iShares Edge MSCI USA Value Factor ETF

NPORT-P false 0001398078 XXXXXXXX S000018365 C000050764 C000050765 C000120981 C000050763 BlackRock Funds II 811-22061 0001398078 549300D3TWJFD5S1P721 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock LifePath Smart Beta 2020 Fund S000018365 5493008OWSPL7ZVKW885 2019-10-31 2019-10-31 N 15887752.86 279431.17 15608321.69 0 0 0 0 0 0 0 0 0 0 0 0 0 0 N iShares Edge MSCI USA Value Factor ETF 549300QCMVXVCAPD3O82 iShares Edge MSCI USA Value Factor ETF 46432F388 8178.00000000 NS USD 689977.86000000 4.420576880101 Long EC RF US N 1 N N N ISHARES, INC. 5493007C24Z3ZDJ0VD06 ISHARES CORE MSCI EMERGING MARKETS ETF 46434G103 7382.00000000 NS USD 377736.94000000 2.420099659030 Long EC RF US N 1 N N N ISHARES TRUST 549300EHD1VQKMRQ0829 ISHARES TIPS BOND ETF 464287176 10496.00000000 NS USD 1218165.76000000 7.804591577456 Long EC RF US N 1 N N N iShares MSCI EAFE Small-Cap ETF 549300MJV5OZGVS4LX86 iShares MSCI EAFE Small-Cap ETF 464288273 3994.00000000 NS USD 237962.52000000 1.524587490738 Long EC RF US N 1 N N MONEY MARKET SERIES LLC N/A MONEY MARKET SERIES LLC 000000000 725.85600000 NS USD 726.00000000 0.004651364921 Long STIV RF US N N/A N N ISHARES TRUST 54930006KUZN6GLGL496 ISHARES EDGE MSCI MIN VOL USA ETF 46429B697 16911.00000000 NS USD 1081458.45000000 6.928729888318 Long EC RF US N 1 N N N iShares Edge MSCI International Momentum Factor ETF 549300O0CUUN2T6OVF98 iShares Edge MSCI International Momentum Factor ETF 46434V449 11300.00000000 NS USD 340017.00000000 2.178434086336 Long EC RF US N 1 N N N iShares Edge MSCI International Quality Factor ETF 549300NCBUPWCYENVS18 iShares Edge MSCI International Quality Factor ETF 46434V456 10300.00000000 NS USD 318167.00000000 2.038444659965 Long EC RF US N 1 N N N ISHARES TRUST 549300QBLHV9U0KL0M22 ISHARES EDGE INVESTMENT GRADE ENHANCED BOND ETF 46435G219 47291.00000000 NS USD 2499329.35000000 16.01280009241 Long EC RF US N 1 N N N ISHARES TRUST 54930005IQ49IXN46616 ISHARES EDGE HIGH YIELD DEFENSIVE BOND ETF 46435G250 17010.00000000 NS USD 860631.16000000 5.513925052886 Long EC RF US N 1 N N N iShares Edge MSCI USA Quality Factor ETF 5493007KMK0CQLE2O168 iShares Edge MSCI USA Quality Factor ETF 46432F339 10600.00000000 NS USD 1001064.00000000 6.413655611937 Long EC RF US N 1 N N N ISHARES, INC. N/A ISHARES EDGE MSCI MIN VOL EMERGING MARKETS ETF 464286533 2031.00000000 NS USD 118529.16000000 0.759397213577 Long EC RF US N 1 N N N iShares Edge MSCI International Value Factor ETF 549300HD4TSTWEGNNR73 iShares Edge MSCI International Value Factor ETF 46435G409 12900.00000000 NS USD 305472.00000000 1.957109842217 Long EC RF US N 1 N N N ISHARES TRUST 549300N5K4JSWEZ74544 ISHARES EDGE MSCI MIN VOL EAFE ETF 46429B689 3289.00000000 NS USD 246839.45000000 1.581460549715 Long EC RF US N 1 N N N Small Cap Index Master for BR_2020 N/A Small Cap Index Master for BR_2020 000000000 30345.21000000 NS USD 599815.56000000 3.842921563977 Long EC RF US N N/A N N N iShares Edge MSCI USA Size Factor ETF 5493007FX38U4LSCPO86 iShares Edge MSCI USA Size Factor ETF 46432F370 3500.00000000 NS USD 321895.00000000 2.062329354771 Long EC RF US N 1 N N N BLACKROCK FUNDS 549300QJL3LCOSP4GF75 BLACKROCK TOTAL FACTOR FUND, CLASS K SHARES 09258N380 145069.29500000 NS USD 1523227.60000000 9.759073590698 Long EC RF US N 1 N N N ISHARES TRUST 549300254BKG04Y2B303 ISHARES GLOBAL REIT ETF 46434V647 11617.00000000 NS USD 333291.73000000 2.135346365993 Long EC RF US N 1 N N N iShares US Treasury Bond ETF 549300YMK9GAMCTG8G20 iShares US Treasury Bond ETF 46429B267 124344.00000000 NS USD 3268382.04000000 20.93999665636 Long EC RF US N 1 N N N iShares Edge MSCI USA Momentum Factor ETF 5493002ZOOZ0SN3YYI81 iShares Edge MSCI USA Momentum Factor ETF 46432F396 3332.00000000 NS USD 399906.64000000 2.562137351744 Long EC RF US N 1 N N N 2019-12-20 BlackRock Funds II Ann Frechette Ann Frechette Assistant Treasurer