NPORT-EX 2 NPORT_912697354970867.htm iShares Short Maturity Bond ETF

Schedule of Investments  (unaudited) 

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  

Asset-Backed Securities

    

Adams Mill CLO Ltd., Series 2014-1A, Class A2R, 2.93%, 07/15/26 (Call 04/15/20), (3 mo. LIBOR US + 1.100%)(a)(b)

   $   4,763     $   4,763,609  

Ally Auto Receivables Trust

    

Series 2017-4, Class A3, 1.75%, 12/15/21 (Call 01/15/21)

     3,617       3,617,944  

Series 2018-3, Class A2, 2.72%, 05/17/21 (Call 10/15/21)

     180       179,963  

Series 2019-1, Class A2, 2.85%, 03/15/22 (Call 06/15/22)

     18,105       18,164,875  

ALM VII Ltd., Series 2012-7A, Class A1A2, 3.00%, 07/15/29 (Call 07/15/20), (3 mo. LIBOR US + 1.170%)(a)(b)

     9,000       8,985,038  

ALM XII Ltd., Series 2015-12A, Class A1R2, 2.73%, 04/16/27 (Call 04/16/20), (3 mo. LIBOR US + 0.890%)(a)(b)

     2,748       2,745,599  

ALM XVII Ltd., Series 2015-17A, Class A1AR, 2.76%, 01/15/28 (Call 04/15/20), (3 mo. LIBOR US + 0.930%)(a)(b)

     22,500       22,519,692  

American Express Credit Account Master Trust, Series 2018-9, Class A, 2.06%, 04/15/26,
(1 mo. LIBOR US + 0.380%)(b)

     17,650       17,701,074  

AmeriCredit Automobile Receivables Trust

    

Series 2017-3, Class A3, 1.90%, 03/18/22 (Call 12/18/21)

     7,639       7,636,577  

Series 2018-3, Class A2A, 3.11%, 01/18/22 (Call 12/18/22)

     13,919       13,950,069  

Series 2019-1, Class A2A, 2.93%, 06/20/22 (Call 02/18/23)

     19,205       19,278,421  

Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class A, 2.85%, 01/28/31 (Call 04/28/20), (3 mo. LIBOR US + 1.050%)(a)(b)

     2,500       2,484,279  

Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR, 2.79%, 10/15/27 (Call 04/15/20),
(3 mo. LIBOR US + 0.960%)(a)(b)

     9,823       9,829,389  

Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class AR, 2.80%, 07/28/28 (Call 04/28/20),
(3 mo. LIBOR US + 1.000%)(a)(b)

     6,305       6,298,954  

Ares XXIX CLO Ltd., Series 2014-1A, Class A1R, 3.03%, 04/17/26 (Call 04/17/20), (3 mo. LIBOR US + 1.190%)(a)(b)

     2,847       2,846,573  

Atlas Senior Loan Fund III Ltd., Series 2013-1A, Class AR, 2.73%, 11/17/27 (Call 02/17/20),
(3 mo. LIBOR US + 0.830%)(a)(b)

     15,411       15,413,654  

Avery Point IV CLO Ltd., Series 2014-1A, Class AR, 2.89%, 04/25/26 (Call 04/25/20),
(3 mo. LIBOR US + 1.100%)(a)(b)

     2,585       2,585,693  

BA Credit Card Trust

    

Series 2017-A2, Class A2, 1.84%, 01/17/23

     10,000       10,008,029  

Series 2018-A3, Class A3, 3.10%, 12/15/23

     12,285       12,565,049  

Bain Capital Credit Clo Ltd., Series 2016-2A, Class AR, 2.97%, 01/15/29 (Call 04/15/20),
(3 mo. LIBOR US + 1.140%)(a)(b)

     7,620       7,604,409  

BlueMountain CLO Ltd., Series 2012-2A, Class AR2, 2.95%, 11/20/28 (Call 02/20/20),
(3 mo. LIBOR US + 1.050%)(a)(b)

     11,310       11,286,190  
Security  

Par

(000)

     Value  

BMW Floorplan Master Owner Trust, Series 2018-1, Class A2, 2.00%, 05/15/23,
(1 mo. LIBOR US + 0.320%)(a)(b)

   $   21,060     $   21,093,454  

BMW Vehicle Owner Trust

    

Series 2016-A, Class A4, 1.37%, 12/27/22 (Call 06/25/20)

     5,638       5,633,659  

Series 2019-A, Class A2, 2.05%, 05/25/22 (Call 03/25/23)

     19,000       19,042,410  

Capital One Multi-Asset Execution Trust, Series 2017-A4, Class A4, 1.99%, 07/17/23

     30,195       30,263,217  

Carlyle Global Market Strategies CLO Ltd., Series 2013-2A, Class AR, 2.71%, 01/18/29 (Call 04/18/20), (3 mo. LIBOR US
+ 0.890%)(a)(b)

     6,210       6,173,822  

CarMax Auto Owner Trust

    

Series 2016-1, Class A4, 1.88%, 06/15/21 (Call 04/15/20)

     8,249       8,248,961  

Series 2016-2, Class A4, 1.68%, 09/15/21 (Call 06/15/20)

     9,436       9,433,731  

Series 2018-2, Class A2, 2.73%, 08/16/21 (Call 04/15/22)

     1,765       1,767,121  

Series 2019-1, Class A2A, 3.02%, 07/15/22 (Call 11/15/22)

     14,969       15,039,947  

Catamaran CLO Ltd., Series 2015-1A, Class AR, 2.70%, 04/22/27 (Call 04/22/20), (3 mo. LIBOR US + 0.900%)(a)(b)

     3,157       3,149,474  

Cedar Funding II CLO Ltd., Series 2013-1A, Class A1R, 3.12%, 06/09/30 (Call 03/09/20),
(3 mo. LIBOR US + 1.230%)(a)(b)

     8,000       8,005,654  

Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR, 2.91%, 10/20/28 (Call 04/20/20),
(3 mo. LIBOR US + 1.090%)(a)(b)

     20,500       20,485,451  

Chase Issuance Trust, Series 2018-A1, Class A1, 1.88%, 04/17/23, (1 mo. LIBOR US +
0.200%)(b)

     2,310       2,312,265  

CIFC Funding Ltd.

    

Series 2014-4RA, Class A1A, 2.97%, 10/17/30 (Call 10/17/20), (3 mo. LIBOR US +
1.130%)(a)(b)

     15,175       15,173,475  

Series 2015-2A, Class AR, 2.61%, 04/15/27 (Call 04/15/20), (3 mo. LIBOR US +
0.780%)(a)(b)

     13,154       13,134,404  

Series 2017-2A, Class A, 3.06%, 04/20/30 (Call 04/20/20), (3 mo. LIBOR US +
1.240%)(a)(b)

     6,375       6,358,874  

Citibank Credit Card Issuance Trust

    

Series 2018-A2, Class A2, 1.98%, 01/20/25,
(1 mo. LIBOR US + 0.330%)(b)

     25,000       25,049,653  

Series 2019-A5, Class A5, 2.27%, 04/22/26,
(1 mo. LIBOR + 0.620%)(b)

     40,505       40,799,386  

CNH Equipment Trust

    

Series 2017-B, Class A3, 1.86%, 09/15/22 (Call 10/15/21)

     12,473       12,477,119  

Series 2019-A, Class A2, 2.96%, 05/16/22 (Call 12/15/22)

     5,720       5,750,958  

Discover Card Execution Note Trust, Series 2019-A2, Class A, 1.95%, 12/15/23,
(1 mo. LIBOR US + 0.270%)(b)

     41,300       41,446,330  

Drive Auto Receivables Trust

    

Series 2019-2, Class A3, 3.04%, 03/15/23 (Call 01/15/22)

     15,540       15,629,372  
 

 

 

1

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  

Series 2019-4, Class A3, 2.16%, 05/15/23 (Call 03/15/23)

   $   8,200     $   8,237,837  

Dryden 43 Senior Loan Fund, Series 2016-43A, Class AR, 2.96%, 07/20/29 (Call 07/20/20), (3 mo. LIBOR US + 1.140%)(a)(b)

     20,000       20,010,368  

Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR, 2.73%, 04/15/29 (Call 04/15/20),
(3 mo. LIBOR US + 0.900%)(a)(b)

     16,350       16,296,743  

Eaton Vance CLO Ltd., Series 2013-1A, Class A1RR, 2.99%, 01/15/28 (Call 07/15/20), (3 mo. LIBOR US + 1.160%)(a)(b)

     6,000       6,004,132  

Enterprise Fleet Financing LLC

    

Series 2017-1, Class A2, 2.13%, 07/20/22 (Call 04/20/20)(a)

     211       210,625  

Series 2017-2, Class A2, 1.97%, 01/20/23(a)

     3,074       3,074,403  

Series 2017-3, Class A2, 2.13%, 05/22/23(a)

     2,598       2,601,606  

Ford Credit Auto Owner Trust

    

Series 2016-C, Class A3, 1.22%, 03/15/21 (Call 08/15/20)

