schemaVersion:

N-CEN: Filer Information

Submission Contact Information

Name
 
Phone
 
E-Mail Address
 

Notification Information

Notify via Filing Website only?Checkbox not checked

N-CEN:Series/Class (Contract) Information

Series ID Record:1
Series ID
S000023506 
Class ID Record:1
Class ID
C000069125 
Series ID Record:2
Series ID
S000013697 
Class ID Record:1
Class ID
C000037539 
Series ID Record:3
Series ID
S000013696 
Class ID Record:1
Class ID
C000037538 
Series ID Record:4
Series ID
S000013700 
Class ID Record:1
Class ID
C000037542 
Series ID Record:5
Series ID
S000023507 
Class ID Record:1
Class ID
C000069126 
Series ID Record:6
Series ID
S000004357 
Class ID Record:1
Class ID
C000012087 
Series ID Record:7
Series ID
S000004360 
Class ID Record:1
Class ID
C000012090 
Series ID Record:8
Series ID
S000004361 
Class ID Record:1
Class ID
C000012091 
Series ID Record:9
Series ID
S000019341 
Class ID Record:1
Class ID
C000053739 
Series ID Record:10
Series ID
S000055401 
Class ID Record:1
Class ID
C000174365 
Series ID Record:11
Series ID
S000068817 
Class ID Record:1
Class ID
C000219898 
Series ID Record:12
Series ID
S000004362 
Class ID Record:1
Class ID
C000012092 
Series ID Record:13
Series ID
S000026651 
Class ID Record:1
Class ID
C000080009 
Series ID Record:14
Series ID
S000057341 
Class ID Record:1
Class ID
C000182992 
Series ID Record:15
Series ID
S000013695 
Class ID Record:1
Class ID
C000037537 
Series ID Record:16
Series ID
S000013699 
Class ID Record:1
Class ID
C000037541 
Series ID Record:17
Series ID
S000058037 
Class ID Record:1
Class ID
C000189865 
Series ID Record:18
Series ID
S000057342 
Class ID Record:1
Class ID
C000182993 
Series ID Record:19
Series ID
S000018861 
Class ID Record:1
Class ID
C000052220 
Series ID Record:20
Series ID
S000013702 
Class ID Record:1
Class ID
C000037544 
Series ID Record:21
Series ID
S000058036 
Class ID Record:1
Class ID
C000189864 
Series ID Record:22
Series ID
S000013701 
Class ID Record:1
Class ID
C000037543 
Series ID Record:23
Series ID
S000062159 
Class ID Record:1
Class ID
C000201167 
Series ID Record:24
Series ID
S000013698 
Class ID Record:1
Class ID
C000037540 
Series ID Record:25
Series ID
S000026652 
Class ID Record:1
Class ID
C000080010 
Series ID Record:26
Series ID
S000068768 
Class ID Record:1
Class ID
C000219740 
Series ID Record:27
Series ID
S000019342 
Class ID Record:1
Class ID
C000053740 
Series ID Record:28
Series ID
S000069558 
Class ID Record:1
Class ID
C000221912 
Series ID Record:29
Series ID
S000004358 
Class ID Record:1
Class ID
C000012088 
Series ID Record:30
Series ID
S000013694 
Class ID Record:1
Class ID
C000037536 
Series ID Record:31
Series ID
S000016772 
Class ID Record:1
Class ID
C000046846 

N-CEN:Part A: General Information

Item A.1. Reporting period covered.

a. Report for period ending:
2021-02-28 
b. Does this report cover a period of less than 12 months?Radio button not checked Yes Radio button checked No

N-CEN:Part B: Information About the Registrant


Item B.1. Background information.

a. Full name of Registrant
iShares Trust 
b. Investment Company Act file number ( e.g., 811-)
811-09729 
c. CIK
0001100663 
d. LEI
5493000860OXIC4B5K91 

Item B.2. Address and telephone number of Registrant.

a. Street 1
400 Howard Street 
Street 2
 
b. City
San Francisco 
c. State, if applicable
CALIFORNIA  
d. Foreign country, if applicable
UNITED STATES OF AMERICA  
e. Zip code and zip code extension, or foreign postal code
94105 
f. Telephone number (including country code if foreign)
800-474-2737 
g. Public Website, if any
www.blackrock.com 

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.
Location books Record: 1
a. Name of person (e.g., a custodian of records)
State Street Bank and Trust Company 
b. Street 1
1 Lincoln Street 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02111 
g. Telephone number (including country code if foreign)
617-786-3000 
h. Briefly describe the books and records kept at this location:
Records related to its functions as administrator, accounting agent, transfer agent and custodian 
Location books Record: 2
a. Name of person (e.g., a custodian of records)
BlackRock Investments, LLC 
b. Street 1
40 East 52nd St 
Street 2
 
c. City
New York 
d. State, if applicable
NEW YORK  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
10022 
g. Telephone number (including country code if foreign)
609-282-3046 
h. Briefly describe the books and records kept at this location:
Records related to its functions as distributor 
Location books Record: 3
a. Name of person (e.g., a custodian of records)
BlackRock Fund Advisors 
b. Street 1
400 Howard Street 
Street 2
 
c. City
San Francisco 
d. State, if applicable
CALIFORNIA  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
94105 
g. Telephone number (including country code if foreign)
415-670-2000 
h. Briefly describe the books and records kept at this location:
Records related to its functions as advisor 

Item B.4. Initial of final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
a. Is this the first filing on this form by the Registrant? Radio button not checked Yes Radio button checked No
b. Is this the last filing on this form by the Registrant? Radio button not checked Yes Radio button checked No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.
Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.
a. Is the Registrant part of a family of investment companies? Radio button checked Yes Radio button not checked No
i. Full name of family of investment companies
BlackRock-advised Funds 

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).
Indicate the classification of the Registrant by checking the applicable item below.
Checkbox checked  a. Open-end management investment company registered under the Act on Form N-1A 
Checkbox not checked  b. Closed-end management investment company registered under the Act on Form N-2  
Checkbox not checked  c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 
Checkbox not checked  d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 
Checkbox not checked  e. Small business investment company registered under the Act on Form N-5 
Checkbox not checked  f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 
Checkbox not checked  g. Unit investment trust registered under the Act on Form N-8B-2 
i. Total number of Series of the Registrant
302 

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? Radio button checked Yes Radio button not checked No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
Director Record: 1
a. Full Name
John E. Kerrigan 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22649 
File Number Record: 2
File Number Record:
811-09102 
Director Record: 2
a. Full Name
Richard L. Fagnani 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09102 
File Number Record: 2
File Number Record:
811-22649 
Director Record: 3
a. Full Name
Robert S. Kapito 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22649 
File Number Record: 2
File Number Record:
811-09102 
Director Record: 4
a. Full Name
Drew E. Lawton 
b. CRD number, if any
001173631 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09102 
File Number Record: 2
File Number Record:
811-22649 
Director Record: 5
a. Full Name
John E. Martinez 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09102 
File Number Record: 2
File Number Record:
811-22649 
Director Record: 6
a. Full Name
Salim Ramji 
b. CRD number, if any
004797124 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09102 
File Number Record: 2
File Number Record:
811-22649 
Director Record: 7
a. Full Name
Madhav V. Rajan 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09102 
File Number Record: 2
File Number Record:
811-22649 
Director Record: 8
a. Full Name
Jane D. Carlin 
b. CRD number, if any
001279982 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22649 
File Number Record: 2
File Number Record:
811-09102 
Director Record: 9
a. Full Name
Cecilia H. Herbert 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22649 
File Number Record: 2
File Number Record:
811-23362 
File Number Record: 3
File Number Record:
811-09102 

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
Chief compliance officer Record: 1
a. Full Name
Charles Park 
b. CRD Number, if any
000000000 
c. Street Address 1
55 East 52nd Street 
Street Address 2
 
d. City
New York 
e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Zip code and zip code extension, or foreign postal code
10055 
h. Telephone number (including country code if foreign)
XXXXXX 
i. Has the chief compliance officer changed since the last filing? Radio button not checked Yes Radio button checked No
If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:
CCO employer Record: 1
i. Name of the person
N/A 
ii. Person's IRS Employer Identification Number
N/A 

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.
Were any matters submitted by the Registrant for its security holders' vote during the reporting period? Radio button not checked Yes Radio button checked No

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? Radio button checked Yes Radio button not checked No

If yes, include the attachment required by Item G.1.a.i.
i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
Legal proceeding series info Record: 1
1. Series name
iShares 10-20 Year Treasury Bond ETF 
2. Series identification number
S000013696 
Legal proceeding series info Record: 2
1. Series name
iShares iBoxx $ Investment Grade Corporate Bond ETF 
2. Series identification number
S000004361 
Legal proceeding series info Record: 3
1. Series name
iShares 3-7 Year Treasury Bond ETF 
2. Series identification number
S000013695 
Legal proceeding series info Record: 4
1. Series name
iShares 7-10 Year Treasury Bond ETF 
2. Series identification number
S000004358 
Legal proceeding series info Record: 5
1. Series name
iShares iBoxx $ High Yield Corporate Bond ETF 
2. Series identification number
S000016772 
Legal proceeding series info Record: 6
1. Series name
iShares Government/Credit Bond ETF 
2. Series identification number
S000013701 
Legal proceeding series info Record: 7
1. Series name
iShares 20+ Year Treasury Bond ETF 
2. Series identification number
S000004360 
Legal proceeding series info Record: 8
1. Series name
iShares 25+ Year Treasury STRIPS Bond ETF 
2. Series identification number
S000069558 
Legal proceeding series info Record: 9
1. Series name
iShares ESG Aware U.S. Aggregate Bond ETF 
2. Series identification number
S000062159 
Legal proceeding series info Record: 10
1. Series name
iShares MBS ETF 
2. Series identification number
S000013702 
Legal proceeding series info Record: 11
1. Series name
iShares 1-5 Year Investment Grade Corporate Bond ETF 
2. Series identification number
S000013697 
Legal proceeding series info Record: 12
1. Series name
iShares National Muni Bond ETF 
2. Series identification number
S000018861 
Legal proceeding series info Record: 13
1. Series name
iShares Core U.S. Aggregate Bond ETF 
2. Series identification number
S000004362 
Legal proceeding series info Record: 14
1. Series name
iShares Short-Term National Muni Bond ETF 
2. Series identification number
S000023507 
Legal proceeding series info Record: 15
1. Series name
iShares High Yield Bond Factor ETF 
2. Series identification number
S000057341 
Legal proceeding series info Record: 16
1. Series name
iShares Intermediate Government/Credit Bond ETF 
2. Series identification number
S000013700 
Legal proceeding series info Record: 17
1. Series name
iShares Core 10+ Year USD Bond ETF 
2. Series identification number
S000026652 
Legal proceeding series info Record: 18
1. Series name
iShares California Muni Bond ETF 
2. Series identification number
S000019341 
Legal proceeding series info Record: 19
1. Series name
iShares New York Muni Bond ETF 
2. Series identification number
S000019342 
Legal proceeding series info Record: 20
1. Series name
iShares Core 5-10 Year USD Bond ETF 
2. Series identification number
S000055401 
Legal proceeding series info Record: 21
1. Series name
iShares ESG Aware USD Corporate Bond ETF 
2. Series identification number
S000058037 
Legal proceeding series info Record: 22
1. Series name
iShares ESG Aware 1-5 Year USD Corporate Bond ETF 
2. Series identification number
S000058036 
Legal proceeding series info Record: 23
1. Series name
iShares Investment Grade Bond Factor ETF 
2. Series identification number
S000057342 
Legal proceeding series info Record: 24
1. Series name
iShares 10+ Year Investment Grade Corporate Bond ETF 
2. Series identification number
S000026651 
Legal proceeding series info Record: 25
1. Series name
iShares Short Treasury Bond ETF 
2. Series identification number
S000013694 
Legal proceeding series info Record: 26
1. Series name
iShares 1-3 Year Treasury Bond ETF 
2. Series identification number
S000004357 
Legal proceeding series info Record: 27
1. Series name
iShares ESG Advanced Total USD Bond Market ETF 
2. Series identification number
S000068817 
Legal proceeding series info Record: 28
1. Series name
iShares 0-3 Month Treasury Bond ETF 
2. Series identification number
S000068768 
Legal proceeding series info Record: 29
1. Series name
iShares Broad USD Investment Grade Corporate Bond ETF 
2. Series identification number
S000013699 
Legal proceeding series info Record: 30
1. Series name
iShares 5-10 Year Investment Grade Corporate Bond ETF 
2. Series identification number
S000013698 
Legal proceeding series info Record: 31
1. Series name
iShares Agency Bond ETF 
2. Series identification number
S000023506 
b. Has any proceeding previously reported been terminated? Radio button checked Yes Radio button not checked No

