||||||
Electronic Arts Inc. | ||||||||
1.85%, 02/15/31 (Call 11/15/30) | 80 | 64,687 | ||||||
2.95%, 02/15/51 (Call 08/15/50) | 55 | 35,257 | ||||||
4.80%, 03/01/26 (Call 12/01/25) | 37 | 36,696 | ||||||
Fair Isaac Corp. | ||||||||
4.00%, 06/15/28 (Call 06/17/24)(b) | 55 | 51,004 | ||||||
5.25%, 05/15/26 (Call 02/15/26)(b) | 30 | 29,628 | ||||||
Fidelity National Information Services Inc. | ||||||||
1.15%, 03/01/26 (Call 02/01/26) | 105 | 97,465 | ||||||
1.65%, 03/01/28 (Call 01/01/28) | 30 | 26,328 | ||||||
3.10%, 03/01/41 (Call 09/01/40) | 71 | 50,662 | ||||||
4.50%, 08/15/46 (Call 02/15/46) | 25 | 20,527 | ||||||
5.10%, 07/15/32 (Call 04/15/32) | 70 | 68,999 | ||||||
Fiserv Inc. | ||||||||
2.25%, 06/01/27 (Call 04/01/27) | 140 | 128,354 | ||||||
2.65%, 06/01/30 (Call 03/01/30) | 99 | 85,490 | ||||||
3.20%, 07/01/26 (Call 05/01/26) | 164 | 157,047 |
32
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Software (continued) | ||||||||
3.50%, 07/01/29 (Call 04/01/29) | $ | 145 | $ | 133,756 | ||||
3.85%, 06/01/25 (Call 03/01/25) | 82 | 80,529 | ||||||
4.20%, 10/01/28 (Call 07/01/28) | 55 | 52,616 | ||||||
4.40%, 07/01/49 (Call 01/01/49) | 132 | 107,499 | ||||||
5.63%, 08/21/33 (Call 05/21/33) | 130 | 130,654 | ||||||
Intuit Inc. | ||||||||
0.95%, 07/15/25 (Call 06/15/25) | 52 | 49,518 | ||||||
1.35%, 07/15/27 (Call 05/15/27) | 37 | 33,133 | ||||||
1.65%, 07/15/30 (Call 04/15/30) | 112 | 92,043 | ||||||
5.20%, 09/15/33 (Call 06/15/33) | 50 | 49,913 | ||||||
5.25%, 09/15/26 (Call 08/15/26) | 60 | 60,270 | ||||||
5.50%, 09/15/53 (Call 03/15/53) | 70 | 69,809 | ||||||
MicroStrategy Inc., 6.13%, 06/15/28 (Call 06/15/24)(b) | 30 | 28,679 | ||||||
Open Text Corp. | ||||||||
3.88%, 02/15/28 (Call 07/02/24)(b) | 50 | 45,934 | ||||||
3.88%, 12/01/29 (Call 12/01/24)(b) | 50 | 44,048 | ||||||
Open Text Holdings Inc. | ||||||||
4.13%, 02/15/30 (Call 02/15/25)(b) | 55 | 48,856 | ||||||
4.13%, 12/01/31 (Call 12/01/26)(b) | 37 | 31,833 | ||||||
PTC Inc., 4.00%, 02/15/28 (Call 07/01/24)(b) | 30 | 27,970 | ||||||
Rackspace Finance LLC, 3.50%, 05/15/28 | ||||||||
(Call 09/12/25)(b) | 15 | 6,069 | ||||||
RingCentral Inc., 8.50%, 08/15/30 (Call 08/15/26)(b) | 25 | 26,161 | ||||||
Roper Technologies Inc. | ||||||||
1.00%, 09/15/25 (Call 08/15/25) | 65 | 61,380 | ||||||
1.40%, 09/15/27 (Call 07/15/27) | 75 | 66,361 | ||||||
1.75%, 02/15/31 (Call 11/15/30) | 116 | 92,866 | ||||||
2.00%, 06/30/30 (Call 03/30/30) | 65 | 53,980 | ||||||
2.95%, 09/15/29 (Call 06/15/29) | 55 | 49,092 | ||||||
3.80%, 12/15/26 (Call 09/15/26) | 89 | 85,853 | ||||||
3.85%, 12/15/25 (Call 09/15/25) | 37 | 36,148 | ||||||
4.20%, 09/15/28 (Call 06/15/28) | 40 | 38,500 | ||||||
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) | 135 | 108,635 | ||||||
Twilio Inc. | ||||||||
3.63%, 03/15/29 (Call 06/11/24) | 30 | 26,835 | ||||||
3.88%, 03/15/31 (Call 03/15/26) | 30 | 26,176 | ||||||
VMware LLC | ||||||||
1.40%, 08/15/26 (Call 07/15/26) | 45 | 41,194 | ||||||
1.80%, 08/15/28 (Call 06/15/28) | 50 | 43,381 | ||||||
2.20%, 08/15/31 (Call 05/15/31) | 120 | 96,359 | ||||||
3.90%, 08/21/27 (Call 05/21/27) | 112 | 107,018 | ||||||
4.65%, 05/15/27 (Call 03/15/27) | 92 | 90,220 | ||||||
4.70%, 05/15/30 (Call 02/15/30) | 82 | 78,770 | ||||||
Workday Inc. | ||||||||
3.50%, 04/01/27 (Call 03/01/27) | 65 | 62,118 | ||||||
3.70%, 04/01/29 (Call 02/01/29) | 10 | 9,359 | ||||||
3.80%, 04/01/32 (Call 01/01/32) | 70 | 62,792 | ||||||
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., | ||||||||
3.88%, 02/01/29 (Call 06/11/24)(b) | 40 | 35,676 | ||||||
4,257,440 | ||||||||
Telecommunications — 1.4% | ||||||||
America Movil SAB de CV | ||||||||
4.38%, 04/22/49 (Call 10/22/48) | 40 | 33,662 | ||||||
6.13%, 03/30/40 | 210 | 217,660 | ||||||
6.38%, 03/01/35 | 110 | 117,534 | ||||||
Bell Telephone Co. of Canada or Bell Canada | ||||||||
3.65%, 08/15/52 (Call 02/15/52) | 55 | 39,498 | ||||||
4.30%, 07/29/49 (Call 01/29/49) | 30 | 24,336 | ||||||
4.46%, 04/01/48 (Call 10/01/47) | 75 | 62,462 | ||||||
5.10%, 05/11/33 (Call 02/11/33) | 10 | 9,730 | ||||||
5.20%, 02/15/34 (Call 11/15/33) | 80 | 77,933 |
Security | Par (000) | Value | ||||||
Telecommunications (continued) | ||||||||
5.55%, 02/15/54 (Call 08/15/53) | $ | 55 | $ | 53,011 | ||||
Series US-4, 3.65%, 03/17/51 (Call 09/17/50) | 40 | 28,766 | ||||||
Series US-6, 3.20%, 02/15/52 (Call 08/15/51) | 45 | 29,512 | ||||||
Ciena Corp., 4.00%, 01/31/30 (Call 01/31/25)(b)(c) | 25 | 22,478 | ||||||
CommScope Inc. | ||||||||
4.75%, 09/01/29 (Call 09/01/24)(b) | 75 | 53,050 | ||||||
6.00%, 03/01/26 (Call 07/01/24)(b) | 90 | 80,340 | ||||||
7.13%, 07/01/28 (Call 07/01/24)(b) | 40 | 16,094 | ||||||
8.25%, 03/01/27 (Call 07/01/24)(b) | 55 | 25,563 | ||||||
CommScope Technologies LLC | ||||||||
5.00%, 03/15/27 (Call 06/11/24)(b) | 40 | 17,084 | ||||||
6.00%, 06/15/25 (Call 06/11/24)(b) | 74 | 60,814 | ||||||
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, | ||||||||
10/01/26 (Call 06/14/24)(b) | 60 | 56,692 | ||||||
Consolidated Communications Inc. | ||||||||
5.00%, 10/01/28 (Call 06/11/24)(b) | 25 | 20,533 | ||||||
6.50%, 10/01/28 (Call 06/11/24)(b) | 40 | 33,800 | ||||||
Corning Inc. | ||||||||
3.90%, 11/15/49 (Call 05/15/49) | 37 | 27,899 | ||||||
4.38%, 11/15/57 (Call 05/15/57) | 42 | 32,701 | ||||||
4.70%, 03/15/37 | 14 | 12,776 | ||||||
4.75%, 03/15/42 | 35 | 30,921 | ||||||
5.35%, 11/15/48 (Call 05/15/48) | 36 | 33,607 | ||||||
5.45%, 11/15/79 (Call 05/19/79) | 60 | 55,016 | ||||||
5.75%, 08/15/40 | 21 | 20,704 | ||||||
5.85%, 11/15/68 (Call 05/15/68) | 20 | 19,543 | ||||||
Frontier Communications Holdings LLC | ||||||||
5.00%, 05/01/28 (Call 07/01/24)(b) | 110 | 102,745 | ||||||
5.88%, 10/15/27 (Call 07/01/24)(b) | 65 | 63,308 | ||||||
5.88%, 11/01/29 (Call 11/01/24) | 45 | 38,796 | ||||||
6.00%, 01/15/30 (Call 10/15/24)(b)(c) | 60 | 51,997 | ||||||
6.75%, 05/01/29 (Call 07/01/24)(b) | 60 | 54,734 | ||||||
8.63%, 03/15/31 (Call 03/15/26)(b) | 95 | 97,394 | ||||||
8.75%, 05/15/30 (Call 05/15/25)(b) | 70 | 72,491 | ||||||
HKT Capital No. 5 Ltd., 3.25%, 09/30/29(d) | 200 | 180,849 | ||||||
Intelsat Jackson Holdings SA, 6.50%, 03/15/30 | ||||||||
(Call 03/15/25)(b) | 170 | 160,334 | ||||||
Juniper Networks Inc. | ||||||||
1.20%, 12/10/25 (Call 11/10/25) | 47 | 43,983 | ||||||
2.00%, 12/10/30 (Call 09/10/30) | 27 | 21,624 | ||||||
3.75%, 08/15/29 (Call 05/15/29) | 45 | 41,851 | ||||||
5.95%, 03/15/41 | 25 | 25,039 | ||||||
Level 3 Financing Inc. | ||||||||
3.88%, 10/15/30 (Call 03/22/25)(b) | 45 | 24,721 | ||||||
4.00%, 04/15/31 (Call 03/22/25)(b)(c) | 45 | 24,561 | ||||||
4.50%, 04/01/30 (Call 03/22/26)(b)(c) | 60 | 34,355 | ||||||
4.88%, 06/15/29 (Call 03/22/26)(b) | 50 | 29,997 | ||||||
10.50%, 04/15/29 (Call 03/22/27)(b)(c) | 40 | 39,910 | ||||||
10.50%, 05/15/30 (Call 05/15/26)(b) | 57 | 56,839 | ||||||
10.75%, 12/15/30 (Call 03/22/27)(b)(c) | 45 | 45,034 | ||||||
11.00%, 11/15/29 (Call 03/22/27)(b) | 95 | 96,909 | ||||||
Lumen Technologies Inc. | ||||||||
4.13%, 04/15/29 (Call 07/01/24)(b) | 23 | 15,262 | ||||||
4.13%, 04/15/30 (Call 07/01/24)(b)(c) | 23 | 15,034 | ||||||
4.50%, 01/15/29 (Call 06/11/24)(b) | 10 | 2,985 | ||||||
5.38%, 06/15/29 (Call 06/15/24)(b) | 15 | 4,668 | ||||||
Series G, 6.88%, 01/15/28(c) | 12 | 5,064 | ||||||
Series P, 7.60%, 09/15/39(c) | 20 | 6,686 | ||||||
Series U, 7.65%, 03/15/42 | 15 | 4,765 | ||||||
Millicom International Cellular SA, 6.25%, 03/25/29 | ||||||||
(Call 06/10/24)(d) | 180 | 174,978 |
33
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Telecommunications (continued) | ||||||||
Nokia OYJ | ||||||||