     327       326,630  

Series 2019-C, Class A2B, 1.87%, 07/15/22 (Call 06/15/23), (1 mo. LIBOR US +
0.190%)(b)

     56,000       56,037,016  

Ford Credit Floorplan Master Owner Trust, Series 2019-1, Class A, 2.84%, 03/15/24

     26,550       27,160,629  

Ford Credit Floorplan Master Owner Trust A

    

Series 2013-2, Class A, 2.09%, 03/15/22(a)

     2,560       2,560,993  

Series 2017-2, Class A1, 2.16%, 09/15/22

     14,518       14,551,688  

Series 2019-3, Class A2, 2.28%, 09/15/24,
(1 mo. LIBOR US + 0.600%)(b)

     59,321       59,700,577  

Galaxy XXIII CLO Ltd., Series 2017-23, Class A, 3.08%, 04/24/29 (Call 04/24/20), (3 mo. LIBOR US + 1.280%)(a)(b)

     14,580       14,585,842  

GM Financial Consumer Automobile Receivables Trust

    

Series 2018-2, Class A3, 2.81%, 12/16/22 (Call 02/16/22)

     4,705       4,749,218  

Series 2018-4, Class A2, 2.93%, 11/16/21 (Call 09/16/22)

     6,161       6,173,249  

GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class AR2, 2.88%, 10/29/29 (Call 10/29/20), (3 mo. LIBOR US +
1.110%)(a)(b)

     16,680       16,706,566  

Halcyon Loan Advisors Funding Ltd., Series 2015-2A, Class AR, 2.87%, 07/25/27 (Call 04/25/20), (3 mo. LIBOR US + 1.080%)(a)(b)

     12,251       12,227,587  

Honda Auto Receivables Owner Trust

    

Series 2017-2, Class A3, 1.68%, 08/16/21 (Call 11/15/20)

     11,983       11,980,595  

Series 2018-2, Class A4, 3.16%, 08/19/24 (Call 10/18/21)

     4,870       4,999,040  

Series 2018-4, Class A2, 2.98%, 05/17/21 (Call 04/15/22)

     10,963       10,997,836  

HPS Loan Management 10-2016 Ltd., Series 10A-16, Class A1R, 2.96%, 01/20/28 (Call 10/20/20), (3 mo. LIBOR US + 1.140%)(a)(b)

     16,850       16,859,872  

John Deere Owner Trust, Series 2017-B, Class A3, 1.82%, 10/15/21 (Call 01/15/21)

     4,097       4,095,323  
Security  

Par

(000)

     Value  

LCM XX LP, Series 20A, Class AR, 2.86%, 10/20/27 (Call 04/20/20), (3 mo. LIBOR US + 1.040%)(a)(b)

   $   13,750     $   13,757,316  

LCM Xxiv Ltd., Series 24A, Class A, 3.13%, 03/20/30 (Call 04/20/20), (3 mo. LIBOR US + 1.310%)(a)(b)

     2,000       1,999,173  

LMREC Inc., Series 2016-CRE2, Class A, 3.48%, 11/24/31, (1 mo. LIBOR US +
1.700%)(a)(b)

     431       432,446  

LoanCore Issuer Ltd., Series 2018-CRE1, Class A, 2.81%, 05/15/28 (Call 05/15/20),
(1 mo. LIBOR US + 1.130%)(a)(b)

     9,450       9,449,986  

Madison Park Funding X Ltd., Series 2012-10A, Class AR2, 3.04%, 01/20/29 (Call 07/20/20),
(3 mo. LIBOR US + 1.220%)(a)(b)

     6,250       6,237,319  

Madison Park Funding XIII Ltd., Series 2014-13A, Class AR2, 2.77%, 04/19/30 (Call 04/19/20),
(3 mo. LIBOR US + 0.950%)(a)(b)

     4,000       3,979,708  

Marathon CRE Ltd., Series 2018-FL1, Class A, 2.83%, 06/15/28 (Call 06/15/20), (1 mo. LIBOR US + 1.150%)(a)(b)

     20,640       20,661,497  

Mercedes-Benz Master Owner Trust

    

Series 2017-BA, Class A, 2.10%, 05/16/22,
(1 mo. LIBOR US + 0.420%)(a)(b)

     14,540       14,552,961  

Series 2018-BA, Class A, 2.02%, 05/15/23,
(1 mo. LIBOR US + 0.340%)(a)(b)

     21,820       21,856,693  

Series 2019-AA, Class A, 2.03%, 05/15/23,
(1 mo. LIBOR US + 0.350%)(a)(b)

     1,890       1,893,239  

Navient Private Education Loan Trust

    

Series 2014-CT, Class A, 2.38%, 09/16/24 (Call 05/15/21), (1 mo. LIBOR US +
0.700%)(a)(b)

     171       170,606  

Series 2017-A, Class A2B, 2.58%, 12/16/58 (Call 03/15/28), (1 mo. LIBOR US +
0.900%)(a)(b)

     1,737       1,740,091  

Series 2018-BA, Class A1, 2.03%, 12/15/59 (Call 01/15/28), (1 mo. LIBOR US +
0.350%)(a)(b)

     3,360       3,359,586  

Navient Private Education Refi Loan Trust

    

Series 2018-CA, Class A1, 3.01%, 06/16/42 (Call 03/15/26)(a)

     7,464       7,493,105  

Series 2018-DA, Class A1, 1.98%, 12/15/59 (Call 02/15/29), (1 mo. LIBOR US +
0.300%)(a)(b)

     4,269       4,269,030  

Series 2019-A, Class A1, 3.03%, 01/15/43 (Call 03/15/27)(a)

     2,344       2,356,501  

Series 2019-FA, Class A1, 2.18%, 08/15/68 (Call 05/15/28)(a)

     37,864       37,970,087  

Series 2020-A, Class A1, 2.33%, 11/15/68,
(1 mo. LIBOR US + 0.350%)(a)(b)

     15,700       15,700,000  

Nissan Auto Receivables Owner Trust

    

Series 2016-C, Class A3, 1.18%, 01/15/21 (Call 09/15/20)

     172       171,463  

Series 2017-B, Class A3, 1.75%, 10/15/21 (Call 07/15/21)

     6,212       6,212,379  

Series 2019-A, Class A2A, 2.82%, 01/18/22 (Call 01/15/23)

     20,793       20,870,045  

Nissan Master Owner Trust Receivables

    

Series 2017-B, Class A, 2.11%, 04/18/22,
(1 mo. LIBOR US + 0.430%)(b)

     22,513       22,526,328  

Series 2017-C, Class A, 2.00%, 10/17/22,
(1 mo. LIBOR US + 0.320%)(b)

     19,405       19,422,336  
 

 

 

2

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  

Series 2019-A, Class A, 2.24%, 02/15/24,
(1 mo. LIBOR US + 0.560%)(b)

   $   23,950     $ 24,060,005  

Series 2019-B, Class A, 2.11%, 11/15/23,
(1 mo. LIBOR US + 0.430%)(b)

     24,000       24,064,486  

NLY Commercial Mortgage Trust, Series 2019-FL2, Class A, 2.98%, 02/15/36 (Call 03/15/21), (1 mo. LIBOR US +
1.300%)(a)(b)

     5,291       5,298,419  

OCP CLO Ltd., Series 2016-12A, Class A1R, 2.94%, 10/18/28 (Call 04/18/20),
(3 mo. LIBOR US + 1.120%)(a)(b)

     21,095       21,124,830  

OneMain Direct Auto Receivables Trust, Series 2017-2A, Class A, 2.31%, 12/14/21 (Call 08/14/20)(a)

     452       451,863  

OneMain Financial Issuance Trust, Series 2016-3A, Class A, 3.83%, 06/18/31 (Call 05/18/21)(a)

     1,700       1,748,888  

OZLM Funding Ltd., Series 2012-1A, Class A1R2, 3.03%, 07/22/29 (Call 04/22/20), (3 mo. LIBOR US + 1.230%)(a)(b)

     1,000       997,317  

OZLM VIII Ltd., Series 2014-8A, Class A1RR, 3.01%, 10/17/29 (Call 10/17/20),
(3 mo. LIBOR US + 1.170%)(a)(b)

     2,500       2,489,157  

OZLM XIV Ltd., Series 2015-14A, Class A1AR, 2.99%, 01/15/29 (Call 04/15/20),
(3 mo. LIBOR US + 1.160%)(a)(b)

     10,035         10,030,600  

Palmer Square Loan Funding Ltd.

    

Series 2018-4A, Class A1, 2.81%, 11/15/26 (Call 02/15/20), (3 mo. LIBOR US +
0.900%)(a)(b)

     9,878       9,887,700  

Series 2018-5A, Class A1, 2.67%, 01/20/27 (Call 04/20/20), (3 mo. LIBOR US +
0.850%)(a)(b)

     26,147       26,069,293  

PFS Financing Corp.