If yes, include the attachment required by Item G.1.a.i.
i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
Proceeding terminated series info Record: 1
1. Series name
iShares 10-20 Year Treasury Bond ETF 
2. Series identification number
S000013696 
Proceeding terminated series info Record: 2
1. Series name
iShares iBoxx $ Investment Grade Corporate Bond ETF 
2. Series identification number
S000004361 
Proceeding terminated series info Record: 3
1. Series name
iShares 3-7 Year Treasury Bond ETF 
2. Series identification number
S000013695 
Proceeding terminated series info Record: 4
1. Series name
iShares 7-10 Year Treasury Bond ETF 
2. Series identification number
S000004358 
Proceeding terminated series info Record: 5
1. Series name
iShares iBoxx $ High Yield Corporate Bond ETF 
2. Series identification number
S000016772 
Proceeding terminated series info Record: 6
1. Series name
iShares Government/Credit Bond ETF 
2. Series identification number
S000013701 
Proceeding terminated series info Record: 7
1. Series name
iShares 20+ Year Treasury Bond ETF 
2. Series identification number
S000004360 
Proceeding terminated series info Record: 8
1. Series name
iShares 25+ Year Treasury STRIPS Bond ETF 
2. Series identification number
S000069558 
Proceeding terminated series info Record: 9
1. Series name
iShares ESG Aware U.S. Aggregate Bond ETF 
2. Series identification number
S000062159 
Proceeding terminated series info Record: 10
1. Series name
iShares MBS ETF 
2. Series identification number
S000013702 
Proceeding terminated series info Record: 11
1. Series name
iShares 1-5 Year Investment Grade Corporate Bond ETF 
2. Series identification number
S000013697 
Proceeding terminated series info Record: 12
1. Series name
iShares National Muni Bond ETF 
2. Series identification number
S000018861 
Proceeding terminated series info Record: 13
1. Series name
iShares Core U.S. Aggregate Bond ETF 
2. Series identification number
S000004362 
Proceeding terminated series info Record: 14
1. Series name
iShares Short-Term National Muni Bond ETF 
2. Series identification number
S000023507 
Proceeding terminated series info Record: 15
1. Series name
iShares High Yield Bond Factor ETF 
2. Series identification number
S000057341 
Proceeding terminated series info Record: 16
1. Series name
iShares Intermediate Government/Credit Bond ETF 
2. Series identification number
S000013700 
Proceeding terminated series info Record: 17
1. Series name
iShares Core 10+ Year USD Bond ETF 
2. Series identification number
S000026652 
Proceeding terminated series info Record: 18
1. Series name
iShares California Muni Bond ETF 
2. Series identification number
S000019341 
Proceeding terminated series info Record: 19
1. Series name
iShares New York Muni Bond ETF 
2. Series identification number
S000019342 
Proceeding terminated series info Record: 20
1. Series name
iShares Core 5-10 Year USD Bond ETF 
2. Series identification number
S000055401 
Proceeding terminated series info Record: 21
1. Series name
iShares ESG Aware USD Corporate Bond ETF 
2. Series identification number
S000058037 
Proceeding terminated series info Record: 22
1. Series name
iShares ESG Aware 1-5 Year USD Corporate Bond ETF 
2. Series identification number
S000058036 
Proceeding terminated series info Record: 23
1. Series name
iShares Investment Grade Bond Factor ETF 
2. Series identification number
S000057342 
Proceeding terminated series info Record: 24
1. Series name
iShares 10+ Year Investment Grade Corporate Bond ETF 
2. Series identification number
S000026651 
Proceeding terminated series info Record: 25
1. Series name
iShares Short Treasury Bond ETF 
2. Series identification number
S000013694 
Proceeding terminated series info Record: 26
1. Series name
iShares 1-3 Year Treasury Bond ETF 
2. Series identification number
S000004357 
Proceeding terminated series info Record: 27
1. Series name
iShares ESG Advanced Total USD Bond Market ETF 
2. Series identification number
S000068817 
Proceeding terminated series info Record: 28
1. Series name
iShares 0-3 Month Treasury Bond ETF 
2. Series identification number
S000068768 
Proceeding terminated series info Record: 29
1. Series name
iShares Broad USD Investment Grade Corporate Bond ETF 
2. Series identification number
S000013699 
Proceeding terminated series info Record: 30
1. Series name
iShares 5-10 Year Investment Grade Corporate Bond ETF 
2. Series identification number
S000013698 
Proceeding terminated series info Record: 31
1. Series name
iShares Agency Bond ETF 
2. Series identification number
S000023506 

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? Radio button not checked Yes Radio button checked No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? Radio button checked Yes Radio button not checked No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? Radio button not checked Yes Radio button checked No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? Radio button not checked Yes Radio button checked No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? Radio button checked Yes Radio button not checked No
Release number Record: 1
i. If yes, provide below the release number for each order
IC-24451 
Release number Record: 2
i. If yes, provide below the release number for each order
IC-32268 
Release number Record: 3
i. If yes, provide below the release number for each order
IC-29172 
Release number Record: 4
i. If yes, provide below the release number for each order
IC-27417 
Release number Record: 5
i. If yes, provide below the release number for each order
IC-26175 
Release number Record: 6
i. If yes, provide below the release number for each order
IC-25111 
Release number Record: 7
i. If yes, provide below the release number for each order
IC-27661 
Release number Record: 8
i. If yes, provide below the release number for each order
IC-24452 
Release number Record: 9
i. If yes, provide below the release number for each order
IC-25878 
Release number Record: 10
i. If yes, provide below the release number for each order
IC-26606 
Release number Record: 11
i. If yes, provide below the release number for each order
IC-25622 
Release number Record: 12
i. If yes, provide below the release number for each order
IC-26626 

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:
Principal underwriter Record: 1
i. Full name
BlackRock Investments, LLC 
ii. SEC file number (e.g., 8-)
8-48436 
iii. CRD number
000038642 
iv. LEI, if any
54930061FBHCKXL2G714 
v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? Radio button checked Yes Radio button not checked No
b. Have any principal underwriters been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item B.17. Independent public accountant.

Provide the following information about eachthe independent public accountant:
Public accountant Record: 1
a. Full Name
PricewaterhouseCoopers LLP 
b. PCAOB Number
238 
c. LEI, if any
5493002GVO7EO8RNNS37 
d. State, if applicable
PENNSYLVANIA  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Has the independent public accountant changed since the last filing?Radio button not checked Yes Radio button checked No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? Radio button not checked Yes Radio button checked No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? Radio button not checked Yes Radio button checked No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? Radio button not checked Yes Radio button checked No

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? Radio button not checked Yes Radio button checked No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? Radio button not checked Yes Radio button checked No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? Radio button checked Yes Radio button not checked No
Payment dividend series info Record: 1
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 10-20 Year Treasury Bond ETF 
ii. Series identification number
S000013696 
Payment dividend series info Record: 2
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares iBoxx $ Investment Grade Corporate Bond ETF 
ii. Series identification number
S000004361 
Payment dividend series info Record: 3
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 3-7 Year Treasury Bond ETF 
ii. Series identification number
S000013695 
Payment dividend series info Record: 4
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 7-10 Year Treasury Bond ETF 
ii. Series identification number
S000004358 
Payment dividend series info Record: 5
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares iBoxx $ High Yield Corporate Bond ETF 
ii. Series identification number
S000016772 
Payment dividend series info Record: 6
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Government/Credit Bond ETF 
ii. Series identification number
S000013701 
Payment dividend series info Record: 7
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 20+ Year Treasury Bond ETF 
ii. Series identification number
S000004360 
Payment dividend series info Record: 8
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 25+ Year Treasury STRIPS Bond ETF 
ii. Series identification number
S000069558 
Payment dividend series info Record: 9
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares ESG Aware U.S. Aggregate Bond ETF 
ii. Series identification number
S000062159 
Payment dividend series info Record: 10
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 1-5 Year Investment Grade Corporate Bond ETF 
ii. Series identification number
S000013697 
Payment dividend series info Record: 11
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares National Muni Bond ETF 
ii. Series identification number
S000018861 
Payment dividend series info Record: 12
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Short-Term National Muni Bond ETF 
ii. Series identification number
S000023507 
Payment dividend series info Record: 13
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares High Yield Bond Factor ETF 
ii. Series identification number
S000057341 
Payment dividend series info Record: 14
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Intermediate Government/Credit Bond ETF 
ii. Series identification number
S000013700 
Payment dividend series info Record: 15
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Core 10+ Year USD Bond ETF 
ii. Series identification number
S000026652 
Payment dividend series info Record: 16
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares California Muni Bond ETF 
ii. Series identification number
S000019341 
Payment dividend series info Record: 17
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares New York Muni Bond ETF 
ii. Series identification number
S000019342 
Payment dividend series info Record: 18
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Core 5-10 Year USD Bond ETF 
ii. Series identification number
S000055401 
Payment dividend series info Record: 19
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares ESG Aware USD Corporate Bond ETF 
ii. Series identification number
S000058037 
Payment dividend series info Record: 20
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares ESG Aware 1-5 Year USD Corporate Bond ETF 
ii. Series identification number
S000058036 
Payment dividend series info Record: 21
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Investment Grade Bond Factor ETF 
ii. Series identification number
S000057342 
Payment dividend series info Record: 22
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 10+ Year Investment Grade Corporate Bond ETF 
ii. Series identification number
S000026651 
Payment dividend series info Record: 23
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Short Treasury Bond ETF 
ii. Series identification number
S000013694 
Payment dividend series info Record: 24
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 1-3 Year Treasury Bond ETF 
ii. Series identification number
S000004357 
Payment dividend series info Record: 25
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares ESG Advanced Total USD Bond Market ETF 
ii. Series identification number
S000068817 
Payment dividend series info Record: 26
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 0-3 Month Treasury Bond ETF 
ii. Series identification number
S000068768 
Payment dividend series info Record: 27
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Broad USD Investment Grade Corporate Bond ETF 
ii. Series identification number
S000013699 
Payment dividend series info Record: 28
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares 5-10 Year Investment Grade Corporate Bond ETF 
ii. Series identification number
S000013698 
Payment dividend series info Record: 29
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
iShares Agency Bond ETF 
ii. Series identification number
S000023506 

N-CEN:Part C: Additional Questions for Management Investment Companies

General Instruction.

Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.
Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund

iShares Agency Bond ETF 

b. Series identication number, if any

S000023506 

c. LEI

54930076RN5EDP4FSR30 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Agency Bond ETF 
ii. Class identification number, if any

C000069125 

iii. Ticker symbol, if any

AGZ 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.62000000 
2. After Fund fees and expenses (i.e., net asset value):
0.42000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.50000000 
2. After Fund fees and expenses (i.e., net asset value):
0.50000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

459,907.00000000 

g. Provide the net income from securities lending activities

207.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
BofA Securities, Inc. 
ii. LEI, if any

549300HN4UKV1E2R3U73 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. LEI, if any

VJW2DOOHGDT6PR0ZRO63 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

404,289,910.63000000 

Principal Transactions Record: 2
i. Full name of dealer
Amherst Pierpont Securities LLC 
ii. SEC file number

8-68282 

iii. CRD number
000150696 
iv. LEI, if any

549300LGG2RLWD21SU97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

354,355,405.63000000 

Principal Transactions Record: 3
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

251,958,596.44000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

152,289,845.42000000 

Principal Transactions Record: 5
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

472,660,089.29000000 

Principal Transactions Record: 6
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,688,849,000.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

344,112,529.08000000 

Principal Transactions Record: 8
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

364,524,339.29000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

511,546,200.85000000 

Principal Transactions Record: 10
i. Full name of dealer
U.S. Bancorp Investments, Inc. 
ii. SEC file number

8-35359 

iii. CRD number
000017868 
iv. LEI, if any

H85Z6XZP8B10ES0M2G89 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

82,846,747.69000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

5,099,950,501.22000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

799,760,733.43000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund

iShares 1-5 Year Investment Grade Corporate Bond ETF 

b. Series identication number, if any

S000013697 

c. LEI

549300T14S5IX7V5T008 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 1-5 Year Investment Grade Corporate Bond ETF 
ii. Class identification number, if any

C000037539 

iii. Ticker symbol, if any

IGSB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.32000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.38000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.28000000 
2. After Fund fees and expenses (i.e., net asset value):
0.28000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

765,823,971.00000000 

g. Provide the net income from securities lending activities

3,141,422.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
SG Americas Securities, LLC 
ii. LEI, if any

549300F35UE0BOM1WJ55 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

464,512,593.75000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

921,621,171.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,928,737,714.33000000 

Principal Transactions Record: 4
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

346,918,673.83000000 

Principal Transactions Record: 5
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

731,543,236.98000000 

Principal Transactions Record: 6
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,134,619,000.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,843,580,828.76000000 

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

646,051,268.60000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,904,923,264.22000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,931,130,860.84000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

30,606,299,238.85000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

18,921,532,593.00923076 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund

iShares 10-20 Year Treasury Bond ETF 

b. Series identication number, if any

S000013696 

c. LEI

549300MH5J7BUV0VS287 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 10-20 Year Treasury Bond ETF 
ii. Class identification number, if any

C000037538 

iii. Ticker symbol, if any

TLH 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
1.29000000 
2. After Fund fees and expenses (i.e., net asset value):
1.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.86000000 
2. After Fund fees and expenses (i.e., net asset value):
1.86000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

47,412,203.00000000 

g. Provide the net income from securities lending activities

86,247.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

69,167,133.63000000 

Principal Transactions Record: 2
i. Full name of dealer
Natwest Markets Securities Inc. 
ii. SEC file number

8-37135 

iii. CRD number
000011707 
iv. LEI, if any

ZE2ZWJ5BTIQJ8M0C6K34 

v. State, if applicable
CONNECTICUT  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

85,242,221.74000000 

Principal Transactions Record: 3
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

576,285,000.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

374,215,179.00000000 

Principal Transactions Record: 5
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

804,766,126.24000000 

Principal Transactions Record: 6
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

61,062,435.18000000 

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,230,945,097.09000000 

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

448,288,883.79000000 

Principal Transactions Record: 9
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,214,716,321.76000000 

Principal Transactions Record: 10
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

54,327,521.99000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

8,023,799,134.39000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,290,181,234.94230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund

iShares Intermediate Government/Credit Bond ETF 

b. Series identication number, if any

S000013700 

c. LEI

549300USOBX01WS0GK74 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Intermediate Government/Credit Bond ETF 
ii. Class identification number, if any

C000037542 

iii. Ticker symbol, if any

GVI 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.24000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
0.08000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

18,936,106.00000000 

g. Provide the net income from securities lending activities

58,274.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Daiwa Capital Markets America Inc. 
ii. SEC file number

8-12242 

iii. CRD number
000001576 
iv. LEI, if any

M67H5PRC0NQKM73ZAS82 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

97,952,923.08000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

572,270,606.98000000 

Principal Transactions Record: 3
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

213,191,848.42000000 

Principal Transactions Record: 4
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

95,199,070.58000000 

Principal Transactions Record: 5
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

402,321,000.00000000 

Principal Transactions Record: 6
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

71,695,221.88000000 

Principal Transactions Record: 7
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

113,316,036.30000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

705,867,169.25000000 

Principal Transactions Record: 9
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. LEI, if any

VJW2DOOHGDT6PR0ZRO63 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

65,922,453.92000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

57,387,338.26000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,755,857,608.79000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,246,867,385.29461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund

iShares Short-Term National Muni Bond ETF 

b. Series identication number, if any

S000023507 

c. LEI

5493006UX6BTVQQ8GI65 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Short-Term National Muni Bond ETF 
ii. Class identification number, if any

C000069126 

iii. Ticker symbol, if any

SUB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.11000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.18000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.16000000 
2. After Fund fees and expenses (i.e., net asset value):
0.16000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BlackRock Liquidity Funds - MuniCash 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300RWBJ885673DL84 

v. State, if applicable
DELAWARE  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,242,787,290.70000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

249,176,957.50000000 

Principal Transactions Record: 3
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

140,026,902.20000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,096,586,682.90000000 

Principal Transactions Record: 5
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

342,796,609.75000000 

Principal Transactions Record: 6
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

39,360,852.95000000 

Principal Transactions Record: 7
i. Full name of dealer
Ice Securities Execution & Clearing, LLC 
ii. SEC file number

8-70258 

iii. CRD number
000299634 
iv. LEI, if any

549300Q54HHOIVWCEN57 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

38,433,737.40000000 

Principal Transactions Record: 8
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

45,878,848.80000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

265,239,361.25000000 

Principal Transactions Record: 10
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

126,271,138.35000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

4,668,150,439.10000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

3,583,721,615.19769230 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 6

Item C.1. Background information.

a. Full Name of the Fund

iShares 1-3 Year Treasury Bond ETF 

b. Series identication number, if any

S000004357 

c. LEI

549300W0WX9TL4G6HM56 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 1-3 Year Treasury Bond ETF 
ii. Class identification number, if any

C000012087 

iii. Ticker symbol, if any

SHY 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.08000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.12000000 
2. After Fund fees and expenses (i.e., net asset value):
0.12000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

69,797,460.00000000 

g. Provide the net income from securities lending activities

136,606.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
SG Americas Securities, LLC 
ii. LEI, if any

549300F35UE0BOM1WJ55 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,772,769,000.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

15,559,805,674.47000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,335,683,800.25000000 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,574,639,619.52000000 

Principal Transactions Record: 5
i. Full name of dealer
Daiwa Capital Markets America Inc. 
ii. SEC file number

8-12242 

iii. CRD number
000001576 
iv. LEI, if any

M67H5PRC0NQKM73ZAS82 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,695,716,784.97000000 

Principal Transactions Record: 6
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,411,042,674.24000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,382,567,777.32000000 

Principal Transactions Record: 8
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,323,316,571.67000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

11,531,834,290.28000000 

Principal Transactions Record: 10
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,833,357,430.40000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

77,570,643,276.40000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

21,107,531,368.54230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 7

Item C.1. Background information.

a. Full Name of the Fund

iShares 20+ Year Treasury Bond ETF 

b. Series identication number, if any

S000004360 

c. LEI

549300WWURKS1JGBZU59 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 20+ Year Treasury Bond ETF 
ii. Class identification number, if any

C000012090 

iii. Ticker symbol, if any

TLT 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
1.37000000 
2. After Fund fees and expenses (i.e., net asset value):
1.22000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.67000000 
2. After Fund fees and expenses (i.e., net asset value):
1.67000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

37,764,035.00000000 

g. Provide the net income from securities lending activities

56,321.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,277,429,749.58000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,356,827,434.98000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,873,135,438.39000000 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,142,193,449.41000000 

Principal Transactions Record: 5
i. Full name of dealer
SG Americas Securities, LLC 
ii. SEC file number

8-66125 

iii. CRD number
000128351 
iv. LEI, if any

549300F35UE0BOM1WJ55 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,380,436,623.96000000 

Principal Transactions Record: 6
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,551,507,434.34000000 

Principal Transactions Record: 7
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

26,181,825,628.76000000 

Principal Transactions Record: 8
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,243,848,190.05000000 

Principal Transactions Record: 9
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,447,023,000.00000000 

Principal Transactions Record: 10
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,501,563,520.28000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

77,688,337,157.35000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

18,534,866,785.64461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 8

Item C.1. Background information.

a. Full Name of the Fund

iShares iBoxx $ Investment Grade Corporate Bond ETF 

b. Series identication number, if any

S000004361 

c. LEI

549300FYCXFXG8POR355 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares iBoxx $ Investment Grade Corporate Bond ETF 
ii. Class identification number, if any

C000012091 

iii. Ticker symbol, if any

LQD 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.50000000 
2. After Fund fees and expenses (i.e., net asset value):
0.36000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.84000000 
2. After Fund fees and expenses (i.e., net asset value):
0.84000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox checked   Master-Feeder Fund 

i. If the Registrant is a master fund, then provide the information requested below with respect to each feeder fund:
Feeder funds Record: 1
1. Full name
iShares U.S. IG Corporate Bond Index ETF (CAD-Hedged) 
2. For registered feeder funds:
A. Investment Company Act file number (e.g., 811-)
N/A 
B. Series identification number, if any
N/A 
C. LEI of feeder fund
N/A 
3. For unregistered feeder funds:
A. SEC file number of the feeder fund's investment adviser (e.g., 801-)
N/A 
B. LEI of feeder fund, if any
GTOHDQTL64Z202HQYF91 
Feeder funds Record: 2
1. Full name
iShares USD Investment Grade Corporate Bond JPY Hedged ETF 
2. For registered feeder funds:
A. Investment Company Act file number (e.g., 811-)
N/A 
B. Series identification number, if any
N/A 
C. LEI of feeder fund
N/A 
3. For unregistered feeder funds:
A. SEC file number of the feeder fund's investment adviser (e.g., 801-)
N/A 
B. LEI of feeder fund, if any
3538009W6RXDDKB43Y23 

ii. If the Registrant is a feeder fund, then provide the information requested below with respect to a master fund registered under the Act:
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,034,222,928.00000000 

g. Provide the net income from securities lending activities

9,408,193.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,225,807,214.08000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,369,739,986.00000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

30,074,306,619.58000000 

Principal Transactions Record: 4
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

591,521,882.75000000 

Principal Transactions Record: 5
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

11,947,446,000.00000000 

Principal Transactions Record: 6
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,366,893,304.13000000 

