NPORT-EX 1 NPORT_11111901215829458.htm iShares Inflation Hedged Corporate Bond ETF

Schedule of Investments  (unaudited) 

July 31, 2019

   

iShares® Inflation Hedged Corporate Bond ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Investment Companies

    
Exchange-Traded Funds — 95.2%            

iShares iBoxx $ Investment Grade Corporate Bond ETF(a)(b)

    60,177     $ 7,481,806  
   

 

 

  

Total Investment Companies — 95.2%
(Cost: $6,890,043)

 

     7,481,806  
   

 

 

  

Short-Term Investments

    
Money Market Funds — 46.3%            

BlackRock Cash Funds: Institutional,
SL Agency Shares,
    2.45%(a)(c)(d)

    3,614,350       3,616,157  

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    2.25%(a)(c)

    23,000       23,000  
   

 

 

  
      3,639,157  
   

 

 

  

Total Short-Term Investments — 46.3%
(Cost: $3,639,157)

 

     3,639,157  
   

 

 

  

Total Investments in Securities — 141.5%
(Cost: $10,529,200)

 

     11,120,963  

Other Assets, Less Liabilities — (41.5)%

 

     (3,262,222 ) 
   

 

 

  

Net Assets — 100.0%

 

   $ 7,858,741  
   

 

 

  

 

(a) 

Affiliate of the Fund.

(b) 

All or a portion of this security is on loan.

(c) 

Annualized 7-day yield as of period-end.

(d) 

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 nine months ended July 31, 2019, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

 

  
Affiliated Issuer    Shares
Held at
10/31/18		      Shares
Purchased
      Shares
Sold 		    

Shares

Held at
07/31/19

     Value at
07/31/19 		     Income      Net
Realized
Gain (Loss)		      Change in
Unrealized
Appreciation
(Depreciation)		  

 

  

BlackRock Cash Funds: Institutional,
SL Agency Shares

     —        3,614,350 (a)       —        3,614,350      $ 3,616,157      $ 717 (b)      $ —      $ —  

BlackRock Cash Funds: Treasury,
SL Agency Shares

     25,445        —        (2,445 )(a)       23,000        23,000        1,990        —        —  

iShares iBoxx $ Investment Grade Corporate Bond ETF

     84,841        —        (24,664 )       60,177        7,481,806        236,456        29,637        787,128  
              

 

 

     

 

 

     

 

 

     

 

 

  
               $ 11,120,963      $ 239,163      $ 29,637      $ 787,128  
              

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a)

Net of purchases and sales.

 
  (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.

 

Futures Contracts

 

 

  
Description    Number of
Contracts 		       Expiration
Date 		       Notional
Amount
(000) 		       Value/
Unrealized
Appreciation
(Depreciation)		  

 

  

Long Contracts

                  

10-Year Ultra Long U.S. Treasury Bond

      3          09/19/19        $ 414        $ 8,027  
                 

 

 

  

Short Contract

                  

10-Year U.S. Treasury Note

     3          09/19/19          382          5,636  
                 

 

 

  
                  $ 13,663  
                 

 

 

  

 

 

1

Schedule of Investments  (unaudited) (continued)

July 31, 2019

   

iShares® Inflation Hedged Corporate Bond ETF

 

Centrally Cleared Inflation Swaps

 

 

  
Paid by the Fund    Received by the Fund           Termination
Date		          Notional
Amount
(000)		   Value              

Upfront
Premium
Paid

(Received)

             Unrealized
Appreciation
(Depreciation)		  

 

  
Rate    Frequency    Reference    Frequency                                                     
2.21%    At Termination    U.S. CPI Urban Consumers NSA    At Termination         05/15/21      $(1,292)   $ (17,376 )        $ 13         $ (17,389 ) 
2.29%    At Termination    U.S. CPI Urban Consumers NSA    At Termination         05/15/23      (2,684)     (63,325 )          42           (63,367 ) 
2.37%    At Termination    U.S. CPI Urban Consumers NSA    At Termination         05/15/28      (3,454)     (151,785 )          80           (151,865 ) 
2.19%    At Termination    U.S. CPI Urban Consumers NSA    At Termination         12/03/28      (1,565)     (37,666 )          (18,364 )          (19,302 ) 
2.40%    At Termination    U.S. CPI Urban Consumers NSA    At Termination         05/15/48      (296)     (34,470 )          15           (34,485 ) 
                   

 

 

        

 

 

        

 

 

  
           $ (304,622 )        $ (18,214 )        $ (286,408 ) 
                   

 

 

        

 

 

        

 

 

  

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 www.iShares.com and on the U.S. Securities and Exchange Commission website at www.sec.gov.

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of July 31, 2019. 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

                  

Investment Companies

   $ 7,481,806        $ —        $ —        $ 7,481,806  

Money Market Funds

     3,639,157          —          —          3,639,157  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 11,120,963        $ —        $ —        $ 11,120,963  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                 

Assets

                  

Futures Contracts

   $ 13,663        $ —        $ —        $ 13,663  

Liabilities

                  

Swaps

     —          (286,408 )         —          (286,408 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 13,663        $   (286,408 )       $               —        $ (272,745 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a) 

Shown at the unrealized appreciation (depreciation) on the contracts.

 

 

Portfolio Abbreviations — Fixed Income
CPI    Consumer Price Index

 

 

2