NPORT-EX 2 NPORT_0CJV_32876010_0124.htm iShares US Intermediate Government Bond Index Fund

 

Schedule of Investments (unaudited) 

January 31, 2024

   

iShares U.S. Intermediate Government Bond Index Fund

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  

Corporate Bonds

 

Financial Services — 0.1%            

Private Export Funding Corp., 4.30%, 12/15/28(a)

  $         5,000     $      5,059,275  
   

 

 

  

Total Corporate Bonds — 0.1%
(Cost: $5,038,780)

 

     5,059,275  
   

 

 

  

U.S. Government Sponsored Agency Securities

 

Agency Obligations — 1.8%            

Fannie Mae 2.63%, 09/06/24(a)

    4,979       4,906,098  

0.50%, 06/17/25(a)

    16,605       15,733,567  

6.25%, 05/15/29(a)

    4,441       4,931,033  

7.13%, 01/15/30(a)

    8,302       9,660,506  

7.25%, 05/15/30(a)

    17,063       20,104,070  

0.88%, 08/05/30

     5,819       4,761,416  

6.63%, 11/15/30

     96       110,213  

Federal Farm Credit Banks Funding Corp, 4.75%, 09/01/26

     1,000       1,014,966  

Federal Home Loan Banks

    

2.75%, 12/13/24

     4,145       4,073,315  

3.13%, 06/13/25

     7,930       7,790,113  

2.13%, 09/14/29

     5,000       4,540,565  

Federal Home Loan Mortgage Corp.

    

0.38%, 07/21/25

     243       229,458  

6.75%, 03/15/31(a)

    2,323       2,707,747  

Tennessee Valley Authority, 1.50%, 09/15/31

     130       109,208  
   

 

 

  
      80,672,275  
   

 

 

  

Total U.S. Government Sponsored Agency Securities — 1.8%
(Cost: $87,226,199)

 

     80,672,275  
   

 

 

  

U.S. Treasury Obligations

 

U.S. Treasury Bonds

    

7.63%, 02/15/25(a)

    308       318,178  

6.88%, 08/15/25(a)

    6,641       6,897,560  

6.00%, 02/15/26(a)

    6,359       6,581,813  

6.75%, 08/15/26

     6,225       6,619,169  

6.63%, 02/15/27(a)

    2,903       3,122,880  

6.38%, 08/15/27

     4,000       4,312,969  

5.25%, 11/15/28 - 02/15/29

     11,621       12,320,074  

6.13%, 08/15/29(a)

    6,225       6,896,133  

6.25%, 05/15/30

     1,700       1,918,344  

5.38%, 02/15/31

     4,979       5,444,809  

U.S. Treasury Notes

    

1.38%, 01/31/25 - 11/15/31

     176,250       157,349,204  

1.50%, 02/15/25 - 02/15/30

     91,952       85,556,122  

2.00%, 02/15/25 - 11/15/26

     42,206       40,427,726  

2.75%, 02/28/25 - 08/15/32(a)

    203,814       194,544,026  

4.63%, 02/28/25 - 09/30/30(a)

    209,000       212,331,125  

2.63%, 04/15/25 - 07/31/29(a)

    83,389       79,493,514  

0.38%, 04/30/25 - 09/30/27(a)

    99,098       90,619,740  

2.88%, 04/30/25 - 05/15/32(a)

    157,820       151,168,674  

3.88%, 04/30/25 - 08/15/33(a)

    248,900       247,829,199  

2.13%, 05/15/25 - 05/31/26

     38,508       37,213,243  

0.25%, 05/31/25 - 10/31/25(a)

    133,130       125,067,707  

4.25%, 05/31/25 - 12/31/25

     50,200       50,108,454  

3.00%, 07/15/25 - 10/31/25(a)

    61,007       59,721,034  

4.75%, 07/31/25

     7,000       7,032,813  

3.13%, 08/15/25 - 08/31/29(a)

    76,804       74,526,293  

5.00%, 08/31/25 - 09/30/25

     12,900       13,026,176  
Security  

Par

(000)

     Value  

U.S. Treasury Obligations (continued)

 

U.S. Treasury Notes (continued)

    

3.50%, 09/15/25 - 02/15/33(a)

  $       158,500     $    154,873,910  

2.25%, 11/15/25 - 11/15/27

     93,916       88,908,278  

4.50%, 11/15/25 - 11/15/33(a)

    147,900       150,893,124  

4.00%, 12/15/25 - 01/31/31(a)

    176,900       177,122,263  

1.63%, 02/15/26 - 05/15/31(a)