Principal Transactions Record: 7
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

864,927,413.39000000 

Principal Transactions Record: 8
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

563,292,952.91000000 

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

14,478,399,213.24000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,291,409,677.78000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

115,088,027,385.36000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

50,804,405,603.81076923 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 9

Item C.1. Background information.

a. Full Name of the Fund

iShares California Muni Bond ETF 

b. Series identication number, if any

S000019341 

c. LEI

5493005PBQ3IFT3REX09 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares California Muni Bond ETF 
ii. Class identification number, if any

C000053739 

iii. Ticker symbol, if any

CMF 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.30000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.55000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.24000000 
2. After Fund fees and expenses (i.e., net asset value):
0.24000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

195,213,720.80000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,815,332.10000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

91,566,600.95000000 

Principal Transactions Record: 4
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,989,713.05000000 

Principal Transactions Record: 5
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

211,836,126.00000000 

Principal Transactions Record: 6
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,929,962.30000000 

Principal Transactions Record: 7
i. Full name of dealer
Hilltop Securities Inc. 
ii. SEC file number

8-45123 

iii. CRD number
000006220 
iv. LEI, if any

549300IXU82PMU6XZT45 

v. State, if applicable
TEXAS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

11,909,293.40000000 

Principal Transactions Record: 8
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

35,978,951.70000000 

Principal Transactions Record: 9
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,983,853.90000000 

Principal Transactions Record: 10
i. Full name of dealer
BlackRock Liquidity Funds - BlackRock Liquidity California Money Fund 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300E5GIHTAGOVRB65 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

667,897,947.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,378,306,861.95000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,569,417,456.72461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 10

Item C.1. Background information.

a. Full Name of the Fund

iShares Core 5-10 Year USD Bond ETF 

b. Series identication number, if any

S000055401 

c. LEI

549300E5GUSCE00FIQ17 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Core 5-10 Year USD Bond ETF 
ii. Class identification number, if any

C000174365 

iii. Ticker symbol, if any

IMTB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.09000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.33000000 
2. After Fund fees and expenses (i.e., net asset value):
0.33000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

891,437.00000000 

g. Provide the net income from securities lending activities

3,181.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
J.P. Morgan Securities LLC 
ii. LEI, if any

ZBUT11V806EZRVTWT807 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.90000000 

Brokers Record: 2
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.26000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1.76000000 

Brokers Record: 4
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.04000000 

Brokers Record: 5
i. Full name of broker
BMO Capital Markets Corp. 
ii. SEC file number

8-34344 

iii. CRD number
000016686 
iv. LEI, if any

RUC0QBLBRPRCU4W1NE59 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.73000000 

Brokers Record: 6
i. Full name of broker
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.25000000 

Brokers Record: 7
i. Full name of broker
Cowen and Company, LLC 
ii. SEC file number

8-22522 

iii. CRD number
000007616 
iv. LEI, if any

549300WR155U7DVMIW58 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.47000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

4.41000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

237,741,224.61000000 

Principal Transactions Record: 2
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,149,905.48000000 

Principal Transactions Record: 3
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

133,609,580.13000000 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

196,761,172.15000000 

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

46,847,314.54000000 

Principal Transactions Record: 6
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

33,340,316.29000000 

Principal Transactions Record: 7
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

52,741,249.15000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

95,177,997.65000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

72,281,846.66000000 

Principal Transactions Record: 10
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Institutional 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300JDHS1T46VWOG19 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

70,933,534.66000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,013,770,779.96000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

125,217,178.20538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 11

Item C.1. Background information.

a. Full Name of the Fund

iShares ESG Advanced Total USD Bond Market ETF 

b. Series identication number, if any

S000068817 

c. LEI

5493003MW3304SOSOX56 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares ESG Advanced Total USD Bond Market ETF 
ii. Class identification number, if any

C000219898 

iii. Ticker symbol, if any

EUSB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.11000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.21000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.18000000 
2. After Fund fees and expenses (i.e., net asset value):
0.18000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

485,127.00000000 

g. Provide the net income from securities lending activities

413.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Institutional 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300JDHS1T46VWOG19 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

69,186,337.43000000 

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

38,529,883.29000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

78,666,657.18000000 

Principal Transactions Record: 4
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

123,176,756.25000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

123,469,976.69000000 

Principal Transactions Record: 6
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,286,650.22000000 

Principal Transactions Record: 7
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

17,475,887.08000000 

Principal Transactions Record: 8
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

19,493,731.37000000 

Principal Transactions Record: 9
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

37,057,119.72000000 

Principal Transactions Record: 10
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

95,869,244.32000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

685,626,777.31000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

100,525,407.23555555 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 12

Item C.1. Background information.

a. Full Name of the Fund

iShares Core U.S. Aggregate Bond ETF 

b. Series identication number, if any

S000004362 

c. LEI

549300F7VSXTKBGHJE47 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Core U.S. Aggregate Bond ETF 
ii. Class identification number, if any

C000012092 

iii. Ticker symbol, if any

AGG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.07000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.13000000 
2. After Fund fees and expenses (i.e., net asset value):
0.13000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

624,746,306.00000000 

g. Provide the net income from securities lending activities

1,431,952.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
J.P. Morgan Securities LLC 
ii. LEI, if any

ZBUT11V806EZRVTWT807 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,208,634,018.75000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

63,812,632,897.05000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

44,410,944,455.11000000 

Principal Transactions Record: 4
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,626,146,109.23000000 

Principal Transactions Record: 5
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,846,857,668.61000000 

Principal Transactions Record: 6
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Institutional 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300JDHS1T46VWOG19 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

27,785,110,521.61000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

15,527,265,461.86000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

47,514,960,780.76000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

63,305,727,132.15000000 

Principal Transactions Record: 10
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

36,263,795,908.13000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

332,837,651,379.85000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

78,924,632,746.81923076 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 13

Item C.1. Background information.

a. Full Name of the Fund

iShares 10+ Year Investment Grade Corporate Bond ETF 

b. Series identication number, if any

S000026651 

c. LEI

5493002XJCHL78PKW767 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 10+ Year Investment Grade Corporate Bond ETF 
ii. Class identification number, if any

C000080009 

iii. Ticker symbol, if any

IGLB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.78000000 
2. After Fund fees and expenses (i.e., net asset value):
0.72000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.18000000 
2. After Fund fees and expenses (i.e., net asset value):
1.18000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

112,514,801.00000000 

g. Provide the net income from securities lending activities

496,126.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,607,464.85000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

47,344,099.28000000 

Principal Transactions Record: 3
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

57,370,154.22000000 

Principal Transactions Record: 4
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

17,044,504.79000000 

Principal Transactions Record: 5
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

134,081,270.62000000 

Principal Transactions Record: 6
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

876,400,344.00000000 

Principal Transactions Record: 7
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

450,168,000.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

50,664,288.95000000 

Principal Transactions Record: 9
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,391,196.55000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

963,458,448.97000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,767,507,629.62000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,088,892,204.28615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 14

Item C.1. Background information.

a. Full Name of the Fund

iShares High Yield Bond Factor ETF 

b. Series identication number, if any

S000057341 

c. LEI

54930005IQ49IXN46616 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares High Yield Bond Factor ETF 
ii. Class identification number, if any

C000182992 

iii. Ticker symbol, if any

HYDB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button checked Yes Radio button not checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.32000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.67000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.67000000 
2. After Fund fees and expenses (i.e., net asset value):
0.67000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

3,701,110.00000000 

g. Provide the net income from securities lending activities

21,099.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
BofA Securities, Inc. 
ii. LEI, if any

549300HN4UKV1E2R3U73 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,088,751.60000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,765,327.95000000 

Principal Transactions Record: 3
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. LEI, if any

GPSMMRI21JE7ZCVYF972 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,291,598.25000000 

Principal Transactions Record: 4
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,620,872.99000000 

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

15,948,499.25000000 

Principal Transactions Record: 6
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

25,339,000.00000000 

Principal Transactions Record: 7
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,939,967.65000000 

Principal Transactions Record: 8
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,835,811.14000000 

Principal Transactions Record: 9
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,417,403.70000000 

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

25,926,902.17000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

113,148,151.57000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

43,101,545.24461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 15

Item C.1. Background information.

a. Full Name of the Fund

iShares 3-7 Year Treasury Bond ETF 

b. Series identication number, if any

S000013695 

c. LEI

549300BUGBHWMFPSNL42 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 3-7 Year Treasury Bond ETF 
ii. Class identification number, if any

C000037537 

iii. Ticker symbol, if any

IEI 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.26000000 
2. After Fund fees and expenses (i.e., net asset value):
0.11000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.38000000 
2. After Fund fees and expenses (i.e., net asset value):
0.38000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

46,102,910.00000000 

g. Provide the net income from securities lending activities

71,503.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
SG Americas Securities, LLC 
ii. LEI, if any

549300F35UE0BOM1WJ55 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

240,252,513.75000000 

Principal Transactions Record: 2
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,430,456,000.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,481,061,172.99000000 

Principal Transactions Record: 4
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

308,208,150.57000000 

Principal Transactions Record: 5
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

491,487,149.84000000 

Principal Transactions Record: 6
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

505,200,194.16000000 

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,601,331,673.22000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,335,264,669.28000000 

Principal Transactions Record: 9
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

891,339,112.54000000 

Principal Transactions Record: 10
i. Full name of dealer
Natwest Markets Securities Inc. 
ii. SEC file number

8-37135 

iii. CRD number
000011707 
iv. LEI, if any

ZE2ZWJ5BTIQJ8M0C6K34 

v. State, if applicable
CONNECTICUT  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

573,833,588.06000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

23,462,551,377.95000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

11,318,471,564.69615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 16

Item C.1. Background information.

a. Full Name of the Fund

iShares Broad USD Investment Grade Corporate Bond ETF 

b. Series identication number, if any

S000013699 

c. LEI

5493004QFMCNV0WLX398 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Broad USD Investment Grade Corporate Bond ETF 
ii. Class identification number, if any

C000037541 

iii. Ticker symbol, if any

USIG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.21000000 
2. After Fund fees and expenses (i.e., net asset value):
0.15000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.65000000 
2. After Fund fees and expenses (i.e., net asset value):
0.65000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

343,929,743.00000000 

g. Provide the net income from securities lending activities

1,493,740.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

112,676,589.29000000 

Principal Transactions Record: 2
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

44,830,037.48000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,745,104,022.97000000 

Principal Transactions Record: 4
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,419,448,153.72000000 

Principal Transactions Record: 5
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

52,390,773.41000000 

Principal Transactions Record: 6
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

107,291,946.33000000 

Principal Transactions Record: 7
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

326,725,746.07000000 

Principal Transactions Record: 8
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

69,290,815.90000000 

Principal Transactions Record: 9
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

517,047,906.21000000 

Principal Transactions Record: 10
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

910,327,000.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

8,788,469,947.45000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

5,164,686,739.54615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 17

Item C.1. Background information.

a. Full Name of the Fund

iShares ESG Aware USD Corporate Bond ETF 

b. Series identication number, if any

S000058037 

c. LEI

549300HXNJ8AFSTTJQ11 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares ESG Aware USD Corporate Bond ETF 
ii. Class identification number, if any

C000189865 

iii. Ticker symbol, if any

SUSC 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.54000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.72000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.53000000 
2. After Fund fees and expenses (i.e., net asset value):
0.53000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