    

Series 2019-A, Class A1, 2.23%, 04/15/24,
(1 mo. LIBOR US + 0.550%)(a)(b)

     40,000       40,064,824  

Series 2019-B, Class A, 2.23%, 09/15/23,
(1 mo. LIBOR US + 0.550%)(a)(b)

     14,650       14,656,628  

Regatta VI Funding Ltd., Series 2016-1A, Class AR, 2.90%, 07/20/28 (Call 04/20/20),
(3 mo. LIBOR US + 1.080%)(a)(b)

     15,130       15,125,529  

Santander Retail Auto Lease Trust, Series 2019-B, Class A2B, 2.01%, 04/20/22 (Call 11/20/22), (1 mo. LIBOR US +
0.360%)(a)(b)

     14,253       14,273,643  

SLM Private Credit Student Loan Trust

    

Series 2004-A, Class A3, 2.29%, 06/15/33 (Call 03/15/22), (3 mo. LIBOR US +
0.400%)(b)

     6,707       6,659,418  

Series 2004-B, Class A3, 2.22%, 03/15/24 (Call 09/15/24), (3 mo. LIBOR US +
0.330%)(b)

     12,266       12,229,161  

Series 2005-A, Class A3, 2.09%, 06/15/23 (Call 03/15/28), (3 mo. LIBOR US +
0.200%)(b)

     2,041       2,037,575  

Series 2005-A, Class A4, 2.20%, 12/15/38 (Call 03/15/28), (3 mo. LIBOR US +
0.310%)(b)

     10,500       10,249,388  

Series 2005-B, Class A4, 2.22%, 06/15/39 (Call 03/15/27), (3 mo. LIBOR US +
0.330%)(b)

     8,285       8,142,700  
Security  

Par

(000)

     Value  

Series 2006-A, Class A5, 2.18%, 06/15/39 (Call 09/15/28), (3 mo. LIBOR US +
0.290%)(b)

   $ 17,817     $ 17,432,728  

Series 2006-B, Class A5, 2.16%, 12/15/39 (Call 12/15/27), (3 mo. LIBOR US +
0.270%)(b)

     12,615       12,285,100  

SLM Private Education Loan Trust, Series 2011-C, Class A2A, 4.93%, 10/17/44 (Call 04/15/20),
(1 mo. LIBOR US + 3.250%)(a)(b)

     49       48,670  

SLM Student Loan Trust, Series 2011-2, Class A1, 2.26%, 11/25/27 (Call 10/25/31),
(1 mo. LIBOR US + 0.600%)(b)

     235       235,682  

SMB Private Education Loan Trust

    

Series 2015-A, Class A2A, 2.49%, 06/15/27 (Call 07/15/27)(a)

     6,066       6,093,119  

Series 2017-A, Class A2B, 2.58%, 09/15/34,
(1 mo. LIBOR US + 0.900%)(a)(b)

       22,939         22,985,064  

Series 2018-A, Class A1, 2.03%, 03/16/26,
(1 mo. LIBOR US + 0.350%)(a)(b)

     1,038       1,038,378  

Series 2018-B, Class A1, 2.00%, 12/16/24,
(1 mo. LIBOR US + 0.320%)(a)(b)

     526       525,666  

Series 2018-C, Class A1, 1.98%, 09/15/25,
(1 mo. LIBOR US + 0.300%)(a)(b)

     4,495       4,494,758  

Series 2019-A, Class A1, 2.03%, 02/16/26,
(1 mo. LIBOR US + 0.350%)(a)(b)

     8,790       8,790,567  

SoFi Professional Loan Program LLC

    

Series 16-C, Class A1, 2.76%, 10/27/36 (Call 04/25/24), (1 mo. LIBOR US +
1.100%)(a)(b)

     1,605       1,613,872  

Series 2015-A, Class A1, 2.86%, 03/25/33 (Call 03/25/20), (1 mo. LIBOR US +
1.200%)(a)(b)

     261       261,388  

Series 2015-B, Class A1, 2.71%, 04/25/35 (Call 10/25/21), (1 mo. LIBOR US +
1.050%)(a)(b)

     1,465       1,472,173  

Sound Point Clo XIV Ltd., Series 2016-3A, Class AR, 2.96%, 01/23/29 (Call 04/23/20),
(3 mo. LIBOR US + 1.150%)(a)(b)

     7,255       7,251,324  

Sound Point Clo XV Ltd., Series 2017-1A, Class AR, 2.96%, 01/23/29 (Call 04/23/20),
(3 mo. LIBOR US + 1.150%)(a)(b)

     1,100       1,099,600  

Symphony CLO XVIII Ltd., Series 2016-18A, Class AR, 2.96%, 01/23/28, (3 mo. LIBOR US + 1.150%)(a)(b)

     2,400       2,402,989  

TCI-Symphony CLO Ltd., Series 2016-1A, Class AR, 3.01%, 10/13/29 (Call 04/13/20),
(3 mo. LIBOR US + 1.160%)(a)(b)

     5,235       5,233,883  

TICP CLO I Ltd., Series 2015-1A, Class AR, 2.62%, 07/20/27 (Call 04/20/20), (3 mo. LIBOR US + 0.800%)(a)(b)

     3,921       3,918,792  

TICP CLO VI Ltd., Series 2016-6A, Class AR, 3.03%, 01/15/29 (Call 04/15/20), (3 mo. LIBOR US + 1.200%)(a)(b)

     6,380       6,393,593  

Toyota Auto Receivables, Series 2016-C, Class A4, 1.32%, 11/15/21 (Call 05/15/20)

     5,298       5,293,031  

Toyota Auto Receivables Owner Trust

    

Series 2017-B, Class A3, 1.76%, 07/15/21 (Call 03/15/21)

     2,594       2,593,960  

Series 2019-A, Class A2A, 2.83%, 10/15/21 (Call 11/15/22)

     17,333       17,401,204  
 

 

 

3

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  

Treman Park CLO Ltd., Series 2015-1A, Class ARR, 2.89%, 10/20/28 (Call 04/20/20), (3 mo. LIBOR US + 1.070%)(a)(b)

   $   21,750     $ 21,756,499  

Venture XXIV CLO Ltd., Series 2016-24A, Class AR, 3.00%, 10/20/28 (Call 04/20/20), (3 mo. LIBOR US + 1.180%)(a)(b)

     2,065       2,062,144  

Verizon Owner Trust, Series 2020-A, Class A1B, 2.38%, 07/22/24 (Call 03/20/23), (1 mo. LIBOR US + 0.270%)(b)

     9,290       9,280,639  

Volvo Financial Equipment LLC, Series 2019-1A, Class A2, 2.90%, 11/15/21 (Call 11/15/22)(a)

     12,414       12,462,321  

VOYA CLO, Series 2017-2A, Class A1, 3.04%, 06/07/30 (Call 04/15/20),
(3 mo. LIBOR US + 1.210%)(a)(b)

     5,330       5,333,456  

Westlake Automobile Receivables Trust, Series 2019-3A, Class A2, 2.15%, 02/15/23 (Call 12/15/22)(a)

     15,040       15,108,793  

Wheels SPV 2 LLC, Series 2015-1A, Class A2, 1.88%, 04/20/26
(Call 10/20/20)(a)

     154       153,626  
   

 

 

  

Total Asset-Backed Securities — 23.5%
(Cost: $1,525,733,770)

         1,528,848,530  
   

 

 

  

Certificates of Deposit

    

MUFG Bank Ltd., 2.29%, 01/25/21,
(3 mo. LIBOR US + 0.500%)(b)

     15,000       15,056,694  

Swedbank, 1.77%, 07/22/20

     32,000       32,005,996  
   

 

 

  

Total Certificates of Deposit — 0.7%
(Cost: $46,992,781)

       47,062,690  
   

 

 

  

Collaterized Mortgage Obligations

 

Mortgage-Backed Securities — 8.6%            

280 Park Avenue Mortgage Trust, Series 2017-280P, Class A, 2.56%, 09/15/34, (1 mo. LIBOR US + 0.880%)(a)(b)

     33,000       33,026,664  

Americold LLC, Series 2010-ARTA, Class A1, 3.85%, 01/14/29(a)

     1,523       1,532,924  

AOA Mortgage Trust, Series 2015-1177, Class A, 2.96%, 12/13/29(a)

     11,835       11,964,714  

AREIT Trust, Series 2019-CRE3, Class A, 2.69%, 09/14/36, (1 mo. LIBOR US + 1.020%)(a)(b)

     30,000       30,000,004  

Aventura Mall Trust, Series 2013-AVM, Class A, 3.87%, 12/05/32(a)(c)

     4,650       4,678,422  

BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A, 2.53%, 09/15/34, (1 mo. LIBOR US + 0.850%)(a)(b)

     34,720       34,601,494  

Bancorp Commercial Mortgage Trust

    

Series 2018-CRE4, Class A, 2.58%, 09/15/35, (1 mo. LIBOR US + 0.900%)(a)(b)

     5,122       5,118,935  

Series 2019-CRE5, Class A, 2.68%, 03/15/36, (1 mo. LIBOR US + 1.000%)(a)(b)

     10,427       10,426,765  

BBCMS Mortgage Trust, Series 2019-BWAY, Class A, 2.63%, 11/25/34,
(1 mo. LIBOR US + 0.956%)(a)(b)