4.38%, 06/12/27 | $ | 30 | $ | 29,179 | ||||
6.63%, 05/15/39 | 30 | 29,045 | ||||||
Ooredoo International Finance Ltd., 2.63%, | ||||||||
04/08/31(d) | 200 | 170,810 | ||||||
Qwest Corp., 7.25%, 09/15/25 | 15 | 14,729 | ||||||
Rogers Communications Inc. | ||||||||
2.90%, 11/15/26 (Call 08/15/26) | 74 | 69,617 | ||||||
3.63%, 12/15/25 (Call 09/15/25) | 105 | 101,868 | ||||||
3.80%, 03/15/32 (Call 12/15/31) | 110 | 97,607 | ||||||
4.30%, 02/15/48 (Call 08/15/47) | 80 | 63,065 | ||||||
4.35%, 05/01/49 (Call 11/01/48) | 76 | 60,227 | ||||||
4.50%, 03/15/42 (Call 09/15/41) | 50 | 42,194 | ||||||
4.50%, 03/15/43 (Call 09/15/42) | 45 | 37,759 | ||||||
4.55%, 03/15/52 (Call 09/15/51) | 105 | 85,470 | ||||||
5.00%, 03/15/44 (Call 09/15/43) | 90 | 80,541 | ||||||
5.25%, 03/15/82 (Call 03/15/27), | ||||||||
(5-year CMT + 3.590%)(a)(b) | 45 | 43,296 | ||||||
5.30%, 02/15/34 (Call 11/15/33) | 70 | 68,225 | ||||||
5.45%, 10/01/43 (Call 04/01/43) | 65 | 61,298 | ||||||
7.50%, 08/15/38 | 35 | 40,163 | ||||||
SES Global Americas Holdings Inc., 5.30%, | ||||||||
03/25/44(b) | 20 | 14,721 | ||||||
Telecom Italia Capital SA | ||||||||
6.00%, 09/30/34(c) | 60 | 50,926 | ||||||
6.38%, 11/15/33(c) | 60 | 53,191 | ||||||
7.20%, 07/18/36(c) | 60 | 54,526 | ||||||
7.72%, 06/04/38(c) | 60 | 54,882 | ||||||
TELUS Corp. | ||||||||
2.80%, 02/16/27 (Call 11/16/26) | 37 | 34,605 | ||||||
3.40%, 05/13/32 (Call 02/13/32) | 50 | 43,231 | ||||||
3.70%, 09/15/27 (Call 06/15/27) | 70 | 66,611 | ||||||
4.30%, 06/15/49 (Call 12/15/48) | 30 | 23,643 | ||||||
4.60%, 11/16/48 (Call 05/16/48) | 50 | 41,730 | ||||||
U.S. Cellular Corp., 6.70%, 12/15/33 | 35 | 36,929 | ||||||
Verizon Communications Inc. | ||||||||
0.85%, 11/20/25 (Call 10/20/25) | 121 | 113,392 | ||||||
1.45%, 03/20/26 (Call 02/20/26) | 55 | 51,401 | ||||||
1.50%, 09/18/30 (Call 06/18/30) | 87 | 70,349 | ||||||
1.68%, 10/30/30 (Call 07/30/30) | 60 | 48,382 | ||||||
1.75%, 01/20/31 (Call 10/20/30) | 120 | 96,338 | ||||||
2.10%, 03/22/28 (Call 01/22/28) | 219 | 196,207 | ||||||
2.36%, 03/15/32 (Call 12/15/31) | 281 | 228,074 | ||||||
2.55%, 03/21/31 (Call 12/21/30) | 194 | 163,552 | ||||||
2.63%, 08/15/26 | 170 | 160,925 | ||||||
2.65%, 11/20/40 (Call 05/20/40) | 159 | 109,646 | ||||||
2.85%, 09/03/41 (Call 03/03/41) | 65 | 45,538 | ||||||
2.88%, 11/20/50 (Call 05/20/50) | 140 | 88,115 | ||||||
2.99%, 10/30/56 (Call 04/30/56) | 215 | 130,968 | ||||||
3.00%, 03/22/27 (Call 01/22/27) | 202 | 190,766 | ||||||
3.00%, 11/20/60 (Call 05/20/60)(c) | 112 | 66,949 | ||||||
3.15%, 03/22/30 (Call 12/22/29) | 84 | 75,273 | ||||||
3.40%, 03/22/41 (Call 09/22/40) | 212 | 162,028 | ||||||
3.55%, 03/22/51 (Call 09/22/50) | 239 | 170,968 | ||||||
3.70%, 03/22/61 (Call 09/22/60) | 235 | 165,254 | ||||||
3.85%, 11/01/42 (Call 05/01/42) | 45 | 35,920 | ||||||
3.88%, 02/08/29 (Call 11/08/28) | 94 | 89,034 | ||||||
3.88%, 03/01/52 (Call 09/01/51) | 65 | 49,164 | ||||||
4.00%, 03/22/50 (Call 09/22/49) | 69 | 53,805 | ||||||
4.02%, 12/03/29 (Call 09/03/29) | 263 | 248,153 | ||||||
4.13%, 03/16/27 | 269 | 262,024 |
Security | Par (000) | Value | ||||||
Telecommunications (continued) | ||||||||
4.13%, 08/15/46 | $ | 60 | $ | 48,628 | ||||
4.33%, 09/21/28 | 200 | 193,826 | ||||||
4.40%, 11/01/34 (Call 05/01/34) | 147 | 135,539 | ||||||
4.50%, 08/10/33 | 161 | 150,977 | ||||||
4.52%, 09/15/48 | 105 | 89,760 | ||||||
4.67%, 03/15/55 | 40 | 34,500 | ||||||
4.75%, 11/01/41 | 47 | 43,069 | ||||||
4.81%, 03/15/39 | 79 | 72,984 | ||||||
4.86%, 08/21/46 | 125 | 113,958 | ||||||
5.01%, 04/15/49(c) | 50 | 47,489 | ||||||
5.01%, 08/21/54 | 45 | 40,855 | ||||||
5.25%, 03/16/37 | 65 | 63,841 | ||||||
5.50%, 03/16/47 | 32 | 32,071 | ||||||
5.50%, 02/23/54 (Call 08/23/53) | 60 | 58,383 | ||||||
5.85%, 09/15/35 | 27 | 27,916 | ||||||
6.40%, 09/15/33 | 17 | 18,501 | ||||||
6.55%, 09/15/43 | 42 | 46,351 | ||||||
7.75%, 12/01/30 | 55 | 62,398 | ||||||
Viasat Inc., 7.50%, 05/30/31 (Call 05/30/26)(b)(c) | 50 | 34,025 | ||||||
ViaSat Inc. | ||||||||
5.63%, 04/15/27 (Call 06/11/24)(b) | 100 | 89,500 | ||||||
6.50%, 07/15/28 (Call 07/01/24)(b)(c) | 25 | 18,617 | ||||||
Viavi Solutions Inc., 3.75%, 10/01/29 | ||||||||
(Call 10/01/24)(b) | 25 | 20,745 | ||||||
Windstream Escrow LLC/Windstream Escrow Finance | ||||||||
Corp., 7.75%, 08/15/28 (Call 07/01/24)(b) | 80 | 75,299 | ||||||
9,012,177 | ||||||||
Toys, Games & Hobbies — 0.0% | ||||||||
Hasbro Inc. | ||||||||
3.50%, 09/15/27 (Call 06/15/27) | 15 | 14,077 | ||||||
3.55%, 11/19/26 (Call 09/19/26) | 55 | 52,357 | ||||||
3.90%, 11/19/29 (Call 08/19/29) | 95 | 87,011 | ||||||
5.10%, 05/15/44 (Call 11/15/43)(c) | 25 | 21,535 | ||||||
6.35%, 03/15/40 | 40 | 40,835 | ||||||
215,815 | ||||||||
Transportation — 0.2% | ||||||||
AP Moller - Maersk A/S | ||||||||
4.50%, 06/20/29 (Call 03/20/29)(b) | 50 | 48,544 | ||||||
5.88%, 09/14/33 (Call 06/14/33)(b) | 45 | 45,581 | ||||||
Cargo Aircraft Management Inc., 4.75%, 02/01/28 | ||||||||
(Call 06/17/24)(b)(c) | 35 | 32,099 | ||||||
CH Robinson Worldwide Inc., 4.20%, 04/15/28 | ||||||||
(Call 01/15/28) | 55 | 53,069 | ||||||
JB Hunt Transport Services Inc., 3.88%, 03/01/26 | ||||||||
(Call 01/01/26) | 70 | 68,280 | ||||||
MTR Corp. Ltd., 1.63%, 08/19/30(d) | 200 | 164,882 | ||||||
RXO Inc., 7.50%, 11/15/27 (Call 11/15/24)(b) | 20 | 20,588 | ||||||
Ryder System Inc. | ||||||||
2.85%, 03/01/27 (Call 02/01/27) | 70 | 65,681 | ||||||
2.90%, 12/01/26 (Call 10/01/26) | 50 | 47,096 | ||||||
3.35%, 09/01/25 (Call 08/01/25) | 50 | 48,614 | ||||||
4.63%, 06/01/25 (Call 05/01/25) | 57 | 56,394 | ||||||
5.25%, 06/01/28 (Call 05/01/28) | 50 | 50,073 | ||||||
5.38%, 03/15/29 (Call 02/15/29) | 5 | 5,014 | ||||||
6.30%, 12/01/28 (Call 11/01/28) | 15 | 15,573 | ||||||
6.60%, 12/01/33 (Call 09/01/33) | 60 | 63,924 | ||||||
SF Holding Investment 2021 Ltd., 3.13%, 11/17/31(d) | 200 | 173,897 | ||||||
XPO CNW Inc., 6.70%, 05/01/34 | 20 | 21,170 | ||||||
XPO Inc. | ||||||||
6.25%, 06/01/28 (Call 06/01/25)(b) | 55 | 54,992 |
34
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Transportation (continued) | ||||||||
7.13%, 06/01/31 (Call 06/01/26)(b) | $ | 50 | $ | 50,927 | ||||
7.13%, 02/01/32 (Call 02/01/27)(b) | 45 | 45,838 | ||||||
1,132,236 | ||||||||
Trucking & Leasing — 0.1% | ||||||||
AerCap Global Aviation Trust, 6.50%, 06/15/45 | ||||||||
(Call 06/15/25), (3-mo. SOFR + 4.562%)(a)(b) | 30 | 29,925 | ||||||
GATX Corp. | ||||||||
1.90%, 06/01/31 (Call 03/01/31) | 50 | 39,535 | ||||||
3.10%, 06/01/51 (Call 12/01/50) | 45 | 28,132 | ||||||
3.25%, 09/15/26 (Call 06/15/26) | 30 | 28,580 | ||||||
3.50%, 03/15/28 (Call 12/15/27) | 25 | 23,382 | ||||||
3.85%, 03/30/27 (Call 12/30/26) | 30 | 28,763 | ||||||
4.00%, 06/30/30 (Call 03/30/30) | 65 | 60,040 | ||||||
4.55%, 11/07/28 (Call 08/07/28)(c) | 20 | 19,465 | ||||||
4.70%, 04/01/29 (Call 01/01/29) | 35 | 34,163 | ||||||
5.20%, 03/15/44 (Call 09/15/43) | 25 | 22,866 | ||||||
6.05%, 03/15/34 (Call 12/15/33) | 60 | 60,991 | ||||||
375,842 | ||||||||
Water — 0.1% | ||||||||
American Water Capital Corp. | ||||||||
2.80%, 05/01/30 (Call 02/01/30) | 65 | 56,895 | ||||||
2.95%, 09/01/27 (Call 06/01/27) | 5 | 4,678 | ||||||
3.45%, 06/01/29 (Call 03/01/29) | 52 | 48,141 | ||||||
3.45%, 05/01/50 (Call 11/01/49) | 39 | 27,516 | ||||||
3.75%, 09/01/28 (Call 06/01/28) | 45 | 42,760 | ||||||
3.75%, 09/01/47 (Call 03/01/47) | 31 | 23,491 | ||||||
4.00%, 12/01/46 (Call 06/01/46) | 25 | 19,881 | ||||||
4.15%, 06/01/49 (Call 12/01/48) | 37 | 29,751 | ||||||
4.20%, 09/01/48 (Call 03/01/48) | 30 | 24,448 | ||||||
4.30%, 12/01/42 (Call 06/01/42) | 52 | 44,344 | ||||||