20,025,125.00000000 

g. Provide the net income from securities lending activities

59,892.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
BofA Securities, Inc. 
ii. LEI, if any

549300HN4UKV1E2R3U73 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

157,104,000.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,393,176.33000000 

Principal Transactions Record: 3
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

187,428,299.05000000 

Principal Transactions Record: 4
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

129,510,301.97000000 

Principal Transactions Record: 5
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

36,227,903.99000000 

Principal Transactions Record: 6
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

29,267,397.83000000 

Principal Transactions Record: 7
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. LEI, if any

GPSMMRI21JE7ZCVYF972 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,202,423.39000000 

Principal Transactions Record: 8
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,514,955.32000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

40,770,838.25000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

423,834,533.69000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,104,953,381.12000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

458,558,071.54692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 18

Item C.1. Background information.

a. Full Name of the Fund

iShares Investment Grade Bond Factor ETF 

b. Series identication number, if any

S000057342 

c. LEI

549300QBLHV9U0KL0M22 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Investment Grade Bond Factor ETF 
ii. Class identification number, if any

C000182993 

iii. Ticker symbol, if any

IGEB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button checked Yes Radio button not checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.53000000 
2. After Fund fees and expenses (i.e., net asset value):
0.35000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.65000000 
2. After Fund fees and expenses (i.e., net asset value):
0.65000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

3,971,300.00000000 

g. Provide the net income from securities lending activities

16,882.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
BofA Securities, Inc. 
ii. LEI, if any

549300HN4UKV1E2R3U73 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,381,846.33000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

14,457,377.69000000 

Principal Transactions Record: 3
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,542,150.67000000 

Principal Transactions Record: 4
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,674,649.53000000 

Principal Transactions Record: 5
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,972,000.00000000 

Principal Transactions Record: 6
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

35,266,582.83000000 

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,306,943.07000000 

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

18,135,290.84000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,506,682.02000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,260,758.29000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

231,465,623.42000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

141,504,746.85307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 19

Item C.1. Background information.

a. Full Name of the Fund

iShares National Muni Bond ETF 

b. Series identication number, if any

S000018861 

c. LEI

549300H21FUYFQW9N157 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares National Muni Bond ETF 
ii. Class identification number, if any

C000052220 

iii. Ticker symbol, if any

MUB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.19000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.26000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.18000000 
2. After Fund fees and expenses (i.e., net asset value):
0.18000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

569,768,742.15000000 

Principal Transactions Record: 2
i. Full name of dealer
Hilltop Securities Inc. 
ii. SEC file number

8-45123 

iii. CRD number
000006220 
iv. LEI, if any

549300IXU82PMU6XZT45 

v. State, if applicable
TEXAS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

191,223,526.40000000 

Principal Transactions Record: 3
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

171,985,037.51000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

743,372,132.50000000 

Principal Transactions Record: 5
i. Full name of dealer
BlackRock Liquidity Funds - MuniCash 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300RWBJ885673DL84 

v. State, if applicable
DELAWARE  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,507,032,760.41000000 

Principal Transactions Record: 6
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,047,808,363.09000000 

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,955,298,031.52000000 

Principal Transactions Record: 8
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

551,698,027.30000000 

Principal Transactions Record: 9
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

501,792,204.10000000 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

294,582,377.60000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

16,911,246,764.81000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

18,039,387,581.16307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 20

Item C.1. Background information.

a. Full Name of the Fund

iShares MBS ETF 

b. Series identication number, if any

S000013702 

c. LEI

549300M0TH0IE2E6RP07 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares MBS ETF 
ii. Class identification number, if any

C000037544 

iii. Ticker symbol, if any

MBB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.18000000 
2. After Fund fees and expenses (i.e., net asset value):
0.13000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.47000000 
2. After Fund fees and expenses (i.e., net asset value):
0.47000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

28,989,554,787.62000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

25,071,353,251.04000000 

Principal Transactions Record: 3
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,428,861,905.79000000 

Principal Transactions Record: 4
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Institutional 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300JDHS1T46VWOG19 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

18,328,583,840.89000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

46,623,644,411.80000000 

Principal Transactions Record: 6
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

45,243,550,412.22000000 

Principal Transactions Record: 7
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,296,764,012.79000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

17,450,159,216.78000000 

Principal Transactions Record: 9
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,048,184,275.90000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,311,382,736.41000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

206,435,001,148.97000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

23,295,105,181.06538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 21

Item C.1. Background information.

a. Full Name of the Fund

iShares ESG Aware 1-5 Year USD Corporate Bond ETF 

b. Series identication number, if any

S000058036 

c. LEI

549300A3SLEQ53E2BD05 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares ESG Aware 1-5 Year USD Corporate Bond ETF 
ii. Class identification number, if any

C000189864 

iii. Ticker symbol, if any

SUSB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.41000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.53000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.43000000 
2. After Fund fees and expenses (i.e., net asset value):
0.43000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

13,797,299.00000000 

g. Provide the net income from securities lending activities

52,963.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
BofA Securities, Inc. 
ii. LEI, if any

549300HN4UKV1E2R3U73 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

122,688,195.69000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

18,562,849.54000000 

Principal Transactions Record: 3
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

97,026,411.88000000 

Principal Transactions Record: 4
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. LEI, if any

VJW2DOOHGDT6PR0ZRO63 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

15,755,139.47000000 

Principal Transactions Record: 5
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

31,877,239.52000000 

Principal Transactions Record: 6
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

143,176,000.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

28,730,319.94000000 

Principal Transactions Record: 8
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

27,123,193.55000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

246,243,657.43000000 

Principal Transactions Record: 10
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

22,193,526.11000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

849,942,156.91000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

397,094,345.85615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 22

Item C.1. Background information.

a. Full Name of the Fund

iShares Government/Credit Bond ETF 

b. Series identication number, if any

S000013701 

c. LEI

5493005N2TW2082UOF16 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Government/Credit Bond ETF 
ii. Class identification number, if any

C000037543 

iii. Ticker symbol, if any

GBF 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.12000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.32000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.24000000 
2. After Fund fees and expenses (i.e., net asset value):
0.24000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

3,477,838.00000000 

g. Provide the net income from securities lending activities

7,168.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
J.P. Morgan Securities LLC 
ii. LEI, if any

ZBUT11V806EZRVTWT807 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,710,199.59000000 

Principal Transactions Record: 2
i. Full name of dealer
Kleinwort Benson North America Inc. 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

00000000000000000000 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,855,830.98000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

237,650,124.95000000 

Principal Transactions Record: 4
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,644,986.77000000 

Principal Transactions Record: 5
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,879,454.16000000 

Principal Transactions Record: 6
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

47,897,000.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,132,929.46000000 

Principal Transactions Record: 8
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

461,707,787.71000000 

Principal Transactions Record: 9
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,574,975.55000000 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

111,015,082.95000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

957,050,718.13000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

218,784,627.71384615 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 23

Item C.1. Background information.

a. Full Name of the Fund

iShares ESG Aware U.S. Aggregate Bond ETF 

b. Series identication number, if any

S000062159 

c. LEI

549300ZH4AMJV5ZGCV06 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares ESG Aware U.S. Aggregate Bond ETF 
ii. Class identification number, if any

C000201167 

iii. Ticker symbol, if any

EAGG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.30000000 
2. After Fund fees and expenses (i.e., net asset value):
0.30000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

8,909,546.00000000 

g. Provide the net income from securities lending activities

7,447.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

514,336,818.57000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

773,118,867.95000000 

Principal Transactions Record: 3
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

976,224,174.41000000 

Principal Transactions Record: 4
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Institutional 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300JDHS1T46VWOG19 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

497,795,111.70000000 

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

340,566,888.14000000 

Principal Transactions Record: 6
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

141,113,484.60000000 

Principal Transactions Record: 7
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

144,476,092.71000000 

Principal Transactions Record: 8
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

172,398,413.57000000 

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

791,751,669.83000000 

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

611,300,207.93000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

5,231,526,402.66000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

534,300,697.57076923 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 24

Item C.1. Background information.

a. Full Name of the Fund

iShares 5-10 Year Investment Grade Corporate Bond ETF 

b. Series identication number, if any

S000013698 

c. LEI

549300ZJOCMXQZ0RKQ84 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 5-10 Year Investment Grade Corporate Bond ETF 
ii. Class identification number, if any

C000037540 

iii. Ticker symbol, if any

IGIB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
0.02000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.61000000 
2. After Fund fees and expenses (i.e., net asset value):
0.61000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

657,350,601.00000000 

g. Provide the net income from securities lending activities

3,003,237.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,054,605,054.42000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,923,254,165.47000000 

Principal Transactions Record: 3
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

8-32682 

iii. CRD number
000015794 
iv. LEI, if any

RCNB6OTYUAMMP879YW96 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

132,231,830.50000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

426,680,225.93000000 

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

888,831,185.85000000 

Principal Transactions Record: 6
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

179,392,166.40000000 

Principal Transactions Record: 7
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,585,424,000.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

197,428,782.55000000 

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

426,542,576.23000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,520,476,734.58000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

19,345,026,112.88000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

10,307,682,592.24230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 25

Item C.1. Background information.

a. Full Name of the Fund

iShares Core 10+ Year USD Bond ETF 

b. Series identication number, if any

S000026652 

c. LEI

549300AS0BPHN7FEW779 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Core 10+ Year USD Bond ETF 
ii. Class identification number, if any

C000080010 

iii. Ticker symbol, if any

ILTB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.10000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.31000000 
2. After Fund fees and expenses (i.e., net asset value):
0.31000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

4,699,717.00000000 

g. Provide the net income from securities lending activities

23,650.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
J.P. Morgan Securities LLC 
ii. LEI, if any

ZBUT11V806EZRVTWT807 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,830,309.09000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,903,326.53000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

79,349,286.12000000 

Principal Transactions Record: 4
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. LEI, if any

VJW2DOOHGDT6PR0ZRO63 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,234,022.57000000 

Principal Transactions Record: 5
i. Full name of dealer
Jane Street Capital, LLC 
ii. SEC file number

8-52275 

iii. CRD number
000103782 
iv. LEI, if any

549300ZM16HMPEPNV857 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

54,715,300.28000000 

Principal Transactions Record: 6
i. Full name of dealer
Kleinwort Benson North America Inc. 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

00000000000000000000 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

37,108,976.62000000 

Principal Transactions Record: 7
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

95,114,000.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

69,466,206.76000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

25,286,907.42000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

124,397,068.88000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

551,051,319.09000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

405,341,344.72615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 26

Item C.1. Background information.

a. Full Name of the Fund

iShares 0-3 Month Treasury Bond ETF 

b. Series identication number, if any

S000068768 

c. LEI

549300L2T50TTT4U6186 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 0-3 Month Treasury Bond ETF 
ii. Class identification number, if any

C000219740 

iii. Ticker symbol, if any

SGOV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.00000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.03000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

775.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
SG Americas Securities, LLC 
ii. LEI, if any

549300F35UE0BOM1WJ55 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

895,340,155.96000000 

Principal Transactions Record: 2
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,471,590,000.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,296,485,615.11000000 

Principal Transactions Record: 4
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,753,059,525.43000000 

Principal Transactions Record: 5
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

481,033,506.96000000 

Principal Transactions Record: 6
i. Full name of dealer
U.S. Bancorp Investments, Inc. 
ii. SEC file number

8-35359 

iii. CRD number
000017868 
iv. LEI, if any

H85Z6XZP8B10ES0M2G89 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

218,665,129.61000000 

Principal Transactions Record: 7
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