     11,305       11,276,639  

BBCMS Trust

    

Series 2018-TYSN, Class A2, 3.76%, 09/05/32(a)

     13,495       13,572,629  

Series 2019-CLP, Class A, 2.36%, 12/15/31, (1 mo. LIBOR US + 0.685%)(a)(b)

     10,012       9,987,196  
Security  

Par

(000)

     Value  
Mortgage-Backed Securities (continued)            

Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PW10, Class AJ, 5.78%, 12/11/40(c)

   $   5,085     $ 5,144,475  

BX Commercial Mortgage Trust

    

Series 2018-BIOA, Class A, 2.35%, 03/15/37,
(1 mo. LIBOR US + 0.671%)(a)(b)

     23,190       23,168,092  

Series 2018-IND, Class A, 2.43%, 11/15/35,
(1 mo. LIBOR US + 0.750%)(a)(b)

     28,273       28,272,866  

Series 2019-XL, Class A, 2.60%, 10/15/36,
(1 mo. LIBOR US + 0.920%)(a)(b)

     20,979       21,045,296  

Series 2020-BXLP, Class A, 2.55%, 12/15/29,
(1 mo. LIBOR US + 0.800%)(a)(b)

     17,996       18,007,238  

BX Trust

    

Series 2019-ATL, Class A, 2.76%, 10/15/36,
(1 mo. LIBOR US + 1.087%)(a)(b)

     5,000       4,999,993  

Series 2019-CALM, Class A, 2.55%, 11/15/32, (1 mo. LIBOR US + 0.876%)(a)(b)

     6,798       6,800,114  

CGDBB Commercial Mortgage Trust, Series 2017-BIOC, Class A, 2.47%, 07/15/32, (1 mo. LIBOR US + 0.790%)(a)(b)

     12,150       12,158,290  

Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 2.56%, 07/25/49 (Call 11/25/23), (1 mo. LIBOR US + 0.900%)(a)(b)

     6,221       6,220,424  

COMM Mortgage Trust, Series 2014-CR15, Class A2, 2.93%, 02/10/47

     3,772       3,776,571  

Commission, Series 2013- GAM, Class A2, 3.37%, 02/10/28(a)

     7,695       7,737,706  

Commission Mortgage Trust, Series 2013-CR6, Class A3FL, 2.31%, 03/10/46, (1 mo. LIBOR US + 0.630%)(a)(b)

     8,857       8,844,431  

Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class A, 2.66%, 05/15/36,
(1 mo. LIBOR US + 0.980%)(a)(b)

     20,920         20,954,495  

Four Times Square Trust Commercial Mortgage Pass-Through Certificates, Series 2006-4TS, Class A, 5.40%, 12/13/28(a)

     10,758       10,989,885  

Gosforth Funding PLC, Series 2018-1A, Class A1, 2.36%, 08/25/60 (Call 08/25/23), (3 mo. LIBOR US + 0.450%)(a)(b)

     7,405       7,401,868  

GPMT Ltd., Series 2018-FL1, Class A, 2.55%, 11/21/35, (1 mo. LIBOR US +
0.900%)(a)(b)

     2,892       2,893,858  

GS Mortgage Securities Corp. Trust

    

Series 2018-LUAU, Class A, 2.68%, 11/15/32, (1 mo. LIBOR US + 1.000%)(a)(b)

     7,600       7,588,024  

Series 2019-SOHO, Class A, 2.58%, 06/15/36, (1 mo. LIBOR US + 0.900%)(a)(b)

     19,046       19,057,843  

JP Morgan Chase Commercial Mortgage Securities Corp., Series 2019-BKWD, Class A, 2.68%, 09/15/29, (1 mo. LIBOR US +
1.000%)(a)(b)

     1,911       1,912,156  

KNDL Mortgage Trust, Series 2019-KNSQ, Class A, 2.48%, 05/15/36, (1 mo. LIBOR US + 0.800%)(a)(b)

     8,533       8,524,934  

Lanark Master Issuer PLC, 2.67%, 12/22/69 (Call 02/22/20), (3 mo. LIBOR US + 0.770%)(a)(b)

     7,484       7,510,945  

Madison Avenue Trust, Series 2013-650M, Class A, 3.84%, 10/12/32(a)

     7,500       7,544,744  
 

 

 

4

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  
Mortgage-Backed Securities (continued)            

Morgan Stanley Capital I Trust

    

Series 2014-CPT, Class A,
3.35%, 07/13/29(a)

   $   14,480     $ 14,744,040  

Series 2017-CLS, Class A, 2.38%, 11/15/34, (1 mo. LIBOR US + 0.700%)(a)(b)

     34,512       34,480,829  

Series 2018-BOP, Class A, 2.53%, 08/15/33, (1 mo. LIBOR US + 0.850%)(a)(b)

     6,860       6,847,100  

Series 2018-SUN, Class A, 2.58%, 07/15/35, (1 mo. LIBOR US + 0.900%)(a)(b)

     19,045       19,009,169  

Series 2019-AGLN, Class A, 2.63%, 03/15/34, (1 mo. LIBOR US + 0.950%)(a)(b)

     8,247       8,237,046  

Natixis Commercial Mortgage Securities Trust, Series 2018-RIVA, Class A, 2.43%, 02/15/33, (1 mo. LIBOR US + 0.750%)(a)(b)

     7,650       7,620,817  

Rosslyn Portfolio Trust, Series 2017-ROSS, Class A, 2.63%, 06/15/33, (1 mo. LIBOR US + 0.950%)(a)(b)

     3,390       3,389,995  

VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.81%, 12/13/29(a)

     10,200       10,299,012  

Wells Fargo Commercial Mortgage Trust, Series 2017-SMP, Class A, 2.43%, 12/15/34, (1 mo. LIBOR US + 0.750%)(a)(b)

     17,280       17,226,185  

WFRBS Commercial Mortgage Trust

    

Series 2012-C6, Class AS, 3.84%, 04/15/45

     12,986       13,408,909  

Series 2012-C8, Class AFL, 2.67%, 08/15/45, (1 mo. LIBOR US + 1.000%)(a)(b)

     19,450       19,531,823  
   

 

 

  

Total Collaterized Mortgage Obligations — 8.6%
(Cost: $561,402,173)

 

       561,535,559  
   

 

 

  

Commercial Paper

    

Boeing Co., 2.10%, 07/31/20(d)

     25,000       24,736,985  

Broadcom Inc., 2.63%, 02/06/20(d)

     30,000       29,986,845  

Ford Motor Cerdit Co., 2.73%, 07/31/20(d)

     24,000       23,673,856  

Ford Motor Credit Co. LLC

    

2.59%, 03/24/20(d)

     23,130       23,042,076  

2.85%, 09/25/20(d)

     20,000       19,629,513  

General Electric Co., 1.81%, 04/01/20(d)

     17,000       16,948,121  

Glencore Funding LLC, 1.99%, 04/09/20(d)

     20,000       19,924,637  

Nissan Motor Acceptance Corp.

    

1.91%, 04/07/20(d)

     18,000       17,936,183  

2.22%, 06/12/20(d)

     35,000       34,746,173  

TELUS Corp., 1.84%, 05/08/20(d)

     11,250       11,194,018  
   

 

 

  

Total Commercial Paper — 3.4%
(Cost: $221,733,333)

       221,818,407  
   

 

 

  

Corporate Bonds & Notes

    
Advertising — 0.1%            

Interpublic Group of Companies Inc. (The), 3.50%, 10/01/20

     4,465       4,512,098  
   

 

 

  
Aerospace & Defense — 1.2%            

Northrop Grumman Corp., 2.08%, 10/15/20

     15,000       15,032,474  

Rolls-Royce PLC, 2.38%, 10/14/20 (Call 09/14/20)(a)

     30,000       30,061,325  
Security  

Par

(000)

     Value  
Aerospace & Defense (continued)            

United Technologies Corp.

    

2.55%, 08/16/21 (Call 02/18/20),
(3 mo. LIBOR US + 0.650%)(b)(e)

   $   21,865     $ 21,869,157  

4.50%, 04/15/20

     10,000       10,054,659  
   

 

 

  
      77,017,615  
Agriculture — 1.5%            

BAT Capital Corp.