4.30%, 09/01/45 (Call 03/01/45) | 20 | 16,873 | ||||||
4.45%, 06/01/32 (Call 03/01/32) | 50 | 47,603 | ||||||
5.15%, 03/01/34 (Call 12/01/33) | 15 | 14,811 | ||||||
5.45%, 03/01/54 (Call 09/01/53) | 50 | 48,254 | ||||||
6.59%, 10/15/37 | 55 | 60,524 | ||||||
509,970 | ||||||||
Total Corporate Bonds & Notes — 31.0% | ||||||||
(Cost: $207,945,507) | 192,096,226 | |||||||
Foreign Government Obligations(g) | ||||||||
Argentina — 0.2% | ||||||||
Argentina Bonar Bond | ||||||||
0.75%, 07/09/30(h) | 355 | 195,255 | ||||||
1.00%, 07/09/29 | 60 | 33,568 | ||||||
4.13%, 07/09/35(h) | 470 | 203,057 | ||||||
4.88%, 07/09/41(h) | 50 | 20,291 | ||||||
5.00%, 01/09/38(h) | 190 | 85,452 | ||||||
Argentine Republic Government International Bond | ||||||||
1.00%, 07/09/29 (Call 07/01/24)(c) | 100 | 58,254 | ||||||
1.75%, 07/09/30 (Call 07/01/24)(c)(h) | 420 | 239,041 | ||||||
4.13%, 07/09/35 (Call 07/01/24)(h) | 420 | 184,506 | ||||||
4.13%, 07/09/46 (Call 07/01/24)(h) | 55 | 24,954 | ||||||
4.88%, 07/09/41 (Call 07/01/24)(h) | 225 | 92,575 | ||||||
5.00%, 01/09/38 (Call 07/01/24)(c)(h) | 285 | 135,622 | ||||||
1,272,575 | ||||||||
Brazil — 0.1% | ||||||||
Brazilian Government International Bond | ||||||||
5.63%, 01/07/41 | 300 | 264,489 | ||||||
7.13%, 01/20/37 | 225 | 236,775 |
Security | Par (000) | Value | ||||||
Brazil (continued) | ||||||||
8.25%, 01/20/34 | $ | 200 | $ | 228,668 | ||||
10.13%, 05/15/27(c) | 120 | 135,500 | ||||||
865,432 | ||||||||
Canada — 0.9% | ||||||||
Canada Government International Bond | ||||||||
0.75%, 05/19/26 | 170 | 156,903 | ||||||
3.75%, 04/26/28 | 160 | 154,785 | ||||||
4.63%, 04/30/29 | 150 | 150,134 | ||||||
CDP Financial Inc. | ||||||||
0.88%, 06/10/25(b) | 60 | 57,391 | ||||||
1.00%, 05/26/26(b) | 50 | 46,196 | ||||||
4.25%, 07/25/28(b) | 255 | 249,233 | ||||||
CPPIB Capital Inc. | ||||||||
0.88%, 09/09/26(b) | 5 | 4,564 | ||||||
4.25%, 07/20/28(b) | 250 | 244,967 | ||||||
Export Development Canada | ||||||||
3.38%, 08/26/25 | 5 | 4,895 | ||||||
3.88%, 02/14/28 | 420 | 408,086 | ||||||
4.13%, 02/13/29 | 220 | 215,388 | ||||||
Ontario Teachers’ Finance Trust | ||||||||
1.25%, 09/27/30(b) | 250 | 201,120 | ||||||
2.00%, 04/16/31(b) | 250 | 208,077 | ||||||
Province of Alberta Canada | ||||||||
1.30%, 07/22/30 | 115 | 93,891 | ||||||
2.05%, 08/17/26(b) | 100 | 93,904 | ||||||
3.30%, 03/15/28 | 100 | 94,692 | ||||||
4.50%, 01/24/34 | 50 | 48,541 | ||||||
Province of British Columbia Canada | ||||||||
0.90%, 07/20/26 | 155 | 142,285 | ||||||
1.30%, 01/29/31(c) | 70 | 56,474 | ||||||
2.25%, 06/02/26 | 55 | 52,141 | ||||||
4.20%, 07/06/33 | 105 | 99,887 | ||||||
4.80%, 11/15/28 | 100 | 100,120 | ||||||
4.90%, 04/24/29 | 100 | 100,595 | ||||||
7.25%, 09/01/36 | 20 | 23,938 | ||||||
Province of Manitoba Canada | ||||||||
1.50%, 10/25/28 | 50 | 43,534 | ||||||
2.13%, 06/22/26 | 245 | 231,104 | ||||||
Province of New Brunswick Canada, 3.63%, 02/24/28 | 20 | 19,072 | ||||||
Province of Ontario Canada | ||||||||
0.63%, 01/21/26 | 166 | 154,408 | ||||||
1.05%, 04/14/26 | 10 | 9,294 | ||||||
1.05%, 05/21/27 | 110 | 98,593 | ||||||
1.13%, 10/07/30 | 105 | 84,166 | ||||||
1.60%, 02/25/31 | 75 | 61,406 | ||||||
1.80%, 10/14/31 | 120 | 97,962 | ||||||
2.00%, 10/02/29 | 45 | 39,145 | ||||||
2.13%, 01/21/32 | 60 | 49,874 | ||||||
2.30%, 06/15/26 | 70 | 66,347 | ||||||
2.50%, 04/27/26 | 120 | 114,489 | ||||||
3.10%, 05/19/27 | 90 | 85,701 | ||||||
4.20%, 01/18/29 | 125 | 122,047 | ||||||
Province of Quebec Canada | ||||||||
0.60%, 07/23/25 | 215 | 203,976 | ||||||
2.50%, 04/20/26 | 90 | 85,933 | ||||||
2.75%, 04/12/27 | 63 | 59,503 | ||||||
3.63%, 04/13/28 | 300 | 287,677 | ||||||
4.50%, 04/03/29 | 100 | 98,867 | ||||||
4.50%, 09/08/33 | 105 | 102,101 | ||||||
Series PD, 7.50%, 09/15/29 | 110 | 123,589 |
35
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Canada (continued) | ||||||||
PSP Capital Inc. | ||||||||
1.00%, 06/29/26(b) | $ | 10 | $ | 9,213 | ||||
1.63%, 10/26/28(b) | 5 | 4,375 | ||||||
5,260,583 | ||||||||
Chile — 0.2% | ||||||||
Chile Government International Bond | ||||||||
3.24%, 02/06/28 (Call 11/06/27) | 200 | 186,646 | ||||||
3.50%, 01/25/50 (Call 07/25/49) | 200 | 142,415 | ||||||
3.63%, 10/30/42 | 200 | 152,865 | ||||||
3.86%, 06/21/47 | 200 | 154,270 | ||||||
4.00%, 01/31/52 (Call 07/31/51) | 200 | 153,890 | ||||||
4.95%, 01/05/36 (Call 10/05/35) | 200 | 190,580 | ||||||
980,666 | ||||||||
Colombia — 0.1% | ||||||||
Colombia Government International Bond | ||||||||
4.50%, 03/15/29 (Call 12/15/28) | 200 | 181,346 | ||||||
6.13%, 01/18/41 | 300 | 250,558 | ||||||
7.38%, 09/18/37 | 300 | 291,010 | ||||||
722,914 | ||||||||
Costa Rica — 0.0% | ||||||||
Costa Rica Government International Bond, 6.55%, | ||||||||
04/03/34 (Call 01/03/34)(d) | 200 | 204,692 | ||||||
Denmark — 0.0% | ||||||||
Kommunekredit, 0.50%, 01/28/26(d) | 200 | 185,562 | ||||||
Finland — 0.1% | ||||||||
Finland Government International Bond, 6.95%, | ||||||||
02/15/26 | 110 | 112,864 | ||||||
Kuntarahoitus OYJ, 4.88%, 01/13/27(b) | 200 | 199,919 | ||||||
312,783 | ||||||||
France — 0.3% | ||||||||
Agence Francaise de Developpement EPIC, 4.50%, | ||||||||
03/05/29(d) | 200 | 197,585 | ||||||
Caisse d’Amortissement de la Dette Sociale | ||||||||
0.38%, 09/23/25(b) | 365 | 342,975 | ||||||
1.00%, 10/21/30(b) | 5 | 3,990 | ||||||
1.38%, 01/20/31(b) | 325 | 263,841 | ||||||
3.75%, 05/24/28(b) | 310 | 298,637 | ||||||
4.00%, 01/25/26(b) | 10 | 9,826 | ||||||
4.25%, 01/24/27(b) | 400 | 393,910 | ||||||
4.63%, 11/02/25(b) | 200 | 198,439 | ||||||
4.88%, 09/19/26(b) | 200 | 199,736 | ||||||
1,908,939 | ||||||||
Germany — 0.0% | ||||||||
State of North Rhine-Westphalia Germany, 1.00%, | ||||||||
04/21/26(d) | 100 | 92,778 | ||||||
Hong Kong — 0.1% | ||||||||
Airport Authority | ||||||||
1.75%, 01/12/27 (Call 12/12/26)(b) | 200 | 184,037 | ||||||
2.63%, 02/04/51 (Call 08/04/50)(b) | 200 | 125,930 | ||||||
Hong Kong Government International Bond | ||||||||
1.38%, 02/02/31(b) | 200 | 163,362 | ||||||
4.00%, 06/07/33(b) | 200 | 191,063 | ||||||
664,392 | ||||||||
Hungary — 0.1% | ||||||||
Hungary Government International Bond | ||||||||
2.13%, 09/22/31(d) | 200 | 157,168 | ||||||
6.25%, 09/22/32(d) | 200 | 204,846 |
Security | Par (000) | Value | ||||||
Hungary (continued) | ||||||||
7.63%, 03/29/41 | $ | 166 | $ | 187,553 | ||||
Magyar Export-Import Bank Zrt, 6.13%, 12/04/27 | ||||||||
(Call 11/04/27)(d) | 200 | 200,967 | ||||||
750,534 | ||||||||
Indonesia — 0.4% | ||||||||
Indonesia Government International Bond | ||||||||
2.85%, 02/14/30 | 200 | 176,308 | ||||||
3.05%, 03/12/51 | 200 | 134,236 | ||||||
3.20%, 09/23/61 (Call 03/23/61) | 200 | 126,299 | ||||||
4.35%, 01/11/48 | 200 | 168,447 | ||||||
4.55%, 01/11/28 (Call 12/11/27) | 200 | 195,010 | ||||||
4.65%, 09/20/32 (Call 06/20/32) | 200 | 191,112 | ||||||
4.85%, 01/11/33 (Call 10/11/32) | 200 | 194,163 | ||||||
5.10%, 02/10/54 (Call 08/10/53) | 400 | 372,769 | ||||||
5.25%, 01/17/42(d) | 200 | 195,030 | ||||||
6.75%, 01/15/44(d) | 200 | 229,232 | ||||||
Perusahaan Penerbit SBSN Indonesia III | ||||||||
2.55%, 06/09/31(d) | 200 | 168,265 | ||||||
4.15%, 03/29/27(d) | 200 | 194,422 | ||||||
4.40%, 06/06/27(d) | 200 | 195,440 | ||||||
4.70%, 06/06/32(d) | 200 | 193,356 | ||||||
2,734,089 | ||||||||
Israel — 0.2% | ||||||||
Israel Government International Bond | ||||||||
2.88%, 03/16/26 | 200 | 189,418 | ||||||
5.50%, 03/12/34 | 200 | 191,398 | ||||||
5.75%, 03/12/54 | 200 | 180,938 | ||||||
State of Israel | ||||||||
3.38%, 01/15/50 | 400 | 254,953 | ||||||
3.80%, 05/13/60(d) | 200 | 130,507 | ||||||
947,214 | ||||||||