657,960,301.27000000 

Principal Transactions Record: 8
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

186,591,198.16000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,980,017,652.39000000 

Principal Transactions Record: 10
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

302,957,073.08000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

14,664,888,770.33000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

752,127,813.32600000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 27

Item C.1. Background information.

a. Full Name of the Fund

iShares New York Muni Bond ETF 

b. Series identication number, if any

S000019342 

c. LEI

549300U0W2QKLJLFRJ55 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares New York Muni Bond ETF 
ii. Class identification number, if any

C000053740 

iii. Ticker symbol, if any

NYF 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.14000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.11000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.33000000 
2. After Fund fees and expenses (i.e., net asset value):
0.33000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Pershing LLC 
ii. SEC file number

8-17574 

iii. CRD number
000007560 
iv. LEI, if any

ZI8Q1A8EI8LQFJNM0D94 

v. State, if applicable
NEW JERSEY  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,308,283.00000000 

Principal Transactions Record: 2
i. Full name of dealer
BlackRock Liquidity Funds - New York Money Fund 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

549300XLCZIW23X5I573 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

179,312,281.32000000 

Principal Transactions Record: 3
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,406,681.65000000 

Principal Transactions Record: 4
i. Full name of dealer
Stifel, Nicolaus & Company, Incorporated 
ii. SEC file number

8-1447 

iii. CRD number
000000793 
iv. LEI, if any

5WUVMA08EYG4KEUPW589 

v. State, if applicable
MISSOURI  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,430,069.60000000 

Principal Transactions Record: 5
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,850,609.80000000 

Principal Transactions Record: 6
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,229,613.40000000 

Principal Transactions Record: 7
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

17,453,730.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,654,955.00000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,372,237.70000000 

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

37,836,887.75000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

307,874,822.92000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

472,847,396.20461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 28

Item C.1. Background information.

a. Full Name of the Fund

iShares 25+ Year Treasury STRIPS Bond ETF 

b. Series identication number, if any

S000069558 

c. LEI

5493001UGNV6MYE85175 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 25+ Year Treasury STRIPS Bond ETF 
ii. Class identification number, if any

C000221912 

iii. Ticker symbol, if any

GOVZ 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
8.19000000 
2. After Fund fees and expenses (i.e., net asset value):
7.95000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
2.31000000 
2. After Fund fees and expenses (i.e., net asset value):
2.31000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,037,655.33000000 

Principal Transactions Record: 2
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

8-32682 

iii. CRD number
000015794 
iv. LEI, if any

RCNB6OTYUAMMP879YW96 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

361,614.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,274,933.02000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,701,730.63000000 

Principal Transactions Record: 5
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,968,074.16000000 

Principal Transactions Record: 6
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

821,516.90000000 

Principal Transactions Record: 7
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,260,000.00000000 

Principal Transactions Record: 8
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

29,100,640.04000000 

Principal Transactions Record: 9
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

209,710.90000000 

Principal Transactions Record: 10
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

363,813.65000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

43,402,636.71000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

15,858,911.07333333 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 29

Item C.1. Background information.

a. Full Name of the Fund

iShares 7-10 Year Treasury Bond ETF 

b. Series identication number, if any

S000004358 

c. LEI

549300XS1PPZG92M8L16 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares 7-10 Year Treasury Bond ETF 
ii. Class identification number, if any

C000012088 

iii. Ticker symbol, if any

IEF 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.49000000 
2. After Fund fees and expenses (i.e., net asset value):
0.34000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.74000000 
2. After Fund fees and expenses (i.e., net asset value):
0.74000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

586,142,050.00000000 

g. Provide the net income from securities lending activities

822,710.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Wells Fargo Securities, LLC 
ii. LEI, if any

VYVVCKR63DVZZN70PB21 

iii. State, if applicable
NORTH CAROLINA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,426,129,368.22000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,042,807,256.53000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,730,772,114.06000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

17,684,418,885.91000000 

Principal Transactions Record: 5
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,119,705,497.35000000 

Principal Transactions Record: 6
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,870,816,900.12000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,686,664,751.72000000 

Principal Transactions Record: 8
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,613,302,000.00000000 

Principal Transactions Record: 9
i. Full name of dealer
U.S. Bancorp Investments, Inc. 
ii. SEC file number

8-35359 

iii. CRD number
000017868 
iv. LEI, if any

H85Z6XZP8B10ES0M2G89 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,363,487,339.20000000 

Principal Transactions Record: 10
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,766,069,286.56000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

70,814,536,283.36000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

18,877,887,553.79461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 30

Item C.1. Background information.

a. Full Name of the Fund

iShares Short Treasury Bond ETF 

b. Series identication number, if any

S000013694 

c. LEI

549300F8ZJ4IZLOOBP30 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares Short Treasury Bond ETF 
ii. Class identification number, if any

C000037536 

iii. Ticker symbol, if any

SHV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.00000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.15000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
0.08000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

946,153,480.00000000 

g. Provide the net income from securities lending activities

2,439,880.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
SG Americas Securities, LLC 
ii. LEI, if any

549300F35UE0BOM1WJ55 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,896,089,444.43000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

37,343,866,222.86000000 

Principal Transactions Record: 3
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,670,410,462.04000000 

Principal Transactions Record: 4
i. Full name of dealer
U.S. Bancorp Investments, Inc. 
ii. SEC file number

8-35359 

iii. CRD number
000017868 
iv. LEI, if any

H85Z6XZP8B10ES0M2G89 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,912,966,280.77000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,725,425,637.92000000 

Principal Transactions Record: 6
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,255,978,824.01000000 

Principal Transactions Record: 7
i. Full name of dealer
Daiwa Capital Markets America Inc. 
ii. SEC file number

8-12242 

iii. CRD number
000001576 
iv. LEI, if any

M67H5PRC0NQKM73ZAS82 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,938,594,397.82000000 

Principal Transactions Record: 8
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

61,478,864,000.00000000 

Principal Transactions Record: 9
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

25,066,698,849.84000000 

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

22,837,444,222.33000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

216,847,627,020.06000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

20,594,521,400.26923076 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 31

Item C.1. Background information.

a. Full Name of the Fund

iShares iBoxx $ High Yield Corporate Bond ETF 

b. Series identication number, if any

S000016772 

c. LEI

549300FCCXHK7O37PQ68 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
iShares iBoxx $ High Yield Corporate Bond ETF 
ii. Class identification number, if any

C000046846 

iii. Ticker symbol, if any

HYG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.53000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.30000000 
2. After Fund fees and expenses (i.e., net asset value):
0.30000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox checked   Master-Feeder Fund 

i. If the Registrant is a master fund, then provide the information requested below with respect to each feeder fund:
Feeder funds Record: 1
1. Full name
iShares USD High Yield Corporate Bond JPY Hedged ETF 
2. For registered feeder funds:
A. Investment Company Act file number (e.g., 811-)
N/A 
B. Series identification number, if any
N/A 
C. LEI of feeder fund
N/A 
3. For unregistered feeder funds:
A. SEC file number of the feeder fund's investment adviser (e.g., 801-)
N/A 
B. LEI of feeder fund, if any
353800JC117835Q80D32 

ii. If the Registrant is a feeder fund, then provide the information requested below with respect to a master fund registered under the Act:
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
BlackRock Institutional Trust Company, National Association 
ii. LEI, if any

549300RK1FB0VMTPD087 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
BlackRock, Inc. 
2. LEI, if any, of person providing indemnification

549300LRIF3NWCU26A80 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
BlackRock Fund Advisors 
ii. LEI, if any:

549300YOOGP0Y1M95C20 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox checked  vi. Other  
Checkbox not checked   N/A  
If other, describe:

Rebates paid to borrowers 

f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,062,721,275.00000000 

g. Provide the net income from securities lending activities

11,086,466.00000000 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
BlackRock Fund Advisors 
ii. SEC file number ( e.g., 801- )

801-22609 

iii.CRD number
000105247 
iv. LEI, if any

549300YOOGP0Y1M95C20 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number ( e.g., 84- or 85- )

85-05003 

iii. LEI, if any

571474TGEMMWANRLN572 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. LEI, if any, or provide and describe other identifying number

549300B56MD0ZC402L06 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
BofA Securities, Inc. 
ii. LEI, if any

549300HN4UKV1E2R3U73 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
BNP Paribas Securities Services (Paris, Paris, FR, Branch) 
ii. LEI, if any

549300WCGB70D06XZS54 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button checked Yes Radio button not checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
i. Full name
ii. LEI, if any, or provide and describe other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button not checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
BlackRock Investments, LLC 
b. SEC file number

8-48436 

c. CRD number
000038642 
d. LEI, if any

54930061FBHCKXL2G714 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
BlackRock Execution Services 
b. SEC file number

8-48719 

c. CRD number
000039438 
d. LEI, if any

549300HFCRQ0NT5KY652 

e. State, if applicable
NEW YORK  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Cowen and Company, LLC 
ii. SEC file number

8-22522 

iii. CRD number
000007616 
iv. LEI, if any

549300WR155U7DVMIW58 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

602.21000000 

Brokers Record: 2
i. Full name of broker
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

308.64000000 

Brokers Record: 3
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,091.82000000 

Brokers Record: 4
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,215.04000000 

Brokers Record: 5
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

323.89000000 

Brokers Record: 6
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42.74000000 

Brokers Record: 7
i. Full name of broker
BMO Capital Markets Corp. 
ii. SEC file number

8-34344 

iii. CRD number
000016686 
iv. LEI, if any

RUC0QBLBRPRCU4W1NE59 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

910.03000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

5,494.37000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,218,921,777.93000000 

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

36,226,690,567.89000000 

Principal Transactions Record: 3
i. Full name of dealer
BlackRock Funds III - BlackRock Cash Funds: Treasury 
ii. SEC file number

N/A 

iii. CRD number
000000000 
iv. LEI, if any

5493005PQV5UQG4OSI49 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,787,531,000.00000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,399,714,153.01000000 

Principal Transactions Record: 5
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,141,600,683.69000000 

Principal Transactions Record: 6
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

277,582,128.43000000 

Principal Transactions Record: 7
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

355,533,586.77000000 

Principal Transactions Record: 8
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

665,481,857.32000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

39,423,007,151.00000000 

Principal Transactions Record: 10
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,678,465,140.97000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

93,333,390,279.03000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

23,701,865,771.02076923 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds


Exchange Record: 1


Fund Name
iShares Agency Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
AGZ 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
137,804,922.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
144,347,701.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
42,001,472.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
262,922,526.05000000 
Authorized Participants Record: 11
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
137,790,933.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
84,478,787.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
83,349,637.70000000 
Authorized Participants Record: 47
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
78.36037037 %  
ii. The standard deviation of the percentage of that value composed of cash:
41.29372745 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
21.63962962 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
41.29372745 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
20.77294488 %  
ii. The standard deviation of the percentage of that value composed of cash:
44.33738601 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
79.22705511 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
44.33738602 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.09074073 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.09799998 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 2


Fund Name
iShares 1-5 Year Investment Grade Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
IGSB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,028,766,848.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
82,512,721.80000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
10,611,663.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,149,606,436.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,216,876,126.85000000 
Authorized Participants Record: 24
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,677,295.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,025,717,571.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
748,813,376.50000000 
Authorized Participants Record: 31
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,356,513.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,018,951.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,710,114.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
19,279,845.55000000 
Authorized Participants Record: 46
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
93,283,635.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.54675380 %  
ii. The standard deviation of the percentage of that value composed of cash:
7.86634550 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.45324619 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
7.86634550 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
3.47777559 %  
ii. The standard deviation of the percentage of that value composed of cash:
2.08321373 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
96.52222440 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
2.08321373 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00374507 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00941092 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 3