    

2.50%, 08/14/20, (3 mo. LIBOR US +
0.590%)(b)(e)

     24,000       24,051,994  

2.76%, 08/15/22 (Call 07/15/22)

     40,000       40,800,776  

2.79%, 08/15/22 (Call 07/15/22),
(3 mo. LIBOR US + 0.880%)(b)(e)

     10,000       10,056,579  

Imperial Brands Finance PLC,
2.95%, 07/21/20(a)

     15,000       15,069,416  

Reynolds American Inc., 6.88%, 05/01/20

     10,000       10,121,165  
   

 

 

  
        100,099,930  
Auto Manufacturers — 5.4%            

American Honda Finance Corp., 2.15%, 06/16/20, (3 mo. LIBOR US +
0.260%)(b)

     10,000       10,011,372  

BMW Finance NV, 2.25%, 08/12/22(a)

     12,000       12,172,878  

BMW U.S. Capital LLC

    

2.28%, 04/06/20, (3 mo. LIBOR US +
0.380%)(a)(b)(e)

     4,415       4,418,717  

3.25%, 08/14/20(a)

     13,665       13,776,159  

Daimler Finance North America LLC

    

2.33%, 02/12/21, (3 mo. LIBOR US +
0.430%)(a)(b)(e)

     5,000       5,010,160  

2.42%, 05/05/20, (3 mo. LIBOR US +
0.530%)(a)(b)

     15,500       15,517,039  

3.10%, 05/04/20(a)

     20,848       20,912,302  

Ford Motor Credit Co. LLC

    

2.86%, 09/24/20, (3 mo. LIBOR US +
0.930%)(b)(e)

     15,000       15,028,630  

3.16%, 08/04/20

     58,995       59,316,827  

5.88%, 08/02/21

     15,000       15,743,436  

General Motors Financial Co. Inc.

    

3.20%, 07/13/20 (Call 06/13/20)

     50,000       50,217,398  

3.70%, 11/24/20 (Call 10/24/20)

     25,000       25,296,392  

4.20%, 11/06/21(e)

     40,000       41,384,298  

Hyundai Capital America

    

2.55%, 04/03/20(a)

     12,134       12,171,919  

2.71%, 04/03/20, (3 mo. LIBOR US +
0.800%)(a)(b)

     6,890       6,896,993  

2.90%, 09/18/20, (3 mo. LIBOR US +
1.000%)(a)(b)

     3,000       3,012,111  

Nissan Motor Acceptance Corp., 2.35%, 09/28/20, (3 mo. LIBOR US +
0.390%)(a)(b)(e)

     18,968       18,985,772  

Volkswagen Group of America Finance LLC

    

2.40%, 05/22/20(a)

     22,090       22,124,480  

2.70%, 09/26/22(a)

     2,145       2,181,053  
   

 

 

  
      354,177,936  
Banks — 21.2%            

Australia & New Zealand Banking Group Ltd.

    

2.40%, 08/19/20, (3 mo. LIBOR US +
0.500%)(a)(b)

     19,745       19,794,303  

2.48%, 11/09/22, (3 mo. LIBOR US +
0.580%)(a)(b)

     2,000       2,014,220  

Australia & New Zealand Banking Group Ltd./New York NY, 2.70%, 11/16/20

     15,000       15,125,457  
 

 

 

5

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security   Par
(000)		     Value  
Banks (continued)            

Banco Santander SA, 2.97%, 04/12/23, (3 mo. LIBOR US + 1.120%)(b)

   $   10,000     $ 10,085,282  

Bank of America Corp.

    

2.33%, 10/01/21 (Call 10/01/20)(c)

     27,500       27,598,196  

2.37%, 07/21/21 (Call 07/21/20)(c)

     26,600       26,679,852  

2.60%, 06/25/22 (Call 06/25/21), (3 mo. LIBOR US + 0.650%)(b)

     10,000       10,062,091  

2.80%, 04/24/23 (Call 04/24/22), (3 mo. LIBOR US + 1.000%)(b)(e)

     27,500       27,841,000  

2.98%, 01/20/23 (Call 01/20/22), (3 mo. LIBOR US + 1.160%)(b)

     25,000       25,413,110  

Bank of Montreal, 2.71%, 08/27/21, (3 mo. LIBOR US + 0.790%)(b)

     7,000       7,070,410  

Bank of Nova Scotia (The), 2.52%, 09/19/22,
(3 mo. LIBOR US + 0.620%)(b)

     10,000       10,097,761  

Banque Federative du Credit Mutuel SA

    

2.20%, 07/20/20(a)

     10,000       10,019,755  

2.31%, 07/20/20, (3 mo. LIBOR US + 0.490%)(a)(b)

     3,215       3,221,740  

Barclays Bank PLC, 5.14%, 10/14/20

     8,170       8,347,806  

Barclays PLC, 2.88%, 06/08/20

     22,000       22,053,680  

BPCE SA, 3.00%, 05/22/22(a)

     10,000         10,227,060  

Capital One N.A., 2.92%, 01/30/23 (Call 01/30/22),
(3 mo. LIBOR US + 1.150%)(b)

     8,000       8,096,242  

Citigroup Inc.

    

2.48%, 10/27/22 (Call 09/27/22), (3 mo. LIBOR US + 0.690%)(b)

     10,000       10,096,526  

2.65%, 10/26/20

     25,000       25,165,644  

2.90%, 12/08/21 (Call 11/08/21)

     18,350       18,689,026  

Citizens Bank N.A./Providence RI

    

2.49%, 05/26/20, (3 mo. LIBOR US + 0.570%)(b)

     8,710       8,724,312  

2.63%, 02/14/22 (Call 11/14/21),
(3 mo. LIBOR US + 0.720%)(b)(e)

     30,000       30,234,768  

Commonwealth Bank of Australia/New York NY, 2.40%, 11/02/20

     20,000       20,100,897  

Cooperatieve Rabobank UA, 2.81%, 09/26/23,
(3 mo. LIBOR US + 0.860%)(a)(b)

     10,000       10,072,885  

Credit Suisse AG/New York NY

    

3.00%, 10/29/21

     18,450       18,844,647  

4.38%, 08/05/20

     16,932       17,154,346  

Credit Suisse Group AG, 3.57%, 01/09/23 (Call 01/09/22)(a)

     10,000       10,296,985  

Credit Suisse Group Funding Guernsey Ltd., 2.75%, 03/26/20

     25,410       25,444,303  

Danske Bank A/S

    

2.42%, 03/02/20, (3 mo. LIBOR US + 0.510%)(a)(b)

     2,500       2,501,003  

2.75%, 09/17/20(a)

     20,000       20,103,026  

Deutsche Bank AG/New York NY

    

2.62%, 01/22/21, (3 mo. LIBOR US + 0.815%)(b)

     5,000       4,988,330  

4.25%, 02/04/21

     9,905       10,091,197  

Discover Bank, 3.10%, 06/04/20 (Call 05/04/20)

     20,000       20,064,774  

Federation des Caisses Desjardins du Quebec, 2.25%, 10/30/20(a)(e)

     15,000       15,063,693  

Fifth Third Bancorp., 2.88%, 07/27/20 (Call 06/27/20)

     10,000       10,043,675  
Security   Par
(000)		     Value  
Banks (continued)            

Fifth Third Bank/Cincinnati OH, 2.02%, 10/30/20
(Call 09/30/20), (3 mo. LIBOR
US + 0.250%)(b)(e)

   $   10,000     $   10,010,770  

Goldman Sachs Group Inc. (The)

    

2.56%, 10/31/22 (Call 10/31/21),
(3 mo. LIBOR US + 0.780%)(b)

     4,000       4,034,063  

2.80%, 07/24/23 (Call 07/24/22), (3 mo. LIBOR US + 1.000%)(b)(e)

     5,000       5,060,223  

2.90%, 04/26/22 (Call 04/26/21), (3 mo. LIBOR US + 1.110%)(b)

     25,000       25,265,127  

2.94%, 06/05/23 (Call 06/05/22), (3 mo. LIBOR US + 1.050%)(b)

     15,000       15,199,728  

3.09%, 09/15/20 (Call 08/15/20), (3 mo. LIBOR US + 1.200%)(b)(e)

     1,750       1,760,200  

3.15%, 04/23/21 (Call 03/23/21), (3 mo. LIBOR US + 1.360%)(b)

     7,000       7,097,159  

3.51%, 11/29/23,
(3 mo. LIBOR US + 1.600%)(b)

     15,000       15,559,754  

3.68%, 02/25/21,
(3 mo. LIBOR US + 1.770%)(b)(e)

     10,000       10,169,281  

HSBC Bank PLC, 4.13%, 08/12/20(a)

     10,000       10,121,613  

HSBC Holdings PLC

    

2.50%, 05/18/21 (Call 05/18/20),
(3 mo. LIBOR US + 0.600%)(b)

     24,695       24,727,179  

3.57%, 05/25/21, (3 mo. LIBOR
US + 1.660%)(b)(e)

     10,000       10,189,659  

4.13%, 03/08/21, (3 mo. LIBOR
US + 2.240%)(b)

     6,815       6,965,310  

Huntington National Bank (The), 2.50%, 08/07/22 (Call 07/07/22)

     15,430       15,700,396  

JPMorgan Chase & Co.

    

2.51%, 06/18/22 (Call 06/18/21),
(3 mo. LIBOR US + 0.610%)(b)

     12,500       12,569,153  

2.59%, 06/01/21 (Call 06/01/20),
(3 mo. LIBOR US + 0.680%)(b)

     19,985       20,024,903  

2.69%, 04/25/23 (Call 04/25/22),
(3 mo. LIBOR US + 0.900%)(b)(e)

     10,000       10,110,474  

2.83%, 01/15/23 (Call 01/15/22),
(3 mo. LIBOR US + 1.000%)(b)

     15,000       15,200,904  

3.03%, 10/24/23 (Call 10/24/22),
(3 mo. LIBOR US + 1.230%)(b)

     15,000       15,294,000  

4.25%, 10/15/20

     10,000       10,176,029  

JPMorgan Chase Bank N.A.