Italy — 0.1% | ||||||||
Republic of Italy Government International Bond | ||||||||
2.88%, 10/17/29 | 220 | 193,272 | ||||||
3.88%, 05/06/51 | 50 | 34,380 | ||||||
5.38%, 06/15/33 | 170 | 165,886 | ||||||
393,538 | ||||||||
Japan — 0.3% | ||||||||
Development Bank of Japan Inc. | ||||||||
1.00%, 08/27/30(b) | 5 | 3,985 | ||||||
4.50%, 01/30/34(b) | 200 | 195,110 | ||||||
Japan Bank for International Cooperation | ||||||||
0.63%, 07/15/25 | 200 | 189,717 | ||||||
1.25%, 01/21/31 | 110 | 88,114 | ||||||
1.63%, 01/20/27 | 200 | 183,624 | ||||||
1.88%, 04/15/31 | 200 | 166,347 | ||||||
2.13%, 02/16/29 | 115 | 102,079 | ||||||
2.25%, 11/04/26 | 20 | 18,737 | ||||||
2.38%, 04/20/26 | 10 | 9,502 | ||||||
2.75%, 11/16/27 | 15 | 13,977 | ||||||
2.88%, 06/01/27 | 280 | 264,070 | ||||||
3.25%, 07/20/28 | 20 | 18,809 | ||||||
4.25%, 01/26/26 | 200 | 196,941 | ||||||
4.25%, 04/27/26 | 5 | 4,919 | ||||||
4.63%, 07/19/28 | 220 | 218,119 | ||||||
Japan International Cooperation Agency | ||||||||
1.00%, 07/22/30(c) | 40 | 31,850 | ||||||
2.13%, 10/20/26 | 46 | 42,996 | ||||||
4.00%, 05/23/28 | 200 | 193,310 | ||||||
1,942,206 |
36
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Kazakhstan — 0.0% | ||||||||
Kazakhstan Government International Bond, 4.88%, | ||||||||
10/14/44(d) | $ | 200 | $ | 190,405 | ||||
Malaysia — 0.0% | ||||||||
Malaysia Sovereign Sukuk Bhd, 4.24%, 04/22/45(d) | 200 | 178,595 | ||||||
Netherlands — 0.1% | ||||||||
BNG Bank NV | ||||||||
0.50%, 11/24/25(b) | 20 | 18,688 | ||||||
3.50%, 05/19/28(b) | 305 | 291,207 | ||||||
4.25%, 01/25/29(b) | 200 | 196,276 | ||||||
Nederlandse Waterschapsbank NV | ||||||||
1.00%, 05/28/30(b) | 45 | 36,320 | ||||||
4.00%, 06/01/28(b) | 205 | 199,323 | ||||||
741,814 | ||||||||
Norway — 0.1% | ||||||||
Kommunalbanken AS | ||||||||
1.13%, 10/26/26(b) | 15 | 13,723 | ||||||
1.13%, 06/14/30(b) | 200 | 161,844 | ||||||
4.25%, 01/24/29(b) | 200 | 196,214 | ||||||
371,781 | ||||||||
Panama — 0.2% | ||||||||
Panama Government International Bond | ||||||||
3.16%, 01/23/30 (Call 10/23/29) | 200 | 166,680 | ||||||
4.50%, 05/15/47 (Call 11/15/46) | 400 | 273,887 | ||||||
4.50%, 04/16/50 (Call 10/16/49) | 200 | 132,795 | ||||||
6.70%, 01/26/36 | 220 | 211,293 | ||||||
8.00%, 03/01/38 (Call 12/01/37) | 200 | 209,484 | ||||||
8.88%, 09/30/27 | 35 | 37,660 | ||||||
9.38%, 04/01/29 | 100 | 111,092 | ||||||
1,142,891 | ||||||||
Paraguay — 0.0% | ||||||||
Paraguay Government International Bond, 3.85%, | ||||||||
06/28/33 (Call 03/28/33)(d) | 200 | 172,531 | ||||||
Peru — 0.1% | ||||||||
Peruvian Government International Bond | ||||||||
1.86%, 12/01/32 (Call 09/01/32) | 100 | 74,618 | ||||||
2.39%, 01/23/26 (Call 12/23/25) | 70 | 66,286 | ||||||
2.78%, 01/23/31 (Call 10/23/30) | 145 | 122,323 | ||||||
2.78%, 12/01/60 (Call 06/01/60) | 60 | 33,048 | ||||||
3.00%, 01/15/34 (Call 10/15/33) | 100 | 80,157 | ||||||
3.30%, 03/11/41 (Call 09/11/40) | 60 | 43,664 | ||||||
3.55%, 03/10/51 (Call 09/10/50) | 75 | 52,152 | ||||||
3.60%, 01/15/72 (Call 07/15/71) | 35 | 22,115 | ||||||
5.63%, 11/18/50 | 90 | 86,671 | ||||||
6.55%, 03/14/37 | 70 | 73,754 | ||||||
8.75%, 11/21/33 | 100 | 120,038 | ||||||
774,826 | ||||||||
Poland — 0.2% | ||||||||
Bank Gospodarstwa Krajowego, 6.25%, 10/31/28(d) | 200 | 206,491 | ||||||
Republic of Poland Government International Bond | ||||||||
3.25%, 04/06/26 | 90 | 87,161 | ||||||
4.88%, 10/04/33 (Call 07/04/33) | 90 | 86,963 | ||||||
5.13%, 09/18/34 (Call 06/18/34) | 100 | 97,508 | ||||||
5.50%, 11/16/27 (Call 08/16/27) | 50 | 50,769 | ||||||
5.50%, 04/04/53 (Call 10/04/52) | 155 | 150,196 | ||||||
5.50%, 03/18/54 (Call 09/18/53) | 200 | 192,385 | ||||||
5.75%, 11/16/32 (Call 08/16/32) | 50 | 51,570 | ||||||
923,043 |
Security | Par (000) | Value | ||||||
Qatar — 0.3% | ||||||||
Qatar Government International Bond | ||||||||
3.75%, 04/16/30(d) | $ | 200 | $ | 188,389 | ||||
4.00%, 03/14/29(d) | 200 | 192,375 | ||||||
4.40%, 04/16/50(d) | 200 | 171,434 | ||||||
4.50%, 04/23/28(d) | 200 | 196,848 | ||||||
4.63%, 06/02/46(d) | 200 | 180,030 | ||||||
4.82%, 03/14/49(d) | 200 | 182,596 | ||||||
5.10%, 04/23/48(d) | 200 | 190,597 | ||||||
5.75%, 01/20/42(b) | 200 | 209,100 | ||||||
1,511,369 | ||||||||
Romania — 0.1% | ||||||||
Romanian Government International Bond | ||||||||
3.00%, 02/27/27(d) | 50 | 46,327 | ||||||
3.00%, 02/14/31(d) | 100 | 82,869 | ||||||
3.63%, 03/27/32(d) | 66 | 55,584 | ||||||
4.00%, 02/14/51(d) | 130 | 89,638 | ||||||
5.13%, 06/15/48(d) | 50 | 41,967 | ||||||
5.25%, 11/25/27(d) | 50 | 48,974 | ||||||
6.00%, 05/25/34(d) | 50 | 48,893 | ||||||
6.13%, 01/22/44(c)(d) | 50 | 47,493 | ||||||
6.38%, 01/30/34(d) | 200 | 199,540 | ||||||
7.13%, 01/17/33(d) | 40 | 42,067 | ||||||
703,352 | ||||||||
South Africa — 0.1% | ||||||||
Republic of South Africa Government | ||||||||
International Bond | ||||||||
4.88%, 04/14/26 | 200 | 193,326 | ||||||
5.65%, 09/27/47 | 200 | 144,341 | ||||||
6.25%, 03/08/41 | 225 | 184,800 | ||||||
522,467 | ||||||||
South Korea — 0.1% | ||||||||
Korea Development Bank (The), 1.25%, 06/03/25(d) | 400 | 384,212 | ||||||
Korea International Bond, 1.75%, 10/15/31 | 200 | 163,303 | ||||||
Korea Mine Rehabilitation & Mineral Resources Corp., | ||||||||
5.13%, 05/08/29(d) | 200 | 197,986 | ||||||
745,501 | ||||||||
Supranational — 1.8% | ||||||||
Africa Finance Corp., 4.38%, 04/17/26(d) | 200 | 193,236 | ||||||
African Development Bank | ||||||||
0.88%, 03/23/26 | 215 | 199,861 | ||||||
0.88%, 07/22/26 | 245 | 225,109 | ||||||
4.38%, 11/03/27 | 160 | 158,095 | ||||||
4.38%, 03/14/28 | 40 | 39,516 | ||||||
4.63%, 01/04/27 | 50 | 49,768 | ||||||
Council of Europe Development Bank | ||||||||
0.88%, 09/22/26 | 210 | 191,797 | ||||||
4.13%, 01/24/29 | 55 | 53,858 | ||||||
Council Of Europe Development Bank, 3.75%, | ||||||||
05/25/26 | 20 | 19,548 | ||||||
European Bank for Reconstruction & Development | ||||||||
0.50%, 11/25/25 | 85 | 79,500 | ||||||
4.13%, 01/25/29 | 180 | 176,250 | ||||||
4.25%, 03/13/34 | 100 | 97,022 | ||||||
European Investment Bank | ||||||||
0.00%, 11/06/26(i) | 10 | 8,905 | ||||||
0.38%, 12/15/25 | 180 | 167,697 | ||||||
0.38%, 03/26/26 | 285 | 262,590 | ||||||
0.63%, 07/25/25 | 120 | 113,996 | ||||||
0.63%, 10/21/27 | 45 | 39,323 | ||||||
0.75%, 10/26/26 | 280 | 254,548 |
37
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Supranational (continued) | ||||||||
0.75%, 09/23/30 | $ | 65 | $ | 51,556 | ||||
0.88%, 05/17/30 | 99 | 80,008 | ||||||
1.25%, 02/14/31 | 75 | 60,875 | ||||||
1.38%, 03/15/27 | 120 | 109,542 | ||||||
1.63%, 10/09/29 | 60 | 51,673 | ||||||
1.63%, 05/13/31 | 5 | 4,143 | ||||||
1.75%, 03/15/29 | 10 | 8,785 | ||||||
2.13%, 04/13/26 | 155 | 147,392 | ||||||
2.38%, 05/24/27 | 235 | 219,959 | ||||||
3.25%, 11/15/27 | 40 | 38,177 | ||||||
3.75%, 02/14/33 | 250 | 235,443 | ||||||
3.88%, 03/15/28 | 205 | 199,419 | ||||||
4.00%, 02/15/29 | 510 | 496,893 | ||||||
4.13%, 02/13/34 | 300 | 288,685 | ||||||
4.38%, 03/19/27 | 200 | 197,962 | ||||||
4.88%, 02/15/36 | 105 | 106,813 | ||||||
European Stability Mechanism, 0.38%, 09/10/25(b) | 215 | 202,483 | ||||||
Inter-American Development Bank | ||||||||
0.63%, 07/15/25 | 105 | 99,834 | ||||||
0.63%, 09/16/27 | 90 | 78,872 | ||||||
0.88%, 04/20/26 | 330 | 306,007 | ||||||
1.13%, 07/20/28 | 50 | 43,477 | ||||||
1.13%, 01/13/31 | 215 | 172,623 | ||||||
1.50%, 01/13/27 | 150 | 137,992 | ||||||
2.00%, 06/02/26 | 75 | 70,829 | ||||||
2.00%, 07/23/26 | 185 | 174,226 | ||||||
2.25%, 06/18/29 | 161 | 144,051 | ||||||
2.38%, 07/07/27 | 100 | 93,206 | ||||||
3.13%, 09/18/28 | 219 | 206,115 | ||||||