Fund Name
iShares 10-20 Year Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
TLH 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
510,150,334.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
291,312,337.60000000 
Authorized Participants Record: 13
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
33,032,350.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,428,793.60000000 
Authorized Participants Record: 14
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
527,135,161.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
582,136,623.30000000 
Authorized Participants Record: 23
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
46,906,205.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,711,945.10000000 
Authorized Participants Record: 43
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.08862068 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.13923133 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.91137931 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.13923133 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.87875000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.76678500 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.12125000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.76678500 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button checked Yes Radio button not checked No

Exchange Record: 4


Fund Name
iShares Intermediate Government/Credit Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
BATS Z-EXCHANGE  
b. Ticker. Provide the Fund's ticker symbol:
GVI 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
75,981,884.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
334,845,478.60000000 
Authorized Participants Record: 3
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
76,242,537.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
29,229,414.90000000 
Authorized Participants Record: 5
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
29,356,932.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
483,360,784.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
175,242,870.20000000 
Authorized Participants Record: 49
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.85475940 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.46807791 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.14524059 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.46807791 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.93483020 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.00568464 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.06516979 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.00568464 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 5


Fund Name
iShares Short-Term National Muni Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SUB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
247,201,912.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
53,127,741.50000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,388,773.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
187,505,912.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
10,638,249.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
79,594,614.75000000 
Authorized Participants Record: 25
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
779,729,785.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
106,063,879.00000000 
Authorized Participants Record: 31
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
296,046,795.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
99.04200000 %  
ii. The standard deviation of the percentage of that value composed of cash:
9.11003629 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.95800000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
9.11003629 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
61.55285714 %  
ii. The standard deviation of the percentage of that value composed of cash:
48.40544897 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
38.44714285 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
48.40544897 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.19738889 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.19738889 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05142858 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
100.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05142858 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 6


Fund Name
iShares 1-3 Year Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
SHY 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,282,268,250.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,109,474,749.00000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
86,368,755.00000000 
Authorized Participants Record: 14
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,636,379.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,177,103,901.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,201,682,857.40000000 
Authorized Participants Record: 30
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,568,712,891.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,713,179,199.90000000 
Authorized Participants Record: 36
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,191,987,798.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
916,962,965.50000000 
Authorized Participants Record: 38
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
647,873,456.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
880,405,930.70000000 
Authorized Participants Record: 41
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.29159793 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.54752519 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.70840206 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.54752519 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.56289062 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.87935331 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.43710937 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.87935331 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 7


Fund Name
iShares 20+ Year Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
TLT 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,897,467,874.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
15,325,697,018.10000000 
Authorized Participants Record: 3
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,380,037,265.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,222,186,390.60000000 
Authorized Participants Record: 5
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,883,417,299.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,284,044,101.40000000 
Authorized Participants Record: 6
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,381,290,623.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,108,623,960.60000000 
Authorized Participants Record: 21
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
438,428,984.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
355,372,506.00000000 
Authorized Participants Record: 23
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,548,828,038.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,915,623,768.00000000 
Authorized Participants Record: 33
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
101,905,222.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
752,650,324.00000000 
Authorized Participants Record: 35
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,349,438,770.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,062,093,669.70000000 
Authorized Participants Record: 41
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
343,840,473.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
263,230,863.90000000 
Authorized Participants Record: 48
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.71218181 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.53066664 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.28781818 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.53066664 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.30851711 %  
ii. The standard deviation of the percentage of that value composed of cash:
6.97468544 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.69148288 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
6.97468544 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 8


Fund Name
iShares iBoxx $ Investment Grade Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
LQD 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
107,230,284.30000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,813,487.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
495,910,727.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,722,725,392.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,850,469,248.10000000 
Authorized Participants Record: 25
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
27,185,698.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,241,841,202.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,736,315,275.60000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,515,836,923.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
405,842,937.30000000 
Authorized Participants Record: 32
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,390,124,424.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
980,955,657.00000000 
Authorized Participants Record: 34
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
27,160,151.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,545,411.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,882,805,645.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
13,492,627,249.30000000 
Authorized Participants Record: 42
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,933,382,086.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,528,436,909.90000000 
Authorized Participants Record: 46
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
105,438,460.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
54,358,518.00000000 
Authorized Participants Record: 49
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
4.66330288 %  
ii. The standard deviation of the percentage of that value composed of cash:
14.18050899 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
95.33669711 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
14.18050899 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.46055511 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.20999535 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.53944488 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.20999535 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01574730 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05682188 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 9


Fund Name
iShares California Muni Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
CMF 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
189,529,475.50000000 
Authorized Participants Record: 2
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,578,053.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
61,751,615.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
201,790,554.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
92,226,644.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,390,506.00000000 
Authorized Participants Record: 46
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
100.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
19.29800000 %  
ii. The standard deviation of the percentage of that value composed of cash:
32.31295978 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
80.70200000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
32.31295978 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.15082191 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.15082191 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 10


Fund Name
iShares Core 5-10 Year USD Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
IMTB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,200,814.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,237,372.80000000 
Authorized Participants Record: 2
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,220,840.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
48.87500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.07778174 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
51.12500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.07778174 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
48.83000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
51.17000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
275.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00918879 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
275.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01880046 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
275.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00112594 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
275.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00230584 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 11


Fund Name
iShares ESG Advanced Total USD Bond Market ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
EUSB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
55,246,024.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
85,463,044.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
50,376,105.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
38.95733333 %  
ii. The standard deviation of the percentage of that value composed of cash:
34.07843923 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
61.04266666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
34.07843923 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
775.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04691433 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
775.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.22701169 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 12


Fund Name
iShares Core U.S. Aggregate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
AGG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,416,414,049.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,135,720,052.10000000 
Authorized Participants Record: 4
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,814,655,339.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
630,014,332.70000000 
Authorized Participants Record: 16
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
35,384,664.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
23,344,496.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,143,789,654.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,067,785,507.60000000 
Authorized Participants Record: 50
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
24.74124668 %  
ii. The standard deviation of the percentage of that value composed of cash:
6.97477649 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
75.25875331 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
6.97477649 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
25.62070175 %  
ii. The standard deviation of the percentage of that value composed of cash:
5.09732558 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
74.37929824 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
5.09732558 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00361284 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05380410 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00402286 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01948700 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 13


Fund Name
iShares 10+ Year Investment Grade Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
IGLB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,036,621.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
82,459,874.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
332,398,242.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
526,337,390.90000000 
Authorized Participants Record: 20
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,970,511.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
772,511,467.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
162,736,343.60000000 
Authorized Participants Record: 30
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
14,004,924.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
20,997,604.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.72405486 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.30686409 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.27594513 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.30686409 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.94098103 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.38405247 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.05901896 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.38405247 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 14


Fund Name
iShares High Yield Bond Factor ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
BATS Z-EXCHANGE  
b. Ticker. Provide the Fund's ticker symbol:
HYDB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
20,477,882.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,883,855.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,128,010.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.54905572 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.23854477 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.45094427 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.23854477 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
550.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
550.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 15


Fund Name
iShares 3-7 Year Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
IEI 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
358,789,308.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
421,390,458.50000000 
Authorized Participants Record: 6
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
184,481,971.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,961,266,385.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
970,225,784.10000000 
Authorized Participants Record: 13
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,534,316,620.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,388,792,149.30000000 
Authorized Participants Record: 25
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.08443298 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.03813431 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.91556701 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.03813431 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.95426666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.88435221 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.04573333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.88435221 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button checked Yes Radio button not checked No

Exchange Record: 16


Fund Name
iShares Broad USD Investment Grade Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
USIG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
45,764,719.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,412,745,581.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,274,104,113.90000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
85,366,535.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,259,537,395.70000000 
Authorized Participants Record: 7
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
277,307,050.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
367,394,815.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,116,510.35000000 
Authorized Participants Record: 45
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.20666064 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.76715628 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.79333935 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.76715628 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.10885025 %  
ii. The standard deviation of the percentage of that value composed of cash:
3.56131901 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.89114974 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
3.56131901 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00017286 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00243219 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 17


Fund Name
iShares ESG Aware USD Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
SUSC 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
404,169,177.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
143,134,208.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,597,021.00000000 
Authorized Participants Record: 5
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,910,334.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,551,017.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
132,355,767.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,388,561.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,423,840.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
4.85949196 %  
ii. The standard deviation of the percentage of that value composed of cash:
17.83950450 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
95.14050803 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
17.83950450 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.80000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.20000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01448233 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02183220 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 18


Fund Name
iShares Investment Grade Bond Factor ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
BATS Z-EXCHANGE  
b. Ticker. Provide the Fund's ticker symbol:
IGEB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,474,875.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
20,610,236.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
24,186,471.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,475,395.40000000 
Authorized Participants Record: 17
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,869,762.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
92.33307692 %  
ii. The standard deviation of the percentage of that value composed of cash:
27.64348427 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
7.66692307 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
27.64348427 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.97000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.03000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
875.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.51153848 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
875.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.51153848 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
875.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
875.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 19


Fund Name
iShares National Muni Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
MUB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,925,756.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
522,715,925.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,375,868,748.50000000 
Authorized Participants Record: 12
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,413,029,495.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
380,094,173.90000000 
Authorized Participants Record: 22
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
650,453,088.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
58,092,852.50000000 
Authorized Participants Record: 23
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,150,276,582.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
199,541,120.80000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
517,310,162.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
378,531,105.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
44,778,084.60000000 
Authorized Participants Record: 34
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
34,525,657.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
65,873,715.70000000 
Authorized Participants Record: 39
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
94.36392996 %  
ii. The standard deviation of the percentage of that value composed of cash:
19.98506123 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
5.63607003 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
19.98506123 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
54.94257142 %  
ii. The standard deviation of the percentage of that value composed of cash:
36.52744539 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
45.05742857 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
36.52744539 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
400.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.17203281 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
400.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.17268227 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
400.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.03171428 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
400.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.03171428 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 20


Fund Name
iShares MBS ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
MBB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
66,219,088.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
76,730,108.80000000 
Authorized Participants Record: 14
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,661,484,883.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,585,107,362.20000000 
Authorized Participants Record: 31
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
55,058,143.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
76,635,036.60000000 
Authorized Participants Record: 32
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
491,151,866.70000000 
Authorized Participants Record: 34
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
332,372,253.50000000 
Authorized Participants Record: 37
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
186,908,399.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
670,208,776.20000000 
Authorized Participants Record: 40
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,248,968,959.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
197,961,603.00000000 
Authorized Participants Record: 48
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
37.85007275 %  
ii. The standard deviation of the percentage of that value composed of cash:
43.24369965 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
62.14992724 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
43.24369965 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
98.13113207 %  
ii. The standard deviation of the percentage of that value composed of cash:
13.60556385 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.86886792 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
13.60556385 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01565961 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01707317 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.17792453 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.17792453 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 21


Fund Name
iShares ESG Aware 1-5 Year USD Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
SUSB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
99,145,867.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
201,357,498.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,207,463.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
74,041,250.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
24,833,468.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
15,348,880.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,841,284.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.42361752 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.27157270 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.57638247 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.27157270 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.66000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.34000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 22