    

2.27%, 02/19/21 (Call 02/19/20), (3 mo. LIBOR US + 0.370%)(b)

     10,000       10,002,865  

2.60%, 02/01/21 (Call 02/03/20)(c)

     15,000       15,000,000  

3.09%, 04/26/21 (Call 04/26/20)(c)

     32,400       32,498,626  

Lloyds Bank PLC

    

2.70%, 08/17/20

     20,000       20,103,556  

6.38%, 01/21/21

     9,000       9,404,827  

Mitsubishi UFJ Financial Group Inc., 2.44%, 07/26/21,
(3 mo. LIBOR US + 0.650%)(b)

     10,000       10,056,740  

Mizuho Financial Group Inc.

    

2.68%, 03/05/23,
(3 mo. LIBOR US + 0.790%)(b)(e)

     3,000       3,015,974  

2.74%, 09/13/23 (Call 09/13/22),
(3 mo. LIBOR US + 0.850%)(b)(e)

     25,000       25,165,072  

3.03%, 09/13/21,
(3 mo. LIBOR US + 1.140%)(b)(e)

     20,000       20,283,976  
 

 

 

6

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  
Banks (continued)            

Morgan Stanley

    

2.63%, 11/17/21

   $   15,000     $ 15,235,032  

2.80%, 06/16/20

     10,000       10,036,474  

3.00%, 01/20/22 (Call 01/20/21), (3 mo. LIBOR US + 1.180%)(b)

     15,000       15,147,900  

3.20%, 10/24/23 (Call 10/24/22), (3 mo. LIBOR US + 1.400%)(b)

     40,000       40,961,840  

Royal Bank of Scotland Group PLC, 3.38%, 05/15/23 (Call 05/15/22), (3 mo. LIBOR US + 1.470%)(b)(e)

     9,895       10,059,190  

Santander UK Group Holdings PLC

    

2.88%, 10/16/20

     33,000       33,199,188  

3.13%, 01/08/21

     10,000       10,106,274  

Skandinaviska Enskilda Banken AB

    

2.33%, 05/17/21, (3 mo. LIBOR US + 0.430%)(a)(b)

     10,000       10,027,860  

2.53%, 12/12/22, (3 mo. LIBOR US + 0.645%)(a)(b)(e)

     15,000       15,068,287  

2.63%, 11/17/20(a)(e)

     20,000       20,118,200  

Standard Chartered PLC

   

2.74%, 09/10/22 (Call 09/10/21)(a)(c)

     8,100       8,176,170  

3.05%, 01/15/21(a)(e)

     20,000       20,150,775  

SunTrust Bank/Atlanta GA, 2.29%, 10/26/21
(Call 10/26/20), (3 mo. LIBOR US + 0.500%)(b)

     32,020       32,103,316  

Svenska Handelsbanken AB

    

2.25%, 09/08/20, (3 mo. LIBOR US + 0.360%)(b)(e)

     5,000       5,010,512  

2.38%, 05/24/21, (3 mo. LIBOR US + 0.470%)(b)

     12,500       12,555,906  

Synchrony Bank, 2.59%, 03/30/20, (3 mo. LIBOR US + 0.625%)(b)

     30,000         30,026,133  

Truist Bank, 2.80%, 05/17/22 (Call 04/17/22)

     10,000       10,225,953  

Truist Financial Corp., 2.46%, 06/15/20,
(3 mo. LIBOR US + 0.570%)(b)

     9,403       9,420,010  

UBS AG/London

    

2.39%, 12/01/20 (Call 11/01/20), (3 mo. LIBOR US + 0.480%)(a)(b)

     5,000       5,013,345  

2.45%, 12/01/20 (Call 11/01/20)(a)

     15,000       15,070,050  

2.47%, 06/08/20 (Call 05/08/20), (3 mo. LIBOR US + 0.580%)(a)(b)

     5,300       5,307,956  

UBS Group Funding Switzerland AG, 3.13%, 05/23/23 (Call 05/23/22),
(3 mo. LIBOR US + 1.220%)(a)(b)(e)

     20,000       20,324,194  

Wells Fargo & Co.

    

2.55%, 12/07/20

     15,000       15,093,069  

2.63%, 07/22/22

     15,000       15,296,577  

2.68%, 07/22/20, (3 mo. LIBOR US + 0.880%)(b)(e)

     5,000       5,020,319  

3.24%, 03/04/21, (3 mo. LIBOR US + 1.340%)(b)(e)

     30,000       30,397,477  

Wells Fargo Bank N.A.

    

2.31%, 07/23/21 (Call 07/23/20), (3 mo. LIBOR US + 0.500%)(b)

     15,000       15,027,840  

2.31%, 10/22/21 (Call 09/21/21), (3 mo. LIBOR US + 0.510%)(b)(e)

     30,000       30,149,026  
   

 

 

  
      1,376,524,436  
Biotechnology — 0.3%            

Amgen Inc., 2.35%, 05/11/20, (3 mo. LIBOR US + 0.450%)(b)

     8,100       8,108,293  
Security  

Par

(000)

     Value  
Biotechnology (continued)            

Gilead Sciences Inc., 2.55%, 09/01/20

   $   10,000     $ 10,044,910  
   

 

 

  
      18,153,203  
Chemicals — 1.0%            

DuPont de Nemours Inc.

    

2.62%, 11/15/20,
(3 mo. LIBOR US + 0.710%)(b)(e)

     47,500       47,737,638  

3.77%, 11/15/20

     5,000       5,074,438  

Sherwin-Williams Co. (The), 2.75%, 06/01/22 (Call 05/01/22)(e)

     11,589       11,861,372  
   

 

 

  
      64,673,448  
Commercial Services — 0.2%            

Moody’s Corp., 2.75%, 12/15/21 (Call 11/15/21)

     12,150       12,372,832  
   

 

 

  
Computers — 1.0%            

Dell International LLC/EMC Corp., 5.45%, 06/15/23 (Call 04/15/23)(a)

     25,000       27,388,680  

Hewlett Packard Enterprise Co.

    

2.62%, 10/05/21 (Call 02/18/20), (3 mo. LIBOR US + 0.720%)(b)

     20,000       20,002,823  

3.60%, 10/15/20 (Call 09/15/20)(f)

     10,000       10,111,806  

IBM Credit LLC, 2.38%, 11/30/20, (3 mo. LIBOR US + 0.470%)(b)

     7,250       7,275,148  
   

 

 

  
        64,778,457  
Diversified Financial Services — 4.0%            

AerCap Ireland Capital DAC/AerCap Global

    

Aviation Trust

    

4.25%, 07/01/20

     35,000       35,308,639  

4.63%, 10/30/20

     20,000       20,384,247  

5.00%, 10/01/21

     13,845       14,527,718  

AIG Global Funding, 2.39%, 07/02/20, (3 mo. LIBOR US + 0.480%)(a)(b)

     3,695       3,702,070  

American Express Co.

    

2.10%, 10/30/20 (Call 09/29/20), (3 mo. LIBOR US + 0.330%)(b)

     7,750       7,761,202  

2.49%, 11/05/21 (Call 10/05/21), (3 mo. LIBOR US + 0.600%)(b)(e)

     10,000       10,066,700  

2.57%, 02/27/23 (Call 01/27/23), (3 mo. LIBOR US + 0.650%)(b)

     4,000       4,029,826  

American Express Credit Corp., 2.34%, 03/03/20 (Call 02/03/20), (3 mo. LIBOR US + 0.430%)(b)

     10,000       10,000,000  

Capital One Bank USA N.A., 2.01%, 01/27/23 (Call 01/27/22)(c)

     10,000       10,032,103  

Capital One Financial Corp.

    

2.22%, 10/30/20 (Call 09/30/20), (3 mo. LIBOR US + 0.450%)(b)(e)

     5,000       5,011,386  

2.84%, 03/09/22 (Call 02/09/22), (3 mo. LIBOR US + 0.950%)(b)

     24,635       24,919,165  

3.45%, 04/30/21 (Call 03/30/21)

     10,000       10,195,402  

GE Capital International Funding Co. Unlimited Co., 2.34%, 11/15/20(e)

     53,250       53,429,770  

Nomura Holdings Inc., 6.70%, 03/04/20

     31,841       31,972,822  

Synchrony Financial, 2.70%, 02/03/20

     17,695       17,695,000  
   

 

 

  
      259,036,050  
Electric — 0.6%            

Duke Energy Progress LLC, 2.07%, 09/08/20,
(3 mo. LIBOR US + 0.180%)(b)

     9,835       9,846,743  

Florida Power & Light Co., 2.31%, 05/06/22 (Call 02/11/20), (3 mo. LIBOR US + 0.400%)(b)

     8,645       8,645,570  
 

 

 

7

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Par

(000)

     Value  
Electric (continued)            

NextEra Energy Capital Holdings Inc., 2.90%, 04/01/22

   $   13,665     $ 13,986,419  

Sempra Energy, 2.33%, 01/15/21 (Call 03/02/20), (3 mo. LIBOR
US + 0.500%)(b)

     5,065       5,065,891  
   

 

 

  
      37,544,623  
Electronics — 0.4%            

Roper Technologies Inc., 3.00%, 12/15/20 (Call 11/15/20)

     8,500       8,576,415  

Tyco Electronics Group SA, 2.34%, 06/05/20,
(3 mo. LIBOR US + 0.450%)(b)

     15,000       15,010,890  
   

 

 

  
      23,587,305  
Environmental Control — 0.1%            

Republic Services Inc., 3.55%, 06/01/22 (Call 03/01/22)

     5,895       6,108,981  
   

 

 

  
Food — 1.6%            

Campbell Soup Co., 2.52%, 03/15/21, (3 mo. LIBOR US + 0.630%)(b)

     15,000       15,061,801  

Conagra Brands Inc.