3.20%, 08/07/42 | 5 | 3,956 | ||||||
3.50%, 09/14/29 | 205 | 194,375 | ||||||
3.50%, 04/12/33 | 100 | 91,837 | ||||||
3.88%, 10/28/41 | 75 | 65,360 | ||||||
4.00%, 01/12/28 | 100 | 97,669 | ||||||
4.13%, 02/15/29 | 25 | 24,495 | ||||||
4.38%, 02/01/27 | 45 | 44,539 | ||||||
4.38%, 01/24/44 | 29 | 26,845 | ||||||
International Bank for Reconstruction & Development | ||||||||
0.38%, 07/28/25 | 215 | 203,586 | ||||||
0.50%, 10/28/25 | 280 | 262,735 | ||||||
0.65%, 02/10/26 (Call 08/10/24) | 5 | 4,613 | ||||||
0.75%, 11/24/27(c) | 209 | 182,804 | ||||||
0.75%, 08/26/30 | 151 | 119,803 | ||||||
0.85%, 02/10/27 (Call 08/10/24) | 30 | 26,476 | ||||||
0.88%, 07/15/26 | 55 | 50,627 | ||||||
0.88%, 05/14/30 | 169 | 136,490 | ||||||
1.13%, 09/13/28 | 380 | 328,838 | ||||||
1.25%, 02/10/31 | 176 | 142,274 | ||||||
1.38%, 04/20/28 | 215 | 190,141 | ||||||
1.63%, 11/03/31 | 240 | 195,504 | ||||||
1.75%, 10/23/29 | 275 | 237,840 | ||||||
1.88%, 10/27/26 | 273 | 254,886 | ||||||
2.50%, 07/29/25 | 387 | 375,547 | ||||||
2.50%, 11/22/27 | 110 | 102,367 | ||||||
3.13%, 11/20/25 | 50 | 48,628 | ||||||
3.13%, 06/15/27 | 160 | 152,826 | ||||||
3.50%, 07/12/28 | 205 | 196,397 | ||||||
3.88%, 02/14/30 | 85 | 81,922 | ||||||
4.00%, 01/10/31 | 300 | 289,651 | ||||||
4.75%, 11/14/33 | 245 | 247,796 | ||||||
4.75%, 02/15/35 | 25 | 24,994 |
Security | Par (000) | Value | ||||||
Supranational (continued) | ||||||||
Nordic Investment Bank | ||||||||
0.38%, 09/11/25 | $ | 365 | $ | 343,755 | ||||
4.25%, 02/28/29 | 200 | 196,839 | ||||||
4.38%, 03/14/28 | 15 | 14,821 | ||||||
11,318,895 | ||||||||
Sweden — 0.1% | ||||||||
Svensk Exportkredit AB | ||||||||
0.50%, 08/26/25 | 215 | 202,821 | ||||||
2.25%, 03/22/27 | 200 | 186,166 | ||||||
4.13%, 06/14/28 | 35 | 34,140 | ||||||
4.88%, 10/04/30 | 60 | 60,263 | ||||||
483,390 | ||||||||
United Arab Emirates — 0.3% | ||||||||
Abu Dhabi Government International Bond | ||||||||
1.70%, 03/02/31(d) | 200 | 163,230 | ||||||
1.88%, 09/15/31(d) | 200 | 162,803 | ||||||
2.50%, 09/30/29(d) | 200 | 177,363 | ||||||
3.13%, 10/11/27(d) | 200 | 188,155 | ||||||
3.13%, 09/30/49(d) | 200 | 136,767 | ||||||
3.88%, 04/16/50(d) | 200 | 156,107 | ||||||
4.13%, 10/11/47(d) | 200 | 164,324 | ||||||
5.50%, 04/30/54(b) | 200 | 199,467 | ||||||
Dubai DOF Sukuk Ltd., 2.76%, 09/09/30(d) | 200 | 179,500 | ||||||
Finance Department Government of Sharjah, 3.63%, | ||||||||
03/10/33(d) | 200 | 167,119 | ||||||
UAE International Government Bond, 2.88%, | ||||||||
10/19/41(d) | 400 | 287,922 | ||||||
1,982,757 | ||||||||
United Kingdom — 0.0% | ||||||||
Bank of England Euro Note | ||||||||
4.50%, 03/05/27(b) | 85 | 84,383 | ||||||
4.63%, 03/06/26(b) | 20 | 19,866 | ||||||
104,249 | ||||||||
Uruguay — 0.1% | ||||||||
Uruguay Government International Bond | ||||||||
4.13%, 11/20/45 | 50 | 43,009 | ||||||
4.38%, 01/23/31 (Call 10/23/30) | 90 | 87,037 | ||||||
4.98%, 04/20/55 | 98 | 88,791 | ||||||
5.10%, 06/18/50 | 154 | 144,034 | ||||||
7.63%, 03/21/36 | 100 | 118,516 | ||||||
7.88%, 01/15/33, (7.88% PIK)(c)(e) | 85 | 100,151 | ||||||
581,538 | ||||||||
Total Foreign Government Obligations — 6.7% | ||||||||
(Cost: $44,943,848) | 41,688,301 | |||||||
U.S. Government & Agency Obligations | ||||||||
Mortgage-Backed Securities — 22.7% | ||||||||
Federal Home Loan Mortgage Corp. | ||||||||
3.00%, 05/01/29 | 348 | 336,262 | ||||||
4.00%, 01/01/48 | 34 | 31,497 | ||||||
Federal Home Loan Mortgage Corp. Multifamily | ||||||||
Structured Pass-Through Certificates | ||||||||
Series K043, Class A2, 3.06%, 12/25/24 | ||||||||
(Call 01/25/25) | 73 | 72,254 | ||||||
Series K048, Class A2, 3.28%, 06/25/25 | ||||||||
(Call 08/25/25), (1-day SOFR + 2.127%)(a) | 100 | 97,954 | ||||||
Series K058, Class A2, 2.65%, 08/25/26 | ||||||||
(Call 09/25/26) | 75 | 71,128 |
38
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
Series K064, Class A2, 3.22%, 03/25/27 | ||||||||
(Call 05/25/27) | $ | 100 | $ | 95,368 | ||||
Series K070, Class A2, 3.30%, 11/25/27 | ||||||||
(Call 12/25/27)(a) | 200 | 189,615 | ||||||
Series K115, Class A2, 1.38%, 06/25/30 | ||||||||
(Call 07/25/30) | 50 | 40,882 | ||||||
Series K131, Class A2, 1.85%, 07/25/31 | ||||||||
(Call 09/25/31) | 1,000 | 819,519 | ||||||
Series K735, Class A2, 2.86%, 05/25/26 | ||||||||
(Call 06/25/26) | 681 | 653,337 | ||||||
Series K739, Class A2, 1.34%, 09/25/27 | ||||||||
(Call 09/25/27) | 180 | 161,557 | ||||||
Federal National Mortgage Association | ||||||||
Series 2017-M3, Class A2, 2.46%, 12/25/26(a) | 147 | 137,926 | ||||||
Series 2018-M12, Class A2, 3.63%, 08/25/30, | ||||||||
(1-day SOFR + 2.127%)(a) | 50 | 46,480 | ||||||
Series 2021-M13, Class A2, 1.60%, 04/25/31, | ||||||||
(1-day SOFR + 2.127%)(a) | 340 | 274,406 | ||||||
Series 2021-M17, Class A2, 1.71%, 07/25/31, | ||||||||
(1-day SOFR + 2.127%)(a) | 250 | 202,438 | ||||||
Series 2022-M1, Class A2, 1.67%, 10/25/31, | ||||||||
(1-day SOFR + 2.127%)(a) | 490 | 391,784 | ||||||
Government National Mortgage Association | ||||||||
2.00%, 08/20/50 | 152 | 122,521 | ||||||
2.00%, 11/20/50 | 407 | 327,510 | ||||||
2.00%, 12/20/50 | 2,932 | 2,356,986 | ||||||
2.00%, 01/20/51 | 3,996 | 3,211,622 | ||||||
2.00%, 02/20/51 | 1,548 | 1,242,105 | ||||||
2.00%, 10/20/51 | 1,920 | 1,541,025 | ||||||
2.00%, 12/20/51 | 376 | 301,953 | ||||||
2.50%, 10/20/50 | 492 | 411,014 | ||||||
2.50%, 01/20/51 | 175 | 146,021 | ||||||
2.50%, 05/20/51 | 1,934 | 1,614,709 | ||||||
2.50%, 08/20/51 | 116 | 96,471 | ||||||
2.50%, 11/20/51 | 3,286 | 2,739,783 | ||||||
2.50%, 12/20/51 | 828 | 690,087 | ||||||
2.50%, 02/20/52 | 1,713 | 1,427,750 | ||||||
2.50%, 08/20/52 | 338 | 281,845 | ||||||
2.50%, 06/15/54(j) | 175 | 145,852 | ||||||
3.00%, 03/20/45 | 30 | 26,547 | ||||||
3.00%, 12/20/45 | 4 | 3,155 | ||||||
3.00%, 01/20/46 | 4 | 3,156 | ||||||
3.00%, 03/20/46 | 242 | 211,815 | ||||||
3.00%, 05/20/46 | 2 | 1,935 | ||||||
3.00%, 08/20/46 | 10 | 8,375 | ||||||
3.00%, 09/20/46 | 87 | 76,192 | ||||||
3.00%, 04/20/49 | 45 | 39,049 | ||||||
3.00%, 10/15/49 | 30 | 26,057 | ||||||
3.00%, 12/20/49 | 971 | 844,001 | ||||||
3.00%, 01/20/50 | 136 | 118,627 | ||||||
3.00%, 02/20/50 | 339 | 294,598 | ||||||
3.00%, 07/20/50 | 113 | 98,078 | ||||||
3.00%, 12/20/50 | 156 | 135,374 | ||||||
3.00%, 08/20/51 | 1,015 | 878,408 | ||||||
3.00%, 09/20/51 | 861 | 743,998 | ||||||
3.00%, 10/20/51 | 567 | 490,217 | ||||||
3.00%, 11/20/51 | 131 | 113,656 | ||||||
3.00%, 12/20/51 | 423 | 365,361 | ||||||
3.00%, 02/20/52 | 869 | 750,891 | ||||||
3.50%, 10/20/42 | 706 | 644,343 | ||||||
3.50%, 05/20/47 | 399 | 359,858 |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
3.50%, 09/20/47 | $ | 762 | $ | 686,386 | ||||
3.50%, 02/20/48 | 138 | 124,573 | ||||||
3.50%, 03/20/49 | 338 | 304,159 | ||||||
3.50%, 09/20/49 | 211 | 189,128 | ||||||
3.50%, 10/20/49 | 141 | 126,650 | ||||||
3.50%, 12/20/49 | 59 | 53,043 | ||||||
3.50%, 01/20/50 | 315 | 282,814 | ||||||
3.50%, 01/20/52 | 883 | 788,164 | ||||||
3.50%, 02/20/52 | 312 | 278,196 | ||||||
3.50%, 06/15/54(j) | 200 | 178,465 | ||||||
4.00%, 02/20/49 | 743 | 690,845 | ||||||
4.00%, 01/20/50 | 43 | 39,644 | ||||||
4.00%, 07/20/52 | 87 | 80,451 | ||||||
4.00%, 08/20/52 | 320 | 294,147 | ||||||
4.00%, 09/20/52 | 738 | 677,987 | ||||||
4.00%, 12/20/52 | 211 | 193,986 | ||||||
4.00%, 06/15/54(j) | 675 | 620,441 | ||||||
4.50%, 07/20/41 | 171 | 166,339 | ||||||
4.50%, 09/20/48 | 85 | 80,980 | ||||||
4.50%, 01/20/49 | 168 | 160,532 | ||||||
4.50%, 06/20/53 | 636 | 600,620 | ||||||
4.50%, 06/15/54(j) | 1,350 | 1,276,351 | ||||||
5.00%, 07/20/52 | 46 | 44,949 | ||||||
5.00%, 09/20/52 | 470 | 456,729 | ||||||