Fund Name
iShares Government/Credit Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
GBF 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,758,456.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,511,862.40000000 
Authorized Participants Record: 9
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
88,752,591.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
363,468,477.40000000 
Authorized Participants Record: 35
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
230,374,721.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
99,539,092.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.94216706 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.96709952 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.05783293 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.96709952 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.87750000 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.01263270 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.12250000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.01263270 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00105828 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.08591728 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 23


Fund Name
iShares ESG Aware U.S. Aggregate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
EAGG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
61,808,910.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
431,865,650.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
219,694,917.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
202,811,977.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
26.62201343 %  
ii. The standard deviation of the percentage of that value composed of cash:
14.10847813 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
73.37798656 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
14.10847813 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,275.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01108318 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,275.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.09083073 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 24


Fund Name
iShares 5-10 Year Investment Grade Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
IGIB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,360,181.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
15,002,086.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
58,099,494.30000000 
Authorized Participants Record: 9
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,066,464.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,051,140.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,012,513,135.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,787,609,784.05000000 
Authorized Participants Record: 22
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
93,525,005.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,680,592,409.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,902,890,308.05000000 
Authorized Participants Record: 40
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,062,435.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
561,723,744.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
79,485,999.70000000 
Authorized Participants Record: 49
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
69,313,065.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.15632248 %  
ii. The standard deviation of the percentage of that value composed of cash:
7.96478935 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.84367751 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
7.96478935 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.28700058 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.62013134 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.71299941 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.62013134 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00298397 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00999884 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 25


Fund Name
iShares Core 10+ Year USD Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
ILTB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
63,095,214.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
49,103,368.40000000 
Authorized Participants Record: 32
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
68,249,558.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
28,963,325.60000000 
Authorized Participants Record: 35
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
37,614,215.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,821,061.40000000 
Authorized Participants Record: 39
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
41,689,291.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
27,905,052.40000000 
Authorized Participants Record: 46
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,827,763.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
9.33559474 %  
ii. The standard deviation of the percentage of that value composed of cash:
19.48710227 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
90.66440525 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
19.48710227 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.92285714 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.50726810 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.07714285 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.50726810 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04250575 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.17725871 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 26


Fund Name
iShares 0-3 Month Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SGOV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
785,088,637.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
60,005,960.90000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
130,020,332.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
120,019,656.05000000 
Authorized Participants Record: 8
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
12.99411764 %  
ii. The standard deviation of the percentage of that value composed of cash:
24.63560154 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
87.00588235 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
24.63560154 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
4.32642857 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.70597022 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
95.67357142 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.70597022 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
125.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
125.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
125.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
125.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 27


Fund Name
iShares New York Muni Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
NYF 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
30,935,375.90000000 
Authorized Participants Record: 7
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,530,431.20000000 
Authorized Participants Record: 43
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
54,750,248.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
100.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
6.37500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.25157900 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
93.62500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.25157900 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.14999998 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.14999998 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 28


Fund Name
iShares 25+ Year Treasury STRIPS Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
BATS Z-EXCHANGE  
b. Ticker. Provide the Fund's ticker symbol:
GOVZ 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,494,598.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,806,316.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
12.84125000 %  
ii. The standard deviation of the percentage of that value composed of cash:
35.25447790 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
87.15875000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
35.25447790 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
150.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 29


Fund Name
iShares 7-10 Year Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
IEF 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
118,543,929.00000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,069,278,876.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,721,793,854.20000000 
Authorized Participants Record: 7
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
203,885,576.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
381,080,226.80000000 
Authorized Participants Record: 12
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
240,559,110.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
260,729,419.40000000 
Authorized Participants Record: 21
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,214,359.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,342,704,443.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,396,059,635.70000000 
Authorized Participants Record: 26
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
691,997,958.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
337,697,366.20000000 
Authorized Participants Record: 27
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,318,002,511.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,953,529,998.10000000 
Authorized Participants Record: 40
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
754,976,176.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
734,368,401.90000000 
Authorized Participants Record: 42
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
550,519,514.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
551,658,008.90000000 
Authorized Participants Record: 44
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.49205405 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.50650024 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.50794594 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.50650024 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.45249011 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.48590747 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.54750988 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.48590747 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 30


Fund Name
iShares Short Treasury Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
SHV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,528,987,972.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,763,296,089.97000000 
Authorized Participants Record: 6
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
155,171,296.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,676,960,354.20000000 
Authorized Participants Record: 9
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,952,444,172.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,256,393,682.15000000 
Authorized Participants Record: 27
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
110,710,662.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
99,826,655.50000000 
Authorized Participants Record: 28
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 44
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
11.52287234 %  
ii. The standard deviation of the percentage of that value composed of cash:
5.98419057 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
88.47712765 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
5.98419057 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
7.30522321 %  
ii. The standard deviation of the percentage of that value composed of cash:
6.33162628 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
92.69477678 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
6.33162628 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

Exchange Record: 31


Fund Name
iShares iBoxx $ High Yield Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
HYG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
BofA Securities, Inc. 
b. SEC file number
8-69787 
c. CRD number
000283942 
d. LEI, if any
549300HN4UKV1E2R3U73 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Itau BBA USA Securities, Inc. 
b. SEC file number
8-53702 
c. CRD number
000118817 
d. LEI, if any
5493008E85XK12EKYI22 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. LEI, if any
549300PMHS66E71I2D34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
516,852,915.80000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. LEI, if any
50OBSE5T5521O6SMZR28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. LEI, if any
12UUJYTN7D3SW8KCSG25 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. LEI, if any
549300445CON3DBMU275 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu ITG LLC 
b. SEC file number
8-44218 
c. CRD number
000029299 
d. LEI, if any
549300S41SMIODVIT266 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. LEI, if any
549300RA02N3BNSWBV74 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. LEI, if any
5493005RJDJD18OPUP27 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. LEI, if any
7VHWWWW4UJS7NUM3PT30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. LEI, if any
MBNUM2BPBDO7JBLYG310 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
302,992,682.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
43,729,762.00000000 
Authorized Participants Record: 12
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. LEI, if any
5WUVMA08EYG4KEUPW589 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. LEI, if any
ZI8Q1A8EI8LQFJNM0D94 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
25,639,563.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,705,877.30000000 
Authorized Participants Record: 14
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. LEI, if any
CYYGQCGNHMHPSMRL3R97 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. LEI, if any
5493004J7H4GCPG6OB62 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. LEI, if any
RUC0QBLBRPRCU4W1NE59 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. LEI, if any
9J6MBOOO7BECTDTUZW19 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Scotia Capital (USA) Inc. 
b. SEC file number
8-3716 
c. CRD number
000002739 
d. LEI, if any
549300BLWPABP1VNME36 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. LEI, if any
VYVVCKR63DVZZN70PB21 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. LEI, if any
9R7GPTSO7KV3UQJZQ078 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
657,007,794.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
167,265,088.70000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. LEI, if any
1V8Y6QCX6YMJ2OELII46 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. LEI, if any
7TK5RJIZDFROZCA6XF66 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. LEI, if any
549300F35UE0BOM1WJ55 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNY Mellon Capital Markets, LLC 
b. SEC file number
8-35255 
c. CRD number
000017454 
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. LEI, if any
549300ZM16HMPEPNV857 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
42,092,684.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. LEI, if any
RCNB6OTYUAMMP879YW96 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
NATIONAL BANK OF CANADA FINANCIAL INC. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. LEI, if any
549300R6OJCZ1R8P6U58 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. LEI, if any
FOR8UP27PHTHYVLBNG30 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,575,463,005.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
15,864,320,846.90000000 
Authorized Participants Record: 29
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. LEI, if any
549300CSX55MXZ47EI78 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
ABN AMRO Clearing Chicago LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. LEI, if any
549300U16G4LU3V6C598 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
545,251,217.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
228,675,852.00000000 
Authorized Participants Record: 32
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-000 
c. CRD number
000000000 
d. LEI, if any
549300ZBQI1JB1844X09 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. LEI, if any
T6FIZBDPKLYJKFCRVK44 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. LEI, if any
549300LCO2FLSSVFFR64 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Timber Hill LLC 
b. SEC file number
8-28569 
c. CRD number
000033319 
d. LEI, if any
549300ENR8YMEK2RVE28 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Daiwa Capital Markets America Inc. 
b. SEC file number
8-12242 
c. CRD number
000001576 
d. LEI, if any
M67H5PRC0NQKM73ZAS82 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Industrial and Commercial Bank of China Financial Services LLC 
b. SEC file number
8-66471 
c. CRD number
000131487 
d. LEI, if any
5493003O0P1GJ0O8CI80 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. LEI, if any
KBVRJ5K57JZ3E2AVWX40 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. LEI, if any
549300L8G1E7ZHVEOG75 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. LEI, if any
21380037YFKONTT23854 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Intesa Sanpaolo IMI Securities Corp. 
b. SEC file number
8-37444 
c. CRD number
000019418 
d. LEI, if any
V48XYRSNOB3HY0J4NK61 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. LEI, if any
58PU97L1C0WSRCWADL48 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,229,010,253.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
754,928,696.50000000 
Authorized Participants Record: 43
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. LEI, if any
AC28XWWI3WIBK2824319 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,693,739.80000000 
Authorized Participants Record: 44
a. Full Name
Natwest Markets Securities Inc. 
b. SEC file number
8-37135 
c. CRD number
000011707 
d. LEI, if any
ZE2ZWJ5BTIQJ8M0C6K34 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 45
a. Full Name
ABN AMRO Securities (USA) LLC 
b. SEC file number
8-68398 
c. CRD number
000151796 
d. LEI, if any
549300FIFV1CB6HD9A14 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 46
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. LEI, if any
K5HU16E3LMSVCCJJJ255 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 47
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. LEI, if any
OXTKY6Q8X53C9ILVV871 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 48
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. LEI, if any
54930088MP91YZQJT494 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 49
a. Full Name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number
8-44744 
c. CRD number
000030107 
d. LEI, if any
54ZMQ1M7YQYKOZC8E043 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 50
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. LEI, if any
ZBUT11V806EZRVTWT807 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,519,819,858.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
18,562,995,639.70000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
9.39768231 %  
ii. The standard deviation of the percentage of that value composed of cash:
27.61204239 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
90.60231768 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
27.61204239 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.31720132 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.82160134 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.68279867 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.82160134 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02480769 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02600806 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
510.74685314 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
510.74685314 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?Radio button not checked Yes Radio button checked No

N-CEN:Part G: Attachments

Item G.1a. Attachments.

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: Checkbox checked   i. Legal proceedings  
Checkbox not checked  ii. Provision of financial support  
Checkbox checked  iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)  
Checkbox not checked  iv. Change in accounting principles and practices  
Checkbox not checked  v. Information required to be filed pursuant to exemptive orders  
Checkbox not checked  vi. Other information required to be included as an attachment pursuant to Commission rules and regulations 

Instructions.

1. Item G.1.a.i. Legal proceedings.

(a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination.

2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support.

(b) Person providing support.

(c) Brief description of relationship between the person providing support and the Registrant.

(d) Date support provided.

(e) Amount of support.

(f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI).
(g) Value of security supported on date support was initiated (if applicable).

(h) Brief description of reason for support.

(i) Term of support.

(j) Brief description of any contractual restrictions relating to support.

3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year.

The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued.

Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed.

The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant.

4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description.

5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant.

6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations.

N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant
iShares Trust 
Date
2021-05-05 
Signature
Ann Frechette 
Title
Assistant Treasurer