    

2.38%, 10/09/20, (3 mo. LIBOR US + 0.500%)(b)

     7,000       7,013,349  

2.55%, 10/22/20 (Call 02/11/20),
(3 mo. LIBOR US + 0.750%)(b)

     9,945       9,945,987  

General Mills Inc.

    

2.38%, 04/16/21, (3 mo. LIBOR US + 0.540%)(b)

     26,636       26,769,446  

2.60%, 10/12/22 (Call 09/12/22)

     9,135       9,310,456  

Kraft Heinz Foods Co.

    

2.47%, 02/10/21, (3 mo. LIBOR US + 0.570%)(b)

     4,010       4,017,298  

2.72%, 08/10/22, (3 mo. LIBOR US + 0.820%)(b)(e)

     5,000       5,022,717  

Tyson Foods Inc.

    

2.34%, 08/21/20, (3 mo. LIBOR US + 0.450%)(b)(e)

     14,160       14,178,798  

2.46%, 06/02/20, (3 mo. LIBOR US + 0.550%)(b)

     5,475       5,482,642  

4.50%, 06/15/22 (Call 03/15/22)

     7,930       8,368,431  
   

 

 

  
      105,170,925  
Health Care – Products — 0.1%            

Medtronic Inc., 2.69%, 03/15/20,
(3 mo. LIBOR US + 0.800%)(b)

     5,312       5,317,323  
   

 

 

  
Health Care – Services — 0.3%            

Anthem Inc., 3.13%, 05/15/22

     9,425       9,714,235  

UnitedHealth Group Inc., 2.70%, 07/15/20

     10,000       10,044,420  
   

 

 

  
      19,758,655  
Insurance — 0.6%            

Allstate Corp. (The), 2.39%, 03/29/21,
(3 mo. LIBOR US + 0.430%)(b)(e)

     5,710       5,727,978  

American International Group Inc., 3.38%, 08/15/20

     2,997       3,021,435  

Hartford Financial Services Group Inc. (The), 5.50%, 03/30/20

     19,058       19,165,487  

Marsh & McLennan Companies Inc.,
3.16%, 12/29/21 (Call 03/02/20),
(3 mo. LIBOR US + 1.200%)(b)

     13,380       13,392,091  
   

 

 

  
      41,306,991  
Security  

Par

(000)

     Value  
Lodging — 0.7%            

Marriott International Inc./MD

    

Series N, 3.13%, 10/15/21 (Call 07/15/21)

   $   35,000     $ 35,665,652  

Series Y, 2.51%, 12/01/20, (3 mo. LIBOR US + 0.600%)(b)(e)

     10,000       10,026,864  
   

 

 

  
      45,692,516  
Machinery — 0.3%            

Caterpillar Financial Services Corp., 2.42%, 05/15/23,
(3 mo. LIBOR US + 0.510%)(b)(e)

     10,000       10,050,909  

John Deere Capital Corp.

    

2.22%, 06/22/20,
(3 mo. LIBOR US + 0.290%)(b)

     6,000       6,006,531  

2.29%, 06/07/21,
(3 mo. LIBOR US + 0.400%)(b)(e)

     6,480       6,503,161  
   

 

 

  
      22,560,601  
Manufacturing — 0.7%            

General Electric Co., 4.63%, 01/07/21

     34,500       35,341,046  

Siemens Financieringsmaatschappij NV

    

2.15%, 05/27/20(a)

     10,000       10,017,757  

2.23%, 03/16/20,
(3 mo. LIBOR US + 0.340%)(a)(b)

     2,000       2,001,100  
   

 

 

  
      47,359,903  
Media — 2.5%            

Charter Communications Operating LLC/Charter Communications Operating Capital

    

3.58%, 07/23/20 (Call 06/23/20)

     96,750       97,320,902  

4.46%, 07/23/22 (Call 05/23/22)

     20,000       21,133,319  

Comcast Corp., 2.35%, 10/01/21,
(3 mo. LIBOR US + 0.440%)(b)

     42,930       43,157,202  
   

 

 

  
      161,611,423  
Oil & Gas — 1.5%            

Newfield Exploration Co., 5.75%, 01/30/22

     20,000       21,265,822  

Occidental Petroleum Corp., 3.36%, 08/15/22 (Call 08/15/20), (3 mo. LIBOR US + 1.450%)(b)

     53,070       53,366,753  

Ovintiv Inc., 3.90%, 11/15/21 (Call 08/15/21)

     15,407       15,809,934  

Phillips 66, 2.58%, 04/15/20 (Call 03/02/20),
(3 mo. LIBOR US + 0.750%)(a)(b)(e)

     5,625       5,627,723  
   

 

 

  
      96,070,232  
Pharmaceuticals — 7.2%            

AbbVie Inc.

    

2.24%, 05/21/21,
(3 mo. LIBOR US + 0.350%)(a)(b)(e)

     30,000       30,069,482  

2.50%, 05/14/20 (Call 04/14/20)

     62,500       62,576,538  

Allergan Funding SCS

    

3.00%, 03/12/20 (Call 02/17/20)

     94,829       94,856,551  

3.14%, 03/12/20,
(3 mo. LIBOR US + 1.255%)(b)

     20,505       20,531,548  

3.45%, 03/15/22 (Call 01/15/22)

     10,000       10,293,926  

Allergan Inc./U.S., 3.38%, 09/15/20

     15,732       15,919,684  

Bayer U.S. Finance LLC, 3.00%, 10/08/21(a)

     10,000       10,208,731  

Becton Dickinson and Co.

    

2.40%, 06/05/20

     25,000       25,034,999  

2.84%, 12/29/20 (Call 03/02/20), (3 mo. LIBOR US + 0.875%)(b)

     21,378       21,389,056  

Cigna Corp., 3.20%, 09/17/20

     30,000       30,253,711  

CVS Health Corp.

    

2.52%, 03/09/20,
(3 mo. LIBOR US + 0.630%)(b)

     531       531,282  

2.61%, 03/09/21,
(3 mo. LIBOR US + 0.720%)(b)(e)

     10,000       10,059,885  
 

 

 

8

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

 

Par

(000)

     Value  
Pharmaceuticals (continued)            

2.75%, 12/01/22 (Call 09/01/22)

   $   15,000     $ 15,312,220  

2.80%, 07/20/20 (Call 06/20/20)

     86,485       86,796,101  

3.50%, 07/20/22 (Call 05/20/22)

     4,190       4,340,588  

Express Scripts Holding Co., 2.60%, 11/30/20

     8,200       8,250,658  

Shire Acquisitions Investments Ireland DAC, 2.40%, 09/23/21 (Call 08/23/21)

     7,690       7,758,029  

Takeda Pharmaceutical Co. Ltd., 4.00%, 11/26/21 (Call 10/26/21)

     12,435       12,892,730  
   

 

 

  
        467,075,719  
Pipelines — 2.9%            

Energy Transfer Operating LP, 4.15%, 10/01/20 (Call 02/14/20)

     37,445       37,849,446  

Enterprise Products Operating LLC, 5.20%, 09/01/20

     10,000       10,190,378  

Kinder Morgan Energy Partners LP

    

5.00%, 10/01/21 (Call 07/01/21)

     5,202       5,421,580  

6.85%, 02/15/20

     15,830       15,850,809  

Kinder Morgan Inc./DE, 5.00%, 02/15/21 (Call 01/15/21)(a)

     10,000       10,277,008  

MPLX LP

    

2.79%, 09/09/21 (Call 09/09/20), (3 mo. LIBOR US + 0.900%)(b)

     6,825       6,850,067  

6.25%, 10/15/22 (Call 02/18/20)(a)

     2,000       2,038,140  

Plains All American Pipeline LP/PAA Finance Corp., 5.00%, 02/01/21 (Call 11/01/20)

     16,130       16,472,144  

Spectra Energy Partners LP, 2.59%, 06/05/20, (3 mo. LIBOR US + 0.700%)(b)(e)

     32,000       32,064,592  

TransCanada PipeLines Ltd., 3.80%, 10/01/20

     5,127       5,190,621  

Western Midstream Operating LP, 2.70%, 01/13/23, (3 mo. LIBOR
US + 0.850%)(b)

     4,045       4,043,134  

Williams Companies Inc. (The), 5.25%, 03/15/20

     43,300       43,445,657  
   

 

 

  
      189,693,576  
Semiconductors — 1.5%            

Broadcom Corp./Broadcom Cayman Finance Ltd.