    228,635       210,914,203  

0.50%, 02/28/26 - 08/31/27(a)

    57,521       53,008,546  

2.50%, 02/28/26

     7,000       6,765,391  

0.75%, 03/31/26 - 01/31/28(a)

    215,779       199,277,153  

3.75%, 04/15/26 - 12/31/30(a)

    157,120       155,792,757  

2.38%, 04/30/26 - 05/15/29

     93,956       88,080,267  

3.63%, 05/15/26 - 03/31/30

     76,100       75,216,093  

4.13%, 06/15/26 - 11/15/32(a)

    111,700       112,820,711  

0.88%, 06/30/26 - 11/15/30(a)

    87,003       76,045,934  

1.88%, 06/30/26 - 02/15/32

     95,959       85,688,741  

0.63%, 07/31/26 - 08/15/30(a)

    210,463       181,262,682  

4.38%, 08/15/26 - 11/30/30(a)

    130,300       132,485,793  

1.13%, 10/31/26 - 02/15/31

     200,946       177,841,746  

1.25%, 11/30/26 - 08/15/31

     326,853       291,085,168  

1.00%, 07/31/28

     33,214       29,280,217  

4.88%, 10/31/28 - 10/31/30

     43,500       45,573,000  

3.25%, 06/30/29

     25,500       24,692,168  

1.75%, 11/15/29

     6,000       5,360,859  

3.38%, 05/15/33

     49,000       46,833,281  
   

 

 

  

Total U.S. Treasury Obligations — 95.0%
(Cost: $4,446,610,259)

 

     4,250,269,264  
   

 

 

  

Total Long-Term Investments — 96.9%
(Cost: $4,538,875,238)

 

     4,336,000,814  
   

 

 

  
     Shares         

Short-Term Securities

 

Money Market Funds — 26.9%            

BlackRock Cash Funds: Institutional, SL Agency Shares, 5.51%(b)(c)(d)

    1,203,098,030       1,203,819,889  
   

 

 

  
    

Par

(000)

         
U.S. Treasury Obligations — 1.8%            

U.S. Treasury Notes(a)

    

1.75%, 12/31/24

   $ 16,605       16,155,498  

2.25%, 12/31/24

     10,000       9,773,047  

4.25%, 12/31/24

     54,600       54,331,265  
   

 

 

  
      80,259,810  
   

 

 

  

Total Short-Term Securities — 28.7%
(Cost: $1,284,412,829)

 

     1,284,079,699  
   

 

 

  

Total Investments — 125.6%
(Cost: $5,823,288,067)

 

     5,620,080,513  

Liabilities in Excess of Other Assets — (25.6)%

 

     (1,146,427,392 ) 
   

 

 

  

Net Assets — 100.0%

 

   $ 4,473,653,121  
   

 

 

  

 

(a) 

All or a portion of this security is on loan.

(b) 

Affiliate of the Fund.

(c) 

Annualized 7-day yield as of period end.

(d) 

All or a portion of this security was purchased with the cash collateral from loaned securities.

 

 

1    

Schedule of Investments (unaudited) (continued)

January 31, 2024

   

iShares U.S. Intermediate Government Bond Index Fund

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 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

10/31/23

     

Purchases

at Cost

     

Proceeds

from Sale

     

Net

Realized

Gain (Loss)

     

Change in

Unrealized

Appreciation

(Depreciation)

     

Value at

01/31/24

     

Shares

Held at

01/31/24

      Income     

Capital
Gain 

Distributions 

from 

Underlying 

Funds 

  

 

  

BlackRock Cash Funds: Institutional, SL Agency Shares

    $ 1,621,788,775      $ —      $ (418,350,505 )(a)     $ 486,261      $ (104,642 )     $ 1,203,819,889        1,203,098,030      $ 510,398 (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 the 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

                                          

Corporate Bonds

    $ —          $ 5,059,275          $ —          $ 5,059,275  

U.S. Government Sponsored Agency Securities

      —            80,672,275            —            80,672,275  

U.S. Treasury Obligations

      —            4,250,269,264            —            4,250,269,264  

Short-Term Securities

                        

Money Market Funds

      1,203,819,889            —            —            1,203,819,889  

U.S. Treasury Obligations

      —            80,259,810            —            80,259,810  
  

 

 

         

 

 

         

 

 

         

 

 

  
   $  1,203,819,889          $  4,416,260,624          $      —          $  5,620,080,513  
  

 

 

         

 

 

         

 

 

         

 

 

  

 

 

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