NPORT-EX 2 NPORT_917077756328627.htm iShares TIPS Bond ETF

Schedule of Investments  (unaudited) 

January 31, 2020

   

iShares® TIPS Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

    

Par

(000)

     Value  

U.S. Government Obligations

 

U.S. Government Obligations — 99.3%  

U.S. Treasury Inflation Indexed Bonds, 0.13%, 01/15/30

   $ 297,427     $ 304,843,504  

U.S. Treasury Inflation-Indexed Bonds

    

0.13%, 04/15/20

     373,955       373,664,207  

0.13%, 04/15/21

       1,934,584         1,930,326,381  

0.13%, 01/15/22

     424,595       425,612,775  

0.13%, 04/15/22

     915,899       917,753,841  

0.13%, 01/15/23

     831,044       836,821,818  

0.13%, 07/15/24

     932,680       949,496,583  

0.13%, 10/15/24

     107,067       109,093,341  

0.13%, 07/15/26

     1,133,352       1,159,686,789  

0.25%, 01/15/25

     821,505       840,374,520  

0.25%, 07/15/29

     115,518       120,062,243  

0.38%, 07/15/23

     311,593       318,366,178  

0.38%, 07/15/25

     1,107,610       1,147,183,789  

0.38%, 01/15/27

     749,777       777,795,295  

0.38%, 07/15/27

     848,276       885,051,748  

0.50%, 04/15/24

     355,576       365,363,308  

0.50%, 01/15/28

     245,627       258,160,317  

0.63%, 07/15/21

     384,449       388,413,640  

0.63%, 04/15/23

     156,303       159,821,611  

0.63%, 01/15/24

     447,403       461,607,126  

0.63%, 01/15/26

     1,538,176       1,612,636,336  

0.63%, 02/15/43

     127,399       137,492,284  

0.75%, 07/15/28

     541,609       584,332,908  

0.75%, 02/15/42

     659,405       728,355,234  

0.75%, 02/15/45

     789,726       877,285,938  

0.88%, 01/15/29

     263,903       287,740,046  

0.88%, 02/15/47

     133,606       154,163,946  

1.00%, 02/15/46

     254,554       299,999,186  

1.00%, 02/15/48

     230,154       274,368,882  

1.00%, 02/15/49

     47,301       56,836,091  
Security  

Par/

Shares

(000)

     Value  
U.S. Government Obligations (continued)  

1.13%, 01/15/21

   $ 21,163     $ 21,323,541  

1.25%, 07/15/20

     40,772       41,057,736  

1.38%, 02/15/44

     608,750       763,471,061  

1.75%, 01/15/28

     490,103       563,312,305  

2.00%, 01/15/26

     214,309       242,101,763  

2.13%, 02/15/40

     61,843       85,218,840  

2.38%, 01/15/25

     9,787       11,036,037  

2.38%, 01/15/27

     122,036       143,549,593  

2.50%, 01/15/29

     387,545       478,481,308  

3.63%, 04/15/28

     336,358       439,005,722  

3.88%, 04/15/29

       446,985       610,166,926  
   

 

 

  
      21,141,434,697  
   

 

 

  

Total U.S. Government Obligations — 99.3%
(Cost: $20,309,269,847)

 

     21,141,434,697  
   

 

 

  

Short-Term Investments

 

Money Market Funds — 4.3%  

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    1.50%(a)(b)(c)

    909,372       909,372,000  
   

 

 

  

Total Short-Term Investments — 4.3%
(Cost: $909,372,000)

 

     909,372,000  
   

 

 

  

Total Investments in Securities — 103.6%
(Cost: $21,218,641,847)

 

     22,050,806,697  

Other Assets, Less Liabilities — (3.6)%

 

     (764,737,049 ) 
   

 

 

  

Net Assets — 100.0%

 

   $   21,286,069,648  
   

 

 

  

 

(a) 

Affiliate of the Fund.

(b) 

Annualized 7-day yield as of period-end.

(c) 

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

 

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the three months ended January 31, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer

     

 Shares

Held at

10/31/19

(000)

  

 

 

 

     

 Net Activity

(000)

  

 

     

 Shares

Held at

01/31/20

(000)

  

 

 

 

     

 Value at

01/31/20

  

 

      Income       

 Net Realized

Gain (Loss)

  

(a) 

     

 Change in

Unrealized

Appreciation

(Depreciation)

  

 

 

 

BlackRock Cash Funds: Treasury,
SL Agency Shares

      29,669        879,703        909,372      $ 909,372,000      $ 935,606 (b)     $ —      $ —  
           

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

Includes realized capital gain distributions from an affiliated fund, if any.

 
  (b) 

Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent.

 

Fair Value Measurements

Various inputs are used in determining the fair value of financial instruments. For description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to a recently published shareholder report. Shareholder reports are available on the Fund’s website at iShares.com and on the U.S. Securities and Exchange Commission website at sec.gov.

 

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Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® TIPS Bond ETF

 

Fair Value Measurements (continued)

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of January 31, 2020. The breakdown of the Fund’s investments into major categories is disclosed in the Schedule of Investments above.

 

                                                                                                           
      Level 1        Level 2        Level 3        Total  

Investments

                  

Assets

                  

U.S. Government Obligations

    $ —        $ 21,141,434,697        $ —        $ 21,141,434,697  

Money Market Funds

      909,372,000          —          —          909,372,000  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 909,372,000        $ 21,141,434,697        $ —        $ 22,050,806,697  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

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