    

2.20%, 01/15/21

     35,000       35,090,858  

3.00%, 01/15/22 (Call 12/15/21)

     24,000       24,427,771  

Broadcom Inc., 3.13%, 04/15/21(a)

     30,800       31,243,318  

Lam Research Corp., 2.75%, 03/15/20 (Call 03/02/20)

     7,555       7,559,525  
   

 

 

  
      98,321,472  
Software — 0.1%            

Fiserv Inc., 2.70%, 06/01/20 (Call 05/01/20)

     8,580       8,597,148  
   

 

 

  
Telecommunications — 2.7%            

AT&T Inc.

    

2.45%, 06/30/20 (Call 05/30/20)

     20,000       20,025,986  

2.66%, 06/01/21,
(3 mo. LIBOR US + 0.750%)(b)

     13,250       13,342,881  

2.78%, 07/15/21,
(3 mo. LIBOR US + 0.950%)(b)

     25,000       25,263,526  

2.80%, 02/17/21 (Call 01/17/21)

     26,900       27,164,504  

3.07%, 06/12/24,
(3 mo. LIBOR US + 1.180%)(b)

     10,000       10,178,286  

BellSouth LLC, 4.33%, 04/26/21(a)

     35,000       35,176,050  

Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 3.36%, 09/20/21(a)

     4,070       4,102,691  
Security  

Par/

Shares

(000)

     Value  
Telecommunications (continued)        

Verizon Communications Inc.

    

2.45%, 05/22/20, (3 mo. LIBOR US + 0.550%)(b)(e)

   $ 22,940     $ 22,972,524  

2.89%, 03/16/22, (3 mo. LIBOR US + 1.000%)(b)(e)

     15,373       15,623,614  
   

 

 

  
    173,850,062  
Transportation — 0.1%            

Ryder System Inc., 2.65%, 03/02/20 (Call 02/10/20)

     7,725       7,725,837  
   

 

 

  
Trucking & Leasing — 0.2%            

Penske Truck Leasing Co. LP/PTL Finance Corp., 3.20%, 07/15/20 (Call 06/15/20)(a)

     12,000       12,062,331  
   

 

 

  

Total Corporate Bonds & Notes — 60.0%
(Cost: $3,885,370,811)

 

     3,900,761,628  
   

 

 

  

Foreign Government Obligations

 

Mexico — 2.4%            

Mexico Cetes

    

0.00%, 02/27/20(g)(h)

   MXN  1,437,150       75,265,546  

0.00%, 04/02/20(g)(h)

   MXN 303,650       15,861,371  

0.00%, 02/13/20(g)(h)

   MXN 1,229,900       64,586,458  
   

 

 

  
    155,713,375  
   

 

 

  

Total Foreign Government Obligations — 2.4%
(Cost: $154,414,407)

 

     155,713,375  
   

 

 

  

Repurchase Agreements

    

Mizuho Securities USA Inc., 2.33%, 02/03/20 (Purchased on 01/31/20 to be repurchased at $30,005,818, collateralized by non-agency mortgage-backed security, 2.13% to 6.66%, due 02/01/26 to 05/25/46, par and fair value of $37,950,996 and $34,334,069, respectively)(b)(i)

     30,000       30,000,000  
   

 

 

  

Total Repurchase Agreements — 0.5%
(Cost: $30,000,000)

 

     30,000,000  
   

 

 

  

U.S. Government Agency Obligations

 

Mortgage-Backed Securities — 0.1%  

Federal National Mortgage Association, 5.00%, 01/01/20

     0 (j)      442  

FHLMC Multifamily Structured Pass Through Certificates

    

Series K010, Class A2, 4.33%, 10/25/20(c)

     1,228       1,241,223  

Series K032, Class A1, 3.02%, 02/25/23

     701       715,488  

Series K037, Class A1, 2.59%, 04/25/23

     903       915,245  

Series K721, Class A1, 2.61%, 01/25/22

     1,393       1,405,128  
   

 

 

  

Total U.S. Government Agency Obligations — 0.1%
(Cost: $4,261,365)

 

     4,277,526  
   

 

 

  

Money Market Funds

    

BlackRock Cash Funds: Institutional,
SL Agency Shares,
    1.78%(k)(l)(m)

     36,717       36,738,755  
 

 

 

9

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

Shares

(000)

     Value  

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    1.50%(k)(l)

     19,567     $ 19,567,000  
   

 

 

  

Total Money Market Funds — 0.9%
(Cost: $56,291,945)

       56,305,755  
   

 

 

  

Total Investments in Securities — 100.1%
(Cost: $6,486,200,585)

       6,506,323,470  

Other Assets, Less Liabilities — (0.1)%

       (5,274,892 ) 
   

 

 

  

Net Assets — 100.0%

     $   6,501,048,578  
   

 

 

  

 

(a) 

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.

(b) 

Variable or floating rate security. Rate shown is the rate in effect as of period-end.

(c) 

Security is issued at a fixed coupon rate, which converts to a variable rate at a specified date.

(d) 

Rates are discount rates or a range of discount rates at the time of purchase.

(e) 

All or a portion of this security is on loan.

(f) 

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.

 

 

(g) 

U.S. dollar denominated security issued by foreign domiciled entity.

(h) 

Zero-coupon bond.

(i) 

Maturity date represents next reset date.

(j) 

Rounds to less than 1,000.

(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 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: Institutional,
SL Agency Shares

      25,595        11,122        36,717      $ 36,738,755      $ 24,483 (b)     $ 3,492      $ 1,399  

BlackRock Cash Funds: Treasury,
SL Agency Shares

      114,910        (95,343 )       19,567        19,567,000        1,444,035        —        —  
           

 

 

     

 

 

     

 

 

     

 

 

  
            $ 56,305,755      $ 1,468,518      $ 3,492      $ 1,399  
           

 

 

     

 

 

     

 

 

     

 

 

  

 

  (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.

 

Forward Foreign Currency Exchange Contracts

 

Currency Purchased      Currency Sold        Counterparty        Settlement Date               

Unrealized

Appreciation

(Depreciation)

  

USD

      64,661,369      MXN     1,222,807,715          BBP          02/13/20             $ 100,659  

USD

      374,894      MXN     7,092,285          SSB          02/13/20               442  
                           

 

 

  
                              101,101  
                           

 

 

  

USD

      43,665,314      MXN     854,276,943          BBP          02/27/20               (1,343,825 ) 

USD

      19,364,049      MXN     379,081,900          GS          02/27/20               (608,572 ) 

USD

      10,283,330      MXN     200,806,666          HSBC          02/27/20               (296,536 ) 

USD

      152,825      MXN     2,984,491          SSB          02/27/20               (4,419 ) 

USD

          15,473,872      MXN         303,650,000          HSBC          04/02/20               (441,933 ) 
                           

 

 

  
                              (2,695,285 ) 
                           

 

 

  
     Net unrealized depreciation                  $ (2,594,184 ) 
                           

 

 

  

 

 

10

Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Short Maturity Bond ETF

 

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.

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

            

Asset-Backed Securities

    $ —      $ 1,528,848,530      $ —      $ 1,528,848,530  

Certificates of Deposit

      —        47,062,690        —        47,062,690  

Collaterized Mortgage Obligations

      —        561,535,559        —        561,535,559  

Commercial Paper

      —        221,818,407        —        221,818,407  

Corporate Bonds & Notes

      —        3,900,761,628        —        3,900,761,628  

Foreign Government Obligations

      —        155,713,375        —        155,713,375  

Repurchase Agreements

      —        30,000,000        —        30,000,000  

U.S. Government Agency Obligations

      —        4,277,526        —        4,277,526  

Money Market Funds

      56,305,755        —        —        56,305,755  
  

 

 

     

 

 

     

 

 

     

 

 

  
   $ 56,305,755      $ 6,450,017,715      $ —      $ 6,506,323,470  
  

 

 

     

 

 

     

 

 

     

 

 

  

Derivative financial instruments(a)

            

Assets

            

Forward Foreign Currency Exchange Contracts

    $ —      $ 101,101      $ —      $ 101,101  

Liabilities

            

Forward Foreign Currency Exchange Contracts

      —        (2,695,285 )       —        (2,695,285 ) 
  

 

 

     

 

 

     

 

 

     

 

 

  
   $ —      $ (2,594,184 )     $ —      $ (2,594,184 ) 
  

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

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

 

 

Portfolio Abbreviations — Fixed Income
CLO    Collateralized Loan Obligation
LIBOR    London Interbank Offered Rate
Counterparty Abbreviations
BBP    Barclays Bank PLC Wholesale
GS    Goldman Sachs & Co.
HSBC    HSBC Bank PLC
SSB    State Street Bank and Trust Co.
Currency Abbreviations
MXN    Mexican Peso
USD    United States Dollar

 

 

11