5.00%, 12/20/52 | 366 | 355,363 | ||||||
5.00%, 01/20/53 | 231 | 224,607 | ||||||
5.00%, 04/20/53 | 139 | 135,028 | ||||||
5.00%, 06/15/54(j) | 1,090 | 1,057,869 | ||||||
5.50%, 12/20/52 | 663 | 658,131 | ||||||
5.50%, 01/20/53 | 68 | 67,119 | ||||||
5.50%, 04/20/53 | 267 | 265,058 | ||||||
5.50%, 06/20/53 | 185 | 183,598 | ||||||
5.50%, 07/20/53 | 246 | 245,255 | ||||||
5.50%, 06/15/54(j) | 550 | 545,559 | ||||||
6.00%, 09/20/53 | 143 | 143,585 | ||||||
6.00%, 10/20/53 | 215 | 216,231 | ||||||
6.00%, 01/20/54 | 93 | 93,777 | ||||||
6.00%, 06/15/54(j) | 1,525 | 1,534,337 | ||||||
6.50%, 12/20/53 | 49 | 49,869 | ||||||
6.50%, 02/20/54 | 50 | 50,352 | ||||||
6.50%, 06/15/54(j) | 1,450 | 1,471,826 | ||||||
Uniform Mortgage-Backed Securities | ||||||||
1.50%, 03/01/36 | 153 | 130,241 | ||||||
1.50%, 10/01/36 | 60 | 50,987 | ||||||
1.50%, 02/01/37 | 1,226 | 1,041,749 | ||||||
1.50%, 03/01/37 | 1,229 | 1,043,579 | ||||||
1.50%, 03/01/37(b) | 313 | 265,625 | ||||||
1.50%, 04/01/37 | 119 | 101,466 | ||||||
1.50%, 08/01/37 | 105 | 89,063 | ||||||
1.50%, 06/15/39(j) | 200 | 169,605 | ||||||
1.50%, 11/01/50 | 429 | 316,181 | ||||||
1.50%, 03/01/51 | 611 | 449,703 | ||||||
1.50%, 04/01/51 | 450 | 331,227 | ||||||
1.50%, 05/01/51 | 866 | 637,190 | ||||||
1.50%, 07/01/51 | 1,545 | 1,136,766 | ||||||
2.00%, 12/01/35 | 43 | 37,761 | ||||||
2.00%, 02/01/36 | 712 | 627,105 | ||||||
2.00%, 03/01/36 | 139 | 122,384 | ||||||
2.00%, 04/01/36 | 51 | 44,359 | ||||||
2.00%, 05/01/36 | 30 | 26,398 | ||||||
2.00%, 06/01/36 | 562 | 492,922 |
39
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
2.00%, 08/01/36 | $ | 382 | $ | 335,154 | ||||
2.00%, 09/01/36 | 684 | 599,653 | ||||||
2.00%, 10/01/36 | 223 | 195,804 | ||||||
2.00%, 11/01/36 | 199 | 174,758 | ||||||
2.00%, 12/01/36 | 430 | 377,079 | ||||||
2.00%, 01/01/37 | 586 | 513,976 | ||||||
2.00%, 02/01/37 | 725 | 634,902 | ||||||
2.00%, 04/01/37 | 1,877 | 1,642,184 | ||||||
2.00%, 05/01/37 | 285 | 248,388 | ||||||
2.00%, 06/01/37 | 610 | 532,322 | ||||||
2.00%, 06/15/39(j) | 225 | 196,501 | ||||||
2.00%, 07/01/50 | 250 | 195,149 | ||||||
2.00%, 08/01/50 | 794 | 622,420 | ||||||
2.00%, 09/01/50 | 326 | 253,910 | ||||||
2.00%, 10/01/50 | 744 | 579,843 | ||||||
2.00%, 11/01/50 | 1,648 | 1,282,051 | ||||||
2.00%, 12/01/50 | 56 | 43,723 | ||||||
2.00%, 01/01/51 | 684 | 532,883 | ||||||
2.00%, 02/01/51 | 381 | 295,806 | ||||||
2.00%, 03/01/51 | 2,093 | 1,626,943 | ||||||
2.00%, 04/01/51 | 1,260 | 978,843 | ||||||
2.00%, 05/01/51 | 1,042 | 810,647 | ||||||
2.00%, 06/01/51 | 800 | 623,776 | ||||||
2.00%, 07/01/51 | 602 | 468,549 | ||||||
2.00%, 08/01/51 | 1,932 | 1,497,442 | ||||||
2.00%, 10/01/51 | 2,728 | 2,123,269 | ||||||
2.00%, 11/01/51 | 2,279 | 1,770,881 | ||||||
2.00%, 12/01/51 | 2,628 | 2,054,399 | ||||||
2.00%, 01/01/52 | 2,609 | 2,024,315 | ||||||
2.00%, 02/01/52 | 426 | 329,083 | ||||||
2.00%, 03/01/52 | 44 | 34,147 | ||||||
2.00%, 06/15/54(j) | 1,175 | 906,295 | ||||||
2.50%, 07/01/32 | 317 | 295,141 | ||||||
2.50%, 11/01/34 | 36 | 32,540 | ||||||
2.50%, 10/01/35 | 102 | 92,680 | ||||||
2.50%, 03/01/36 | 81 | 73,673 | ||||||
2.50%, 05/01/36 | 438 | 392,951 | ||||||
2.50%, 06/01/36 | 81 | 72,724 | ||||||
2.50%, 07/01/36 | 316 | 283,556 | ||||||
2.50%, 08/01/36 | 86 | 77,474 | ||||||
2.50%, 04/01/37 | 314 | 283,225 | ||||||
2.50%, 05/01/37 | 344 | 309,664 | ||||||
2.50%, 06/01/37 | 344 | 309,545 | ||||||
2.50%, 06/15/39(j) | 750 | 673,632 | ||||||
2.50%, 10/01/50 | 94 | 77,700 | ||||||
2.50%, 11/01/50 | 1,236 | 1,010,379 | ||||||
2.50%, 12/01/50 | 285 | 231,726 | ||||||
2.50%, 01/01/51 | 282 | 228,686 | ||||||
2.50%, 03/01/51 | 504 | 411,152 | ||||||
2.50%, 04/01/51 | 131 | 106,119 | ||||||
2.50%, 07/01/51 | 375 | 305,893 | ||||||
2.50%, 08/01/51 | 1,426 | 1,170,531 | ||||||
2.50%, 09/01/51 | 1,548 | 1,263,911 | ||||||
2.50%, 10/01/51 | 1,062 | 862,166 | ||||||
2.50%, 11/01/51 | 2,310 | 1,873,837 | ||||||
2.50%, 12/01/51 | 3,276 | 2,670,010 | ||||||
2.50%, 01/01/52 | 2,954 | 2,396,955 | ||||||
2.50%, 02/01/52 | 435 | 354,429 | ||||||
2.50%, 03/01/52 | 1,321 | 1,068,237 | ||||||
2.50%, 04/01/52 | 1,721 | 1,403,307 | ||||||
2.50%, 06/15/54(j) | 600 | 484,409 |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
3.00%, 03/01/30 | $ | 76 | $ | 72,797 | ||||
3.00%, 09/01/34 | 362 | 336,547 | ||||||
3.00%, 03/01/35 | 33 | 30,887 | ||||||
3.00%, 07/01/35 | 25 | 23,125 | ||||||
3.00%, 06/15/39(j) | 1,100 | 1,011,520 | ||||||
3.00%, 11/01/46 | 88 | 76,118 | ||||||
3.00%, 04/01/48 | 567 | 498,777 | ||||||
3.00%, 11/01/48 | 115 | 99,734 | ||||||
3.00%, 02/01/49 | 813 | 704,191 | ||||||
3.00%, 12/01/49 | 1,137 | 976,633 | ||||||
3.00%, 08/01/50 | 165 | 141,778 | ||||||
3.00%, 10/01/50 | 245 | 206,893 | ||||||
3.00%, 01/01/51 | 71 | 61,017 | ||||||
3.00%, 04/01/51 | 76 | 63,969 | ||||||
3.00%, 07/01/51 | 1,043 | 888,064 | ||||||
3.00%, 08/01/51 | 405 | 342,386 | ||||||
3.00%, 11/01/51 | 64 | 54,478 | ||||||
3.00%, 01/01/52 | 1,204 | 1,023,317 | ||||||
3.00%, 02/01/52 | 439 | 371,535 | ||||||
3.00%, 04/01/52 | 4,377 | 3,705,762 | ||||||
3.00%, 05/01/52 | 895 | 756,707 | ||||||
3.00%, 06/15/54(j) | 125 | 105,096 | ||||||
3.50%, 02/01/34 | 99 | 94,487 | ||||||
3.50%, 06/15/39(j) | 575 | 540,455 | ||||||
3.50%, 07/01/45 | 1,602 | 1,438,854 | ||||||
3.50%, 07/01/47 | 56 | 50,153 | ||||||
3.50%, 09/01/47 | 576 | 514,537 | ||||||
3.50%, 10/01/47 | 302 | 269,680 | ||||||
3.50%, 11/01/47 | 75 | 66,980 | ||||||
3.50%, 02/01/48 | 355 | 317,109 | ||||||
3.50%, 02/01/49 | 57 | 51,724 | ||||||
3.50%, 03/01/49 | 228 | 204,085 | ||||||
3.50%, 06/01/49 | 336 | 299,993 | ||||||
3.50%, 08/01/49 | 65 | 58,176 | ||||||
3.50%, 12/01/49 | 304 | 267,332 | ||||||
3.50%, 02/01/51 | 1,603 | 1,423,739 | ||||||
3.50%, 10/01/51 | 709 | 633,512 | ||||||
3.50%, 06/01/52 | 891 | 787,671 | ||||||
3.50%, 07/01/52 | 307 | 271,837 | ||||||
3.50%, 06/15/54(j) | 625 | 547,937 | ||||||
3.50%, 07/15/54(j) | 125 | 109,631 | ||||||
4.00%, 08/01/37 | 30 | 28,797 | ||||||
4.00%, 09/01/37 | 44 | 41,946 | ||||||
4.00%, 11/01/37 | 59 | 56,708 | ||||||
4.00%, 02/01/38 | 31 | 30,019 | ||||||
4.00%, 05/01/38 | 27 | 26,203 | ||||||
4.00%, 11/01/38 | 17 | 16,713 | ||||||
4.00%, 06/15/39(j) | 600 | 575,248 | ||||||
4.00%, 09/01/47 | 37 | 34,457 | ||||||
4.00%, 05/01/48 | 1,115 | 1,027,574 | ||||||
4.00%, 09/01/48 | 332 | 305,756 | ||||||
4.00%, 03/01/49 | 169 | 155,557 | ||||||
4.00%, 07/01/49 | 679 | 625,572 | ||||||
4.00%, 08/01/49 | 243 | 224,001 | ||||||
4.00%, 04/01/50 | 510 | 469,272 | ||||||
4.00%, 05/01/50 | 239 | 219,289 | ||||||
4.00%, 03/01/51 | 1,184 | 1,090,600 | ||||||
4.00%, 05/01/52 | 498 | 453,258 | ||||||
4.00%, 06/01/52 | 648 | 589,460 | ||||||
4.00%, 08/01/52 | 588 | 534,957 | ||||||
4.00%, 06/15/54(j) | 750 | 680,590 |
40
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
Mortgage-Backed Securities (continued) | ||||||||
4.50%, 04/01/49 | $ | 77 | $ | 73,585 | ||||
4.50%, 09/01/50 | 378 | 359,847 | ||||||
4.50%, 10/01/50 | 137 | 129,634 | ||||||
4.50%, 05/01/52 | 152 | 144,151 | ||||||
4.50%, 06/01/52 | 727 | 681,592 | ||||||
4.50%, 09/01/52 | 1,028 | 964,668 | ||||||
4.50%, 10/01/52 | 1,852 | 1,742,382 | ||||||
4.50%, 11/01/52 | 42 | 39,468 | ||||||
4.50%, 12/01/52 | 320 | 302,504 | ||||||
4.50%, 08/01/53 | 38 | 35,387 | ||||||
4.50%, 06/15/54(j) | 100 | 93,634 | ||||||
5.00%, 09/01/49 | 26 | 25,056 | ||||||
5.00%, 08/01/52 | 113 | 109,476 | ||||||
5.00%, 09/01/52 | 266 | 258,011 | ||||||
5.00%, 10/01/52 | 395 | 381,881 | ||||||
5.00%, 11/01/52 | 340 | 329,558 | ||||||
5.00%, 12/01/52 | 291 | 282,044 | ||||||
5.00%, 01/01/53 | 816 | 787,604 | ||||||
5.00%, 03/01/53 | 91 | 88,458 | ||||||
5.00%, 04/01/53 | 234 | 225,612 | ||||||
5.00%, 06/01/53 | 192 | 185,402 | ||||||
5.00%, 06/15/54(j) | 1,975 | 1,900,671 | ||||||
5.50%, 09/01/52 | 112 | 111,975 | ||||||
5.50%, 11/01/52 | 161 | 160,013 | ||||||
5.50%, 12/01/52 | 620 | 614,807 | ||||||
5.50%, 01/01/53 | 712 | 708,094 | ||||||
5.50%, 02/01/53 | 320 | 315,900 | ||||||
5.50%, 03/01/53 | 187 | 185,921 | ||||||
5.50%, 04/01/53 | 153 | 151,656 | ||||||
5.50%, 05/01/53 | 636 | 626,109 | ||||||
5.50%, 06/01/53 | 44 | 43,471 | ||||||
5.50%, 06/15/54(j) | 2,305 | 2,267,610 | ||||||
6.00%, 01/01/53 | 72 | 72,708 | ||||||
6.00%, 06/01/53 | 83 | 83,963 | ||||||
6.00%, 07/01/53 | 220 | 219,766 | ||||||
6.00%, 08/01/53 | 329 | 333,046 | ||||||
6.00%, 09/01/53 | 433 | 435,351 | ||||||
6.00%, 11/01/53 | 628 | 631,143 | ||||||
6.00%, 12/01/53 | 191 | 192,013 | ||||||
6.00%, 02/01/54 | 117 | 117,517 | ||||||
6.00%, 06/15/54(j) | 1,775 | 1,777,438 | ||||||
6.50%, 10/01/53 | 52 | 52,563 | ||||||
6.50%, 11/01/53 | 62 | 63,665 | ||||||
6.50%, 12/01/53 | 597 | 611,430 | ||||||
6.50%, 01/01/54 | 405 | 415,230 | ||||||
6.50%, 02/01/54 | 496 | 510,481 | ||||||
6.50%, 06/15/54(j) | 1,675 | 1,702,423 | ||||||
140,872,271 | ||||||||
U.S. Government Obligations — 36.8% | ||||||||
U.S. Treasury Note/Bond | ||||||||
0.25%, 05/31/25 | 1,250 | 1,190,625 | ||||||
0.25%, 06/30/25 | 1,150 | 1,091,781 | ||||||
0.25%, 07/31/25 | 1,200 | 1,134,984 | ||||||
0.25%, 08/31/25 | 300 | 282,621 | ||||||
0.25%, 09/30/25 | 1,280 | 1,201,650 | ||||||
0.25%, 10/31/25 | 1,300 | 1,215,855 | ||||||
0.38%, 04/30/25 | 1,590 | 1,522,301 | ||||||
0.38%, 11/30/25 | 1,000 | 933,867 | ||||||
0.38%, 12/31/25 | 1,560 | 1,451,531 | ||||||
0.38%, 01/31/26 | 3,370 | 3,124,885 | ||||||
0.38%, 09/30/27 | 1,100 | 957,258 |
Security | Par (000) | Value | ||||||
U.S. Government Obligations (continued) | ||||||||
0.50%, 02/28/26 | $ | 800 | $ | 741,188 | ||||
0.50%, 05/31/27 | 1,000 | 884,687 | ||||||
0.50%, 08/31/27 | 780 | 683,780 | ||||||
0.50%, 10/31/27 | 230 | 200,405 | ||||||
0.63%, 07/31/26 | 2,000 | 1,829,687 | ||||||
0.63%, 11/30/27 | 700 | 610,859 | ||||||
0.63%, 12/31/27 | 1,445 | 1,257,150 | ||||||
0.63%, 05/15/30 | 115 | 91,964 | ||||||
0.63%, 08/15/30 | 2,050 | 1,624,145 | ||||||
0.75%, 03/31/26 | 300 | 278,414 | ||||||
0.75%, 04/30/26 | 1,400 | 1,295,547 | ||||||
0.75%, 08/31/26 | 600 | 548,672 | ||||||
0.75%, 01/31/28 | 1,700 | 1,481,789 | ||||||
0.88%, 06/30/26 | 2,300 | 2,122,109 | ||||||
0.88%, 09/30/26 | 1,900 | 1,738,500 | ||||||
0.88%, 11/15/30 | 1,190 | 951,442 | ||||||
1.00%, 07/31/28 | 2,100 | 1,819,617 | ||||||
1.13%, 10/31/26 | 1,100 | 1,009,422 | ||||||
1.13%, 02/28/27 | 700 | 636,289 | ||||||
1.13%, 02/29/28 | 2,130 | 1,878,394 | ||||||
1.13%, 08/31/28 | 2,400 | 2,085,750 | ||||||
1.13%, 02/15/31 | 1,015 | 820,723 | ||||||
1.13%, 05/15/40 | 2,000 | 1,211,562 | ||||||
1.13%, 08/15/40 | 1,590 | 954,000 | ||||||
1.25%, 11/30/26 | 1,900 | 1,744,883 | ||||||
1.25%, 12/31/26 | 1,700 | 1,558,289 | ||||||
1.25%, 03/31/28 | 2,550 | 2,253,961 | ||||||
1.25%, 04/30/28 | 1,400 | 1,234,844 | ||||||
1.25%, 05/31/28 | 1,600 | 1,407,750 | ||||||
1.25%, 06/30/28 | 1,660 | 1,457,169 | ||||||
1.25%, 09/30/28 | 1,700 | 1,482,320 | ||||||
1.25%, 08/15/31 | 1,950 | 1,564,875 | ||||||
1.25%, 05/15/50 | 1,055 | 513,818 | ||||||
1.38%, 10/31/28 | 1,970 | 1,722,980 | ||||||
1.38%, 12/31/28 | 1,400 | 1,219,422 | ||||||
1.38%, 11/15/31 | 1,950 | 1,567,922 | ||||||
1.38%, 11/15/40 | 1,480 | 921,300 | ||||||
1.38%, 08/15/50 | 1,440 | 724,275 | ||||||
1.50%, 08/15/26 | 1,400 | 1,303,750 | ||||||
1.50%, 01/31/27 | 2,000 | 1,840,469 | ||||||
1.50%, 11/30/28 | 1,300 | 1,141,055 | ||||||
1.63%, 05/15/26 | 1,650 | 1,550,678 | ||||||
1.63%, 10/31/26 | 600 | 557,438 | ||||||
1.63%, 05/15/31 | 1,800 | 1,494,844 | ||||||
1.63%, 11/15/50 | 1,600 | 860,750 | ||||||
1.75%, 03/15/25(c) | 910 | 885,793 | ||||||
1.75%, 01/31/29 | 2,800 | 2,476,469 | ||||||
1.75%, 08/15/41 | 1,820 | 1,186,981 | ||||||
1.88%, 02/28/27 | 1,000 | 927,812 | ||||||
1.88%, 02/28/29 | 1,050 | 932,613 | ||||||
1.88%, 02/15/32 | 2,150 | 1,785,844 | ||||||
1.88%, 02/15/41 | 1,350 | 911,883 | ||||||
1.88%, 02/15/51 | 1,770 | 1,016,091 | ||||||
1.88%, 11/15/51 | 1,570 | 895,391 | ||||||
2.00%, 08/15/25 | 1,100 | 1,060,426 | ||||||
2.00%, 11/15/26 | 2,000 | 1,873,750 | ||||||
2.00%, 11/15/41 | 1,300 | 881,156 | ||||||
2.00%, 02/15/50 | 900 | 538,031 | ||||||
2.00%, 08/15/51 | 1,850 | 1,092,367 | ||||||
2.25%, 11/15/25 | 1,550 | 1,489,756 | ||||||
2.25%, 03/31/26 | 600 | 572,344 |
41
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
U.S. Government Obligations (continued) | ||||||||
2.25%, 02/15/27 | $ | 570 | $ | 534,865 | ||||
2.25%, 08/15/27 | 700 | 650,453 | ||||||
2.25%, 11/15/27 | 1,000 | 925,391 | ||||||
2.25%, 05/15/41 | 1,550 | 1,107,766 | ||||||
2.25%, 08/15/46 | 1,300 | 856,172 | ||||||
2.25%, 08/15/49 | 200 | 127,375 | ||||||
2.25%, 02/15/52 | 1,320 | 826,650 | ||||||
2.38%, 05/15/27 | 600 | 562,406 | ||||||
2.38%, 03/31/29 | 680 | 617,313 | ||||||
2.38%, 05/15/29 | 1,000 | 906,094 | ||||||
2.38%, 02/15/42 | 1,300 | 935,187 | ||||||
2.38%, 11/15/49 | 500 | 327,109 | ||||||
2.38%, 05/15/51 | 2,000 | 1,296,562 | ||||||
2.50%, 03/31/27 | 700 | 659,914 | ||||||
2.50%, 02/15/45 | 1,075 | 757,371 | ||||||
2.50%, 02/15/46 | 760 | 529,269 | ||||||
2.50%, 05/15/46 | 900 | 625,078 | ||||||
2.63%, 01/31/26 | 560 | 539,044 | ||||||
2.63%, 05/31/27 | 1,400 | 1,320,812 | ||||||
2.63%, 02/15/29 | 1,000 | 920,312 | ||||||
2.63%, 07/31/29 | 1,000 | 913,984 | ||||||
2.75%, 05/15/25 | 1,800 | 1,759,430 | ||||||
2.75%, 04/30/27 | 3,000 | 2,844,141 | ||||||
2.75%, 02/15/28 | 1,400 | 1,312,281 | ||||||
2.75%, 05/31/29 | 900 | 829,688 | ||||||
2.75%, 08/15/32 | 2,400 | 2,114,250 | ||||||
2.75%, 08/15/42 | 290 | 220,173 | ||||||
2.75%, 11/15/42 | 400 | 302,688 | ||||||
2.75%, 08/15/47 | 550 | 395,742 | ||||||
2.75%, 11/15/47 | 600 | 430,781 | ||||||
2.88%, 05/31/25 | 600 | 586,570 | ||||||
2.88%, 06/15/25 | 650 | 634,969 | ||||||
2.88%, 05/15/28 | 1,000 | 939,375 | ||||||
2.88%, 08/15/28 | 600 | 561,797 | ||||||
2.88%, 04/30/29 | 800 | 742,688 | ||||||
2.88%, 05/15/32 | 2,000 | 1,784,062 | ||||||
2.88%, 05/15/43 | 200 | 153,531 | ||||||
2.88%, 08/15/45 | 960 | 720,300 | ||||||
2.88%, 11/15/46 | 600 | 445,125 | ||||||
2.88%, 05/15/49 | 200 | 145,719 | ||||||
2.88%, 05/15/52 | 1,300 | 938,031 | ||||||
3.00%, 07/15/25 | 1,300 | 1,270,039 | ||||||
3.00%, 09/30/25 | 480 | 467,325 | ||||||
3.00%, 10/31/25 | 250 | 243,027 | ||||||
3.00%, 05/15/42 | 250 | 198,047 | ||||||
3.00%, 11/15/44 | 500 | 385,938 | ||||||
3.00%, 05/15/45 | 990 | 760,753 | ||||||
3.00%, 11/15/45 | 400 | 306,375 | ||||||
3.00%, 02/15/47 | 500 | 378,672 | ||||||
3.00%, 05/15/47 | 600 | 453,656 | ||||||
3.00%, 02/15/48 | 800 | 601,125 | ||||||
3.00%, 08/15/48 | 700 | 524,563 | ||||||
3.00%, 02/15/49 | 300 | 224,297 | ||||||
3.00%, 08/15/52 | 1,400 | 1,037,094 | ||||||
3.13%, 08/15/25 | 1,130 | 1,104,001 | ||||||
3.13%, 11/15/28 | 1,100 | 1,037,781 | ||||||
3.13%, 08/31/29 | 700 | 655,047 | ||||||
3.13%, 02/15/43 | 500 | 400,313 | ||||||
3.13%, 08/15/44 | 500 | 395,156 | ||||||
3.13%, 05/15/48 | 550 | 422,469 | ||||||
3.25%, 06/30/27 | 900 | 864,211 |
Security | Par (000) | Value | ||||||
U.S. Government Obligations (continued) | ||||||||
3.25%, 06/30/29 | $ | 700 | $ | 660,023 | ||||
3.25%, 05/15/42 | 700 | 575,859 | ||||||
3.38%, 05/15/33 | 2,800 | 2,570,312 | ||||||
3.38%, 08/15/42 | 400 | 334,188 | ||||||
3.38%, 05/15/44 | 100 | 82,359 | ||||||
3.38%, 11/15/48 | 1,500 | 1,202,812 | ||||||
3.50%, 09/15/25 | 1,000 | 980,273 | ||||||
3.50%, 01/31/28 | 638 | 614,524 | ||||||
3.50%, 04/30/28 | 1,000 | 961,797 | ||||||
3.50%, 01/31/30 | 700 | 664,781 | ||||||
3.50%, 04/30/30 | 800 | 758,375 | ||||||
3.50%, 02/15/33 | 2,400 | 2,228,625 | ||||||
3.63%, 05/15/26 | 1,300 | 1,269,785 | ||||||
3.63%, 03/31/28 | 1,300 | 1,256,633 | ||||||
3.63%, 05/31/28 | 1,400 | 1,352,312 | ||||||
3.63%, 03/31/30 | 700 | 668,445 | ||||||
3.63%, 08/15/43 | 200 | 171,875 | ||||||
3.63%, 02/15/53 | 1,114 | 933,149 | ||||||
3.63%, 05/15/53 | 1,030 | 862,947 | ||||||
3.75%, 04/15/26 | 2,050 | 2,007,959 | ||||||
3.75%, 12/31/28 | 1,200 | 1,161,656 | ||||||
3.75%, 05/31/30 | 400 | 384,156 | ||||||
3.75%, 06/30/30 | 438 | 420,377 | ||||||
3.75%, 12/31/30 | 800 | 766,000 | ||||||
3.75%, 11/15/43 | 300 | 262,266 | ||||||
3.88%, 03/31/25 | 700 | 692,398 | ||||||
3.88%, 01/15/26 | 100 | 98,266 | ||||||
3.88%, 11/30/27 | 800 | 781,000 | ||||||
3.88%, 12/31/27 | 800 | 780,938 | ||||||
3.88%, 09/30/29 | 700 | 678,891 | ||||||
3.88%, 11/30/29 | 700 | 678,398 | ||||||
3.88%, 12/31/29 | 800 | 774,875 | ||||||
3.88%, 08/15/33 | 2,200 | 2,096,875 | ||||||
3.88%, 02/15/43 | 488 | 436,455 | ||||||
3.88%, 05/15/43 | 486 | 433,831 | ||||||
4.00%, 12/15/25 | 513 | 505,325 | ||||||
4.00%, 02/15/26 | 1,900 | 1,870,238 | ||||||
4.00%, 01/15/27 | 1,200 | 1,178,719 | ||||||
4.00%, 02/29/28 | 1,000 | 979,766 | ||||||
4.00%, 06/30/28 | 538 | 526,820 | ||||||
4.00%, 01/31/29 | 2,000 | 1,956,406 | ||||||
4.00%, 02/28/30 | 800 | 779,438 | ||||||
4.00%, 07/31/30 | 600 | 583,688 | ||||||
4.00%, 01/31/31 | 900 | 874,125 | ||||||
4.00%, 02/15/34 | 1,900 | 1,827,266 | ||||||
4.00%, 11/15/42 | 488 | 444,919 | ||||||
4.00%, 11/15/52 | 900 | 808,313 | ||||||
4.13%, 06/15/26 | 1,441 | 1,420,511 | ||||||
4.13%, 02/15/27 | 1,800 | 1,773,562 | ||||||
4.13%, 09/30/27 | 900 | 886,078 | ||||||
4.13%, 07/31/28 | 500 | 491,875 | ||||||
4.13%, 03/31/29 | 1,700 | 1,671,445 | ||||||
4.13%, 08/31/30 | 300 | 293,719 | ||||||
4.13%, 03/31/31 | 800 | 782,625 | ||||||
4.13%, 11/15/32 | 2,800 | 2,726,937 | ||||||
4.13%, 08/15/53 | 1,338 | 1,227,406 | ||||||
4.25%, 05/31/25 | 526 | 521,151 | ||||||
4.25%, 10/15/25 | 820 | 811,191 | ||||||
4.25%, 01/31/26 | 800 | 790,813 | ||||||
4.25%, 03/15/27 | 1,400 | 1,384,031 | ||||||
4.25%, 02/28/29 | 800 | 791,188 |
42
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 | (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||
U.S. Government Obligations (continued) | ||||||||
4.25%, 02/28/31 | $ | 1,000 | $ | 985,625 | ||||
4.25%, 05/15/39 | 400 | 386,563 | ||||||
4.25%, 02/15/54 | 900 | 844,312 | ||||||
4.38%, 08/15/26 | 1,200 | 1,188,750 | ||||||
4.38%, 12/15/26 | 1,500 | 1,486,875 | ||||||
4.38%, 08/31/28 | 800 | 794,500 | ||||||
4.38%, 11/30/28 | 2,300 | 2,285,805 | ||||||
4.38%, 11/30/30 | 1,200 | 1,190,906 | ||||||
4.38%, 05/15/34 | 500 | 495,547 | ||||||
4.38%, 08/15/43 | 963 | 919,966 | ||||||
4.50%, 11/15/25 | 701 | 695,633 | ||||||
4.50%, 03/31/26 | 700 | 694,941 | ||||||
4.50%, 07/15/26 | 501 | 497,595 | ||||||
4.50%, 05/31/29 | 2,000 | 2,000,469 | ||||||
4.50%, 05/31/31 | 1,000 | 1,007,656 | ||||||
4.50%, 11/15/33 | 2,800 | 2,800,875 | ||||||
4.50%, 02/15/36(c) | 100 | 100,766 | ||||||
4.50%, 02/15/44 | 500 | 485,391 | ||||||
4.63%, 06/30/25 | 700 | 696,145 | ||||||
4.63%, 03/15/26 | 2,000 | 1,989,531 | ||||||
4.63%, 09/15/26 | 1,400 | 1,394,641 | ||||||
4.63%, 10/15/26 | 1,400 | 1,395,078 | ||||||
4.63%, 11/15/26 | 1,000 | 996,875 | ||||||
4.63%, 09/30/28 | 600 | 601,734 | ||||||
4.63%, 04/30/29 | 2,000 | 2,010,000 | ||||||
4.63%, 09/30/30 | 600 | 603,656 | ||||||
4.63%, 04/30/31 | 800 | 806,000 | ||||||
4.63%, 05/15/54 | 800 | 799,000 | ||||||
4.75%, 07/31/25 | 524 | 521,769 | ||||||
4.75%, 02/15/37 | 600 | 616,781 | ||||||
4.75%, 11/15/43 | 910 | 912,559 | ||||||
4.75%, 11/15/53 | 1,400 | 1,426,687 | ||||||
4.88%, 11/30/25 | 800 | 798,219 | ||||||
4.88%, 10/31/28 | 1,400 | 1,418,266 | ||||||
4.88%, 10/31/30 | 500 | 510,039 | ||||||
5.00%, 05/15/37 | 400 | 420,875 | ||||||
228,334,309 | ||||||||
Total U.S. Government & Agency Obligations — 59.5% | ||||||||
(Cost: $415,339,776) | 369,206,580 | |||||||
Total Long-Term Investments — 98.6% | ||||||||
(Cost: $677,329,643) | 611,273,250 |
Shares | ||||||||
Short-Term Securities | ||||||||
Money Market Funds — 5.3% | ||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, .28%(k)(l)(m) | 33,165,786 | 33,165,786 | ||||||
Total Short-Term Securities — 5.3% | ||||||||
(Cost: $33,165,786) | 33,165,786 | |||||||
Total Investments Before TBA Sales Commitments — 103.9% | ||||||||
(Cost: $710,495,429) | 644,439,036 |
Security | Par (000) | Value | ||||||
TBA Sales Commitments(j) | ||||||||
Mortgage-Backed Securities — (0.0)% | ||||||||
Uniform Mortgage-Backed Securities, 3.50%, 06/15/54 | $ | (125 | ) | $ | (109,587 | ) | ||
Total TBA Sales Commitments — (0.0)% | ||||||||
(Proceeds: $(109,731)) | (109,587 | ) | ||||||
Total Investments, Net of TBA Sales Commitments — 103.9% | ||||||||
(Cost: $710,385,698) | 644,329,449 | |||||||
Liabilities in Excess of Other Assets — (3.9)% | (24,127,833 | ) | ||||||
Net Assets — 100.0% | $ | 620,201,616 |
(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) | All or a portion of this security is on loan. |
(d) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(e) | Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. |
(f) | Perpetual security with no stated maturity date. |
(g) | U.S. dollar denominated security issued by foreign domiciled entity. |
(h) | 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. |
(i) | Zero-coupon bond. |
(j) | Represents or includes a TBA transaction. |
(k) | Affiliate of the Fund. |
(l) | Annualized 7-day yield as of period end. |
(m) | All or a portion of this security was purchased with the cash collateral from loaned securities. |
43
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended May 31, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 02/29/24 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 05/31/24 | Shares Held at 05/31/24 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares | $ | 27,853,397 | $ | 5,312,389 | (a) | $ | — | $ | — | $ | — | $ | 33,165,786 | 33,165,786 | $ | 310,738 | (b) | $ | — |
(a) | Represents net amount purchased (sold). |
(b) | All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. 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.
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 | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 2,196,326 | $ | — | $ | 2,196,326 | ||||||||
Collaterized Mortgage Obligations | — | 6,085,817 | — | 6,085,817 | ||||||||||||
Corporate Bonds & Notes | — | 192,096,226 | — | 192,096,226 | ||||||||||||
Foreign Government Obligations | — | 41,688,301 | — | 41,688,301 | ||||||||||||
U.S. Government & Agency Obligations | — | 369,206,580 | — | 369,206,580 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Money Market Funds | 33,165,786 | — | — | 33,165,786 | ||||||||||||
Liabilities | ||||||||||||||||
Investments | ||||||||||||||||
TBA Sales Commitments | — | (109,587 | ) | — | (109,587 | ) | ||||||||||
$ | 33,165,786 | $ | 611,163,663 | $ | — | $ | 644,329,449 |
Portfolio Abbreviation
CMT | Constant Maturity Treasury | PIK | Payment-in-kind |
LIBOR | London Interbank Offered Rate | PJSC | Public Joint Stock Company |
44
Schedule of Investments (unaudited) (continued) | iShares® ESG Advanced Total USD Bond Market ETF |
May 31, 2024 |
Portfolio Abbreviation (continued)
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
TBA | To-Be-Announced |
45